Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
CauchyDistributionImpl |
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1 | /* |
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2 | * Copyright 2005 The Apache Software Foundation. |
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3 | * |
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4 | * Licensed under the Apache License, Version 2.0 (the "License"); |
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5 | * you may not use this file except in compliance with the License. |
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6 | * You may obtain a copy of the License at |
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7 | * |
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8 | * http://www.apache.org/licenses/LICENSE-2.0 |
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9 | * |
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10 | * Unless required by applicable law or agreed to in writing, software |
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11 | * distributed under the License is distributed on an "AS IS" BASIS, |
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12 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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13 | * See the License for the specific language governing permissions and |
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14 | * limitations under the License. |
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15 | */ |
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16 | ||
17 | package org.apache.commons.math.distribution; |
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18 | ||
19 | import java.io.Serializable; |
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20 | ||
21 | /** |
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22 | * Default implementation of |
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23 | * {@link org.apache.commons.math.distribution.CauchyDistribution}. |
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24 | * |
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25 | * @since 1.1 |
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26 | * @version $Revision$ $Date: 2005-06-26 15:20:57 -0700 (Sun, 26 Jun 2005) $ |
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27 | */ |
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28 | public class CauchyDistributionImpl extends AbstractContinuousDistribution |
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29 | implements CauchyDistribution, Serializable { |
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30 | ||
31 | /** Serializable version identifier */ |
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32 | static final long serialVersionUID = 8589540077390120676L; |
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33 | ||
34 | /** The median of this distribution. */ |
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35 | 20 | private double median = 0; |
36 | ||
37 | /** The scale of this distribution. */ |
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38 | 20 | private double scale = 1; |
39 | ||
40 | /** |
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41 | * Creates cauchy distribution with the medain equal to zero and scale |
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42 | * equal to one. |
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43 | */ |
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44 | public CauchyDistributionImpl(){ |
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45 | 0 | this(0.0, 1.0); |
46 | 0 | } |
47 | ||
48 | /** |
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49 | * Create a cauchy distribution using the given median and scale. |
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50 | * @param median median for this distribution |
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51 | * @param s scale parameter for this distribution |
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52 | */ |
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53 | public CauchyDistributionImpl(double median, double s){ |
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54 | 20 | super(); |
55 | 20 | setMedian(median); |
56 | 20 | setScale(s); |
57 | 16 | } |
58 | ||
59 | /** |
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60 | * For this disbution, X, this method returns P(X < <code>x</code>). |
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61 | * @param x the value at which the CDF is evaluated. |
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62 | * @return CDF evaluted at <code>x</code>. |
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63 | */ |
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64 | public double cumulativeProbability(double x) { |
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65 | 128 | return 0.5 + (Math.atan((x - median) / scale) / Math.PI); |
66 | } |
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67 | ||
68 | /** |
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69 | * Access the median. |
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70 | * @return median for this distribution |
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71 | */ |
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72 | public double getMedian() { |
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73 | 2 | return median; |
74 | } |
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75 | ||
76 | /** |
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77 | * Access the scale parameter. |
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78 | * @return scale parameter for this distribution |
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79 | */ |
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80 | public double getScale() { |
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81 | 2 | return scale; |
82 | } |
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83 | ||
84 | /** |
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85 | * For this distribution, X, this method returns the critical point x, such |
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86 | * that P(X < x) = <code>p</code>. |
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87 | * <p> |
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88 | * Returns <code>Double.NEGATIVE_INFINITY</code> for p=0 and |
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89 | * <code>Double.POSITIVE_INFINITY</code> for p=1. |
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90 | * |
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91 | * @param p the desired probability |
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92 | * @return x, such that P(X < x) = <code>p</code> |
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93 | * @throws IllegalArgumentException if <code>p</code> is not a valid |
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94 | * probability. |
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95 | */ |
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96 | public double inverseCumulativeProbability(double p) { |
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97 | double ret; |
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98 | 28 | if (p < 0.0 || p > 1.0) { |
99 | 4 | throw new IllegalArgumentException |
100 | ("probability argument must be between 0 and 1 (inclusive)"); |
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101 | 24 | } else if (p == 0) { |
102 | 2 | ret = Double.NEGATIVE_INFINITY; |
103 | 22 | } else if (p == 1) { |
104 | 2 | ret = Double.POSITIVE_INFINITY; |
105 | } else { |
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106 | 20 | ret = median + scale * Math.tan(Math.PI * (p - .5)); |
107 | } |
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108 | 24 | return ret; |
109 | } |
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110 | ||
111 | /** |
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112 | * Modify the median. |
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113 | * @param median for this distribution |
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114 | */ |
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115 | public void setMedian(double median) { |
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116 | 22 | this.median = median; |
117 | 22 | } |
118 | ||
119 | /** |
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120 | * Modify the scale parameter. |
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121 | * @param s scale parameter for this distribution |
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122 | * @throws IllegalArgumentException if <code>sd</code> is not positive. |
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123 | */ |
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124 | public void setScale(double s) { |
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125 | 26 | if (s <= 0.0) { |
126 | 8 | throw new IllegalArgumentException( |
127 | "Scale must be positive."); |
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128 | } |
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129 | 18 | scale = s; |
130 | 18 | } |
131 | ||
132 | /** |
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133 | * Access the domain value lower bound, based on <code>p</code>, used to |
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134 | * bracket a CDF root. This method is used by |
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135 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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136 | * |
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137 | * @param p the desired probability for the critical value |
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138 | * @return domain value lower bound, i.e. |
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139 | * P(X < <i>lower bound</i>) < <code>p</code> |
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140 | */ |
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141 | protected double getDomainLowerBound(double p) { |
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142 | double ret; |
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143 | ||
144 | 0 | if (p < .5) { |
145 | 0 | ret = -Double.MAX_VALUE; |
146 | } else { |
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147 | 0 | ret = getMedian(); |
148 | } |
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149 | ||
150 | 0 | return ret; |
151 | } |
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152 | ||
153 | /** |
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154 | * Access the domain value upper bound, based on <code>p</code>, used to |
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155 | * bracket a CDF root. This method is used by |
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156 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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157 | * |
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158 | * @param p the desired probability for the critical value |
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159 | * @return domain value upper bound, i.e. |
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160 | * P(X < <i>upper bound</i>) > <code>p</code> |
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161 | */ |
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162 | protected double getDomainUpperBound(double p) { |
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163 | double ret; |
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164 | ||
165 | 0 | if (p < .5) { |
166 | 0 | ret = getMedian(); |
167 | } else { |
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168 | 0 | ret = Double.MAX_VALUE; |
169 | } |
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170 | ||
171 | 0 | return ret; |
172 | } |
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173 | ||
174 | /** |
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175 | * Access the initial domain value, based on <code>p</code>, used to |
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176 | * bracket a CDF root. This method is used by |
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177 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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178 | * |
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179 | * @param p the desired probability for the critical value |
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180 | * @return initial domain value |
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181 | */ |
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182 | protected double getInitialDomain(double p) { |
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183 | double ret; |
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184 | ||
185 | 0 | if (p < .5) { |
186 | 0 | ret = getMedian() - getScale(); |
187 | 0 | } else if (p > .5) { |
188 | 0 | ret = getMedian() + getScale(); |
189 | } else { |
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190 | 0 | ret = getMedian(); |
191 | } |
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192 | ||
193 | 0 | return ret; |
194 | } |
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195 | } |