| Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
| FDistributionImpl |
|
| 1.9;1.9 |
| 1 | /* |
|
| 2 | * Copyright 2003-2004 The Apache Software Foundation. |
|
| 3 | * |
|
| 4 | * Licensed under the Apache License, Version 2.0 (the "License"); |
|
| 5 | * you may not use this file except in compliance with the License. |
|
| 6 | * You may obtain a copy of the License at |
|
| 7 | * |
|
| 8 | * http://www.apache.org/licenses/LICENSE-2.0 |
|
| 9 | * |
|
| 10 | * Unless required by applicable law or agreed to in writing, software |
|
| 11 | * distributed under the License is distributed on an "AS IS" BASIS, |
|
| 12 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
|
| 13 | * See the License for the specific language governing permissions and |
|
| 14 | * limitations under the License. |
|
| 15 | */ |
|
| 16 | package org.apache.commons.math.distribution; |
|
| 17 | ||
| 18 | import java.io.Serializable; |
|
| 19 | ||
| 20 | import org.apache.commons.math.MathException; |
|
| 21 | import org.apache.commons.math.special.Beta; |
|
| 22 | ||
| 23 | /** |
|
| 24 | * Default implementation of |
|
| 25 | * {@link org.apache.commons.math.distribution.FDistribution}. |
|
| 26 | * |
|
| 27 | * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $ |
|
| 28 | */ |
|
| 29 | public class FDistributionImpl |
|
| 30 | extends AbstractContinuousDistribution |
|
| 31 | implements FDistribution, Serializable { |
|
| 32 | ||
| 33 | /** Serializable version identifier */ |
|
| 34 | static final long serialVersionUID = -8516354193418641566L; |
|
| 35 | ||
| 36 | /** The numerator degrees of freedom*/ |
|
| 37 | private double numeratorDegreesOfFreedom; |
|
| 38 | ||
| 39 | /** The numerator degrees of freedom*/ |
|
| 40 | private double denominatorDegreesOfFreedom; |
|
| 41 | ||
| 42 | /** |
|
| 43 | * Create a F distribution using the given degrees of freedom. |
|
| 44 | * @param numeratorDegreesOfFreedom the numerator degrees of freedom. |
|
| 45 | * @param denominatorDegreesOfFreedom the denominator degrees of freedom. |
|
| 46 | */ |
|
| 47 | public FDistributionImpl(double numeratorDegreesOfFreedom, |
|
| 48 | double denominatorDegreesOfFreedom) { |
|
| 49 | 28 | super(); |
| 50 | 28 | setNumeratorDegreesOfFreedom(numeratorDegreesOfFreedom); |
| 51 | 24 | setDenominatorDegreesOfFreedom(denominatorDegreesOfFreedom); |
| 52 | 20 | } |
| 53 | ||
| 54 | /** |
|
| 55 | * For this disbution, X, this method returns P(X < x). |
|
| 56 | * |
|
| 57 | * The implementation of this method is based on: |
|
| 58 | * <ul> |
|
| 59 | * <li> |
|
| 60 | * <a href="http://mathworld.wolfram.com/F-Distribution.html"> |
|
| 61 | * F-Distribution</a>, equation (4).</li> |
|
| 62 | * </ul> |
|
| 63 | * |
|
| 64 | * @param x the value at which the CDF is evaluated. |
|
| 65 | * @return CDF for this distribution. |
|
| 66 | * @throws MathException if the cumulative probability can not be |
|
| 67 | * computed due to convergence or other numerical errors. |
|
| 68 | */ |
|
| 69 | public double cumulativeProbability(double x) throws MathException { |
|
| 70 | double ret; |
|
| 71 | 540 | if (x <= 0.0) { |
| 72 | 100 | ret = 0.0; |
| 73 | } else { |
|
| 74 | 440 | double n = getNumeratorDegreesOfFreedom(); |
| 75 | 440 | double m = getDenominatorDegreesOfFreedom(); |
| 76 | ||
| 77 | 440 | ret = Beta.regularizedBeta((n * x) / (m + n * x), |
| 78 | 0.5 * n, |
|
| 79 | 0.5 * m); |
|
| 80 | } |
|
| 81 | 540 | return ret; |
| 82 | } |
|
| 83 | ||
| 84 | /** |
|
| 85 | * For this distribution, X, this method returns the critical point x, such |
|
| 86 | * that P(X < x) = <code>p</code>. |
|
| 87 | * <p> |
|
| 88 | * Returns 0 for p=0 and <code>Double.POSITIVE_INFINITY</code> for p=1. |
|
| 89 | * |
|
| 90 | * @param p the desired probability |
|
| 91 | * @return x, such that P(X < x) = <code>p</code> |
|
| 92 | * @throws MathException if the inverse cumulative probability can not be |
|
| 93 | * computed due to convergence or other numerical errors. |
|
| 94 | * @throws IllegalArgumentException if <code>p</code> is not a valid |
|
| 95 | * probability. |
|
| 96 | */ |
|
| 97 | public double inverseCumulativeProbability(final double p) |
|
| 98 | throws MathException { |
|
| 99 | 30 | if (p == 0) { |
| 100 | 2 | return 0d; |
| 101 | } |
|
| 102 | 28 | if (p == 1) { |
| 103 | 2 | return Double.POSITIVE_INFINITY; |
| 104 | } |
|
| 105 | 26 | return super.inverseCumulativeProbability(p); |
| 106 | } |
|
| 107 | ||
| 108 | /** |
|
| 109 | * Access the domain value lower bound, based on <code>p</code>, used to |
|
| 110 | * bracket a CDF root. This method is used by |
|
| 111 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
|
| 112 | * |
|
| 113 | * @param p the desired probability for the critical value |
|
| 114 | * @return domain value lower bound, i.e. |
|
| 115 | * P(X < <i>lower bound</i>) < <code>p</code> |
|
| 116 | */ |
|
| 117 | protected double getDomainLowerBound(double p) { |
|
| 118 | 22 | return 0.0; |
| 119 | } |
|
| 120 | ||
| 121 | /** |
|
| 122 | * Access the domain value upper bound, based on <code>p</code>, used to |
|
| 123 | * bracket a CDF root. This method is used by |
|
| 124 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
|
| 125 | * |
|
| 126 | * @param p the desired probability for the critical value |
|
| 127 | * @return domain value upper bound, i.e. |
|
| 128 | * P(X < <i>upper bound</i>) > <code>p</code> |
|
| 129 | */ |
|
| 130 | protected double getDomainUpperBound(double p) { |
|
| 131 | 22 | return Double.MAX_VALUE; |
| 132 | } |
|
| 133 | ||
| 134 | /** |
|
| 135 | * Access the initial domain value, based on <code>p</code>, used to |
|
| 136 | * bracket a CDF root. This method is used by |
|
| 137 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
|
| 138 | * |
|
| 139 | * @param p the desired probability for the critical value |
|
| 140 | * @return initial domain value |
|
| 141 | */ |
|
| 142 | protected double getInitialDomain(double p) { |
|
| 143 | 22 | return getDenominatorDegreesOfFreedom() / |
| 144 | (getDenominatorDegreesOfFreedom() - 2.0); |
|
| 145 | } |
|
| 146 | ||
| 147 | /** |
|
| 148 | * Modify the numerator degrees of freedom. |
|
| 149 | * @param degreesOfFreedom the new numerator degrees of freedom. |
|
| 150 | * @throws IllegalArgumentException if <code>degreesOfFreedom</code> is not |
|
| 151 | * positive. |
|
| 152 | */ |
|
| 153 | public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) { |
|
| 154 | 32 | if (degreesOfFreedom <= 0.0) { |
| 155 | 6 | throw new IllegalArgumentException( |
| 156 | "degrees of freedom must be positive."); |
|
| 157 | } |
|
| 158 | 26 | this.numeratorDegreesOfFreedom = degreesOfFreedom; |
| 159 | 26 | } |
| 160 | ||
| 161 | /** |
|
| 162 | * Access the numerator degrees of freedom. |
|
| 163 | * @return the numerator degrees of freedom. |
|
| 164 | */ |
|
| 165 | public double getNumeratorDegreesOfFreedom() { |
|
| 166 | 444 | return numeratorDegreesOfFreedom; |
| 167 | } |
|
| 168 | ||
| 169 | /** |
|
| 170 | * Modify the denominator degrees of freedom. |
|
| 171 | * @param degreesOfFreedom the new denominator degrees of freedom. |
|
| 172 | * @throws IllegalArgumentException if <code>degreesOfFreedom</code> is not |
|
| 173 | * positive. |
|
| 174 | */ |
|
| 175 | public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) { |
|
| 176 | 28 | if (degreesOfFreedom <= 0.0) { |
| 177 | 6 | throw new IllegalArgumentException( |
| 178 | "degrees of freedom must be positive."); |
|
| 179 | } |
|
| 180 | 22 | this.denominatorDegreesOfFreedom = degreesOfFreedom; |
| 181 | 22 | } |
| 182 | ||
| 183 | /** |
|
| 184 | * Access the denominator degrees of freedom. |
|
| 185 | * @return the denominator degrees of freedom. |
|
| 186 | */ |
|
| 187 | public double getDenominatorDegreesOfFreedom() { |
|
| 188 | 488 | return denominatorDegreesOfFreedom; |
| 189 | } |
|
| 190 | } |