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view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/random/EmpiricalDistributionImpl.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| 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> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.random;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import java.io.BufferedReader;<a name="line.20"></a> <FONT color="green">021</FONT> import java.io.File;<a name="line.21"></a> <FONT color="green">022</FONT> import java.io.FileReader;<a name="line.22"></a> <FONT color="green">023</FONT> import java.io.IOException;<a name="line.23"></a> <FONT color="green">024</FONT> import java.io.InputStreamReader;<a name="line.24"></a> <FONT color="green">025</FONT> import java.io.Serializable;<a name="line.25"></a> <FONT color="green">026</FONT> import java.net.URL;<a name="line.26"></a> <FONT color="green">027</FONT> import java.util.ArrayList;<a name="line.27"></a> <FONT color="green">028</FONT> import java.util.List;<a name="line.28"></a> <FONT color="green">029</FONT> <a name="line.29"></a> <FONT color="green">030</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.30"></a> <FONT color="green">031</FONT> import org.apache.commons.math.stat.descriptive.StatisticalSummary;<a name="line.31"></a> <FONT color="green">032</FONT> import org.apache.commons.math.stat.descriptive.SummaryStatistics;<a name="line.32"></a> <FONT color="green">033</FONT> <a name="line.33"></a> <FONT color="green">034</FONT> /**<a name="line.34"></a> <FONT color="green">035</FONT> * Implements <code>EmpiricalDistribution</code> interface. This implementation<a name="line.35"></a> <FONT color="green">036</FONT> * uses what amounts to the<a name="line.36"></a> <FONT color="green">037</FONT> * <a href="http://nedwww.ipac.caltech.edu/level5/March02/Silverman/Silver2_6.html"><a name="line.37"></a> <FONT color="green">038</FONT> * Variable Kernel Method</a> with Gaussian smoothing:<p><a name="line.38"></a> <FONT color="green">039</FONT> * <strong>Digesting the input file</strong><a name="line.39"></a> <FONT color="green">040</FONT> * <ol><li>Pass the file once to compute min and max.</li><a name="line.40"></a> <FONT color="green">041</FONT> * <li>Divide the range from min-max into <code>binCount</code> "bins."</li><a name="line.41"></a> <FONT color="green">042</FONT> * <li>Pass the data file again, computing bin counts and univariate<a name="line.42"></a> <FONT color="green">043</FONT> * statistics (mean, std dev.) for each of the bins </li><a name="line.43"></a> <FONT color="green">044</FONT> * <li>Divide the interval (0,1) into subintervals associated with the bins,<a name="line.44"></a> <FONT color="green">045</FONT> * with the length of a bin's subinterval proportional to its count.</li></ol><a name="line.45"></a> <FONT color="green">046</FONT> * <strong>Generating random values from the distribution</strong><ol><a name="line.46"></a> <FONT color="green">047</FONT> * <li>Generate a uniformly distributed value in (0,1) </li><a name="line.47"></a> <FONT color="green">048</FONT> * <li>Select the subinterval to which the value belongs.<a name="line.48"></a> <FONT color="green">049</FONT> * <li>Generate a random Gaussian value with mean = mean of the associated<a name="line.49"></a> <FONT color="green">050</FONT> * bin and std dev = std dev of associated bin.</li></ol></p><p><a name="line.50"></a> <FONT color="green">051</FONT> *<strong>USAGE NOTES:</strong><ul><a name="line.51"></a> <FONT color="green">052</FONT> *<li>The <code>binCount</code> is set by default to 1000. A good rule of thumb<a name="line.52"></a> <FONT color="green">053</FONT> * is to set the bin count to approximately the length of the input file divided<a name="line.53"></a> <FONT color="green">054</FONT> * by 10. </li><a name="line.54"></a> <FONT color="green">055</FONT> *<li>The input file <i>must</i> be a plain text file containing one valid numeric<a name="line.55"></a> <FONT color="green">056</FONT> * entry per line.</li><a name="line.56"></a> <FONT color="green">057</FONT> * </ul></p><a name="line.57"></a> <FONT color="green">058</FONT> *<a name="line.58"></a> <FONT color="green">059</FONT> * @version $Revision: 925812 $ $Date: 2010-03-21 11:49:31 -0400 (Sun, 21 Mar 2010) $<a name="line.59"></a> <FONT color="green">060</FONT> */<a name="line.60"></a> <FONT color="green">061</FONT> public class EmpiricalDistributionImpl implements Serializable, EmpiricalDistribution {<a name="line.61"></a> <FONT color="green">062</FONT> <a name="line.62"></a> <FONT color="green">063</FONT> /** Serializable version identifier */<a name="line.63"></a> <FONT color="green">064</FONT> private static final long serialVersionUID = 5729073523949762654L;<a name="line.64"></a> <FONT color="green">065</FONT> <a name="line.65"></a> <FONT color="green">066</FONT> /** List of SummaryStatistics objects characterizing the bins */<a name="line.66"></a> <FONT color="green">067</FONT> private List<SummaryStatistics> binStats = null;<a name="line.67"></a> <FONT color="green">068</FONT> <a name="line.68"></a> <FONT color="green">069</FONT> /** Sample statistics */<a name="line.69"></a> <FONT color="green">070</FONT> private SummaryStatistics sampleStats = null;<a name="line.70"></a> <FONT color="green">071</FONT> <a name="line.71"></a> <FONT color="green">072</FONT> /** Max loaded value */<a name="line.72"></a> <FONT color="green">073</FONT> private double max = Double.NEGATIVE_INFINITY;<a name="line.73"></a> <FONT color="green">074</FONT> <a name="line.74"></a> <FONT color="green">075</FONT> /** Min loaded value */<a name="line.75"></a> <FONT color="green">076</FONT> private double min = Double.POSITIVE_INFINITY;<a name="line.76"></a> <FONT color="green">077</FONT> <a name="line.77"></a> <FONT color="green">078</FONT> /** Grid size */<a name="line.78"></a> <FONT color="green">079</FONT> private double delta = 0d;<a name="line.79"></a> <FONT color="green">080</FONT> <a name="line.80"></a> <FONT color="green">081</FONT> /** number of bins */<a name="line.81"></a> <FONT color="green">082</FONT> private int binCount = 1000;<a name="line.82"></a> <FONT color="green">083</FONT> <a name="line.83"></a> <FONT color="green">084</FONT> /** is the distribution loaded? */<a name="line.84"></a> <FONT color="green">085</FONT> private boolean loaded = false;<a name="line.85"></a> <FONT color="green">086</FONT> <a name="line.86"></a> <FONT color="green">087</FONT> /** upper bounds of subintervals in (0,1) "belonging" to the bins */<a name="line.87"></a> <FONT color="green">088</FONT> private double[] upperBounds = null;<a name="line.88"></a> <FONT color="green">089</FONT> <a name="line.89"></a> <FONT color="green">090</FONT> /** RandomData instance to use in repeated calls to getNext() */<a name="line.90"></a> <FONT color="green">091</FONT> private RandomData randomData = new RandomDataImpl();<a name="line.91"></a> <FONT color="green">092</FONT> <a name="line.92"></a> <FONT color="green">093</FONT> /**<a name="line.93"></a> <FONT color="green">094</FONT> * Creates a new EmpiricalDistribution with the default bin count.<a name="line.94"></a> <FONT color="green">095</FONT> */<a name="line.95"></a> <FONT color="green">096</FONT> public EmpiricalDistributionImpl() {<a name="line.96"></a> <FONT color="green">097</FONT> binStats = new ArrayList<SummaryStatistics>();<a name="line.97"></a> <FONT color="green">098</FONT> }<a name="line.98"></a> <FONT color="green">099</FONT> <a name="line.99"></a> <FONT color="green">100</FONT> /**<a name="line.100"></a> <FONT color="green">101</FONT> * Creates a new EmpiricalDistribution with the specified bin count.<a name="line.101"></a> <FONT color="green">102</FONT> *<a name="line.102"></a> <FONT color="green">103</FONT> * @param binCount number of bins<a name="line.103"></a> <FONT color="green">104</FONT> */<a name="line.104"></a> <FONT color="green">105</FONT> public EmpiricalDistributionImpl(int binCount) {<a name="line.105"></a> <FONT color="green">106</FONT> this.binCount = binCount;<a name="line.106"></a> <FONT color="green">107</FONT> binStats = new ArrayList<SummaryStatistics>();<a name="line.107"></a> <FONT color="green">108</FONT> }<a name="line.108"></a> <FONT color="green">109</FONT> <a name="line.109"></a> <FONT color="green">110</FONT> /**<a name="line.110"></a> <FONT color="green">111</FONT> * Computes the empirical distribution from the provided<a name="line.111"></a> <FONT color="green">112</FONT> * array of numbers.<a name="line.112"></a> <FONT color="green">113</FONT> *<a name="line.113"></a> <FONT color="green">114</FONT> * @param in the input data array<a name="line.114"></a> <FONT color="green">115</FONT> */<a name="line.115"></a> <FONT color="green">116</FONT> public void load(double[] in) {<a name="line.116"></a> <FONT color="green">117</FONT> DataAdapter da = new ArrayDataAdapter(in);<a name="line.117"></a> <FONT color="green">118</FONT> try {<a name="line.118"></a> <FONT color="green">119</FONT> da.computeStats();<a name="line.119"></a> <FONT color="green">120</FONT> fillBinStats(in);<a name="line.120"></a> <FONT color="green">121</FONT> } catch (IOException e) {<a name="line.121"></a> <FONT color="green">122</FONT> throw new MathRuntimeException(e);<a name="line.122"></a> <FONT color="green">123</FONT> }<a name="line.123"></a> <FONT color="green">124</FONT> loaded = true;<a name="line.124"></a> <FONT color="green">125</FONT> <a name="line.125"></a> <FONT color="green">126</FONT> }<a name="line.126"></a> <FONT color="green">127</FONT> <a name="line.127"></a> <FONT color="green">128</FONT> /**<a name="line.128"></a> <FONT color="green">129</FONT> * Computes the empirical distribution using data read from a URL.<a name="line.129"></a> <FONT color="green">130</FONT> * @param url url of the input file<a name="line.130"></a> <FONT color="green">131</FONT> *<a name="line.131"></a> <FONT color="green">132</FONT> * @throws IOException if an IO error occurs<a name="line.132"></a> <FONT color="green">133</FONT> */<a name="line.133"></a> <FONT color="green">134</FONT> public void load(URL url) throws IOException {<a name="line.134"></a> <FONT color="green">135</FONT> BufferedReader in =<a name="line.135"></a> <FONT color="green">136</FONT> new BufferedReader(new InputStreamReader(url.openStream()));<a name="line.136"></a> <FONT color="green">137</FONT> try {<a name="line.137"></a> <FONT color="green">138</FONT> DataAdapter da = new StreamDataAdapter(in);<a name="line.138"></a> <FONT color="green">139</FONT> da.computeStats();<a name="line.139"></a> <FONT color="green">140</FONT> if (sampleStats.getN() == 0) {<a name="line.140"></a> <FONT color="green">141</FONT> throw MathRuntimeException.createEOFException("URL {0} contains no data",<a name="line.141"></a> <FONT color="green">142</FONT> url);<a name="line.142"></a> <FONT color="green">143</FONT> }<a name="line.143"></a> <FONT color="green">144</FONT> in = new BufferedReader(new InputStreamReader(url.openStream()));<a name="line.144"></a> <FONT color="green">145</FONT> fillBinStats(in);<a name="line.145"></a> <FONT color="green">146</FONT> loaded = true;<a name="line.146"></a> <FONT color="green">147</FONT> } finally {<a name="line.147"></a> <FONT color="green">148</FONT> try {<a name="line.148"></a> <FONT color="green">149</FONT> in.close();<a name="line.149"></a> <FONT color="green">150</FONT> } catch (IOException ex) {<a name="line.150"></a> <FONT color="green">151</FONT> // ignore<a name="line.151"></a> <FONT color="green">152</FONT> }<a name="line.152"></a> <FONT color="green">153</FONT> }<a name="line.153"></a> <FONT color="green">154</FONT> }<a name="line.154"></a> <FONT color="green">155</FONT> <a name="line.155"></a> <FONT color="green">156</FONT> /**<a name="line.156"></a> <FONT color="green">157</FONT> * Computes the empirical distribution from the input file.<a name="line.157"></a> <FONT color="green">158</FONT> *<a name="line.158"></a> <FONT color="green">159</FONT> * @param file the input file<a name="line.159"></a> <FONT color="green">160</FONT> * @throws IOException if an IO error occurs<a name="line.160"></a> <FONT color="green">161</FONT> */<a name="line.161"></a> <FONT color="green">162</FONT> public void load(File file) throws IOException {<a name="line.162"></a> <FONT color="green">163</FONT> BufferedReader in = new BufferedReader(new FileReader(file));<a name="line.163"></a> <FONT color="green">164</FONT> try {<a name="line.164"></a> <FONT color="green">165</FONT> DataAdapter da = new StreamDataAdapter(in);<a name="line.165"></a> <FONT color="green">166</FONT> da.computeStats();<a name="line.166"></a> <FONT color="green">167</FONT> in = new BufferedReader(new FileReader(file));<a name="line.167"></a> <FONT color="green">168</FONT> fillBinStats(in);<a name="line.168"></a> <FONT color="green">169</FONT> loaded = true;<a name="line.169"></a> <FONT color="green">170</FONT> } finally {<a name="line.170"></a> <FONT color="green">171</FONT> try {<a name="line.171"></a> <FONT color="green">172</FONT> in.close();<a name="line.172"></a> <FONT color="green">173</FONT> } catch (IOException ex) {<a name="line.173"></a> <FONT color="green">174</FONT> // ignore<a name="line.174"></a> <FONT color="green">175</FONT> }<a name="line.175"></a> <FONT color="green">176</FONT> }<a name="line.176"></a> <FONT color="green">177</FONT> }<a name="line.177"></a> <FONT color="green">178</FONT> <a name="line.178"></a> <FONT color="green">179</FONT> /**<a name="line.179"></a> <FONT color="green">180</FONT> * Provides methods for computing <code>sampleStats</code> and<a name="line.180"></a> <FONT color="green">181</FONT> * <code>beanStats</code> abstracting the source of data.<a name="line.181"></a> <FONT color="green">182</FONT> */<a name="line.182"></a> <FONT color="green">183</FONT> private abstract class DataAdapter{<a name="line.183"></a> <FONT color="green">184</FONT> <a name="line.184"></a> <FONT color="green">185</FONT> /**<a name="line.185"></a> <FONT color="green">186</FONT> * Compute bin stats.<a name="line.186"></a> <FONT color="green">187</FONT> *<a name="line.187"></a> <FONT color="green">188</FONT> * @throws IOException if an error occurs computing bin stats<a name="line.188"></a> <FONT color="green">189</FONT> */<a name="line.189"></a> <FONT color="green">190</FONT> public abstract void computeBinStats() throws IOException;<a name="line.190"></a> <FONT color="green">191</FONT> <a name="line.191"></a> <FONT color="green">192</FONT> /**<a name="line.192"></a> <FONT color="green">193</FONT> * Compute sample statistics.<a name="line.193"></a> <FONT color="green">194</FONT> *<a name="line.194"></a> <FONT color="green">195</FONT> * @throws IOException if an error occurs computing sample stats<a name="line.195"></a> <FONT color="green">196</FONT> */<a name="line.196"></a> <FONT color="green">197</FONT> public abstract void computeStats() throws IOException;<a name="line.197"></a> <FONT color="green">198</FONT> <a name="line.198"></a> <FONT color="green">199</FONT> }<a name="line.199"></a> <FONT color="green">200</FONT> <a name="line.200"></a> <FONT color="green">201</FONT> /**<a name="line.201"></a> <FONT color="green">202</FONT> * Factory of <code>DataAdapter</code> objects. For every supported source<a name="line.202"></a> <FONT color="green">203</FONT> * of data (array of doubles, file, etc.) an instance of the proper object<a name="line.203"></a> <FONT color="green">204</FONT> * is returned.<a name="line.204"></a> <FONT color="green">205</FONT> */<a name="line.205"></a> <FONT color="green">206</FONT> private class DataAdapterFactory{<a name="line.206"></a> <FONT color="green">207</FONT> /**<a name="line.207"></a> <FONT color="green">208</FONT> * Creates a DataAdapter from a data object<a name="line.208"></a> <FONT color="green">209</FONT> *<a name="line.209"></a> <FONT color="green">210</FONT> * @param in object providing access to the data<a name="line.210"></a> <FONT color="green">211</FONT> * @return DataAdapter instance<a name="line.211"></a> <FONT color="green">212</FONT> */<a name="line.212"></a> <FONT color="green">213</FONT> public DataAdapter getAdapter(Object in) {<a name="line.213"></a> <FONT color="green">214</FONT> if (in instanceof BufferedReader) {<a name="line.214"></a> <FONT color="green">215</FONT> BufferedReader inputStream = (BufferedReader) in;<a name="line.215"></a> <FONT color="green">216</FONT> return new StreamDataAdapter(inputStream);<a name="line.216"></a> <FONT color="green">217</FONT> } else if (in instanceof double[]) {<a name="line.217"></a> <FONT color="green">218</FONT> double[] inputArray = (double[]) in;<a name="line.218"></a> <FONT color="green">219</FONT> return new ArrayDataAdapter(inputArray);<a name="line.219"></a> <FONT color="green">220</FONT> } else {<a name="line.220"></a> <FONT color="green">221</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.221"></a> <FONT color="green">222</FONT> "input data comes from unsupported datasource: {0}, " +<a name="line.222"></a> <FONT color="green">223</FONT> "supported sources: {1}, {2}",<a name="line.223"></a> <FONT color="green">224</FONT> in.getClass().getName(),<a name="line.224"></a> <FONT color="green">225</FONT> BufferedReader.class.getName(), double[].class.getName());<a name="line.225"></a> <FONT color="green">226</FONT> }<a name="line.226"></a> <FONT color="green">227</FONT> }<a name="line.227"></a> <FONT color="green">228</FONT> }<a name="line.228"></a> <FONT color="green">229</FONT> /**<a name="line.229"></a> <FONT color="green">230</FONT> * <code>DataAdapter</code> for data provided through some input stream<a name="line.230"></a> <FONT color="green">231</FONT> */<a name="line.231"></a> <FONT color="green">232</FONT> private class StreamDataAdapter extends DataAdapter{<a name="line.232"></a> <FONT color="green">233</FONT> <a name="line.233"></a> <FONT color="green">234</FONT> /** Input stream providing access to the data */<a name="line.234"></a> <FONT color="green">235</FONT> private BufferedReader inputStream;<a name="line.235"></a> <FONT color="green">236</FONT> <a name="line.236"></a> <FONT color="green">237</FONT> /**<a name="line.237"></a> <FONT color="green">238</FONT> * Create a StreamDataAdapter from a BufferedReader<a name="line.238"></a> <FONT color="green">239</FONT> *<a name="line.239"></a> <FONT color="green">240</FONT> * @param in BufferedReader input stream<a name="line.240"></a> <FONT color="green">241</FONT> */<a name="line.241"></a> <FONT color="green">242</FONT> public StreamDataAdapter(BufferedReader in){<a name="line.242"></a> <FONT color="green">243</FONT> super();<a name="line.243"></a> <FONT color="green">244</FONT> inputStream = in;<a name="line.244"></a> <FONT color="green">245</FONT> }<a name="line.245"></a> <FONT color="green">246</FONT> <a name="line.246"></a> <FONT color="green">247</FONT> /** {@inheritDoc} */<a name="line.247"></a> <FONT color="green">248</FONT> @Override<a name="line.248"></a> <FONT color="green">249</FONT> public void computeBinStats() throws IOException {<a name="line.249"></a> <FONT color="green">250</FONT> String str = null;<a name="line.250"></a> <FONT color="green">251</FONT> double val = 0.0d;<a name="line.251"></a> <FONT color="green">252</FONT> while ((str = inputStream.readLine()) != null) {<a name="line.252"></a> <FONT color="green">253</FONT> val = Double.parseDouble(str);<a name="line.253"></a> <FONT color="green">254</FONT> SummaryStatistics stats = binStats.get(findBin(val));<a name="line.254"></a> <FONT color="green">255</FONT> stats.addValue(val);<a name="line.255"></a> <FONT color="green">256</FONT> }<a name="line.256"></a> <FONT color="green">257</FONT> <a name="line.257"></a> <FONT color="green">258</FONT> inputStream.close();<a name="line.258"></a> <FONT color="green">259</FONT> inputStream = null;<a name="line.259"></a> <FONT color="green">260</FONT> }<a name="line.260"></a> <FONT color="green">261</FONT> <a name="line.261"></a> <FONT color="green">262</FONT> /** {@inheritDoc} */<a name="line.262"></a> <FONT color="green">263</FONT> @Override<a name="line.263"></a> <FONT color="green">264</FONT> public void computeStats() throws IOException {<a name="line.264"></a> <FONT color="green">265</FONT> String str = null;<a name="line.265"></a> <FONT color="green">266</FONT> double val = 0.0;<a name="line.266"></a> <FONT color="green">267</FONT> sampleStats = new SummaryStatistics();<a name="line.267"></a> <FONT color="green">268</FONT> while ((str = inputStream.readLine()) != null) {<a name="line.268"></a> <FONT color="green">269</FONT> val = Double.valueOf(str).doubleValue();<a name="line.269"></a> <FONT color="green">270</FONT> sampleStats.addValue(val);<a name="line.270"></a> <FONT color="green">271</FONT> }<a name="line.271"></a> <FONT color="green">272</FONT> inputStream.close();<a name="line.272"></a> <FONT color="green">273</FONT> inputStream = null;<a name="line.273"></a> <FONT color="green">274</FONT> }<a name="line.274"></a> <FONT color="green">275</FONT> }<a name="line.275"></a> <FONT color="green">276</FONT> <a name="line.276"></a> <FONT color="green">277</FONT> /**<a name="line.277"></a> <FONT color="green">278</FONT> * <code>DataAdapter</code> for data provided as array of doubles.<a name="line.278"></a> <FONT color="green">279</FONT> */<a name="line.279"></a> <FONT color="green">280</FONT> private class ArrayDataAdapter extends DataAdapter {<a name="line.280"></a> <FONT color="green">281</FONT> <a name="line.281"></a> <FONT color="green">282</FONT> /** Array of input data values */<a name="line.282"></a> <FONT color="green">283</FONT> private double[] inputArray;<a name="line.283"></a> <FONT color="green">284</FONT> <a name="line.284"></a> <FONT color="green">285</FONT> /**<a name="line.285"></a> <FONT color="green">286</FONT> * Construct an ArrayDataAdapter from a double[] array<a name="line.286"></a> <FONT color="green">287</FONT> *<a name="line.287"></a> <FONT color="green">288</FONT> * @param in double[] array holding the data<a name="line.288"></a> <FONT color="green">289</FONT> */<a name="line.289"></a> <FONT color="green">290</FONT> public ArrayDataAdapter(double[] in){<a name="line.290"></a> <FONT color="green">291</FONT> super();<a name="line.291"></a> <FONT color="green">292</FONT> inputArray = in;<a name="line.292"></a> <FONT color="green">293</FONT> }<a name="line.293"></a> <FONT color="green">294</FONT> <a name="line.294"></a> <FONT color="green">295</FONT> /** {@inheritDoc} */<a name="line.295"></a> <FONT color="green">296</FONT> @Override<a name="line.296"></a> <FONT color="green">297</FONT> public void computeStats() throws IOException {<a name="line.297"></a> <FONT color="green">298</FONT> sampleStats = new SummaryStatistics();<a name="line.298"></a> <FONT color="green">299</FONT> for (int i = 0; i < inputArray.length; i++) {<a name="line.299"></a> <FONT color="green">300</FONT> sampleStats.addValue(inputArray[i]);<a name="line.300"></a> <FONT color="green">301</FONT> }<a name="line.301"></a> <FONT color="green">302</FONT> }<a name="line.302"></a> <FONT color="green">303</FONT> <a name="line.303"></a> <FONT color="green">304</FONT> /** {@inheritDoc} */<a name="line.304"></a> <FONT color="green">305</FONT> @Override<a name="line.305"></a> <FONT color="green">306</FONT> public void computeBinStats() throws IOException {<a name="line.306"></a> <FONT color="green">307</FONT> for (int i = 0; i < inputArray.length; i++) {<a name="line.307"></a> <FONT color="green">308</FONT> SummaryStatistics stats =<a name="line.308"></a> <FONT color="green">309</FONT> binStats.get(findBin(inputArray[i]));<a name="line.309"></a> <FONT color="green">310</FONT> stats.addValue(inputArray[i]);<a name="line.310"></a> <FONT color="green">311</FONT> }<a name="line.311"></a> <FONT color="green">312</FONT> }<a name="line.312"></a> <FONT color="green">313</FONT> }<a name="line.313"></a> <FONT color="green">314</FONT> <a name="line.314"></a> <FONT color="green">315</FONT> /**<a name="line.315"></a> <FONT color="green">316</FONT> * Fills binStats array (second pass through data file).<a name="line.316"></a> <FONT color="green">317</FONT> *<a name="line.317"></a> <FONT color="green">318</FONT> * @param in object providing access to the data<a name="line.318"></a> <FONT color="green">319</FONT> * @throws IOException if an IO error occurs<a name="line.319"></a> <FONT color="green">320</FONT> */<a name="line.320"></a> <FONT color="green">321</FONT> private void fillBinStats(Object in) throws IOException {<a name="line.321"></a> <FONT color="green">322</FONT> // Set up grid<a name="line.322"></a> <FONT color="green">323</FONT> min = sampleStats.getMin();<a name="line.323"></a> <FONT color="green">324</FONT> max = sampleStats.getMax();<a name="line.324"></a> <FONT color="green">325</FONT> delta = (max - min)/(Double.valueOf(binCount)).doubleValue();<a name="line.325"></a> <FONT color="green">326</FONT> <a name="line.326"></a> <FONT color="green">327</FONT> // Initialize binStats ArrayList<a name="line.327"></a> <FONT color="green">328</FONT> if (!binStats.isEmpty()) {<a name="line.328"></a> <FONT color="green">329</FONT> binStats.clear();<a name="line.329"></a> <FONT color="green">330</FONT> }<a name="line.330"></a> <FONT color="green">331</FONT> for (int i = 0; i < binCount; i++) {<a name="line.331"></a> <FONT color="green">332</FONT> SummaryStatistics stats = new SummaryStatistics();<a name="line.332"></a> <FONT color="green">333</FONT> binStats.add(i,stats);<a name="line.333"></a> <FONT color="green">334</FONT> }<a name="line.334"></a> <FONT color="green">335</FONT> <a name="line.335"></a> <FONT color="green">336</FONT> // Filling data in binStats Array<a name="line.336"></a> <FONT color="green">337</FONT> DataAdapterFactory aFactory = new DataAdapterFactory();<a name="line.337"></a> <FONT color="green">338</FONT> DataAdapter da = aFactory.getAdapter(in);<a name="line.338"></a> <FONT color="green">339</FONT> da.computeBinStats();<a name="line.339"></a> <FONT color="green">340</FONT> <a name="line.340"></a> <FONT color="green">341</FONT> // Assign upperBounds based on bin counts<a name="line.341"></a> <FONT color="green">342</FONT> upperBounds = new double[binCount];<a name="line.342"></a> <FONT color="green">343</FONT> upperBounds[0] =<a name="line.343"></a> <FONT color="green">344</FONT> ((double) binStats.get(0).getN()) / (double) sampleStats.getN();<a name="line.344"></a> <FONT color="green">345</FONT> for (int i = 1; i < binCount-1; i++) {<a name="line.345"></a> <FONT color="green">346</FONT> upperBounds[i] = upperBounds[i-1] +<a name="line.346"></a> <FONT color="green">347</FONT> ((double) binStats.get(i).getN()) / (double) sampleStats.getN();<a name="line.347"></a> <FONT color="green">348</FONT> }<a name="line.348"></a> <FONT color="green">349</FONT> upperBounds[binCount-1] = 1.0d;<a name="line.349"></a> <FONT color="green">350</FONT> }<a name="line.350"></a> <FONT color="green">351</FONT> <a name="line.351"></a> <FONT color="green">352</FONT> /**<a name="line.352"></a> <FONT color="green">353</FONT> * Returns the index of the bin to which the given value belongs<a name="line.353"></a> <FONT color="green">354</FONT> *<a name="line.354"></a> <FONT color="green">355</FONT> * @param value the value whose bin we are trying to find<a name="line.355"></a> <FONT color="green">356</FONT> * @return the index of the bin containing the value<a name="line.356"></a> <FONT color="green">357</FONT> */<a name="line.357"></a> <FONT color="green">358</FONT> private int findBin(double value) {<a name="line.358"></a> <FONT color="green">359</FONT> return Math.min(<a name="line.359"></a> <FONT color="green">360</FONT> Math.max((int) Math.ceil((value- min) / delta) - 1, 0),<a name="line.360"></a> <FONT color="green">361</FONT> binCount - 1);<a name="line.361"></a> <FONT color="green">362</FONT> }<a name="line.362"></a> <FONT color="green">363</FONT> <a name="line.363"></a> <FONT color="green">364</FONT> /**<a name="line.364"></a> <FONT color="green">365</FONT> * Generates a random value from this distribution.<a name="line.365"></a> <FONT color="green">366</FONT> *<a name="line.366"></a> <FONT color="green">367</FONT> * @return the random value.<a name="line.367"></a> <FONT color="green">368</FONT> * @throws IllegalStateException if the distribution has not been loaded<a name="line.368"></a> <FONT color="green">369</FONT> */<a name="line.369"></a> <FONT color="green">370</FONT> public double getNextValue() throws IllegalStateException {<a name="line.370"></a> <FONT color="green">371</FONT> <a name="line.371"></a> <FONT color="green">372</FONT> if (!loaded) {<a name="line.372"></a> <FONT color="green">373</FONT> throw MathRuntimeException.createIllegalStateException("distribution not loaded");<a name="line.373"></a> <FONT color="green">374</FONT> }<a name="line.374"></a> <FONT color="green">375</FONT> <a name="line.375"></a> <FONT color="green">376</FONT> // Start with a uniformly distributed random number in (0,1)<a name="line.376"></a> <FONT color="green">377</FONT> double x = Math.random();<a name="line.377"></a> <FONT color="green">378</FONT> <a name="line.378"></a> <FONT color="green">379</FONT> // Use this to select the bin and generate a Gaussian within the bin<a name="line.379"></a> <FONT color="green">380</FONT> for (int i = 0; i < binCount; i++) {<a name="line.380"></a> <FONT color="green">381</FONT> if (x <= upperBounds[i]) {<a name="line.381"></a> <FONT color="green">382</FONT> SummaryStatistics stats = binStats.get(i);<a name="line.382"></a> <FONT color="green">383</FONT> if (stats.getN() > 0) {<a name="line.383"></a> <FONT color="green">384</FONT> if (stats.getStandardDeviation() > 0) { // more than one obs<a name="line.384"></a> <FONT color="green">385</FONT> return randomData.nextGaussian<a name="line.385"></a> <FONT color="green">386</FONT> (stats.getMean(),stats.getStandardDeviation());<a name="line.386"></a> <FONT color="green">387</FONT> } else {<a name="line.387"></a> <FONT color="green">388</FONT> return stats.getMean(); // only one obs in bin<a name="line.388"></a> <FONT color="green">389</FONT> }<a name="line.389"></a> <FONT color="green">390</FONT> }<a name="line.390"></a> <FONT color="green">391</FONT> }<a name="line.391"></a> <FONT color="green">392</FONT> }<a name="line.392"></a> <FONT color="green">393</FONT> throw new MathRuntimeException("no bin selected");<a name="line.393"></a> <FONT color="green">394</FONT> }<a name="line.394"></a> <FONT color="green">395</FONT> <a name="line.395"></a> <FONT color="green">396</FONT> /**<a name="line.396"></a> <FONT color="green">397</FONT> * Returns a {@link StatisticalSummary} describing this distribution.<a name="line.397"></a> <FONT color="green">398</FONT> * <strong>Preconditions:</strong><ul><a name="line.398"></a> <FONT color="green">399</FONT> * <li>the distribution must be loaded before invoking this method</li></ul><a name="line.399"></a> <FONT color="green">400</FONT> *<a name="line.400"></a> <FONT color="green">401</FONT> * @return the sample statistics<a name="line.401"></a> <FONT color="green">402</FONT> * @throws IllegalStateException if the distribution has not been loaded<a name="line.402"></a> <FONT color="green">403</FONT> */<a name="line.403"></a> <FONT color="green">404</FONT> public StatisticalSummary getSampleStats() {<a name="line.404"></a> <FONT color="green">405</FONT> return sampleStats;<a name="line.405"></a> <FONT color="green">406</FONT> }<a name="line.406"></a> <FONT color="green">407</FONT> <a name="line.407"></a> <FONT color="green">408</FONT> /**<a name="line.408"></a> <FONT color="green">409</FONT> * Returns the number of bins.<a name="line.409"></a> <FONT color="green">410</FONT> *<a name="line.410"></a> <FONT color="green">411</FONT> * @return the number of bins.<a name="line.411"></a> <FONT color="green">412</FONT> */<a name="line.412"></a> <FONT color="green">413</FONT> public int getBinCount() {<a name="line.413"></a> <FONT color="green">414</FONT> return binCount;<a name="line.414"></a> <FONT color="green">415</FONT> }<a name="line.415"></a> <FONT color="green">416</FONT> <a name="line.416"></a> <FONT color="green">417</FONT> /**<a name="line.417"></a> <FONT color="green">418</FONT> * Returns a List of {@link SummaryStatistics} instances containing<a name="line.418"></a> <FONT color="green">419</FONT> * statistics describing the values in each of the bins. The list is<a name="line.419"></a> <FONT color="green">420</FONT> * indexed on the bin number.<a name="line.420"></a> <FONT color="green">421</FONT> *<a name="line.421"></a> <FONT color="green">422</FONT> * @return List of bin statistics.<a name="line.422"></a> <FONT color="green">423</FONT> */<a name="line.423"></a> <FONT color="green">424</FONT> public List<SummaryStatistics> getBinStats() {<a name="line.424"></a> <FONT color="green">425</FONT> return binStats;<a name="line.425"></a> <FONT color="green">426</FONT> }<a name="line.426"></a> <FONT color="green">427</FONT> <a name="line.427"></a> <FONT color="green">428</FONT> /**<a name="line.428"></a> <FONT color="green">429</FONT> * <p>Returns a fresh copy of the array of upper bounds for the bins.<a name="line.429"></a> <FONT color="green">430</FONT> * Bins are: <br/><a name="line.430"></a> <FONT color="green">431</FONT> * [min,upperBounds[0]],(upperBounds[0],upperBounds[1]],...,<a name="line.431"></a> <FONT color="green">432</FONT> * (upperBounds[binCount-2], upperBounds[binCount-1] = max].</p><a name="line.432"></a> <FONT color="green">433</FONT> *<a name="line.433"></a> <FONT color="green">434</FONT> * <p>Note: In versions 1.0-2.0 of commons-math, this method<a name="line.434"></a> <FONT color="green">435</FONT> * incorrectly returned the array of probability generator upper<a name="line.435"></a> <FONT color="green">436</FONT> * bounds now returned by {@link #getGeneratorUpperBounds()}.</p><a name="line.436"></a> <FONT color="green">437</FONT> *<a name="line.437"></a> <FONT color="green">438</FONT> * @return array of bin upper bounds<a name="line.438"></a> <FONT color="green">439</FONT> * @since 2.1<a name="line.439"></a> <FONT color="green">440</FONT> */<a name="line.440"></a> <FONT color="green">441</FONT> public double[] getUpperBounds() {<a name="line.441"></a> <FONT color="green">442</FONT> double[] binUpperBounds = new double[binCount];<a name="line.442"></a> <FONT color="green">443</FONT> binUpperBounds[0] = min + delta;<a name="line.443"></a> <FONT color="green">444</FONT> for (int i = 1; i < binCount - 1; i++) {<a name="line.444"></a> <FONT color="green">445</FONT> binUpperBounds[i] = binUpperBounds[i-1] + delta;<a name="line.445"></a> <FONT color="green">446</FONT> }<a name="line.446"></a> <FONT color="green">447</FONT> binUpperBounds[binCount - 1] = max;<a name="line.447"></a> <FONT color="green">448</FONT> return binUpperBounds;<a name="line.448"></a> <FONT color="green">449</FONT> }<a name="line.449"></a> <FONT color="green">450</FONT> <a name="line.450"></a> <FONT color="green">451</FONT> /**<a name="line.451"></a> <FONT color="green">452</FONT> * <p>Returns a fresh copy of the array of upper bounds of the subintervals<a name="line.452"></a> <FONT color="green">453</FONT> * of [0,1] used in generating data from the empirical distribution.<a name="line.453"></a> <FONT color="green">454</FONT> * Subintervals correspond to bins with lengths proportional to bin counts.</p><a name="line.454"></a> <FONT color="green">455</FONT> *<a name="line.455"></a> <FONT color="green">456</FONT> * <p>In versions 1.0-2.0 of commons-math, this array was (incorrectly) returned<a name="line.456"></a> <FONT color="green">457</FONT> * by {@link #getUpperBounds()}.</p><a name="line.457"></a> <FONT color="green">458</FONT> *<a name="line.458"></a> <FONT color="green">459</FONT> * @since 2.1<a name="line.459"></a> <FONT color="green">460</FONT> * @return array of upper bounds of subintervals used in data generation<a name="line.460"></a> <FONT color="green">461</FONT> */<a name="line.461"></a> <FONT color="green">462</FONT> public double[] getGeneratorUpperBounds() {<a name="line.462"></a> <FONT color="green">463</FONT> int len = upperBounds.length;<a name="line.463"></a> <FONT color="green">464</FONT> double[] out = new double[len];<a name="line.464"></a> <FONT color="green">465</FONT> System.arraycopy(upperBounds, 0, out, 0, len);<a name="line.465"></a> <FONT color="green">466</FONT> return out;<a name="line.466"></a> <FONT color="green">467</FONT> }<a name="line.467"></a> <FONT color="green">468</FONT> <a name="line.468"></a> <FONT color="green">469</FONT> /**<a name="line.469"></a> <FONT color="green">470</FONT> * Property indicating whether or not the distribution has been loaded.<a name="line.470"></a> <FONT color="green">471</FONT> *<a name="line.471"></a> <FONT color="green">472</FONT> * @return true if the distribution has been loaded<a name="line.472"></a> <FONT color="green">473</FONT> */<a name="line.473"></a> <FONT color="green">474</FONT> public boolean isLoaded() {<a name="line.474"></a> <FONT color="green">475</FONT> return loaded;<a name="line.475"></a> <FONT color="green">476</FONT> }<a name="line.476"></a> <FONT color="green">477</FONT> }<a name="line.477"></a> </PRE> </BODY> </HTML>