|
13
|
1 <HTML>
|
|
|
2 <BODY BGCOLOR="white">
|
|
|
3 <PRE>
|
|
|
4 <FONT color="green">001</FONT> /*<a name="line.1"></a>
|
|
|
5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
|
|
|
6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a>
|
|
|
7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
|
|
|
8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
|
|
|
9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
|
|
|
10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a>
|
|
|
11 <FONT color="green">008</FONT> *<a name="line.8"></a>
|
|
|
12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
|
|
|
13 <FONT color="green">010</FONT> *<a name="line.10"></a>
|
|
|
14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
|
|
|
15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
|
|
|
16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
|
|
|
17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a>
|
|
|
18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a>
|
|
|
19 <FONT color="green">016</FONT> */<a name="line.16"></a>
|
|
|
20 <FONT color="green">017</FONT> <a name="line.17"></a>
|
|
|
21 <FONT color="green">018</FONT> package org.apache.commons.math.distribution;<a name="line.18"></a>
|
|
|
22 <FONT color="green">019</FONT> <a name="line.19"></a>
|
|
|
23 <FONT color="green">020</FONT> import java.io.Serializable;<a name="line.20"></a>
|
|
|
24 <FONT color="green">021</FONT> <a name="line.21"></a>
|
|
|
25 <FONT color="green">022</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.22"></a>
|
|
|
26 <FONT color="green">023</FONT> <a name="line.23"></a>
|
|
|
27 <FONT color="green">024</FONT> /**<a name="line.24"></a>
|
|
|
28 <FONT color="green">025</FONT> * Default implementation of<a name="line.25"></a>
|
|
|
29 <FONT color="green">026</FONT> * {@link org.apache.commons.math.distribution.WeibullDistribution}.<a name="line.26"></a>
|
|
|
30 <FONT color="green">027</FONT> *<a name="line.27"></a>
|
|
|
31 <FONT color="green">028</FONT> * @since 1.1<a name="line.28"></a>
|
|
|
32 <FONT color="green">029</FONT> * @version $Revision: 925812 $ $Date: 2010-03-21 11:49:31 -0400 (Sun, 21 Mar 2010) $<a name="line.29"></a>
|
|
|
33 <FONT color="green">030</FONT> */<a name="line.30"></a>
|
|
|
34 <FONT color="green">031</FONT> public class WeibullDistributionImpl extends AbstractContinuousDistribution<a name="line.31"></a>
|
|
|
35 <FONT color="green">032</FONT> implements WeibullDistribution, Serializable {<a name="line.32"></a>
|
|
|
36 <FONT color="green">033</FONT> <a name="line.33"></a>
|
|
|
37 <FONT color="green">034</FONT> /**<a name="line.34"></a>
|
|
|
38 <FONT color="green">035</FONT> * Default inverse cumulative probability accuracy<a name="line.35"></a>
|
|
|
39 <FONT color="green">036</FONT> * @since 2.1<a name="line.36"></a>
|
|
|
40 <FONT color="green">037</FONT> */<a name="line.37"></a>
|
|
|
41 <FONT color="green">038</FONT> public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;<a name="line.38"></a>
|
|
|
42 <FONT color="green">039</FONT> <a name="line.39"></a>
|
|
|
43 <FONT color="green">040</FONT> /** Serializable version identifier */<a name="line.40"></a>
|
|
|
44 <FONT color="green">041</FONT> private static final long serialVersionUID = 8589540077390120676L;<a name="line.41"></a>
|
|
|
45 <FONT color="green">042</FONT> <a name="line.42"></a>
|
|
|
46 <FONT color="green">043</FONT> /** The shape parameter. */<a name="line.43"></a>
|
|
|
47 <FONT color="green">044</FONT> private double shape;<a name="line.44"></a>
|
|
|
48 <FONT color="green">045</FONT> <a name="line.45"></a>
|
|
|
49 <FONT color="green">046</FONT> /** The scale parameter. */<a name="line.46"></a>
|
|
|
50 <FONT color="green">047</FONT> private double scale;<a name="line.47"></a>
|
|
|
51 <FONT color="green">048</FONT> <a name="line.48"></a>
|
|
|
52 <FONT color="green">049</FONT> /** Inverse cumulative probability accuracy */<a name="line.49"></a>
|
|
|
53 <FONT color="green">050</FONT> private final double solverAbsoluteAccuracy;<a name="line.50"></a>
|
|
|
54 <FONT color="green">051</FONT> <a name="line.51"></a>
|
|
|
55 <FONT color="green">052</FONT> /**<a name="line.52"></a>
|
|
|
56 <FONT color="green">053</FONT> * Creates weibull distribution with the given shape and scale and a<a name="line.53"></a>
|
|
|
57 <FONT color="green">054</FONT> * location equal to zero.<a name="line.54"></a>
|
|
|
58 <FONT color="green">055</FONT> * @param alpha the shape parameter.<a name="line.55"></a>
|
|
|
59 <FONT color="green">056</FONT> * @param beta the scale parameter.<a name="line.56"></a>
|
|
|
60 <FONT color="green">057</FONT> */<a name="line.57"></a>
|
|
|
61 <FONT color="green">058</FONT> public WeibullDistributionImpl(double alpha, double beta){<a name="line.58"></a>
|
|
|
62 <FONT color="green">059</FONT> this(alpha, beta, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);<a name="line.59"></a>
|
|
|
63 <FONT color="green">060</FONT> }<a name="line.60"></a>
|
|
|
64 <FONT color="green">061</FONT> <a name="line.61"></a>
|
|
|
65 <FONT color="green">062</FONT> /**<a name="line.62"></a>
|
|
|
66 <FONT color="green">063</FONT> * Creates weibull distribution with the given shape, scale and inverse<a name="line.63"></a>
|
|
|
67 <FONT color="green">064</FONT> * cumulative probability accuracy and a location equal to zero.<a name="line.64"></a>
|
|
|
68 <FONT color="green">065</FONT> * @param alpha the shape parameter.<a name="line.65"></a>
|
|
|
69 <FONT color="green">066</FONT> * @param beta the scale parameter.<a name="line.66"></a>
|
|
|
70 <FONT color="green">067</FONT> * @param inverseCumAccuracy the maximum absolute error in inverse cumulative probability estimates<a name="line.67"></a>
|
|
|
71 <FONT color="green">068</FONT> * (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY})<a name="line.68"></a>
|
|
|
72 <FONT color="green">069</FONT> * @since 2.1<a name="line.69"></a>
|
|
|
73 <FONT color="green">070</FONT> */<a name="line.70"></a>
|
|
|
74 <FONT color="green">071</FONT> public WeibullDistributionImpl(double alpha, double beta, double inverseCumAccuracy){<a name="line.71"></a>
|
|
|
75 <FONT color="green">072</FONT> super();<a name="line.72"></a>
|
|
|
76 <FONT color="green">073</FONT> setShapeInternal(alpha);<a name="line.73"></a>
|
|
|
77 <FONT color="green">074</FONT> setScaleInternal(beta);<a name="line.74"></a>
|
|
|
78 <FONT color="green">075</FONT> solverAbsoluteAccuracy = inverseCumAccuracy;<a name="line.75"></a>
|
|
|
79 <FONT color="green">076</FONT> }<a name="line.76"></a>
|
|
|
80 <FONT color="green">077</FONT> <a name="line.77"></a>
|
|
|
81 <FONT color="green">078</FONT> /**<a name="line.78"></a>
|
|
|
82 <FONT color="green">079</FONT> * For this distribution, X, this method returns P(X &lt; <code>x</code>).<a name="line.79"></a>
|
|
|
83 <FONT color="green">080</FONT> * @param x the value at which the CDF is evaluated.<a name="line.80"></a>
|
|
|
84 <FONT color="green">081</FONT> * @return CDF evaluted at <code>x</code>.<a name="line.81"></a>
|
|
|
85 <FONT color="green">082</FONT> */<a name="line.82"></a>
|
|
|
86 <FONT color="green">083</FONT> public double cumulativeProbability(double x) {<a name="line.83"></a>
|
|
|
87 <FONT color="green">084</FONT> double ret;<a name="line.84"></a>
|
|
|
88 <FONT color="green">085</FONT> if (x <= 0.0) {<a name="line.85"></a>
|
|
|
89 <FONT color="green">086</FONT> ret = 0.0;<a name="line.86"></a>
|
|
|
90 <FONT color="green">087</FONT> } else {<a name="line.87"></a>
|
|
|
91 <FONT color="green">088</FONT> ret = 1.0 - Math.exp(-Math.pow(x / scale, shape));<a name="line.88"></a>
|
|
|
92 <FONT color="green">089</FONT> }<a name="line.89"></a>
|
|
|
93 <FONT color="green">090</FONT> return ret;<a name="line.90"></a>
|
|
|
94 <FONT color="green">091</FONT> }<a name="line.91"></a>
|
|
|
95 <FONT color="green">092</FONT> <a name="line.92"></a>
|
|
|
96 <FONT color="green">093</FONT> /**<a name="line.93"></a>
|
|
|
97 <FONT color="green">094</FONT> * Access the shape parameter.<a name="line.94"></a>
|
|
|
98 <FONT color="green">095</FONT> * @return the shape parameter.<a name="line.95"></a>
|
|
|
99 <FONT color="green">096</FONT> */<a name="line.96"></a>
|
|
|
100 <FONT color="green">097</FONT> public double getShape() {<a name="line.97"></a>
|
|
|
101 <FONT color="green">098</FONT> return shape;<a name="line.98"></a>
|
|
|
102 <FONT color="green">099</FONT> }<a name="line.99"></a>
|
|
|
103 <FONT color="green">100</FONT> <a name="line.100"></a>
|
|
|
104 <FONT color="green">101</FONT> /**<a name="line.101"></a>
|
|
|
105 <FONT color="green">102</FONT> * Access the scale parameter.<a name="line.102"></a>
|
|
|
106 <FONT color="green">103</FONT> * @return the scale parameter.<a name="line.103"></a>
|
|
|
107 <FONT color="green">104</FONT> */<a name="line.104"></a>
|
|
|
108 <FONT color="green">105</FONT> public double getScale() {<a name="line.105"></a>
|
|
|
109 <FONT color="green">106</FONT> return scale;<a name="line.106"></a>
|
|
|
110 <FONT color="green">107</FONT> }<a name="line.107"></a>
|
|
|
111 <FONT color="green">108</FONT> <a name="line.108"></a>
|
|
|
112 <FONT color="green">109</FONT> /**<a name="line.109"></a>
|
|
|
113 <FONT color="green">110</FONT> * Returns the probability density for a particular point.<a name="line.110"></a>
|
|
|
114 <FONT color="green">111</FONT> *<a name="line.111"></a>
|
|
|
115 <FONT color="green">112</FONT> * @param x The point at which the density should be computed.<a name="line.112"></a>
|
|
|
116 <FONT color="green">113</FONT> * @return The pdf at point x.<a name="line.113"></a>
|
|
|
117 <FONT color="green">114</FONT> * @since 2.1<a name="line.114"></a>
|
|
|
118 <FONT color="green">115</FONT> */<a name="line.115"></a>
|
|
|
119 <FONT color="green">116</FONT> @Override<a name="line.116"></a>
|
|
|
120 <FONT color="green">117</FONT> public double density(double x) {<a name="line.117"></a>
|
|
|
121 <FONT color="green">118</FONT> if (x < 0) {<a name="line.118"></a>
|
|
|
122 <FONT color="green">119</FONT> return 0;<a name="line.119"></a>
|
|
|
123 <FONT color="green">120</FONT> }<a name="line.120"></a>
|
|
|
124 <FONT color="green">121</FONT> <a name="line.121"></a>
|
|
|
125 <FONT color="green">122</FONT> final double xscale = x / scale;<a name="line.122"></a>
|
|
|
126 <FONT color="green">123</FONT> final double xscalepow = Math.pow(xscale, shape - 1);<a name="line.123"></a>
|
|
|
127 <FONT color="green">124</FONT> <a name="line.124"></a>
|
|
|
128 <FONT color="green">125</FONT> /*<a name="line.125"></a>
|
|
|
129 <FONT color="green">126</FONT> * Math.pow(x / scale, shape) =<a name="line.126"></a>
|
|
|
130 <FONT color="green">127</FONT> * Math.pow(xscale, shape) =<a name="line.127"></a>
|
|
|
131 <FONT color="green">128</FONT> * Math.pow(xscale, shape - 1) * xscale<a name="line.128"></a>
|
|
|
132 <FONT color="green">129</FONT> */<a name="line.129"></a>
|
|
|
133 <FONT color="green">130</FONT> final double xscalepowshape = xscalepow * xscale;<a name="line.130"></a>
|
|
|
134 <FONT color="green">131</FONT> <a name="line.131"></a>
|
|
|
135 <FONT color="green">132</FONT> return (shape / scale) * xscalepow * Math.exp(-xscalepowshape);<a name="line.132"></a>
|
|
|
136 <FONT color="green">133</FONT> }<a name="line.133"></a>
|
|
|
137 <FONT color="green">134</FONT> <a name="line.134"></a>
|
|
|
138 <FONT color="green">135</FONT> /**<a name="line.135"></a>
|
|
|
139 <FONT color="green">136</FONT> * For this distribution, X, this method returns the critical point x, such<a name="line.136"></a>
|
|
|
140 <FONT color="green">137</FONT> * that P(X &lt; x) = <code>p</code>.<a name="line.137"></a>
|
|
|
141 <FONT color="green">138</FONT> * <p><a name="line.138"></a>
|
|
|
142 <FONT color="green">139</FONT> * Returns <code>Double.NEGATIVE_INFINITY</code> for p=0 and<a name="line.139"></a>
|
|
|
143 <FONT color="green">140</FONT> * <code>Double.POSITIVE_INFINITY</code> for p=1.</p><a name="line.140"></a>
|
|
|
144 <FONT color="green">141</FONT> *<a name="line.141"></a>
|
|
|
145 <FONT color="green">142</FONT> * @param p the desired probability<a name="line.142"></a>
|
|
|
146 <FONT color="green">143</FONT> * @return x, such that P(X &lt; x) = <code>p</code><a name="line.143"></a>
|
|
|
147 <FONT color="green">144</FONT> * @throws IllegalArgumentException if <code>p</code> is not a valid<a name="line.144"></a>
|
|
|
148 <FONT color="green">145</FONT> * probability.<a name="line.145"></a>
|
|
|
149 <FONT color="green">146</FONT> */<a name="line.146"></a>
|
|
|
150 <FONT color="green">147</FONT> @Override<a name="line.147"></a>
|
|
|
151 <FONT color="green">148</FONT> public double inverseCumulativeProbability(double p) {<a name="line.148"></a>
|
|
|
152 <FONT color="green">149</FONT> double ret;<a name="line.149"></a>
|
|
|
153 <FONT color="green">150</FONT> if (p < 0.0 || p > 1.0) {<a name="line.150"></a>
|
|
|
154 <FONT color="green">151</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.151"></a>
|
|
|
155 <FONT color="green">152</FONT> "{0} out of [{1}, {2}] range", p, 0.0, 1.0);<a name="line.152"></a>
|
|
|
156 <FONT color="green">153</FONT> } else if (p == 0) {<a name="line.153"></a>
|
|
|
157 <FONT color="green">154</FONT> ret = 0.0;<a name="line.154"></a>
|
|
|
158 <FONT color="green">155</FONT> } else if (p == 1) {<a name="line.155"></a>
|
|
|
159 <FONT color="green">156</FONT> ret = Double.POSITIVE_INFINITY;<a name="line.156"></a>
|
|
|
160 <FONT color="green">157</FONT> } else {<a name="line.157"></a>
|
|
|
161 <FONT color="green">158</FONT> ret = scale * Math.pow(-Math.log(1.0 - p), 1.0 / shape);<a name="line.158"></a>
|
|
|
162 <FONT color="green">159</FONT> }<a name="line.159"></a>
|
|
|
163 <FONT color="green">160</FONT> return ret;<a name="line.160"></a>
|
|
|
164 <FONT color="green">161</FONT> }<a name="line.161"></a>
|
|
|
165 <FONT color="green">162</FONT> <a name="line.162"></a>
|
|
|
166 <FONT color="green">163</FONT> /**<a name="line.163"></a>
|
|
|
167 <FONT color="green">164</FONT> * Modify the shape parameter.<a name="line.164"></a>
|
|
|
168 <FONT color="green">165</FONT> * @param alpha the new shape parameter value.<a name="line.165"></a>
|
|
|
169 <FONT color="green">166</FONT> * @deprecated as of 2.1 (class will become immutable in 3.0)<a name="line.166"></a>
|
|
|
170 <FONT color="green">167</FONT> */<a name="line.167"></a>
|
|
|
171 <FONT color="green">168</FONT> @Deprecated<a name="line.168"></a>
|
|
|
172 <FONT color="green">169</FONT> public void setShape(double alpha) {<a name="line.169"></a>
|
|
|
173 <FONT color="green">170</FONT> setShapeInternal(alpha);<a name="line.170"></a>
|
|
|
174 <FONT color="green">171</FONT> }<a name="line.171"></a>
|
|
|
175 <FONT color="green">172</FONT> /**<a name="line.172"></a>
|
|
|
176 <FONT color="green">173</FONT> * Modify the shape parameter.<a name="line.173"></a>
|
|
|
177 <FONT color="green">174</FONT> * @param alpha the new shape parameter value.<a name="line.174"></a>
|
|
|
178 <FONT color="green">175</FONT> */<a name="line.175"></a>
|
|
|
179 <FONT color="green">176</FONT> private void setShapeInternal(double alpha) {<a name="line.176"></a>
|
|
|
180 <FONT color="green">177</FONT> if (alpha <= 0.0) {<a name="line.177"></a>
|
|
|
181 <FONT color="green">178</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.178"></a>
|
|
|
182 <FONT color="green">179</FONT> "shape must be positive ({0})",<a name="line.179"></a>
|
|
|
183 <FONT color="green">180</FONT> alpha);<a name="line.180"></a>
|
|
|
184 <FONT color="green">181</FONT> }<a name="line.181"></a>
|
|
|
185 <FONT color="green">182</FONT> this.shape = alpha;<a name="line.182"></a>
|
|
|
186 <FONT color="green">183</FONT> }<a name="line.183"></a>
|
|
|
187 <FONT color="green">184</FONT> <a name="line.184"></a>
|
|
|
188 <FONT color="green">185</FONT> /**<a name="line.185"></a>
|
|
|
189 <FONT color="green">186</FONT> * Modify the scale parameter.<a name="line.186"></a>
|
|
|
190 <FONT color="green">187</FONT> * @param beta the new scale parameter value.<a name="line.187"></a>
|
|
|
191 <FONT color="green">188</FONT> * @deprecated as of 2.1 (class will become immutable in 3.0)<a name="line.188"></a>
|
|
|
192 <FONT color="green">189</FONT> */<a name="line.189"></a>
|
|
|
193 <FONT color="green">190</FONT> @Deprecated<a name="line.190"></a>
|
|
|
194 <FONT color="green">191</FONT> public void setScale(double beta) {<a name="line.191"></a>
|
|
|
195 <FONT color="green">192</FONT> setScaleInternal(beta);<a name="line.192"></a>
|
|
|
196 <FONT color="green">193</FONT> }<a name="line.193"></a>
|
|
|
197 <FONT color="green">194</FONT> /**<a name="line.194"></a>
|
|
|
198 <FONT color="green">195</FONT> * Modify the scale parameter.<a name="line.195"></a>
|
|
|
199 <FONT color="green">196</FONT> * @param beta the new scale parameter value.<a name="line.196"></a>
|
|
|
200 <FONT color="green">197</FONT> */<a name="line.197"></a>
|
|
|
201 <FONT color="green">198</FONT> private void setScaleInternal(double beta) {<a name="line.198"></a>
|
|
|
202 <FONT color="green">199</FONT> if (beta <= 0.0) {<a name="line.199"></a>
|
|
|
203 <FONT color="green">200</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.200"></a>
|
|
|
204 <FONT color="green">201</FONT> "scale must be positive ({0})",<a name="line.201"></a>
|
|
|
205 <FONT color="green">202</FONT> beta);<a name="line.202"></a>
|
|
|
206 <FONT color="green">203</FONT> }<a name="line.203"></a>
|
|
|
207 <FONT color="green">204</FONT> this.scale = beta;<a name="line.204"></a>
|
|
|
208 <FONT color="green">205</FONT> }<a name="line.205"></a>
|
|
|
209 <FONT color="green">206</FONT> <a name="line.206"></a>
|
|
|
210 <FONT color="green">207</FONT> /**<a name="line.207"></a>
|
|
|
211 <FONT color="green">208</FONT> * Access the domain value lower bound, based on <code>p</code>, used to<a name="line.208"></a>
|
|
|
212 <FONT color="green">209</FONT> * bracket a CDF root. This method is used by<a name="line.209"></a>
|
|
|
213 <FONT color="green">210</FONT> * {@link #inverseCumulativeProbability(double)} to find critical values.<a name="line.210"></a>
|
|
|
214 <FONT color="green">211</FONT> *<a name="line.211"></a>
|
|
|
215 <FONT color="green">212</FONT> * @param p the desired probability for the critical value<a name="line.212"></a>
|
|
|
216 <FONT color="green">213</FONT> * @return domain value lower bound, i.e.<a name="line.213"></a>
|
|
|
217 <FONT color="green">214</FONT> * P(X &lt; <i>lower bound</i>) &lt; <code>p</code><a name="line.214"></a>
|
|
|
218 <FONT color="green">215</FONT> */<a name="line.215"></a>
|
|
|
219 <FONT color="green">216</FONT> @Override<a name="line.216"></a>
|
|
|
220 <FONT color="green">217</FONT> protected double getDomainLowerBound(double p) {<a name="line.217"></a>
|
|
|
221 <FONT color="green">218</FONT> return 0.0;<a name="line.218"></a>
|
|
|
222 <FONT color="green">219</FONT> }<a name="line.219"></a>
|
|
|
223 <FONT color="green">220</FONT> <a name="line.220"></a>
|
|
|
224 <FONT color="green">221</FONT> /**<a name="line.221"></a>
|
|
|
225 <FONT color="green">222</FONT> * Access the domain value upper bound, based on <code>p</code>, used to<a name="line.222"></a>
|
|
|
226 <FONT color="green">223</FONT> * bracket a CDF root. This method is used by<a name="line.223"></a>
|
|
|
227 <FONT color="green">224</FONT> * {@link #inverseCumulativeProbability(double)} to find critical values.<a name="line.224"></a>
|
|
|
228 <FONT color="green">225</FONT> *<a name="line.225"></a>
|
|
|
229 <FONT color="green">226</FONT> * @param p the desired probability for the critical value<a name="line.226"></a>
|
|
|
230 <FONT color="green">227</FONT> * @return domain value upper bound, i.e.<a name="line.227"></a>
|
|
|
231 <FONT color="green">228</FONT> * P(X &lt; <i>upper bound</i>) &gt; <code>p</code><a name="line.228"></a>
|
|
|
232 <FONT color="green">229</FONT> */<a name="line.229"></a>
|
|
|
233 <FONT color="green">230</FONT> @Override<a name="line.230"></a>
|
|
|
234 <FONT color="green">231</FONT> protected double getDomainUpperBound(double p) {<a name="line.231"></a>
|
|
|
235 <FONT color="green">232</FONT> return Double.MAX_VALUE;<a name="line.232"></a>
|
|
|
236 <FONT color="green">233</FONT> }<a name="line.233"></a>
|
|
|
237 <FONT color="green">234</FONT> <a name="line.234"></a>
|
|
|
238 <FONT color="green">235</FONT> /**<a name="line.235"></a>
|
|
|
239 <FONT color="green">236</FONT> * Access the initial domain value, based on <code>p</code>, used to<a name="line.236"></a>
|
|
|
240 <FONT color="green">237</FONT> * bracket a CDF root. This method is used by<a name="line.237"></a>
|
|
|
241 <FONT color="green">238</FONT> * {@link #inverseCumulativeProbability(double)} to find critical values.<a name="line.238"></a>
|
|
|
242 <FONT color="green">239</FONT> *<a name="line.239"></a>
|
|
|
243 <FONT color="green">240</FONT> * @param p the desired probability for the critical value<a name="line.240"></a>
|
|
|
244 <FONT color="green">241</FONT> * @return initial domain value<a name="line.241"></a>
|
|
|
245 <FONT color="green">242</FONT> */<a name="line.242"></a>
|
|
|
246 <FONT color="green">243</FONT> @Override<a name="line.243"></a>
|
|
|
247 <FONT color="green">244</FONT> protected double getInitialDomain(double p) {<a name="line.244"></a>
|
|
|
248 <FONT color="green">245</FONT> // use median<a name="line.245"></a>
|
|
|
249 <FONT color="green">246</FONT> return Math.pow(scale * Math.log(2.0), 1.0 / shape);<a name="line.246"></a>
|
|
|
250 <FONT color="green">247</FONT> }<a name="line.247"></a>
|
|
|
251 <FONT color="green">248</FONT> <a name="line.248"></a>
|
|
|
252 <FONT color="green">249</FONT> /**<a name="line.249"></a>
|
|
|
253 <FONT color="green">250</FONT> * Return the absolute accuracy setting of the solver used to estimate<a name="line.250"></a>
|
|
|
254 <FONT color="green">251</FONT> * inverse cumulative probabilities.<a name="line.251"></a>
|
|
|
255 <FONT color="green">252</FONT> *<a name="line.252"></a>
|
|
|
256 <FONT color="green">253</FONT> * @return the solver absolute accuracy<a name="line.253"></a>
|
|
|
257 <FONT color="green">254</FONT> * @since 2.1<a name="line.254"></a>
|
|
|
258 <FONT color="green">255</FONT> */<a name="line.255"></a>
|
|
|
259 <FONT color="green">256</FONT> @Override<a name="line.256"></a>
|
|
|
260 <FONT color="green">257</FONT> protected double getSolverAbsoluteAccuracy() {<a name="line.257"></a>
|
|
|
261 <FONT color="green">258</FONT> return solverAbsoluteAccuracy;<a name="line.258"></a>
|
|
|
262 <FONT color="green">259</FONT> }<a name="line.259"></a>
|
|
|
263 <FONT color="green">260</FONT> }<a name="line.260"></a>
|
|
|
264
|
|
|
265
|
|
|
266
|
|
|
267
|
|
|
268
|
|
|
269
|
|
|
270
|
|
|
271
|
|
|
272
|
|
|
273
|
|
|
274
|
|
|
275
|
|
|
276
|
|
|
277
|
|
|
278
|
|
|
279
|
|
|
280
|
|
|
281
|
|
|
282
|
|
|
283
|
|
|
284
|
|
|
285
|
|
|
286
|
|
|
287
|
|
|
288
|
|
|
289
|
|
|
290
|
|
|
291
|
|
|
292
|
|
|
293
|
|
|
294
|
|
|
295
|
|
|
296
|
|
|
297
|
|
|
298
|
|
|
299
|
|
|
300
|
|
|
301
|
|
|
302
|
|
|
303
|
|
|
304
|
|
|
305
|
|
|
306
|
|
|
307
|
|
|
308
|
|
|
309
|
|
|
310
|
|
|
311
|
|
|
312
|
|
|
313
|
|
|
314
|
|
|
315
|
|
|
316
|
|
|
317
|
|
|
318
|
|
|
319
|
|
|
320
|
|
|
321
|
|
|
322
|
|
|
323
|
|
|
324 </PRE>
|
|
|
325 </BODY>
|
|
|
326 </HTML>
|
