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| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> package org.apache.commons.math.distribution;<a name="line.17"></a> <FONT color="green">018</FONT> <a name="line.18"></a> <FONT color="green">019</FONT> import java.io.Serializable;<a name="line.19"></a> <FONT color="green">020</FONT> <a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.MathException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math.special.Beta;<a name="line.23"></a> <FONT color="green">024</FONT> import org.apache.commons.math.util.MathUtils;<a name="line.24"></a> <FONT color="green">025</FONT> <a name="line.25"></a> <FONT color="green">026</FONT> /**<a name="line.26"></a> <FONT color="green">027</FONT> * The default implementation of {@link PascalDistribution}.<a name="line.27"></a> <FONT color="green">028</FONT> * @version $Revision: 920852 $ $Date: 2010-03-09 07:53:44 -0500 (Tue, 09 Mar 2010) $<a name="line.28"></a> <FONT color="green">029</FONT> * @since 1.2<a name="line.29"></a> <FONT color="green">030</FONT> */<a name="line.30"></a> <FONT color="green">031</FONT> public class PascalDistributionImpl extends AbstractIntegerDistribution<a name="line.31"></a> <FONT color="green">032</FONT> implements PascalDistribution, Serializable {<a name="line.32"></a> <FONT color="green">033</FONT> <a name="line.33"></a> <FONT color="green">034</FONT> /** Serializable version identifier */<a name="line.34"></a> <FONT color="green">035</FONT> private static final long serialVersionUID = 6751309484392813623L;<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> /** The number of successes */<a name="line.37"></a> <FONT color="green">038</FONT> private int numberOfSuccesses;<a name="line.38"></a> <FONT color="green">039</FONT> <a name="line.39"></a> <FONT color="green">040</FONT> /** The probability of success */<a name="line.40"></a> <FONT color="green">041</FONT> private double probabilityOfSuccess;<a name="line.41"></a> <FONT color="green">042</FONT> <a name="line.42"></a> <FONT color="green">043</FONT> /**<a name="line.43"></a> <FONT color="green">044</FONT> * Create a binomial distribution with the given number of trials and<a name="line.44"></a> <FONT color="green">045</FONT> * probability of success.<a name="line.45"></a> <FONT color="green">046</FONT> * @param r the number of successes<a name="line.46"></a> <FONT color="green">047</FONT> * @param p the probability of success<a name="line.47"></a> <FONT color="green">048</FONT> */<a name="line.48"></a> <FONT color="green">049</FONT> public PascalDistributionImpl(int r, double p) {<a name="line.49"></a> <FONT color="green">050</FONT> super();<a name="line.50"></a> <FONT color="green">051</FONT> setNumberOfSuccessesInternal(r);<a name="line.51"></a> <FONT color="green">052</FONT> setProbabilityOfSuccessInternal(p);<a name="line.52"></a> <FONT color="green">053</FONT> }<a name="line.53"></a> <FONT color="green">054</FONT> <a name="line.54"></a> <FONT color="green">055</FONT> /**<a name="line.55"></a> <FONT color="green">056</FONT> * Access the number of successes for this distribution.<a name="line.56"></a> <FONT color="green">057</FONT> * @return the number of successes<a name="line.57"></a> <FONT color="green">058</FONT> */<a name="line.58"></a> <FONT color="green">059</FONT> public int getNumberOfSuccesses() {<a name="line.59"></a> <FONT color="green">060</FONT> return numberOfSuccesses;<a name="line.60"></a> <FONT color="green">061</FONT> }<a name="line.61"></a> <FONT color="green">062</FONT> <a name="line.62"></a> <FONT color="green">063</FONT> /**<a name="line.63"></a> <FONT color="green">064</FONT> * Access the probability of success for this distribution.<a name="line.64"></a> <FONT color="green">065</FONT> * @return the probability of success<a name="line.65"></a> <FONT color="green">066</FONT> */<a name="line.66"></a> <FONT color="green">067</FONT> public double getProbabilityOfSuccess() {<a name="line.67"></a> <FONT color="green">068</FONT> return probabilityOfSuccess;<a name="line.68"></a> <FONT color="green">069</FONT> }<a name="line.69"></a> <FONT color="green">070</FONT> <a name="line.70"></a> <FONT color="green">071</FONT> /**<a name="line.71"></a> <FONT color="green">072</FONT> * Change the number of successes for this distribution.<a name="line.72"></a> <FONT color="green">073</FONT> * @param successes the new number of successes<a name="line.73"></a> <FONT color="green">074</FONT> * @throws IllegalArgumentException if <code>successes</code> is not<a name="line.74"></a> <FONT color="green">075</FONT> * positive.<a name="line.75"></a> <FONT color="green">076</FONT> * @deprecated as of 2.1 (class will become immutable in 3.0)<a name="line.76"></a> <FONT color="green">077</FONT> */<a name="line.77"></a> <FONT color="green">078</FONT> @Deprecated<a name="line.78"></a> <FONT color="green">079</FONT> public void setNumberOfSuccesses(int successes) {<a name="line.79"></a> <FONT color="green">080</FONT> setNumberOfSuccessesInternal(successes);<a name="line.80"></a> <FONT color="green">081</FONT> }<a name="line.81"></a> <FONT color="green">082</FONT> /**<a name="line.82"></a> <FONT color="green">083</FONT> * Change the number of successes for this distribution.<a name="line.83"></a> <FONT color="green">084</FONT> * @param successes the new number of successes<a name="line.84"></a> <FONT color="green">085</FONT> * @throws IllegalArgumentException if <code>successes</code> is not<a name="line.85"></a> <FONT color="green">086</FONT> * positive.<a name="line.86"></a> <FONT color="green">087</FONT> */<a name="line.87"></a> <FONT color="green">088</FONT> private void setNumberOfSuccessesInternal(int successes) {<a name="line.88"></a> <FONT color="green">089</FONT> if (successes < 0) {<a name="line.89"></a> <FONT color="green">090</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.90"></a> <FONT color="green">091</FONT> "number of successes must be non-negative ({0})",<a name="line.91"></a> <FONT color="green">092</FONT> successes);<a name="line.92"></a> <FONT color="green">093</FONT> }<a name="line.93"></a> <FONT color="green">094</FONT> numberOfSuccesses = successes;<a name="line.94"></a> <FONT color="green">095</FONT> }<a name="line.95"></a> <FONT color="green">096</FONT> <a name="line.96"></a> <FONT color="green">097</FONT> /**<a name="line.97"></a> <FONT color="green">098</FONT> * Change the probability of success for this distribution.<a name="line.98"></a> <FONT color="green">099</FONT> * @param p the new probability of success<a name="line.99"></a> <FONT color="green">100</FONT> * @throws IllegalArgumentException if <code>p</code> is not a valid<a name="line.100"></a> <FONT color="green">101</FONT> * probability.<a name="line.101"></a> <FONT color="green">102</FONT> * @deprecated as of 2.1 (class will become immutable in 3.0)<a name="line.102"></a> <FONT color="green">103</FONT> */<a name="line.103"></a> <FONT color="green">104</FONT> @Deprecated<a name="line.104"></a> <FONT color="green">105</FONT> public void setProbabilityOfSuccess(double p) {<a name="line.105"></a> <FONT color="green">106</FONT> setProbabilityOfSuccessInternal(p);<a name="line.106"></a> <FONT color="green">107</FONT> }<a name="line.107"></a> <FONT color="green">108</FONT> /**<a name="line.108"></a> <FONT color="green">109</FONT> * Change the probability of success for this distribution.<a name="line.109"></a> <FONT color="green">110</FONT> * @param p the new probability of success<a name="line.110"></a> <FONT color="green">111</FONT> * @throws IllegalArgumentException if <code>p</code> is not a valid<a name="line.111"></a> <FONT color="green">112</FONT> * probability.<a name="line.112"></a> <FONT color="green">113</FONT> */<a name="line.113"></a> <FONT color="green">114</FONT> private void setProbabilityOfSuccessInternal(double p) {<a name="line.114"></a> <FONT color="green">115</FONT> if (p < 0.0 || p > 1.0) {<a name="line.115"></a> <FONT color="green">116</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.116"></a> <FONT color="green">117</FONT> "{0} out of [{1}, {2}] range", p, 0.0, 1.0);<a name="line.117"></a> <FONT color="green">118</FONT> }<a name="line.118"></a> <FONT color="green">119</FONT> probabilityOfSuccess = p;<a name="line.119"></a> <FONT color="green">120</FONT> }<a name="line.120"></a> <FONT color="green">121</FONT> <a name="line.121"></a> <FONT color="green">122</FONT> /**<a name="line.122"></a> <FONT color="green">123</FONT> * Access the domain value lower bound, based on <code>p</code>, used to<a name="line.123"></a> <FONT color="green">124</FONT> * bracket a PDF root.<a name="line.124"></a> <FONT color="green">125</FONT> * @param p the desired probability for the critical value<a name="line.125"></a> <FONT color="green">126</FONT> * @return domain value lower bound, i.e. P(X &lt; <i>lower bound</i>) &lt;<a name="line.126"></a> <FONT color="green">127</FONT> * <code>p</code><a name="line.127"></a> <FONT color="green">128</FONT> */<a name="line.128"></a> <FONT color="green">129</FONT> @Override<a name="line.129"></a> <FONT color="green">130</FONT> protected int getDomainLowerBound(double p) {<a name="line.130"></a> <FONT color="green">131</FONT> return -1;<a name="line.131"></a> <FONT color="green">132</FONT> }<a name="line.132"></a> <FONT color="green">133</FONT> <a name="line.133"></a> <FONT color="green">134</FONT> /**<a name="line.134"></a> <FONT color="green">135</FONT> * Access the domain value upper bound, based on <code>p</code>, used to<a name="line.135"></a> <FONT color="green">136</FONT> * bracket a PDF root.<a name="line.136"></a> <FONT color="green">137</FONT> * @param p the desired probability for the critical value<a name="line.137"></a> <FONT color="green">138</FONT> * @return domain value upper bound, i.e. P(X &lt; <i>upper bound</i>) &gt;<a name="line.138"></a> <FONT color="green">139</FONT> * <code>p</code><a name="line.139"></a> <FONT color="green">140</FONT> */<a name="line.140"></a> <FONT color="green">141</FONT> @Override<a name="line.141"></a> <FONT color="green">142</FONT> protected int getDomainUpperBound(double p) {<a name="line.142"></a> <FONT color="green">143</FONT> // use MAX - 1 because MAX causes loop<a name="line.143"></a> <FONT color="green">144</FONT> return Integer.MAX_VALUE - 1;<a name="line.144"></a> <FONT color="green">145</FONT> }<a name="line.145"></a> <FONT color="green">146</FONT> <a name="line.146"></a> <FONT color="green">147</FONT> /**<a name="line.147"></a> <FONT color="green">148</FONT> * For this distribution, X, this method returns P(X &le; x).<a name="line.148"></a> <FONT color="green">149</FONT> * @param x the value at which the PDF is evaluated<a name="line.149"></a> <FONT color="green">150</FONT> * @return PDF for this distribution<a name="line.150"></a> <FONT color="green">151</FONT> * @throws MathException if the cumulative probability can not be computed<a name="line.151"></a> <FONT color="green">152</FONT> * due to convergence or other numerical errors<a name="line.152"></a> <FONT color="green">153</FONT> */<a name="line.153"></a> <FONT color="green">154</FONT> @Override<a name="line.154"></a> <FONT color="green">155</FONT> public double cumulativeProbability(int x) throws MathException {<a name="line.155"></a> <FONT color="green">156</FONT> double ret;<a name="line.156"></a> <FONT color="green">157</FONT> if (x < 0) {<a name="line.157"></a> <FONT color="green">158</FONT> ret = 0.0;<a name="line.158"></a> <FONT color="green">159</FONT> } else {<a name="line.159"></a> <FONT color="green">160</FONT> ret = Beta.regularizedBeta(probabilityOfSuccess,<a name="line.160"></a> <FONT color="green">161</FONT> numberOfSuccesses, x + 1);<a name="line.161"></a> <FONT color="green">162</FONT> }<a name="line.162"></a> <FONT color="green">163</FONT> return ret;<a name="line.163"></a> <FONT color="green">164</FONT> }<a name="line.164"></a> <FONT color="green">165</FONT> <a name="line.165"></a> <FONT color="green">166</FONT> /**<a name="line.166"></a> <FONT color="green">167</FONT> * For this distribution, X, this method returns P(X = x).<a name="line.167"></a> <FONT color="green">168</FONT> * @param x the value at which the PMF is evaluated<a name="line.168"></a> <FONT color="green">169</FONT> * @return PMF for this distribution<a name="line.169"></a> <FONT color="green">170</FONT> */<a name="line.170"></a> <FONT color="green">171</FONT> public double probability(int x) {<a name="line.171"></a> <FONT color="green">172</FONT> double ret;<a name="line.172"></a> <FONT color="green">173</FONT> if (x < 0) {<a name="line.173"></a> <FONT color="green">174</FONT> ret = 0.0;<a name="line.174"></a> <FONT color="green">175</FONT> } else {<a name="line.175"></a> <FONT color="green">176</FONT> ret = MathUtils.binomialCoefficientDouble(x +<a name="line.176"></a> <FONT color="green">177</FONT> numberOfSuccesses - 1, numberOfSuccesses - 1) *<a name="line.177"></a> <FONT color="green">178</FONT> Math.pow(probabilityOfSuccess, numberOfSuccesses) *<a name="line.178"></a> <FONT color="green">179</FONT> Math.pow(1.0 - probabilityOfSuccess, x);<a name="line.179"></a> <FONT color="green">180</FONT> }<a name="line.180"></a> <FONT color="green">181</FONT> return ret;<a name="line.181"></a> <FONT color="green">182</FONT> }<a name="line.182"></a> <FONT color="green">183</FONT> <a name="line.183"></a> <FONT color="green">184</FONT> /**<a name="line.184"></a> <FONT color="green">185</FONT> * For this distribution, X, this method returns the largest x, such that<a name="line.185"></a> <FONT color="green">186</FONT> * P(X &le; x) &le; <code>p</code>.<a name="line.186"></a> <FONT color="green">187</FONT> * <p><a name="line.187"></a> <FONT color="green">188</FONT> * Returns <code>-1</code> for p=0 and <code>Integer.MAX_VALUE</code><a name="line.188"></a> <FONT color="green">189</FONT> * for p=1.</p><a name="line.189"></a> <FONT color="green">190</FONT> * @param p the desired probability<a name="line.190"></a> <FONT color="green">191</FONT> * @return the largest x such that P(X &le; x) <= p<a name="line.191"></a> <FONT color="green">192</FONT> * @throws MathException if the inverse cumulative probability can not be<a name="line.192"></a> <FONT color="green">193</FONT> * computed due to convergence or other numerical errors.<a name="line.193"></a> <FONT color="green">194</FONT> * @throws IllegalArgumentException if p < 0 or p > 1<a name="line.194"></a> <FONT color="green">195</FONT> */<a name="line.195"></a> <FONT color="green">196</FONT> @Override<a name="line.196"></a> <FONT color="green">197</FONT> public int inverseCumulativeProbability(final double p)<a name="line.197"></a> <FONT color="green">198</FONT> throws MathException {<a name="line.198"></a> <FONT color="green">199</FONT> int ret;<a name="line.199"></a> <FONT color="green">200</FONT> <a name="line.200"></a> <FONT color="green">201</FONT> // handle extreme values explicitly<a name="line.201"></a> <FONT color="green">202</FONT> if (p == 0) {<a name="line.202"></a> <FONT color="green">203</FONT> ret = -1;<a name="line.203"></a> <FONT color="green">204</FONT> } else if (p == 1) {<a name="line.204"></a> <FONT color="green">205</FONT> ret = Integer.MAX_VALUE;<a name="line.205"></a> <FONT color="green">206</FONT> } else {<a name="line.206"></a> <FONT color="green">207</FONT> ret = super.inverseCumulativeProbability(p);<a name="line.207"></a> <FONT color="green">208</FONT> }<a name="line.208"></a> <FONT color="green">209</FONT> <a name="line.209"></a> <FONT color="green">210</FONT> return ret;<a name="line.210"></a> <FONT color="green">211</FONT> }<a name="line.211"></a> <FONT color="green">212</FONT> }<a name="line.212"></a> </PRE> </BODY> </HTML>