Author: tn
Date: Sun Feb 9 11:21:28 2014
New Revision: 1566274
URL: http://svn.apache.org/r1566274
Log:
[MATH-1065] Fix EnumeratedRealDistribution.inverseCumulativeProbability. Thanks
to matteodg and Phil.
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/EnumeratedRealDistribution.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/EnumeratedRealDistributionTest.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=1566274&r1=1566273&r2=1566274&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Sun Feb 9 11:21:28 2014
@@ -51,6 +51,11 @@ If the output is not quite correct, chec
</properties>
<body>
<release version="3.3" date="TBD" description="TBD">
+ <action dev="tn" type="fix" issue="MATH-1065" due-to="matteodg">
+ Calculating the inverse cumulative probability of an
"EnumeratedRealDistribution"
+ will now return the correct result according to the selected
enumerated probability
+ mass function.
+ </action>
<action dev="erans" type="update" issue="MATH-1050">
Deprecated "ArithmeticUtils#pow(int, long)" and
"ArithmeticUtils#pow(long, long)"
in favor of corresponding methods "ArithmeticUtils#pow(..., int)".
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/EnumeratedRealDistribution.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/EnumeratedRealDistribution.java?rev=1566274&r1=1566273&r2=1566274&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/EnumeratedRealDistribution.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/EnumeratedRealDistribution.java
Sun Feb 9 11:21:28 2014
@@ -18,11 +18,13 @@ package org.apache.commons.math3.distrib
import java.util.ArrayList;
import java.util.List;
+
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MathArithmeticException;
import org.apache.commons.math3.exception.NotANumberException;
import org.apache.commons.math3.exception.NotFiniteNumberException;
import org.apache.commons.math3.exception.NotPositiveException;
+import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.Pair;
@@ -138,6 +140,33 @@ public class EnumeratedRealDistribution
/**
* {@inheritDoc}
+ */
+ @Override
+ public double inverseCumulativeProbability(final double p) throws
OutOfRangeException {
+ if (p < 0.0 || p > 1.0) {
+ throw new OutOfRangeException(p, 0, 1);
+ }
+
+ double probability = 0;
+ double x = getSupportLowerBound();
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ if (sample.getValue() == 0.0) {
+ continue;
+ }
+
+ probability += sample.getValue();
+ x = sample.getKey();
+
+ if (probability >= p) {
+ break;
+ }
+ }
+
+ return x;
+ }
+
+ /**
+ * {@inheritDoc}
*
* @return {@code sum(singletons[i] * probabilities[i])}
*/
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/EnumeratedRealDistributionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/EnumeratedRealDistributionTest.java?rev=1566274&r1=1566273&r2=1566274&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/EnumeratedRealDistributionTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/EnumeratedRealDistributionTest.java
Sun Feb 9 11:21:28 2014
@@ -16,6 +16,8 @@
*/
package org.apache.commons.math3.distribution;
+import static org.junit.Assert.assertEquals;
+
import java.util.ArrayList;
import java.util.List;
@@ -213,4 +215,46 @@ public class EnumeratedRealDistributionT
Assert.assertEquals(1, new
EnumeratedDistribution<Object>(list).sample(1).length);
}
+ @Test
+ public void testIssue1065() {
+ // Test Distribution for inverseCumulativeProbability
+ //
+ // ^
+ // |
+ // 1.000 +--------------------------------o===============
+ // | 3|
+ // | |
+ // | 1o=
+ // 0.750 +-------------------------> o== .
+ // | 3| . .
+ // | 0 | . .
+ // 0.5625 +---------------> o==o====== . .
+ // | | . . . .
+ // | | . . . .
+ // | 5| . . . .
+ // | | . . . .
+ // | o=== . . . .
+ // | | . . . . .
+ // | 4| . . . . .
+ // | | . . . . .
+ // 0.000 +=============----+--+------+--+-+--------------->
+ // 14 18 21 28 31 33
+ //
+ // sum = 4+5+0+3+1+3 = 16
+
+ EnumeratedRealDistribution distribution = new
EnumeratedRealDistribution(
+ new double[] { 14.0, 18.0, 21.0, 28.0, 31.0, 33.0 },
+ new double[] { 4.0 / 16.0, 5.0 / 16.0, 0.0 / 16.0, 3.0 / 16.0,
1.0 / 16.0, 3.0 / 16.0 });
+
+ assertEquals(14.0, distribution.inverseCumulativeProbability(0.0000),
0.0);
+ assertEquals(14.0, distribution.inverseCumulativeProbability(0.2500),
0.0);
+ assertEquals(33.0, distribution.inverseCumulativeProbability(1.0000),
0.0);
+
+ assertEquals(18.0, distribution.inverseCumulativeProbability(0.5000),
0.0);
+ assertEquals(18.0, distribution.inverseCumulativeProbability(0.5624),
0.0);
+ assertEquals(28.0, distribution.inverseCumulativeProbability(0.5626),
0.0);
+ assertEquals(31.0, distribution.inverseCumulativeProbability(0.7600),
0.0);
+ assertEquals(18.0, distribution.inverseCumulativeProbability(0.5625),
0.0);
+ assertEquals(28.0, distribution.inverseCumulativeProbability(0.7500),
0.0);
+ }
}
