Package org.apache.commons.math3.distribution

Examples of org.apache.commons.math3.distribution.FDistribution


                return false;
            }
            final int    n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt) / maxCheckInterval));
            final double h = dt / n;

            final UnivariateFunction f = new UnivariateFunction() {
                public double value(final double t) throws LocalMaxCountExceededException {
                    try {
                        interpolator.setInterpolatedTime(t);
                        return handler.g(t, getCompleteState(interpolator));
                    } catch (MaxCountExceededException mcee) {
                        throw new LocalMaxCountExceededException(mcee);
                    }
                }
            };

            double ta = t0;
            double ga = g0;
            for (int i = 0; i < n; ++i) {

                // evaluate handler value at the end of the substep
                final double tb = t0 + (i + 1) * h;
                interpolator.setInterpolatedTime(tb);
                final double gb = handler.g(tb, getCompleteState(interpolator));

                // check events occurrence
                if (g0Positive ^ (gb >= 0)) {
                    // there is a sign change: an event is expected during this step

                    // variation direction, with respect to the integration direction
                    increasing = gb >= ga;

                    // find the event time making sure we select a solution just at or past the exact root
                    final double root;
                    if (solver instanceof BracketedUnivariateSolver<?>) {
                        @SuppressWarnings("unchecked")
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                (BracketedUnivariateSolver<UnivariateFunction>) solver;
                        root = forward ?
                               bracketing.solve(maxIterationCount, f, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               bracketing.solve(maxIterationCount, f, tb, ta, AllowedSolution.LEFT_SIDE);
                    } else {
                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
                    }

                    if ((!Double.isNaN(previousEventTime)) &&
                        (FastMath.abs(root - ta) <= convergence) &&
                        (FastMath.abs(root - previousEventTime) <= convergence)) {
                        // we have either found nothing or found (again ?) a past event,
                        // retry the substep excluding this value, and taking care to have the
                        // required sign in case the g function is noisy around its zero and
                        // crosses the axis several times
                        do {
                            ta = forward ? ta + convergence : ta - convergence;
                            ga = f.value(ta);
                        } while ((g0Positive ^ (ga >= 0)) && (forward ^ (ta >= tb)));
                        --i;
                    } else if (Double.isNaN(previousEventTime) ||
                               (FastMath.abs(previousEventTime - root) > convergence)) {
                        pendingEventTime = root;
View Full Code Here


                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
View Full Code Here

     * @return random value sampled from the F(numeratorDf, denominatorDf) distribution
     * @throws NotStrictlyPositiveException if
     * {@code numeratorDf <= 0} or {@code denominatorDf <= 0}.
     */
    public double nextF(double numeratorDf, double denominatorDf) throws NotStrictlyPositiveException {
        return new FDistribution(getRandomGenerator(), numeratorDf, denominatorDf,
                FDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }
View Full Code Here

        IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
        double lowerBound = 0;
        double upperBound = 0;
        final double alpha = (1.0 - confidenceLevel) / 2.0;

        final FDistribution distributionLowerBound = new FDistribution(2 * (numberOfTrials - numberOfSuccesses + 1),
                                                                       2 * numberOfSuccesses);
        final double fValueLowerBound = distributionLowerBound.inverseCumulativeProbability(1 - alpha);
        if (numberOfSuccesses > 0) {
            lowerBound = numberOfSuccesses /
                         (numberOfSuccesses + (numberOfTrials - numberOfSuccesses + 1) * fValueLowerBound);
        }

        final FDistribution distributionUpperBound = new FDistribution(2 * (numberOfSuccesses + 1),
                                                                       2 * (numberOfTrials - numberOfSuccesses));
        final double fValueUpperBound = distributionUpperBound.inverseCumulativeProbability(1 - alpha);
        if (numberOfSuccesses > 0) {
            upperBound = (numberOfSuccesses + 1) * fValueUpperBound /
                         (numberOfTrials - numberOfSuccesses + (numberOfSuccesses + 1) * fValueUpperBound);
        }

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        ConvergenceException, MaxCountExceededException {

        final AnovaStats a = anovaStats(categoryData);
        // No try-catch or advertised exception because args are valid
        // pass a null rng to avoid unneeded overhead as we will not sample from this distribution
        final FDistribution fdist = new FDistribution(null, a.dfbg, a.dfwg);
        return 1.0 - fdist.cumulativeProbability(a.F);

    }
View Full Code Here

        throws NullArgumentException, DimensionMismatchException,
               ConvergenceException, MaxCountExceededException {

        final AnovaStats a = anovaStats(categoryData, allowOneElementData);
        // pass a null rng to avoid unneeded overhead as we will not sample from this distribution
        final FDistribution fdist = new FDistribution(null, a.dfbg, a.dfwg);
        return 1.0 - fdist.cumulativeProbability(a.F);

    }
View Full Code Here

        TestUtils.assertChiSquareAccept(expected, counts, 0.001);
    }

    @Test
    public void testNextF() {
        double[] quartiles = TestUtils.getDistributionQuartiles(new FDistribution(12, 5));
        long[] counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextF(12, 5);
            TestUtils.updateCounts(value, counts, quartiles);
View Full Code Here

     * @param denominatorDf the denominator degrees of freedom of the F distribution
     * @return random value sampled from the F(numeratorDf, denominatorDf) distribution
     * @since 2.2
     */
    public double nextF(double numeratorDf, double denominatorDf) {
        return nextInversionDeviate(new FDistribution(numeratorDf, denominatorDf));
    }
View Full Code Here

    public double anovaPValue(final Collection<double[]> categoryData)
        throws NullArgumentException, DimensionMismatchException,
        ConvergenceException, MaxCountExceededException {

        AnovaStats a = anovaStats(categoryData);
        FDistribution fdist = new FDistribution(a.dfbg, a.dfwg);
        return 1.0 - fdist.cumulativeProbability(a.F);

    }
View Full Code Here

     * @return random value sampled from the F(numeratorDf, denominatorDf) distribution
     * @throws NotStrictlyPositiveException if
     * {@code numeratorDf <= 0} or {@code denominatorDf <= 0}.
     */
    public double nextF(double numeratorDf, double denominatorDf) throws NotStrictlyPositiveException {
        return new FDistribution(getRandomGenerator(), numeratorDf, denominatorDf,
                FDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }
View Full Code Here

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Related Classes of org.apache.commons.math3.distribution.FDistribution

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