// ============================================================================
// Copyright 2006-2012 Daniel W. Dyer
//
// Licensed 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.uncommons.maths.demo;
import java.util.HashMap;
import java.util.Map;
import java.util.Random;
import org.uncommons.maths.random.GaussianGenerator;
/**
* @author Daniel Dyer
*/
class GaussianDistribution extends ProbabilityDistribution
{
private final double mean;
private final double standardDeviation;
public GaussianDistribution(double mean, double standardDeviation)
{
this.mean = mean;
this.standardDeviation = standardDeviation;
}
protected GaussianGenerator createValueGenerator(Random rng)
{
return new GaussianGenerator(mean, standardDeviation, rng);
}
public Map<Double, Double> getExpectedValues()
{
Map<Double, Double> values = new HashMap<Double, Double>();
double p;
double x = 0;
do
{
p = getExpectedProbability(mean + x);
values.put(mean + x, p);
values.put(mean - x, p);
x += (3 * standardDeviation / 10); // 99.7% of values are within 3 standard deviations of the mean.
} while (p > 0.001);
return values;
}
/**
* This is the probability density function for the Gaussian
* distribution.
*/
private double getExpectedProbability(double x)
{
double y = 1 / (standardDeviation * Math.sqrt(Math.PI * 2));
double z = -(Math.pow(x - mean, 2) / (2 * Math.pow(standardDeviation, 2)));
return y * Math.exp(z);
}
public double getExpectedMean()
{
return mean;
}
public double getExpectedStandardDeviation()
{
return standardDeviation;
}
public String getDescription()
{
return "Gaussian Distribution (\u03bc = " + mean + ", \u03c3 = " + standardDeviation +")";
}
public boolean isDiscrete()
{
return false;
}
}