fdistributionimpl.java

Apache的common math数学软件包

/*
 * 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.special.Beta;

/**
 * Default implementation of
 * {@link org.apache.commons.math.distribution.FDistribution}.
 *
 * @version $Revision: 619917 $ $Date: 2008-02-08 08:44:11 -0700 (Fri, 08 Feb 2008) $
 */
public class FDistributionImpl
    extends AbstractContinuousDistribution
    implements FDistribution, Serializable  {

    /** 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;
    
    /**
     * 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) {
        super();
        setNumeratorDegreesOfFreedom(numeratorDegreesOfFreedom);
        setDenominatorDegreesOfFreedom(denominatorDegreesOfFreedom);
    }
    
    /**
     * 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).</li>
     * </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 = getNumeratorDegreesOfFreedom();
            double m = getDenominatorDegreesOfFreedom();
            
            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 &lt; x) = <code>p</code>.
     * <p>
     * Returns 0 for p=0 and <code>Double.POSITIVE_INFINITY</code> for p=1.</p>
     *
     * @param p the desired probability
     * @return x, such that P(X &lt; x) = <code>p</code>
     * @throws MathException if the inverse cumulative probability can not be
     *         computed due to convergence or other numerical errors.
     * @throws IllegalArgumentException if <code>p</code> is not a valid
     *         probability.
     */
    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</code>, 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 &lt; <i>lower bound</i>) &lt; <code>p</code> 
     */
    protected double getDomainLowerBound(double p) {
        return 0.0;
    }

    /**
     * Access the domain value upper bound, based on <code>p</code>, 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 &lt; <i>upper bound</i>) &gt; <code>p</code> 
     */
    protected double getDomainUpperBound(double p) {
        return Double.MAX_VALUE;
    }

    /**
     * Access the initial domain value, based on <code>p</code>, 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
     */
    protected double getInitialDomain(double p) {
        return getDenominatorDegreesOfFreedom() /
            (getDenominatorDegreesOfFreedom() - 2.0);
    }
    
    /**
     * Modify the numerator degrees of freedom.
     * @param degreesOfFreedom the new numerator degrees of freedom.
     * @throws IllegalArgumentException if <code>degreesOfFreedom</code> is not
     *         positive.
     */
    public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
        if (degreesOfFreedom <= 0.0) {
            throw new IllegalArgumentException(
                "degrees of freedom must be positive.");
        }
        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</code> is not
     *         positive.
     */
    public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
        if (degreesOfFreedom <= 0.0) {
            throw new IllegalArgumentException(
                "degrees of freedom must be positive.");
        }
        this.denominatorDegreesOfFreedom = degreesOfFreedom;
    }
    
    /**
     * Access the denominator degrees of freedom.
     * @return the denominator degrees of freedom.
     */
    public double getDenominatorDegreesOfFreedom() {
        return denominatorDegreesOfFreedom;
    }
}