Commons Math example source code file (FDistributionImpl.java)

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

Java - Commons Math tags/keywords

abstractcontinuousdistribution, default_inverse_absolute_accuracy, default_inverse_absolute_accuracy, deprecated, fdistribution, fdistributionimpl, fdistributionimpl, io, mathexception, non_positive_degrees_of_freedom_message, non_positive_degrees_of_freedom_message, override, override, serializable, string

The Commons Math FDistributionImpl.java 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.math.distribution;

import java.io.Serializable;

import org.apache.commons.math.MathException;
import org.apache.commons.math.MathRuntimeException;
import org.apache.commons.math.special.Beta;

/**
 * Default implementation of
 * {@link org.apache.commons.math.distribution.FDistribution}.
 *
 * @version $Revision: 925897 $ $Date: 2010-03-21 17:06:46 -0400 (Sun, 21 Mar 2010) $
 */
public class FDistributionImpl
    extends AbstractContinuousDistribution
    implements FDistribution, Serializable  {

    /**
     * Default inverse cumulative probability accuracy
     * @since 2.1
     */
    public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;

    /** Message for non positive degrees of freddom. */
    private static final String NON_POSITIVE_DEGREES_OF_FREEDOM_MESSAGE =
        "degrees of freedom must be positive ({0})";

    /** Serializable version identifier */
    private static final long serialVersionUID = -8516354193418641566L;

    /** The numerator degrees of freedom*/
    private double numeratorDegreesOfFreedom;

    /** The numerator degrees of freedom*/
    private double denominatorDegreesOfFreedom;

    /** Inverse cumulative probability accuracy */
    private final double solverAbsoluteAccuracy;

    /**
     * Create a F distribution using the given degrees of freedom.
     * @param numeratorDegreesOfFreedom the numerator degrees of freedom.
     * @param denominatorDegreesOfFreedom the denominator degrees of freedom.
     */
    public FDistributionImpl(double numeratorDegreesOfFreedom,
                             double denominatorDegreesOfFreedom) {
        this(numeratorDegreesOfFreedom, denominatorDegreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
    }

    /**
     * Create a F distribution using the given degrees of freedom and inverse cumulative probability accuracy.
     * @param numeratorDegreesOfFreedom the numerator degrees of freedom.
     * @param denominatorDegreesOfFreedom the denominator degrees of freedom.
     * @param inverseCumAccuracy the maximum absolute error in inverse cumulative probability estimates
     * (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY})
     * @since 2.1
     */
    public FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom,
            double inverseCumAccuracy) {
        super();
        setNumeratorDegreesOfFreedomInternal(numeratorDegreesOfFreedom);
        setDenominatorDegreesOfFreedomInternal(denominatorDegreesOfFreedom);
        solverAbsoluteAccuracy = inverseCumAccuracy;
    }

    /**
     * Returns the probability density for a particular point.
     *
     * @param x The point at which the density should be computed.
     * @return The pdf at point x.
     * @since 2.1
     */
    @Override
    public double density(double x) {
        final double nhalf = numeratorDegreesOfFreedom / 2;
        final double mhalf = denominatorDegreesOfFreedom / 2;
        final double logx = Math.log(x);
        final double logn = Math.log(numeratorDegreesOfFreedom);
        final double logm = Math.log(denominatorDegreesOfFreedom);
        final double lognxm = Math.log(numeratorDegreesOfFreedom * x + denominatorDegreesOfFreedom);
        return Math.exp(nhalf*logn + nhalf*logx - logx + mhalf*logm - nhalf*lognxm -
               mhalf*lognxm - Beta.logBeta(nhalf, mhalf));
    }

    /**
     * For this distribution, X, this method returns P(X < x).
     *
     * The implementation of this method is based on:
     * <ul>
     * <li>
     * <a href="http://mathworld.wolfram.com/F-Distribution.html">
     * F-Distribution</a>, equation (4).
     * </ul>
     *
     * @param x the value at which the CDF is evaluated.
     * @return CDF for this distribution.
     * @throws MathException if the cumulative probability can not be
     *            computed due to convergence or other numerical errors.
     */
    public double cumulativeProbability(double x) throws MathException {
        double ret;
        if (x <= 0.0) {
            ret = 0.0;
        } else {
            double n = numeratorDegreesOfFreedom;
            double m = denominatorDegreesOfFreedom;

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

    /**
     * For this distribution, X, this method returns the critical point x, such
     * that P(X < x) = <code>p.
     * <p>
     * Returns 0 for p=0 and <code>Double.POSITIVE_INFINITY for p=1.

     *
     * @param p the desired probability
     * @return x, such that P(X < x) = <code>p
     * @throws MathException if the inverse cumulative probability can not be
     *         computed due to convergence or other numerical errors.
     * @throws IllegalArgumentException if <code>p is not a valid
     *         probability.
     */
    @Override
    public double inverseCumulativeProbability(final double p)
        throws MathException {
        if (p == 0) {
            return 0d;
        }
        if (p == 1) {
            return Double.POSITIVE_INFINITY;
        }
        return super.inverseCumulativeProbability(p);
    }

    /**
     * Access the domain value lower bound, based on <code>p, used to
     * bracket a CDF root.  This method is used by
     * {@link #inverseCumulativeProbability(double)} to find critical values.
     *
     * @param p the desired probability for the critical value
     * @return domain value lower bound, i.e.
     *         P(X < <i>lower bound) < p
     */
    @Override
    protected double getDomainLowerBound(double p) {
        return 0.0;
    }

    /**
     * Access the domain value upper bound, based on <code>p, used to
     * bracket a CDF root.  This method is used by
     * {@link #inverseCumulativeProbability(double)} to find critical values.
     *
     * @param p the desired probability for the critical value
     * @return domain value upper bound, i.e.
     *         P(X < <i>upper bound) > p
     */
    @Override
    protected double getDomainUpperBound(double p) {
        return Double.MAX_VALUE;
    }

    /**
     * Access the initial domain value, based on <code>p, used to
     * bracket a CDF root.  This method is used by
     * {@link #inverseCumulativeProbability(double)} to find critical values.
     *
     * @param p the desired probability for the critical value
     * @return initial domain value
     */
    @Override
    protected double getInitialDomain(double p) {
        double ret = 1.0;
        double d = denominatorDegreesOfFreedom;
        if (d > 2.0) {
            // use mean
            ret = d / (d - 2.0);
        }
        return ret;
    }

    /**
     * Modify the numerator degrees of freedom.
     * @param degreesOfFreedom the new numerator degrees of freedom.
     * @throws IllegalArgumentException if <code>degreesOfFreedom is not
     *         positive.
     * @deprecated as of 2.1 (class will become immutable in 3.0)
     */
    @Deprecated
    public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
        setNumeratorDegreesOfFreedomInternal(degreesOfFreedom);
    }

    /**
     * Modify the numerator degrees of freedom.
     * @param degreesOfFreedom the new numerator degrees of freedom.
     * @throws IllegalArgumentException if <code>degreesOfFreedom is not
     *         positive.
     */
    private void setNumeratorDegreesOfFreedomInternal(double degreesOfFreedom) {
        if (degreesOfFreedom <= 0.0) {
            throw MathRuntimeException.createIllegalArgumentException(
                  NON_POSITIVE_DEGREES_OF_FREEDOM_MESSAGE, degreesOfFreedom);
        }
        this.numeratorDegreesOfFreedom = degreesOfFreedom;
    }

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

    /**
     * Modify the denominator degrees of freedom.
     * @param degreesOfFreedom the new denominator degrees of freedom.
     * @throws IllegalArgumentException if <code>degreesOfFreedom is not
     *         positive.
     * @deprecated as of 2.1 (class will become immutable in 3.0)
     */
    @Deprecated
    public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
        setDenominatorDegreesOfFreedomInternal(degreesOfFreedom);
    }

    /**
     * Modify the denominator degrees of freedom.
     * @param degreesOfFreedom the new denominator degrees of freedom.
     * @throws IllegalArgumentException if <code>degreesOfFreedom is not
     *         positive.
     */
    private void setDenominatorDegreesOfFreedomInternal(double degreesOfFreedom) {
        if (degreesOfFreedom <= 0.0) {
            throw MathRuntimeException.createIllegalArgumentException(
                  NON_POSITIVE_DEGREES_OF_FREEDOM_MESSAGE, degreesOfFreedom);
        }
        this.denominatorDegreesOfFreedom = degreesOfFreedom;
    }

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

    /**
     * Return the absolute accuracy setting of the solver used to estimate
     * inverse cumulative probabilities.
     *
     * @return the solver absolute accuracy
     * @since 2.1
     */
    @Override
    protected double getSolverAbsoluteAccuracy() {
        return solverAbsoluteAccuracy;
    }
}