org.apache.commons.math.distribution
Class FDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.FDistributionImpl
All Implemented Interfaces:
Serializable, ContinuousDistribution, Distribution, FDistribution

public class FDistributionImpl
extends AbstractContinuousDistribution
implements FDistribution, Serializable

Default implementation of FDistribution.

Version:
$Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
See Also:
Serialized Form

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
randomData
 
Constructor Summary
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
reseedRandomGenerator, sample, sample
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy

Since:
2.1
See Also:
Constant Field Values

serialVersionUID

private static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values

numeratorDegreesOfFreedom

private double numeratorDegreesOfFreedom
The numerator degrees of freedom


denominatorDegreesOfFreedom

private double denominatorDegreesOfFreedom
The numerator degrees of freedom


solverAbsoluteAccuracy

private final double solverAbsoluteAccuracy
Inverse cumulative probability accuracy

Constructor Detail

FDistributionImpl

public FDistributionImpl(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom)
Create a F distribution using the given degrees of freedom.

Parameters:
numeratorDegreesOfFreedom - the numerator degrees of freedom.
denominatorDegreesOfFreedom - the denominator degrees of freedom.

FDistributionImpl

public FDistributionImpl(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom,
                         double inverseCumAccuracy)
Create a F distribution using the given degrees of freedom and inverse cumulative probability accuracy.

Parameters:
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)
Since:
2.1
Method Detail

density

public double density(double x)
Returns the probability density for a particular point.

Overrides:
density in class AbstractContinuousDistribution
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.
Since:
2.1

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException
For this distribution, X, this method returns P(X < x). The implementation of this method is based on:

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF for this distribution.
Throws:
MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
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.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value

setNumeratorDegreesOfFreedom

@Deprecated
public void setNumeratorDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the numerator degrees of freedom.

Specified by:
setNumeratorDegreesOfFreedom in interface FDistribution
Parameters:
degreesOfFreedom - the new numerator degrees of freedom.
Throws:
IllegalArgumentException - if degreesOfFreedom is not positive.

setNumeratorDegreesOfFreedomInternal

private void setNumeratorDegreesOfFreedomInternal(double degreesOfFreedom)
Modify the numerator degrees of freedom.

Parameters:
degreesOfFreedom - the new numerator degrees of freedom.
Throws:
IllegalArgumentException - if degreesOfFreedom is not positive.

getNumeratorDegreesOfFreedom

public double getNumeratorDegreesOfFreedom()
Access the numerator degrees of freedom.

Specified by:
getNumeratorDegreesOfFreedom in interface FDistribution
Returns:
the numerator degrees of freedom.

setDenominatorDegreesOfFreedom

@Deprecated
public void setDenominatorDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the denominator degrees of freedom.

Specified by:
setDenominatorDegreesOfFreedom in interface FDistribution
Parameters:
degreesOfFreedom - the new denominator degrees of freedom.
Throws:
IllegalArgumentException - if degreesOfFreedom is not positive.

setDenominatorDegreesOfFreedomInternal

private void setDenominatorDegreesOfFreedomInternal(double degreesOfFreedom)
Modify the denominator degrees of freedom.

Parameters:
degreesOfFreedom - the new denominator degrees of freedom.
Throws:
IllegalArgumentException - if degreesOfFreedom is not positive.

getDenominatorDegreesOfFreedom

public double getDenominatorDegreesOfFreedom()
Access the denominator degrees of freedom.

Specified by:
getDenominatorDegreesOfFreedom in interface FDistribution
Returns:
the denominator degrees of freedom.

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.

Overrides:
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
Returns:
the solver absolute accuracy
Since:
2.1

getSupportLowerBound

public double getSupportLowerBound()
Returns the lower bound of the support for the distribution. The lower bound of the support is always 0, regardless of the parameters.

Returns:
lower bound of the support (always 0)
Since:
2.2

getSupportUpperBound

public double getSupportUpperBound()
Returns the upper bound of the support for the distribution. The upper bound of the support is always positive infinity, regardless of the parameters.

Returns:
upper bound of the support (always Double.POSITIVE_INFINITY)
Since:
2.2

getNumericalMean

public double getNumericalMean()
Returns the mean of the distribution. For denominator degrees of freedom parameter b, the mean is

Returns:
the mean
Since:
2.2

getNumericalVariance

public double getNumericalVariance()
Returns the variance of the distribution. For numerator degrees of freedom parameter a and denominator degrees of freedom parameter b, the variance is

Returns:
the variance
Since:
2.2


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