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From mdigg...@apache.org
Subject cvs commit: jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution ChiSquaredDistribution.java GammaDistribution.java DistributionFactory.java GammaDistributionImpl.java ChiSquaredDistributionImpl.java DistributionFactoryImpl.java ContinuousDistribution.java AbstractContinuousDistribution.java
Date Thu, 05 Jun 2003 14:02:29 GMT
mdiggory    2003/06/05 07:02:29

  Modified:    math/src/java/org/apache/commons/math/stat/distribution
                        ContinuousDistribution.java
                        AbstractContinuousDistribution.java
  Added:       math/src/java/org/apache/commons/math/stat/distribution
                        ChiSquaredDistribution.java GammaDistribution.java
                        DistributionFactory.java GammaDistributionImpl.java
                        ChiSquaredDistributionImpl.java
                        DistributionFactoryImpl.java
  Log:
  PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20488
  Submitted by:	Brent Worden
  
  Initial submission of the distribution library
  
  Revision  Changes    Path
  1.2       +83 -98    jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ContinuousDistribution.java
  
  Index: ContinuousDistribution.java
  ===================================================================
  RCS file: /home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ContinuousDistribution.java,v
  retrieving revision 1.1
  retrieving revision 1.2
  diff -u -r1.1 -r1.2
  --- ContinuousDistribution.java	29 May 2003 19:34:38 -0000	1.1
  +++ ContinuousDistribution.java	5 Jun 2003 14:02:28 -0000	1.2
  @@ -1,98 +1,83 @@
  -/* ====================================================================
  - * The Apache Software License, Version 1.1
  - *
  - * Copyright (c) 2003 The Apache Software Foundation.  All rights
  - * reserved.
  - *
  - * Redistribution and use in source and binary forms, with or without
  - * modification, are permitted provided that the following conditions
  - * are met:
  - *
  - * 1. Redistributions of source code must retain the above copyright
  - *    notice, this list of conditions and the following disclaimer.
  - *
  - * 2. Redistributions in binary form must reproduce the above copyright
  - *    notice, this list of conditions and the following disclaimer in
  - *    the documentation and/or other materials provided with the
  - *    distribution.
  - *
  - * 3. The end-user documentation included with the redistribution, if
  - *    any, must include the following acknowlegement:
  - *       "This product includes software developed by the
  - *        Apache Software Foundation (http://www.apache.org/)."
  - *    Alternately, this acknowlegement may appear in the software itself,
  - *    if and wherever such third-party acknowlegements normally appear.
  - *
  - * 4. The names "The Jakarta Project", "Commons", and "Apache Software
  - *    Foundation" must not be used to endorse or promote products derived
  - *    from this software without prior written permission. For written
  - *    permission, please contact apache@apache.org.
  - *
  - * 5. Products derived from this software may not be called "Apache"
  - *    nor may "Apache" appear in their names without prior written
  - *    permission of the Apache Software Foundation.
  - *
  - * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
  - * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
  - * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
  - * DISCLAIMED.  IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
  - * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
  - * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
  - * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
  - * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
  - * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
  - * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
  - * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
  - * SUCH DAMAGE.
  - * ====================================================================
  - *
  - * This software consists of voluntary contributions made by many
  - * individuals on behalf of the Apache Software Foundation.  For more
  - * information on the Apache Software Foundation, please see
  - * <http://www.apache.org/>.
  - */
  -package org.apache.commons.math.stat.distribution;
  -
  -/**
  - * Base interface for various continuous distributions.
  - * 
  - * @author Brent Worden
  - */
  -public interface ContinuousDistribution {
  -    /**
  -     * For this disbution, X, this method returns P(X &lt; x).
  -     * @param x the value at which the CDF is evaluated.
  -     * @return CDF for this distribution. 
  -     */
  -    double cummulativeProbability(double x);
  -
  -    /**
  -     * For this disbution, X, this method returns P(x0 &lt; X &lt; x1).
  -     * @param x0 the lower bound
  -     * @param x1 the upper bound
  -     * @return the cummulative probability. 
  -     */
  -    double cummulativeProbability(double x0, double x1);
  -    
  -    /**
  -     * For this disbution, X, this method returns x such that P(X &lt; x) = p.
  -     * @param p the cummulative probability.
  -     * @return x. 
  -     */
  -    double inverseCummulativeProbability(double p);
  -    
  -    /**
  -     * 
  -     */
  -    double getMean();
  -    
  -    /**
  -     * 
  -     */
  -    double getDomainLowerBound();
  -    
  -    /**
  -     * 
  -     */
  -    double getDomainUpperBound();
  -}
  +/* ====================================================================
  + * The Apache Software License, Version 1.1
  + *
  + * Copyright (c) 2003 The Apache Software Foundation.  All rights
  + * reserved.
  + *
  + * Redistribution and use in source and binary forms, with or without
  + * modification, are permitted provided that the following conditions
  + * are met:
  + *
  + * 1. Redistributions of source code must retain the above copyright
  + *    notice, this list of conditions and the following disclaimer.
  + *
  + * 2. Redistributions in binary form must reproduce the above copyright
  + *    notice, this list of conditions and the following disclaimer in
  + *    the documentation and/or other materials provided with the
  + *    distribution.
  + *
  + * 3. The end-user documentation included with the redistribution, if
  + *    any, must include the following acknowlegement:
  + *       "This product includes software developed by the
  + *        Apache Software Foundation (http://www.apache.org/)."
  + *    Alternately, this acknowlegement may appear in the software itself,
  + *    if and wherever such third-party acknowlegements normally appear.
  + *
  + * 4. The names "The Jakarta Project", "Commons", and "Apache Software
  + *    Foundation" must not be used to endorse or promote products derived
  + *    from this software without prior written permission. For written
  + *    permission, please contact apache@apache.org.
  + *
  + * 5. Products derived from this software may not be called "Apache"
  + *    nor may "Apache" appear in their names without prior written
  + *    permission of the Apache Software Foundation.
  + *
  + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
  + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
  + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
  + * DISCLAIMED.  IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
  + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
  + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
  + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
  + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
  + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
  + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
  + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
  + * SUCH DAMAGE.
  + * ====================================================================
  + *
  + * This software consists of voluntary contributions made by many
  + * individuals on behalf of the Apache Software Foundation.  For more
  + * information on the Apache Software Foundation, please see
  + * <http://www.apache.org/>.
  + */
  +package org.apache.commons.math.stat.distribution;
  +
  +/**
  + * Base interface for various continuous distributions.
  + * 
  + * @author Brent Worden
  + */
  +public interface ContinuousDistribution {
  +    /**
  +     * For this disbution, X, this method returns P(X &lt; x).
  +     * @param x the value at which the CDF is evaluated.
  +     * @return CDF for this distribution. 
  +     */
  +    double cummulativeProbability(double x);
  +
  +    /**
  +     * For this disbution, X, this method returns P(x0 &lt; X &lt; x1).
  +     * @param x0 the lower bound
  +     * @param x1 the upper bound
  +     * @return the cummulative probability. 
  +     */
  +    double cummulativeProbability(double x0, double x1);
  +    
  +    /**
  +     * For this disbution, X, this method returns x such that P(X &lt; x) = p.
  +     * @param p the cummulative probability.
  +     * @return x. 
  +     */
  +    double inverseCummulativeProbability(double p);
  +}
  
  
  
  1.2       +153 -113  jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/AbstractContinuousDistribution.java
  
  Index: AbstractContinuousDistribution.java
  ===================================================================
  RCS file: /home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/AbstractContinuousDistribution.java,v
  retrieving revision 1.1
  retrieving revision 1.2
  diff -u -r1.1 -r1.2
  --- AbstractContinuousDistribution.java	29 May 2003 19:34:38 -0000	1.1
  +++ AbstractContinuousDistribution.java	5 Jun 2003 14:02:29 -0000	1.2
  @@ -1,113 +1,153 @@
  -/* ====================================================================
  - * The Apache Software License, Version 1.1
  - *
  - * Copyright (c) 2003 The Apache Software Foundation.  All rights
  - * reserved.
  - *
  - * Redistribution and use in source and binary forms, with or without
  - * modification, are permitted provided that the following conditions
  - * are met:
  - *
  - * 1. Redistributions of source code must retain the above copyright
  - *    notice, this list of conditions and the following disclaimer.
  - *
  - * 2. Redistributions in binary form must reproduce the above copyright
  - *    notice, this list of conditions and the following disclaimer in
  - *    the documentation and/or other materials provided with the
  - *    distribution.
  - *
  - * 3. The end-user documentation included with the redistribution, if
  - *    any, must include the following acknowlegement:
  - *       "This product includes software developed by the
  - *        Apache Software Foundation (http://www.apache.org/)."
  - *    Alternately, this acknowlegement may appear in the software itself,
  - *    if and wherever such third-party acknowlegements normally appear.
  - *
  - * 4. The names "The Jakarta Project", "Commons", and "Apache Software
  - *    Foundation" must not be used to endorse or promote products derived
  - *    from this software without prior written permission. For written
  - *    permission, please contact apache@apache.org.
  - *
  - * 5. Products derived from this software may not be called "Apache"
  - *    nor may "Apache" appear in their names without prior written
  - *    permission of the Apache Software Foundation.
  - *
  - * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
  - * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
  - * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
  - * DISCLAIMED.  IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
  - * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
  - * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
  - * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
  - * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
  - * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
  - * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
  - * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
  - * SUCH DAMAGE.
  - * ====================================================================
  - *
  - * This software consists of voluntary contributions made by many
  - * individuals on behalf of the Apache Software Foundation.  For more
  - * information on the Apache Software Foundation, please see
  - * <http://www.apache.org/>.
  - */
  -package org.apache.commons.math.stat.distribution;
  -
  -import org.apache.commons.math.RootFinding;
  -import org.apache.commons.math.UnivariateFunction;
  -
  -/**
  - * Base class for various continuous distributions.  It provides default
  - * implementations for some of the methods that do not vary from distribution
  - * to distribution.
  - *  
  - * @author Brent Worden
  - */
  -public abstract class AbstractContinuousDistribution
  -    implements ContinuousDistribution {
  -        
  -    /**
  -     * Default constructor.
  -     */
  -    protected AbstractContinuousDistribution() {
  -        super();
  -    }
  -
  -    /**
  -     * For this disbution, X, this method returns P(x0 &lt; X &lt; x1).  This
  -     * is accomplished by using the equality P(x0 &lt; X &lt; x1) =
  -     * P(X &lt; x1) - P(X &lt; x0).
  -     * 
  -     * @param x0 the lower bound
  -     * @param x1 the upper bound
  -     * @return the cummulative probability. 
  -     */
  -    public double cummulativeProbability(double x0, double x1) {
  -        return cummulativeProbability(x1) - cummulativeProbability(x0);
  -    }
  -    
  -    /**
  -     * 
  -     */
  -    public double inverseCummulativeProbability(final double p){
  -        if(p < 0.0 || p > 1.0){
  -            throw new IllegalArgumentException("p must be between 0.0 and 1.0 inclusive.");
  -        }
  -        
  -        // by default, do simple root finding using bracketing and bisection.
  -        // subclasses can overide if there is a better method.
  -        UnivariateFunction rootFindingFunction = new UnivariateFunction() {
  -			public double evaluate(double x) {
  -				return cummulativeProbability(x) - p;
  -			}
  -		};
  -        
  -        // bracket root
  -        double[] bracket = RootFinding.bracket(rootFindingFunction, getMean(), getDomainLowerBound(),
getDomainUpperBound());
  -        
  -        // find root
  -        double root = RootFinding.bisection(rootFindingFunction, bracket[0], bracket[1]);
  -        
  -        return root;
  -    }
  -}
  +/* ====================================================================
  + * The Apache Software License, Version 1.1
  + *
  + * Copyright (c) 2003 The Apache Software Foundation.  All rights
  + * reserved.
  + *
  + * Redistribution and use in source and binary forms, with or without
  + * modification, are permitted provided that the following conditions
  + * are met:
  + *
  + * 1. Redistributions of source code must retain the above copyright
  + *    notice, this list of conditions and the following disclaimer.
  + *
  + * 2. Redistributions in binary form must reproduce the above copyright
  + *    notice, this list of conditions and the following disclaimer in
  + *    the documentation and/or other materials provided with the
  + *    distribution.
  + *
  + * 3. The end-user documentation included with the redistribution, if
  + *    any, must include the following acknowlegement:
  + *       "This product includes software developed by the
  + *        Apache Software Foundation (http://www.apache.org/)."
  + *    Alternately, this acknowlegement may appear in the software itself,
  + *    if and wherever such third-party acknowlegements normally appear.
  + *
  + * 4. The names "The Jakarta Project", "Commons", and "Apache Software
  + *    Foundation" must not be used to endorse or promote products derived
  + *    from this software without prior written permission. For written
  + *    permission, please contact apache@apache.org.
  + *
  + * 5. Products derived from this software may not be called "Apache"
  + *    nor may "Apache" appear in their names without prior written
  + *    permission of the Apache Software Foundation.
  + *
  + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
  + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
  + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
  + * DISCLAIMED.  IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
  + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
  + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
  + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
  + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
  + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
  + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
  + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
  + * SUCH DAMAGE.
  + * ====================================================================
  + *
  + * This software consists of voluntary contributions made by many
  + * individuals on behalf of the Apache Software Foundation.  For more
  + * information on the Apache Software Foundation, please see
  + * <http://www.apache.org/>.
  + */
  +package org.apache.commons.math.stat.distribution;
  +
  +import org.apache.commons.math.RootFinding;
  +import org.apache.commons.math.UnivariateFunction;
  +
  +/**
  + * Base class for various continuous distributions.  It provides default
  + * implementations for some of the methods that do not vary from distribution
  + * to distribution.
  + *  
  + * @author Brent Worden
  + */
  +public abstract class AbstractContinuousDistribution
  +    implements ContinuousDistribution {
  +        
  +    /**
  +     * Default constructor.
  +     */
  +    protected AbstractContinuousDistribution() {
  +        super();
  +    }
  +
  +    /**
  +     * For this distribution, X, this method returns P(x0 &lt; X &lt; x1).  This
  +     * is accomplished by using the equality P(x0 &lt; X &lt; x1) =
  +     * P(X &lt; x1) - P(X &lt; x0).
  +     * 
  +     * @param x0 the lower bound
  +     * @param x1 the upper bound
  +     * @return the cummulative probability. 
  +     */
  +    public double cummulativeProbability(double x0, double x1) {
  +        return cummulativeProbability(x1) - cummulativeProbability(x0);
  +    }
  +    
  +    /**
  +     * For this distribution, X, this method returns the critical point x, such
  +     * that P(X &lt; x) = <code>p</code>.
  +     *
  +     * @param p the desired probability
  +     * @return x, such that P(X &lt; x) = <code>p</code>
  +     */
  +    public double inverseCummulativeProbability(final double p){
  +        if(p < 0.0 || p > 1.0){
  +            throw new IllegalArgumentException(
  +                "p must be between 0.0 and 1.0, inclusive.");
  +        }
  +        
  +        // by default, do simple root finding using bracketing and bisection.
  +        // subclasses can overide if there is a better method.
  +        UnivariateFunction rootFindingFunction = new UnivariateFunction() {
  +            public double evaluate(double x) {
  +                return cummulativeProbability(x) - p;
  +            }
  +        };
  +        
  +        // bracket root
  +        double[] bracket = RootFinding.bracket(rootFindingFunction,
  +            getInitialDomain(p), getDomainLowerBound(p),
  +            getDomainUpperBound(p));
  +        
  +        // find root
  +        double root = RootFinding.bisection(rootFindingFunction, bracket[0],
  +            bracket[1]);
  +        
  +        return root;
  +    }
  +    
  +    /**
  +     * Access the initial domain value, based on <code>p</code>, used to
  +     * bracket a CDF root.  This method is used by
  +     * {@link #inverseCummulativeProbability(double)} to find critical values.
  +     * 
  +     * @param p the desired probability for the critical value
  +     * @return initial domain value
  +     */
  +    protected abstract double getInitialDomain(double p);
  +    
  +    /**
  +     * Access the domain value lower bound, based on <code>p</code>, used to
  +     * bracket a CDF root.  This method is used by
  +     * {@link #inverseCummulativeProbability(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 abstract double getDomainLowerBound(double p);
  +    
  +    /**
  +     * Access the domain value upper bound, based on <code>p</code>, used to
  +     * bracket a CDF root.  This method is used by
  +     * {@link #inverseCummulativeProbability(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 abstract double getDomainUpperBound(double p);
  +}
  
  
  
  1.3       +86 -76    jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ChiSquaredDistribution.java
  
  
  
  
  1.3       +99 -89    jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/GammaDistribution.java
  
  
  
  
  1.3       +113 -108  jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/DistributionFactory.java
  
  
  
  
  1.3       +218 -166  jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/GammaDistributionImpl.java
  
  
  
  
  1.3       +129 -100  jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ChiSquaredDistributionImpl.java
  
  
  
  
  1.3       +93 -93    jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/DistributionFactoryImpl.java
  
  
  
  

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