Author: luc
Date: Thu Mar 28 10:20:30 2013
New Revision: 1462018
URL: http://svn.apache.org/r1462018
Log:
Fixed inverse cumulative probability for uniform distribution.
JIRA: MATH-957
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/UniformRealDistributionTest.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1462018&r1=1462017&r2=1462018&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Thu Mar 28 10:20:30 2013
@@ -55,6 +55,9 @@ This is a minor release: It combines bug
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.1[.1] JAR file.
">
+ <action dev="luc" type="fix" issue="MATH-957" due-to="Dennis Hendriks">
+ Fixed inverse cumulative probability for uniform distribution.
+ </action>
<action dev="tn" type="change"
issue="MATH-917,MATH-918,MATH-919,MATH-920" due-to="Reid Hochstedler">
All contents of package "o.a.c.m.stat.clustering" refactored into
new package "o.a.c.m.ml.clustering" and added support for additional
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java?rev=1462018&r1=1462017&r2=1462018&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java
Thu Mar 28 10:20:30 2013
@@ -18,6 +18,7 @@
package org.apache.commons.math3.distribution;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
+import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
@@ -32,7 +33,10 @@ import org.apache.commons.math3.random.W
* @since 3.0
*/
public class UniformRealDistribution extends AbstractRealDistribution {
- /** Default inverse cumulative probability accuracy. */
+ /** Default inverse cumulative probability accuracy.
+ * @deprecated as of 3.2 not used anymore, will be removed in 4.0
+ */
+ @Deprecated
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
/** Serializable version identifier. */
private static final long serialVersionUID = 20120109L;
@@ -40,8 +44,6 @@ public class UniformRealDistribution ext
private final double lower;
/** Upper bound of this distribution (exclusive). */
private final double upper;
- /** Inverse cumulative probability accuracy. */
- private final double solverAbsoluteAccuracy;
/**
* Create a standard uniform real distribution with lower bound (inclusive)
@@ -61,7 +63,7 @@ public class UniformRealDistribution ext
*/
public UniformRealDistribution(double lower, double upper)
throws NumberIsTooLargeException {
- this(lower, upper, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ this(new Well19937c(), lower, upper);
}
/**
@@ -71,10 +73,13 @@ public class UniformRealDistribution ext
* @param upper Upper bound of this distribution (exclusive).
* @param inverseCumAccuracy Inverse cumulative probability accuracy.
* @throws NumberIsTooLargeException if {@code lower >= upper}.
+ * @deprecated as of 3.2, inverse CDF is now calculated analytically, use
+ * {@link #UniformRealDistribution(double, double)} instead.
*/
+ @Deprecated
public UniformRealDistribution(double lower, double upper, double
inverseCumAccuracy)
throws NumberIsTooLargeException {
- this(new Well19937c(), lower, upper, inverseCumAccuracy);
+ this(new Well19937c(), lower, upper);
}
/**
@@ -86,11 +91,30 @@ public class UniformRealDistribution ext
* @param inverseCumAccuracy Inverse cumulative probability accuracy.
* @throws NumberIsTooLargeException if {@code lower >= upper}.
* @since 3.1
+ * @deprecated as of 3.2, inverse CDF is now calculated analytically, use
+ * {@link #UniformRealDistribution(RandomGenerator, double,
double)}
+ * instead.
*/
+ @Deprecated
public UniformRealDistribution(RandomGenerator rng,
double lower,
double upper,
- double inverseCumAccuracy)
+ double inverseCumAccuracy){
+ this(rng, lower, upper);
+ }
+
+ /**
+ * Creates a uniform distribution.
+ *
+ * @param rng Random number generator.
+ * @param lower Lower bound of this distribution (inclusive).
+ * @param upper Upper bound of this distribution (exclusive).
+ * @throws NumberIsTooLargeException if {@code lower >= upper}.
+ * @since 3.1
+ */
+ public UniformRealDistribution(RandomGenerator rng,
+ double lower,
+ double upper)
throws NumberIsTooLargeException {
super(rng);
if (lower >= upper) {
@@ -101,7 +125,6 @@ public class UniformRealDistribution ext
this.lower = lower;
this.upper = upper;
- solverAbsoluteAccuracy = inverseCumAccuracy;
}
/** {@inheritDoc} */
@@ -123,10 +146,13 @@ public class UniformRealDistribution ext
return (x - lower) / (upper - lower);
}
- /** {@inheritDoc} */
@Override
- protected double getSolverAbsoluteAccuracy() {
- return solverAbsoluteAccuracy;
+ public double inverseCumulativeProbability(final double p)
+ throws OutOfRangeException {
+ if (p < 0.0 || p > 1.0) {
+ throw new OutOfRangeException(p, 0, 1);
+ }
+ return p * (upper - lower) + lower;
}
/**
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/UniformRealDistributionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/UniformRealDistributionTest.java?rev=1462018&r1=1462017&r2=1462018&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/UniformRealDistributionTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/UniformRealDistributionTest.java
Thu Mar 28 10:20:30 2013
@@ -110,4 +110,15 @@ public class UniformRealDistributionTest
Assert.assertEquals(dist.getNumericalMean(), 0.375, 0);
Assert.assertEquals(dist.getNumericalVariance(), 0.2552083333333333,
0);
}
+
+ /**
+ * Check accuracy of analytical inverse CDF. Fails if a solver is used
+ * with the default accuracy.
+ */
+ @Test
+ public void testInverseCumulativeDistribution() {
+ UniformRealDistribution dist = new UniformRealDistribution(0, 1e-9);
+
+ Assert.assertEquals(2.5e-10, dist.inverseCumulativeProbability(0.25),
0);
+ }
}
