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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.FDistributionImpl
public class FDistributionImpl
Default implementation of
FDistribution
.
Field Summary | |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
private double |
denominatorDegreesOfFreedom
The numerator degrees of freedom |
private double |
numeratorDegreesOfFreedom
The numerator degrees of freedom |
private static long |
serialVersionUID
Serializable version identifier |
private double |
solverAbsoluteAccuracy
Inverse cumulative probability accuracy |
Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
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randomData |
Constructor Summary | |
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FDistributionImpl(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom)
Create a F distribution using the given degrees of freedom. |
|
FDistributionImpl(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
Create a F distribution using the given degrees of freedom and inverse cumulative probability accuracy. |
Method Summary | |
---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(double x)
Returns the probability density for a particular point. |
double |
getDenominatorDegreesOfFreedom()
Access the denominator degrees of freedom. |
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p , used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p , used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p , used to
bracket a CDF root. |
double |
getNumeratorDegreesOfFreedom()
Access the numerator degrees of freedom. |
double |
getNumericalMean()
Returns the mean of the distribution. |
double |
getNumericalVariance()
Returns the variance of the distribution. |
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities. |
double |
getSupportLowerBound()
Returns the lower bound of the support for the distribution. |
double |
getSupportUpperBound()
Returns the upper bound of the support for the distribution. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p . |
void |
setDenominatorDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
private void |
setDenominatorDegreesOfFreedomInternal(double degreesOfFreedom)
Modify the denominator degrees of freedom. |
void |
setNumeratorDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
private void |
setNumeratorDegreesOfFreedomInternal(double degreesOfFreedom)
Modify the numerator degrees of freedom. |
Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
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reseedRandomGenerator, sample, sample |
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
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cumulativeProbability |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.distribution.Distribution |
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cumulativeProbability |
Field Detail |
---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
private static final long serialVersionUID
private double numeratorDegreesOfFreedom
private double denominatorDegreesOfFreedom
private final double solverAbsoluteAccuracy
Constructor Detail |
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public FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom)
numeratorDegreesOfFreedom
- the numerator degrees of freedom.denominatorDegreesOfFreedom
- the denominator degrees of freedom.public FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom, double inverseCumAccuracy)
numeratorDegreesOfFreedom
- the numerator degrees of freedom.denominatorDegreesOfFreedom
- the denominator degrees of freedom.inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)Method Detail |
---|
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.
public double cumulativeProbability(double x) throws MathException
cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.
MathException
- if the cumulative probability can not be
computed due to convergence or other numerical errors.public double inverseCumulativeProbability(double p) throws MathException
p
.
Returns 0 for p=0 and Double.POSITIVE_INFINITY
for p=1.
inverseCumulativeProbability
in interface ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- the desired probability
p
MathException
- if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException
- if p
is not a valid
probability.protected double getDomainLowerBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.
getDomainLowerBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical value
p
protected double getDomainUpperBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.
getDomainUpperBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical value
p
protected double getInitialDomain(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.
getInitialDomain
in class AbstractContinuousDistribution
p
- the desired probability for the critical value
@Deprecated public void setNumeratorDegreesOfFreedom(double degreesOfFreedom)
setNumeratorDegreesOfFreedom
in interface FDistribution
degreesOfFreedom
- the new numerator degrees of freedom.
IllegalArgumentException
- if degreesOfFreedom
is not
positive.private void setNumeratorDegreesOfFreedomInternal(double degreesOfFreedom)
degreesOfFreedom
- the new numerator degrees of freedom.
IllegalArgumentException
- if degreesOfFreedom
is not
positive.public double getNumeratorDegreesOfFreedom()
getNumeratorDegreesOfFreedom
in interface FDistribution
@Deprecated public void setDenominatorDegreesOfFreedom(double degreesOfFreedom)
setDenominatorDegreesOfFreedom
in interface FDistribution
degreesOfFreedom
- the new denominator degrees of freedom.
IllegalArgumentException
- if degreesOfFreedom
is not
positive.private void setDenominatorDegreesOfFreedomInternal(double degreesOfFreedom)
degreesOfFreedom
- the new denominator degrees of freedom.
IllegalArgumentException
- if degreesOfFreedom
is not
positive.public double getDenominatorDegreesOfFreedom()
getDenominatorDegreesOfFreedom
in interface FDistribution
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractContinuousDistribution
public double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalMean()
b
,
the mean is
b > 2
then b / (b - 2)
undefined
public double getNumericalVariance()
a
and denominator degrees of freedom parameter b
,
the variance is
b > 4
then
[ 2 * b^2 * (a + b - 2) ] / [ a * (b - 2)^2 * (b - 4) ]
undefined
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