home | career | drupal | java | mac | mysql | perl | scala | uml | unix  

Java example source code file (FDistribution.java)

This example Java source code file (FDistribution.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

abstractrealdistribution, default_inverse_absolute_accuracy, fdistribution, notstrictlypositiveexception, override, well19937c

The FDistribution.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math3.distribution;

import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.special.Beta;
import org.apache.commons.math3.util.FastMath;

/**
 * Implementation of the F-distribution.
 *
 * @see <a href="http://en.wikipedia.org/wiki/F-distribution">F-distribution (Wikipedia)
 * @see <a href="http://mathworld.wolfram.com/F-Distribution.html">F-distribution (MathWorld)
 */
public class FDistribution extends AbstractRealDistribution {
    /**
     * Default inverse cumulative probability accuracy.
     * @since 2.1
     */
    public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
    /** Serializable version identifier. */
    private static final long serialVersionUID = -8516354193418641566L;
    /** The numerator degrees of freedom. */
    private final double numeratorDegreesOfFreedom;
    /** The numerator degrees of freedom. */
    private final double denominatorDegreesOfFreedom;
    /** Inverse cumulative probability accuracy. */
    private final double solverAbsoluteAccuracy;
    /** Cached numerical variance */
    private double numericalVariance = Double.NaN;
    /** Whether or not the numerical variance has been calculated */
    private boolean numericalVarianceIsCalculated = false;

    /**
     * Creates an F distribution using the given degrees of freedom.
     * <p>
     * <b>Note: this constructor will implicitly create an instance of
     * {@link Well19937c} as random generator to be used for sampling only (see
     * {@link #sample()} and {@link #sample(int)}). In case no sampling is
     * needed for the created distribution, it is advised to pass {@code null}
     * as random generator via the appropriate constructors to avoid the
     * additional initialisation overhead.
     *
     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
     * @throws NotStrictlyPositiveException if
     * {@code numeratorDegreesOfFreedom <= 0} or
     * {@code denominatorDegreesOfFreedom <= 0}.
     */
    public FDistribution(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom)
        throws NotStrictlyPositiveException {
        this(numeratorDegreesOfFreedom, denominatorDegreesOfFreedom,
             DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
    }

    /**
     * Creates an F distribution using the given degrees of freedom
     * and inverse cumulative probability accuracy.
     * <p>
     * <b>Note: this constructor will implicitly create an instance of
     * {@link Well19937c} as random generator to be used for sampling only (see
     * {@link #sample()} and {@link #sample(int)}). In case no sampling is
     * needed for the created distribution, it is advised to pass {@code null}
     * as random generator via the appropriate constructors to avoid the
     * additional initialisation overhead.
     *
     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
     * @param inverseCumAccuracy the maximum absolute error in inverse
     * cumulative probability estimates.
     * @throws NotStrictlyPositiveException if
     * {@code numeratorDegreesOfFreedom <= 0} or
     * {@code denominatorDegreesOfFreedom <= 0}.
     * @since 2.1
     */
    public FDistribution(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom,
                         double inverseCumAccuracy)
        throws NotStrictlyPositiveException {
        this(new Well19937c(), numeratorDegreesOfFreedom,
             denominatorDegreesOfFreedom, inverseCumAccuracy);
    }

    /**
     * Creates an F distribution.
     *
     * @param rng Random number generator.
     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
     * @throws NotStrictlyPositiveException if {@code numeratorDegreesOfFreedom <= 0} or
     * {@code denominatorDegreesOfFreedom <= 0}.
     * @since 3.3
     */
    public FDistribution(RandomGenerator rng,
                         double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom)
        throws NotStrictlyPositiveException {
        this(rng, numeratorDegreesOfFreedom, denominatorDegreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
    }

    /**
     * Creates an F distribution.
     *
     * @param rng Random number generator.
     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
     * @param inverseCumAccuracy the maximum absolute error in inverse
     * cumulative probability estimates.
     * @throws NotStrictlyPositiveException if {@code numeratorDegreesOfFreedom <= 0} or
     * {@code denominatorDegreesOfFreedom <= 0}.
     * @since 3.1
     */
    public FDistribution(RandomGenerator rng,
                         double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom,
                         double inverseCumAccuracy)
        throws NotStrictlyPositiveException {
        super(rng);

        if (numeratorDegreesOfFreedom <= 0) {
            throw new NotStrictlyPositiveException(LocalizedFormats.DEGREES_OF_FREEDOM,
                                                   numeratorDegreesOfFreedom);
        }
        if (denominatorDegreesOfFreedom <= 0) {
            throw new NotStrictlyPositiveException(LocalizedFormats.DEGREES_OF_FREEDOM,
                                                   denominatorDegreesOfFreedom);
        }
        this.numeratorDegreesOfFreedom = numeratorDegreesOfFreedom;
        this.denominatorDegreesOfFreedom = denominatorDegreesOfFreedom;
        solverAbsoluteAccuracy = inverseCumAccuracy;
    }

    /**
     * {@inheritDoc}
     *
     * @since 2.1
     */
    public double density(double x) {
        return FastMath.exp(logDensity(x));
    }

    /** {@inheritDoc} **/
    @Override
    public double logDensity(double x) {
        final double nhalf = numeratorDegreesOfFreedom / 2;
        final double mhalf = denominatorDegreesOfFreedom / 2;
        final double logx = FastMath.log(x);
        final double logn = FastMath.log(numeratorDegreesOfFreedom);
        final double logm = FastMath.log(denominatorDegreesOfFreedom);
        final double lognxm = FastMath.log(numeratorDegreesOfFreedom * x +
                denominatorDegreesOfFreedom);
        return nhalf * logn + nhalf * logx - logx +
               mhalf * logm - nhalf * lognxm - mhalf * lognxm -
               Beta.logBeta(nhalf, mhalf);
    }

    /**
     * {@inheritDoc}
     *
     * The implementation of this method is based on
     * <ul>
     *  <li>
     *   <a href="http://mathworld.wolfram.com/F-Distribution.html">
     *   F-Distribution</a>, equation (4).
     *  </li>
     * </ul>
     */
    public double cumulativeProbability(double x)  {
        double ret;
        if (x <= 0) {
            ret = 0;
        } else {
            double n = numeratorDegreesOfFreedom;
            double m = denominatorDegreesOfFreedom;

            ret = Beta.regularizedBeta((n * x) / (m + n * x),
                0.5 * n,
                0.5 * m);
        }
        return ret;
    }

    /**
     * Access the numerator degrees of freedom.
     *
     * @return the numerator degrees of freedom.
     */
    public double getNumeratorDegreesOfFreedom() {
        return numeratorDegreesOfFreedom;
    }

    /**
     * Access the denominator degrees of freedom.
     *
     * @return the denominator degrees of freedom.
     */
    public double getDenominatorDegreesOfFreedom() {
        return denominatorDegreesOfFreedom;
    }

    /** {@inheritDoc} */
    @Override
    protected double getSolverAbsoluteAccuracy() {
        return solverAbsoluteAccuracy;
    }

    /**
     * {@inheritDoc}
     *
     * For denominator degrees of freedom parameter {@code b}, the mean is
     * <ul>
     *  <li>if {@code b > 2} then {@code b / (b - 2)},
     *  <li>else undefined ({@code Double.NaN}).
     * </ul>
     */
    public double getNumericalMean() {
        final double denominatorDF = getDenominatorDegreesOfFreedom();

        if (denominatorDF > 2) {
            return denominatorDF / (denominatorDF - 2);
        }

        return Double.NaN;
    }

    /**
     * {@inheritDoc}
     *
     * For numerator degrees of freedom parameter {@code a} and denominator
     * degrees of freedom parameter {@code b}, the variance is
     * <ul>
     *  <li>
     *    if {@code b > 4} then
     *    {@code [2 * b^2 * (a + b - 2)] / [a * (b - 2)^2 * (b - 4)]},
     *  </li>
     *  <li>else undefined ({@code Double.NaN}).
     * </ul>
     */
    public double getNumericalVariance() {
        if (!numericalVarianceIsCalculated) {
            numericalVariance = calculateNumericalVariance();
            numericalVarianceIsCalculated = true;
        }
        return numericalVariance;
    }

    /**
     * used by {@link #getNumericalVariance()}
     *
     * @return the variance of this distribution
     */
    protected double calculateNumericalVariance() {
        final double denominatorDF = getDenominatorDegreesOfFreedom();

        if (denominatorDF > 4) {
            final double numeratorDF = getNumeratorDegreesOfFreedom();
            final double denomDFMinusTwo = denominatorDF - 2;

            return ( 2 * (denominatorDF * denominatorDF) * (numeratorDF + denominatorDF - 2) ) /
                   ( (numeratorDF * (denomDFMinusTwo * denomDFMinusTwo) * (denominatorDF - 4)) );
        }

        return Double.NaN;
    }

    /**
     * {@inheritDoc}
     *
     * The lower bound of the support is always 0 no matter the parameters.
     *
     * @return lower bound of the support (always 0)
     */
    public double getSupportLowerBound() {
        return 0;
    }

    /**
     * {@inheritDoc}
     *
     * The upper bound of the support is always positive infinity
     * no matter the parameters.
     *
     * @return upper bound of the support (always Double.POSITIVE_INFINITY)
     */
    public double getSupportUpperBound() {
        return Double.POSITIVE_INFINITY;
    }

    /** {@inheritDoc} */
    public boolean isSupportLowerBoundInclusive() {
        return false;
    }

    /** {@inheritDoc} */
    public boolean isSupportUpperBoundInclusive() {
        return false;
    }

    /**
     * {@inheritDoc}
     *
     * The support of this distribution is connected.
     *
     * @return {@code true}
     */
    public boolean isSupportConnected() {
        return true;
    }
}

Other Java examples (source code examples)

Here is a short list of links related to this Java FDistribution.java source code file:



my book on functional programming

 

new blog posts

 

Copyright 1998-2019 Alvin Alexander, alvinalexander.com
All Rights Reserved.

A percentage of advertising revenue from
pages under the /java/jwarehouse URI on this website is
paid back to open source projects.