Added: dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/HypergeometricDistribution.html ============================================================================== --- dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/HypergeometricDistribution.html (added) +++ dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/HypergeometricDistribution.html Thu Dec 1 16:47:12 2022 @@ -0,0 +1,317 @@ +<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd";> +<html xmlns="http://www.w3.org/1999/xhtml"; xml:lang="en" lang="en"> +<head><meta http-equiv="content-type" content="text/html; charset=UTF-8" /> +<title>HypergeometricDistribution xref</title> +<link type="text/css" rel="stylesheet" href="../../../../../stylesheet.css" /> +</head> +<body> +<div id="overview"><a href="../../../../../../apidocs/org/apache/commons/statistics/distribution/HypergeometricDistribution.html">View Javadoc</a></div><pre> +<a class="jxr_linenumber" name="L1" href="#L1">1</a> <em class="jxr_comment">/*</em> +<a class="jxr_linenumber" name="L2" href="#L2">2</a> <em class="jxr_comment"> * Licensed to the Apache Software Foundation (ASF) under one or more</em> +<a class="jxr_linenumber" name="L3" href="#L3">3</a> <em class="jxr_comment"> * contributor license agreements. See the NOTICE file distributed with</em> +<a class="jxr_linenumber" name="L4" href="#L4">4</a> <em class="jxr_comment"> * this work for additional information regarding copyright ownership.</em> +<a class="jxr_linenumber" name="L5" href="#L5">5</a> <em class="jxr_comment"> * The ASF licenses this file to You under the Apache License, Version 2.0</em> +<a class="jxr_linenumber" name="L6" href="#L6">6</a> <em class="jxr_comment"> * (the "License"); you may not use this file except in compliance with</em> +<a class="jxr_linenumber" name="L7" href="#L7">7</a> <em class="jxr_comment"> * the License. You may obtain a copy of the License at</em> +<a class="jxr_linenumber" name="L8" href="#L8">8</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L9" href="#L9">9</a> <em class="jxr_comment"> * <a href="http://www.apache.org/licenses/LICENSE-2.0"; target="alexandria_uri">http://www.apache.org/licenses/LICENSE-2.0</a></em> +<a class="jxr_linenumber" name="L10" href="#L10">10</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L11" href="#L11">11</a> <em class="jxr_comment"> * Unless required by applicable law or agreed to in writing, software</em> +<a class="jxr_linenumber" name="L12" href="#L12">12</a> <em class="jxr_comment"> * distributed under the License is distributed on an "AS IS" BASIS,</em> +<a class="jxr_linenumber" name="L13" href="#L13">13</a> <em class="jxr_comment"> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</em> +<a class="jxr_linenumber" name="L14" href="#L14">14</a> <em class="jxr_comment"> * See the License for the specific language governing permissions and</em> +<a class="jxr_linenumber" name="L15" href="#L15">15</a> <em class="jxr_comment"> * limitations under the License.</em> +<a class="jxr_linenumber" name="L16" href="#L16">16</a> <em class="jxr_comment"> */</em> +<a class="jxr_linenumber" name="L17" href="#L17">17</a> +<a class="jxr_linenumber" name="L18" href="#L18">18</a> <strong class="jxr_keyword">package</strong> org.apache.commons.statistics.distribution; +<a class="jxr_linenumber" name="L19" href="#L19">19</a> +<a class="jxr_linenumber" name="L20" href="#L20">20</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L21" href="#L21">21</a> <em class="jxr_javadoccomment"> * Implementation of the hypergeometric distribution.</em> +<a class="jxr_linenumber" name="L22" href="#L22">22</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> * <p>The probability mass function of \( X \) is:</em> +<a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> * <p>\[ f(k; N, K, n) = \frac{\binom{K}{k} \binom{N - K}{n-k}}{\binom{N}{n}} \]</em> +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * <p>for \( N \in \{0, 1, 2, \dots\} \) the population size,</em> +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * \( K \in \{0, 1, \dots, N\} \) the number of success states,</em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * \( n \in \{0, 1, \dots, N\} \) the number of samples,</em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * \( k \in \{\max(0, n+K-N), \dots, \min(n, K)\} \) the number of successes, and</em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * <p>\[ \binom{a}{b} = \frac{a!}{b! \, (a-b)!} \]</em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * <p>is the binomial coefficient.</em> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://en.wikipedia.org/wiki/Hypergeometric_distribution"; target="alexandria_uri">https://en.wikipedia.org/wiki/Hypergeometric_distribution</a>">Hypergeometric distribution (Wikipedia)</a></em> +<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://mathworld.wolfram.com/HypergeometricDistribution.html"; target="alexandria_uri">https://mathworld.wolfram.com/HypergeometricDistribution.html</a>">Hypergeometric distribution (MathWorld)</a></em> +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">class</strong> <a name="HypergeometricDistribution" href="../../../../../org/apache/commons/statistics/distribution/HypergeometricDistribution.html#HypergeometricDistribution">HypergeometricDistribution</a> <strong class="jxr_keyword">extends</strong> <a name="AbstractDiscreteDistribution" href="../../../../../org/apache/commons/statistics/distribution/AbstractDiscreteDistribution.html#AbstractDiscreteDistribution">AbstractDiscreteDistribution</a> { +<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment">/** The number of successes in the population. */</em> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> numberOfSuccesses; +<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment">/** The population size. */</em> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> populationSize; +<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment">/** The sample size. */</em> +<a class="jxr_linenumber" name="L45" href="#L45">45</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> sampleSize; +<a class="jxr_linenumber" name="L46" href="#L46">46</a> <em class="jxr_javadoccomment">/** The lower bound of the support (inclusive). */</em> +<a class="jxr_linenumber" name="L47" href="#L47">47</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> lowerBound; +<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment">/** The upper bound of the support (inclusive). */</em> +<a class="jxr_linenumber" name="L49" href="#L49">49</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> upperBound; +<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment">/** Binomial probability of success (sampleSize / populationSize). */</em> +<a class="jxr_linenumber" name="L51" href="#L51">51</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> p; +<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment">/** Binomial probability of failure ((populationSize - sampleSize) / populationSize). */</em> +<a class="jxr_linenumber" name="L53" href="#L53">53</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> q; +<a class="jxr_linenumber" name="L54" href="#L54">54</a> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> <em class="jxr_javadoccomment"> * @param populationSize Population size.</em> +<a class="jxr_linenumber" name="L57" href="#L57">57</a> <em class="jxr_javadoccomment"> * @param numberOfSuccesses Number of successes in the population.</em> +<a class="jxr_linenumber" name="L58" href="#L58">58</a> <em class="jxr_javadoccomment"> * @param sampleSize Sample size.</em> +<a class="jxr_linenumber" name="L59" href="#L59">59</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L60" href="#L60">60</a> <strong class="jxr_keyword">private</strong> <a name="HypergeometricDistribution" href="../../../../../org/apache/commons/statistics/distribution/HypergeometricDistribution.html#HypergeometricDistribution">HypergeometricDistribution</a>(<strong class="jxr_keyword">int</strong> populationSize, +<a class="jxr_linenumber" name="L61" href="#L61">61</a> <strong class="jxr_keyword">int</strong> numberOfSuccesses, +<a class="jxr_linenumber" name="L62" href="#L62">62</a> <strong class="jxr_keyword">int</strong> sampleSize) { +<a class="jxr_linenumber" name="L63" href="#L63">63</a> <strong class="jxr_keyword">this</strong>.numberOfSuccesses = numberOfSuccesses; +<a class="jxr_linenumber" name="L64" href="#L64">64</a> <strong class="jxr_keyword">this</strong>.populationSize = populationSize; +<a class="jxr_linenumber" name="L65" href="#L65">65</a> <strong class="jxr_keyword">this</strong>.sampleSize = sampleSize; +<a class="jxr_linenumber" name="L66" href="#L66">66</a> lowerBound = getLowerDomain(populationSize, numberOfSuccesses, sampleSize); +<a class="jxr_linenumber" name="L67" href="#L67">67</a> upperBound = getUpperDomain(numberOfSuccesses, sampleSize); +<a class="jxr_linenumber" name="L68" href="#L68">68</a> p = (<strong class="jxr_keyword">double</strong>) sampleSize / (<strong class="jxr_keyword">double</strong>) populationSize; +<a class="jxr_linenumber" name="L69" href="#L69">69</a> q = (<strong class="jxr_keyword">double</strong>) (populationSize - sampleSize) / (<strong class="jxr_keyword">double</strong>) populationSize; +<a class="jxr_linenumber" name="L70" href="#L70">70</a> } +<a class="jxr_linenumber" name="L71" href="#L71">71</a> +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L73" href="#L73">73</a> <em class="jxr_javadoccomment"> * Creates a hypergeometric distribution.</em> +<a class="jxr_linenumber" name="L74" href="#L74">74</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L75" href="#L75">75</a> <em class="jxr_javadoccomment"> * @param populationSize Population size.</em> +<a class="jxr_linenumber" name="L76" href="#L76">76</a> <em class="jxr_javadoccomment"> * @param numberOfSuccesses Number of successes in the population.</em> +<a class="jxr_linenumber" name="L77" href="#L77">77</a> <em class="jxr_javadoccomment"> * @param sampleSize Sample size.</em> +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment"> * @return the distribution</em> +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <em class="jxr_javadoccomment"> * @throws IllegalArgumentException if {@code numberOfSuccesses < 0}, or</em> +<a class="jxr_linenumber" name="L80" href="#L80">80</a> <em class="jxr_javadoccomment"> * {@code populationSize <= 0} or {@code numberOfSuccesses > populationSize}, or</em> +<a class="jxr_linenumber" name="L81" href="#L81">81</a> <em class="jxr_javadoccomment"> * {@code sampleSize > populationSize}.</em> +<a class="jxr_linenumber" name="L82" href="#L82">82</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L83" href="#L83">83</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">static</strong> <a name="HypergeometricDistribution" href="../../../../../org/apache/commons/statistics/distribution/HypergeometricDistribution.html#HypergeometricDistribution">HypergeometricDistribution</a> of(<strong class="jxr_keyword">int</strong> populationSize, +<a class="jxr_linenumber" name="L84" href="#L84">84</a> <strong class="jxr_keyword">int</strong> numberOfSuccesses, +<a class="jxr_linenumber" name="L85" href="#L85">85</a> <strong class="jxr_keyword">int</strong> sampleSize) { +<a class="jxr_linenumber" name="L86" href="#L86">86</a> <strong class="jxr_keyword">if</strong> (populationSize <= 0) { +<a class="jxr_linenumber" name="L87" href="#L87">87</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NOT_STRICTLY_POSITIVE, +<a class="jxr_linenumber" name="L88" href="#L88">88</a> populationSize); +<a class="jxr_linenumber" name="L89" href="#L89">89</a> } +<a class="jxr_linenumber" name="L90" href="#L90">90</a> <strong class="jxr_keyword">if</strong> (numberOfSuccesses < 0) { +<a class="jxr_linenumber" name="L91" href="#L91">91</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NEGATIVE, +<a class="jxr_linenumber" name="L92" href="#L92">92</a> numberOfSuccesses); +<a class="jxr_linenumber" name="L93" href="#L93">93</a> } +<a class="jxr_linenumber" name="L94" href="#L94">94</a> <strong class="jxr_keyword">if</strong> (sampleSize < 0) { +<a class="jxr_linenumber" name="L95" href="#L95">95</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NEGATIVE, +<a class="jxr_linenumber" name="L96" href="#L96">96</a> sampleSize); +<a class="jxr_linenumber" name="L97" href="#L97">97</a> } +<a class="jxr_linenumber" name="L98" href="#L98">98</a> +<a class="jxr_linenumber" name="L99" href="#L99">99</a> <strong class="jxr_keyword">if</strong> (numberOfSuccesses > populationSize) { +<a class="jxr_linenumber" name="L100" href="#L100">100</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.TOO_LARGE, +<a class="jxr_linenumber" name="L101" href="#L101">101</a> numberOfSuccesses, populationSize); +<a class="jxr_linenumber" name="L102" href="#L102">102</a> } +<a class="jxr_linenumber" name="L103" href="#L103">103</a> <strong class="jxr_keyword">if</strong> (sampleSize > populationSize) { +<a class="jxr_linenumber" name="L104" href="#L104">104</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.TOO_LARGE, +<a class="jxr_linenumber" name="L105" href="#L105">105</a> sampleSize, populationSize); +<a class="jxr_linenumber" name="L106" href="#L106">106</a> } +<a class="jxr_linenumber" name="L107" href="#L107">107</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> <a name="HypergeometricDistribution" href="../../../../../org/apache/commons/statistics/distribution/HypergeometricDistribution.html#HypergeometricDistribution">HypergeometricDistribution</a>(populationSize, numberOfSuccesses, sampleSize); +<a class="jxr_linenumber" name="L108" href="#L108">108</a> } +<a class="jxr_linenumber" name="L109" href="#L109">109</a> +<a class="jxr_linenumber" name="L110" href="#L110">110</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L111" href="#L111">111</a> <em class="jxr_javadoccomment"> * Return the lowest domain value for the given hypergeometric distribution</em> +<a class="jxr_linenumber" name="L112" href="#L112">112</a> <em class="jxr_javadoccomment"> * parameters.</em> +<a class="jxr_linenumber" name="L113" href="#L113">113</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L114" href="#L114">114</a> <em class="jxr_javadoccomment"> * @param nn Population size.</em> +<a class="jxr_linenumber" name="L115" href="#L115">115</a> <em class="jxr_javadoccomment"> * @param k Number of successes in the population.</em> +<a class="jxr_linenumber" name="L116" href="#L116">116</a> <em class="jxr_javadoccomment"> * @param n Sample size.</em> +<a class="jxr_linenumber" name="L117" href="#L117">117</a> <em class="jxr_javadoccomment"> * @return the lowest domain value of the hypergeometric distribution.</em> +<a class="jxr_linenumber" name="L118" href="#L118">118</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L119" href="#L119">119</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">int</strong> getLowerDomain(<strong class="jxr_keyword">int</strong> nn, <strong class="jxr_keyword">int</strong> k, <strong class="jxr_keyword">int</strong> n) { +<a class="jxr_linenumber" name="L120" href="#L120">120</a> <em class="jxr_comment">// Avoid overflow given N > n:</em> +<a class="jxr_linenumber" name="L121" href="#L121">121</a> <em class="jxr_comment">// n + K - N == K - (N - n)</em> +<a class="jxr_linenumber" name="L122" href="#L122">122</a> <strong class="jxr_keyword">return</strong> Math.max(0, k - (nn - n)); +<a class="jxr_linenumber" name="L123" href="#L123">123</a> } +<a class="jxr_linenumber" name="L124" href="#L124">124</a> +<a class="jxr_linenumber" name="L125" href="#L125">125</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L126" href="#L126">126</a> <em class="jxr_javadoccomment"> * Return the highest domain value for the given hypergeometric distribution</em> +<a class="jxr_linenumber" name="L127" href="#L127">127</a> <em class="jxr_javadoccomment"> * parameters.</em> +<a class="jxr_linenumber" name="L128" href="#L128">128</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L129" href="#L129">129</a> <em class="jxr_javadoccomment"> * @param k Number of successes in the population.</em> +<a class="jxr_linenumber" name="L130" href="#L130">130</a> <em class="jxr_javadoccomment"> * @param n Sample size.</em> +<a class="jxr_linenumber" name="L131" href="#L131">131</a> <em class="jxr_javadoccomment"> * @return the highest domain value of the hypergeometric distribution.</em> +<a class="jxr_linenumber" name="L132" href="#L132">132</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L133" href="#L133">133</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">int</strong> getUpperDomain(<strong class="jxr_keyword">int</strong> k, <strong class="jxr_keyword">int</strong> n) { +<a class="jxr_linenumber" name="L134" href="#L134">134</a> <strong class="jxr_keyword">return</strong> Math.min(n, k); +<a class="jxr_linenumber" name="L135" href="#L135">135</a> } +<a class="jxr_linenumber" name="L136" href="#L136">136</a> +<a class="jxr_linenumber" name="L137" href="#L137">137</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L138" href="#L138">138</a> <em class="jxr_javadoccomment"> * Gets the population size parameter of this distribution.</em> +<a class="jxr_linenumber" name="L139" href="#L139">139</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L140" href="#L140">140</a> <em class="jxr_javadoccomment"> * @return the population size.</em> +<a class="jxr_linenumber" name="L141" href="#L141">141</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L142" href="#L142">142</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getPopulationSize() { +<a class="jxr_linenumber" name="L143" href="#L143">143</a> <strong class="jxr_keyword">return</strong> populationSize; +<a class="jxr_linenumber" name="L144" href="#L144">144</a> } +<a class="jxr_linenumber" name="L145" href="#L145">145</a> +<a class="jxr_linenumber" name="L146" href="#L146">146</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L147" href="#L147">147</a> <em class="jxr_javadoccomment"> * Gets the number of successes parameter of this distribution.</em> +<a class="jxr_linenumber" name="L148" href="#L148">148</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L149" href="#L149">149</a> <em class="jxr_javadoccomment"> * @return the number of successes.</em> +<a class="jxr_linenumber" name="L150" href="#L150">150</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L151" href="#L151">151</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getNumberOfSuccesses() { +<a class="jxr_linenumber" name="L152" href="#L152">152</a> <strong class="jxr_keyword">return</strong> numberOfSuccesses; +<a class="jxr_linenumber" name="L153" href="#L153">153</a> } +<a class="jxr_linenumber" name="L154" href="#L154">154</a> +<a class="jxr_linenumber" name="L155" href="#L155">155</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L156" href="#L156">156</a> <em class="jxr_javadoccomment"> * Gets the sample size parameter of this distribution.</em> +<a class="jxr_linenumber" name="L157" href="#L157">157</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L158" href="#L158">158</a> <em class="jxr_javadoccomment"> * @return the sample size.</em> +<a class="jxr_linenumber" name="L159" href="#L159">159</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L160" href="#L160">160</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getSampleSize() { +<a class="jxr_linenumber" name="L161" href="#L161">161</a> <strong class="jxr_keyword">return</strong> sampleSize; +<a class="jxr_linenumber" name="L162" href="#L162">162</a> } +<a class="jxr_linenumber" name="L163" href="#L163">163</a> +<a class="jxr_linenumber" name="L164" href="#L164">164</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L165" href="#L165">165</a> @Override +<a class="jxr_linenumber" name="L166" href="#L166">166</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> probability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L167" href="#L167">167</a> <strong class="jxr_keyword">return</strong> Math.exp(logProbability(x)); +<a class="jxr_linenumber" name="L168" href="#L168">168</a> } +<a class="jxr_linenumber" name="L169" href="#L169">169</a> +<a class="jxr_linenumber" name="L170" href="#L170">170</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L171" href="#L171">171</a> @Override +<a class="jxr_linenumber" name="L172" href="#L172">172</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> logProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L173" href="#L173">173</a> <strong class="jxr_keyword">if</strong> (x < lowerBound || x > upperBound) { +<a class="jxr_linenumber" name="L174" href="#L174">174</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY; +<a class="jxr_linenumber" name="L175" href="#L175">175</a> } +<a class="jxr_linenumber" name="L176" href="#L176">176</a> <strong class="jxr_keyword">return</strong> computeLogProbability(x); +<a class="jxr_linenumber" name="L177" href="#L177">177</a> } +<a class="jxr_linenumber" name="L178" href="#L178">178</a> +<a class="jxr_linenumber" name="L179" href="#L179">179</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L180" href="#L180">180</a> <em class="jxr_javadoccomment"> * Compute the log probability.</em> +<a class="jxr_linenumber" name="L181" href="#L181">181</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L182" href="#L182">182</a> <em class="jxr_javadoccomment"> * @param x Value.</em> +<a class="jxr_linenumber" name="L183" href="#L183">183</a> <em class="jxr_javadoccomment"> * @return log(P(X = x))</em> +<a class="jxr_linenumber" name="L184" href="#L184">184</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L185" href="#L185">185</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">double</strong> computeLogProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L186" href="#L186">186</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> p1 = +<a class="jxr_linenumber" name="L187" href="#L187">187</a> SaddlePointExpansionUtils.logBinomialProbability(x, numberOfSuccesses, p, q); +<a class="jxr_linenumber" name="L188" href="#L188">188</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> p2 = +<a class="jxr_linenumber" name="L189" href="#L189">189</a> SaddlePointExpansionUtils.logBinomialProbability(sampleSize - x, +<a class="jxr_linenumber" name="L190" href="#L190">190</a> populationSize - numberOfSuccesses, p, q); +<a class="jxr_linenumber" name="L191" href="#L191">191</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> p3 = +<a class="jxr_linenumber" name="L192" href="#L192">192</a> SaddlePointExpansionUtils.logBinomialProbability(sampleSize, populationSize, p, q); +<a class="jxr_linenumber" name="L193" href="#L193">193</a> <strong class="jxr_keyword">return</strong> p1 + p2 - p3; +<a class="jxr_linenumber" name="L194" href="#L194">194</a> } +<a class="jxr_linenumber" name="L195" href="#L195">195</a> +<a class="jxr_linenumber" name="L196" href="#L196">196</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L197" href="#L197">197</a> @Override +<a class="jxr_linenumber" name="L198" href="#L198">198</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> cumulativeProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L199" href="#L199">199</a> <strong class="jxr_keyword">if</strong> (x < lowerBound) { +<a class="jxr_linenumber" name="L200" href="#L200">200</a> <strong class="jxr_keyword">return</strong> 0.0; +<a class="jxr_linenumber" name="L201" href="#L201">201</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x >= upperBound) { +<a class="jxr_linenumber" name="L202" href="#L202">202</a> <strong class="jxr_keyword">return</strong> 1.0; +<a class="jxr_linenumber" name="L203" href="#L203">203</a> } +<a class="jxr_linenumber" name="L204" href="#L204">204</a> <strong class="jxr_keyword">return</strong> innerCumulativeProbability(lowerBound, x); +<a class="jxr_linenumber" name="L205" href="#L205">205</a> } +<a class="jxr_linenumber" name="L206" href="#L206">206</a> +<a class="jxr_linenumber" name="L207" href="#L207">207</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L208" href="#L208">208</a> @Override +<a class="jxr_linenumber" name="L209" href="#L209">209</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> survivalProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L210" href="#L210">210</a> <strong class="jxr_keyword">if</strong> (x < lowerBound) { +<a class="jxr_linenumber" name="L211" href="#L211">211</a> <strong class="jxr_keyword">return</strong> 1.0; +<a class="jxr_linenumber" name="L212" href="#L212">212</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x >= upperBound) { +<a class="jxr_linenumber" name="L213" href="#L213">213</a> <strong class="jxr_keyword">return</strong> 0.0; +<a class="jxr_linenumber" name="L214" href="#L214">214</a> } +<a class="jxr_linenumber" name="L215" href="#L215">215</a> <strong class="jxr_keyword">return</strong> innerCumulativeProbability(upperBound, x + 1); +<a class="jxr_linenumber" name="L216" href="#L216">216</a> } +<a class="jxr_linenumber" name="L217" href="#L217">217</a> +<a class="jxr_linenumber" name="L218" href="#L218">218</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L219" href="#L219">219</a> <em class="jxr_javadoccomment"> * For this distribution, {@code X}, this method returns</em> +<a class="jxr_linenumber" name="L220" href="#L220">220</a> <em class="jxr_javadoccomment"> * {@code P(x0 <= X <= x1)}.</em> +<a class="jxr_linenumber" name="L221" href="#L221">221</a> <em class="jxr_javadoccomment"> * This probability is computed by summing the point probabilities for the</em> +<a class="jxr_linenumber" name="L222" href="#L222">222</a> <em class="jxr_javadoccomment"> * values {@code x0, x0 + dx, x0 + 2 * dx, ..., x1}; the direction {@code dx} is determined</em> +<a class="jxr_linenumber" name="L223" href="#L223">223</a> <em class="jxr_javadoccomment"> * using a comparison of the input bounds.</em> +<a class="jxr_linenumber" name="L224" href="#L224">224</a> <em class="jxr_javadoccomment"> * This should be called by using {@code x0} as the domain limit and {@code x1}</em> +<a class="jxr_linenumber" name="L225" href="#L225">225</a> <em class="jxr_javadoccomment"> * as the internal value. This will result in an initial sum of increasing larger magnitudes.</em> +<a class="jxr_linenumber" name="L226" href="#L226">226</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L227" href="#L227">227</a> <em class="jxr_javadoccomment"> * @param x0 Inclusive domain bound.</em> +<a class="jxr_linenumber" name="L228" href="#L228">228</a> <em class="jxr_javadoccomment"> * @param x1 Inclusive internal bound.</em> +<a class="jxr_linenumber" name="L229" href="#L229">229</a> <em class="jxr_javadoccomment"> * @return {@code P(x0 <= X <= x1)}.</em> +<a class="jxr_linenumber" name="L230" href="#L230">230</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L231" href="#L231">231</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">double</strong> innerCumulativeProbability(<strong class="jxr_keyword">int</strong> x0, <strong class="jxr_keyword">int</strong> x1) { +<a class="jxr_linenumber" name="L232" href="#L232">232</a> <em class="jxr_comment">// Assume the range is within the domain.</em> +<a class="jxr_linenumber" name="L233" href="#L233">233</a> <em class="jxr_comment">// Reuse the computation for probability(x) but avoid checking the domain for each call.</em> +<a class="jxr_linenumber" name="L234" href="#L234">234</a> <strong class="jxr_keyword">int</strong> x = x0; +<a class="jxr_linenumber" name="L235" href="#L235">235</a> <strong class="jxr_keyword">double</strong> ret = Math.exp(computeLogProbability(x)); +<a class="jxr_linenumber" name="L236" href="#L236">236</a> <strong class="jxr_keyword">if</strong> (x0 < x1) { +<a class="jxr_linenumber" name="L237" href="#L237">237</a> <strong class="jxr_keyword">while</strong> (x != x1) { +<a class="jxr_linenumber" name="L238" href="#L238">238</a> x++; +<a class="jxr_linenumber" name="L239" href="#L239">239</a> ret += Math.exp(computeLogProbability(x)); +<a class="jxr_linenumber" name="L240" href="#L240">240</a> } +<a class="jxr_linenumber" name="L241" href="#L241">241</a> } <strong class="jxr_keyword">else</strong> { +<a class="jxr_linenumber" name="L242" href="#L242">242</a> <strong class="jxr_keyword">while</strong> (x != x1) { +<a class="jxr_linenumber" name="L243" href="#L243">243</a> x--; +<a class="jxr_linenumber" name="L244" href="#L244">244</a> ret += Math.exp(computeLogProbability(x)); +<a class="jxr_linenumber" name="L245" href="#L245">245</a> } +<a class="jxr_linenumber" name="L246" href="#L246">246</a> } +<a class="jxr_linenumber" name="L247" href="#L247">247</a> <strong class="jxr_keyword">return</strong> ret; +<a class="jxr_linenumber" name="L248" href="#L248">248</a> } +<a class="jxr_linenumber" name="L249" href="#L249">249</a> +<a class="jxr_linenumber" name="L250" href="#L250">250</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L251" href="#L251">251</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L252" href="#L252">252</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L253" href="#L253">253</a> <em class="jxr_javadoccomment"> * <p>For population size \( N \), number of successes \( K \), and sample</em> +<a class="jxr_linenumber" name="L254" href="#L254">254</a> <em class="jxr_javadoccomment"> * size \( n \), the mean is:</em> +<a class="jxr_linenumber" name="L255" href="#L255">255</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L256" href="#L256">256</a> <em class="jxr_javadoccomment"> * <p>\[ n \frac{K}{N} \]</em> +<a class="jxr_linenumber" name="L257" href="#L257">257</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L258" href="#L258">258</a> @Override +<a class="jxr_linenumber" name="L259" href="#L259">259</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getMean() { +<a class="jxr_linenumber" name="L260" href="#L260">260</a> <strong class="jxr_keyword">return</strong> getSampleSize() * (getNumberOfSuccesses() / (<strong class="jxr_keyword">double</strong>) getPopulationSize()); +<a class="jxr_linenumber" name="L261" href="#L261">261</a> } +<a class="jxr_linenumber" name="L262" href="#L262">262</a> +<a class="jxr_linenumber" name="L263" href="#L263">263</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L264" href="#L264">264</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L265" href="#L265">265</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L266" href="#L266">266</a> <em class="jxr_javadoccomment"> * <p>For population size \( N \), number of successes \( K \), and sample</em> +<a class="jxr_linenumber" name="L267" href="#L267">267</a> <em class="jxr_javadoccomment"> * size \( n \), the variance is:</em> +<a class="jxr_linenumber" name="L268" href="#L268">268</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L269" href="#L269">269</a> <em class="jxr_javadoccomment"> * <p>\[ n \frac{K}{N} \frac{N-K}{N} \frac{N-n}{N-1} \]</em> +<a class="jxr_linenumber" name="L270" href="#L270">270</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L271" href="#L271">271</a> @Override +<a class="jxr_linenumber" name="L272" href="#L272">272</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getVariance() { +<a class="jxr_linenumber" name="L273" href="#L273">273</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> N = getPopulationSize(); +<a class="jxr_linenumber" name="L274" href="#L274">274</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> K = getNumberOfSuccesses(); +<a class="jxr_linenumber" name="L275" href="#L275">275</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> n = getSampleSize(); +<a class="jxr_linenumber" name="L276" href="#L276">276</a> <strong class="jxr_keyword">return</strong> (n * K * (N - K) * (N - n)) / (N * N * (N - 1)); +<a class="jxr_linenumber" name="L277" href="#L277">277</a> } +<a class="jxr_linenumber" name="L278" href="#L278">278</a> +<a class="jxr_linenumber" name="L279" href="#L279">279</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L280" href="#L280">280</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L281" href="#L281">281</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L282" href="#L282">282</a> <em class="jxr_javadoccomment"> * <p>For population size \( N \), number of successes \( K \), and sample</em> +<a class="jxr_linenumber" name="L283" href="#L283">283</a> <em class="jxr_javadoccomment"> * size \( n \), the lower bound of the support is \( \max \{ 0, n + K - N \} \).</em> +<a class="jxr_linenumber" name="L284" href="#L284">284</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L285" href="#L285">285</a> <em class="jxr_javadoccomment"> * @return lower bound of the support</em> +<a class="jxr_linenumber" name="L286" href="#L286">286</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L287" href="#L287">287</a> @Override +<a class="jxr_linenumber" name="L288" href="#L288">288</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getSupportLowerBound() { +<a class="jxr_linenumber" name="L289" href="#L289">289</a> <strong class="jxr_keyword">return</strong> lowerBound; +<a class="jxr_linenumber" name="L290" href="#L290">290</a> } +<a class="jxr_linenumber" name="L291" href="#L291">291</a> +<a class="jxr_linenumber" name="L292" href="#L292">292</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L293" href="#L293">293</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L294" href="#L294">294</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L295" href="#L295">295</a> <em class="jxr_javadoccomment"> * <p>For number of successes \( K \), and sample</em> +<a class="jxr_linenumber" name="L296" href="#L296">296</a> <em class="jxr_javadoccomment"> * size \( n \), the upper bound of the support is \( \min \{ n, K \} \).</em> +<a class="jxr_linenumber" name="L297" href="#L297">297</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L298" href="#L298">298</a> <em class="jxr_javadoccomment"> * @return upper bound of the support</em> +<a class="jxr_linenumber" name="L299" href="#L299">299</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L300" href="#L300">300</a> @Override +<a class="jxr_linenumber" name="L301" href="#L301">301</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getSupportUpperBound() { +<a class="jxr_linenumber" name="L302" href="#L302">302</a> <strong class="jxr_keyword">return</strong> upperBound; +<a class="jxr_linenumber" name="L303" href="#L303">303</a> } +<a class="jxr_linenumber" name="L304" href="#L304">304</a> } +</pre> +<hr/> +<div id="footer">Copyright © 2018–2022 <a href="https://www.apache.org/";>The Apache Software Foundation</a>. All rights reserved.</div> +</body> +</html>
Added: dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/LaplaceDistribution.html ============================================================================== --- dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/LaplaceDistribution.html (added) +++ dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/LaplaceDistribution.html Thu Dec 1 16:47:12 2022 @@ -0,0 +1,207 @@ +<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd";> +<html xmlns="http://www.w3.org/1999/xhtml"; xml:lang="en" lang="en"> +<head><meta http-equiv="content-type" content="text/html; charset=UTF-8" /> +<title>LaplaceDistribution xref</title> +<link type="text/css" rel="stylesheet" href="../../../../../stylesheet.css" /> +</head> +<body> +<div id="overview"><a href="../../../../../../apidocs/org/apache/commons/statistics/distribution/LaplaceDistribution.html">View Javadoc</a></div><pre> +<a class="jxr_linenumber" name="L1" href="#L1">1</a> <em class="jxr_comment">/*</em> +<a class="jxr_linenumber" name="L2" href="#L2">2</a> <em class="jxr_comment"> * Licensed to the Apache Software Foundation (ASF) under one or more</em> +<a class="jxr_linenumber" name="L3" href="#L3">3</a> <em class="jxr_comment"> * contributor license agreements. See the NOTICE file distributed with</em> +<a class="jxr_linenumber" name="L4" href="#L4">4</a> <em class="jxr_comment"> * this work for additional information regarding copyright ownership.</em> +<a class="jxr_linenumber" name="L5" href="#L5">5</a> <em class="jxr_comment"> * The ASF licenses this file to You under the Apache License, Version 2.0</em> +<a class="jxr_linenumber" name="L6" href="#L6">6</a> <em class="jxr_comment"> * (the "License"); you may not use this file except in compliance with</em> +<a class="jxr_linenumber" name="L7" href="#L7">7</a> <em class="jxr_comment"> * the License. You may obtain a copy of the License at</em> +<a class="jxr_linenumber" name="L8" href="#L8">8</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L9" href="#L9">9</a> <em class="jxr_comment"> * <a href="http://www.apache.org/licenses/LICENSE-2.0"; target="alexandria_uri">http://www.apache.org/licenses/LICENSE-2.0</a></em> +<a class="jxr_linenumber" name="L10" href="#L10">10</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L11" href="#L11">11</a> <em class="jxr_comment"> * Unless required by applicable law or agreed to in writing, software</em> +<a class="jxr_linenumber" name="L12" href="#L12">12</a> <em class="jxr_comment"> * distributed under the License is distributed on an "AS IS" BASIS,</em> +<a class="jxr_linenumber" name="L13" href="#L13">13</a> <em class="jxr_comment"> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</em> +<a class="jxr_linenumber" name="L14" href="#L14">14</a> <em class="jxr_comment"> * See the License for the specific language governing permissions and</em> +<a class="jxr_linenumber" name="L15" href="#L15">15</a> <em class="jxr_comment"> * limitations under the License.</em> +<a class="jxr_linenumber" name="L16" href="#L16">16</a> <em class="jxr_comment"> */</em> +<a class="jxr_linenumber" name="L17" href="#L17">17</a> <strong class="jxr_keyword">package</strong> org.apache.commons.statistics.distribution; +<a class="jxr_linenumber" name="L18" href="#L18">18</a> +<a class="jxr_linenumber" name="L19" href="#L19">19</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L20" href="#L20">20</a> <em class="jxr_javadoccomment"> * Implementation of the Laplace distribution.</em> +<a class="jxr_linenumber" name="L21" href="#L21">21</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L22" href="#L22">22</a> <em class="jxr_javadoccomment"> * <p>The probability density function of \( X \) is:</em> +<a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> * <p>\[ f(x; \mu, b) = \frac{1}{2b} \exp \left( -\frac{|x-\mu|}{b} \right) \]</em> +<a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * <p>for \( \mu \) the location,</em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * \( b &gt; 0 \) the scale, and</em> +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * \( x \in (-\infty, \infty) \).</em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://en.wikipedia.org/wiki/Laplace_distribution"; target="alexandria_uri">https://en.wikipedia.org/wiki/Laplace_distribution</a>">Laplace distribution (Wikipedia)</a></em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://mathworld.wolfram.com/LaplaceDistribution.html"; target="alexandria_uri">https://mathworld.wolfram.com/LaplaceDistribution.html</a>">Laplace distribution (MathWorld)</a></em> +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">class</strong> <a name="LaplaceDistribution" href="../../../../../org/apache/commons/statistics/distribution/LaplaceDistribution.html#LaplaceDistribution">LaplaceDistribution</a> <strong class="jxr_keyword">extends</strong> <a name="AbstractContinuousDistribution" href="../../../../../org/apache/commons/statistics/distribution/AbstractContinuousDistribution.html#AbstractContinuousDistribution">AbstractContinuousDistribution</a> { +<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment">/** The location parameter. */</em> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> mu; +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment">/** The scale parameter. */</em> +<a class="jxr_linenumber" name="L37" href="#L37">37</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> beta; +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment">/** log(2 * beta). */</em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> log2beta; +<a class="jxr_linenumber" name="L40" href="#L40">40</a> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> * @param mu Location parameter.</em> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment"> * @param beta Scale parameter (must be positive).</em> +<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L45" href="#L45">45</a> <strong class="jxr_keyword">private</strong> <a name="LaplaceDistribution" href="../../../../../org/apache/commons/statistics/distribution/LaplaceDistribution.html#LaplaceDistribution">LaplaceDistribution</a>(<strong class="jxr_keyword">double</strong> mu, +<a class="jxr_linenumber" name="L46" href="#L46">46</a> <strong class="jxr_keyword">double</strong> beta) { +<a class="jxr_linenumber" name="L47" href="#L47">47</a> <strong class="jxr_keyword">this</strong>.mu = mu; +<a class="jxr_linenumber" name="L48" href="#L48">48</a> <strong class="jxr_keyword">this</strong>.beta = beta; +<a class="jxr_linenumber" name="L49" href="#L49">49</a> log2beta = Math.log(2.0 * beta); +<a class="jxr_linenumber" name="L50" href="#L50">50</a> } +<a class="jxr_linenumber" name="L51" href="#L51">51</a> +<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> * Creates a Laplace distribution.</em> +<a class="jxr_linenumber" name="L54" href="#L54">54</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment"> * @param mu Location parameter.</em> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> <em class="jxr_javadoccomment"> * @param beta Scale parameter (must be positive).</em> +<a class="jxr_linenumber" name="L57" href="#L57">57</a> <em class="jxr_javadoccomment"> * @return the distribution</em> +<a class="jxr_linenumber" name="L58" href="#L58">58</a> <em class="jxr_javadoccomment"> * @throws IllegalArgumentException if {@code beta <= 0}</em> +<a class="jxr_linenumber" name="L59" href="#L59">59</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L60" href="#L60">60</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">static</strong> <a name="LaplaceDistribution" href="../../../../../org/apache/commons/statistics/distribution/LaplaceDistribution.html#LaplaceDistribution">LaplaceDistribution</a> of(<strong class="jxr_keyword">double</strong> mu, +<a class="jxr_linenumber" name="L61" href="#L61">61</a> <strong class="jxr_keyword">double</strong> beta) { +<a class="jxr_linenumber" name="L62" href="#L62">62</a> <strong class="jxr_keyword">if</strong> (beta <= 0) { +<a class="jxr_linenumber" name="L63" href="#L63">63</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NOT_STRICTLY_POSITIVE, beta); +<a class="jxr_linenumber" name="L64" href="#L64">64</a> } +<a class="jxr_linenumber" name="L65" href="#L65">65</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> <a name="LaplaceDistribution" href="../../../../../org/apache/commons/statistics/distribution/LaplaceDistribution.html#LaplaceDistribution">LaplaceDistribution</a>(mu, beta); +<a class="jxr_linenumber" name="L66" href="#L66">66</a> } +<a class="jxr_linenumber" name="L67" href="#L67">67</a> +<a class="jxr_linenumber" name="L68" href="#L68">68</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L69" href="#L69">69</a> <em class="jxr_javadoccomment"> * Gets the location parameter of this distribution.</em> +<a class="jxr_linenumber" name="L70" href="#L70">70</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L71" href="#L71">71</a> <em class="jxr_javadoccomment"> * @return the location parameter.</em> +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L73" href="#L73">73</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getLocation() { +<a class="jxr_linenumber" name="L74" href="#L74">74</a> <strong class="jxr_keyword">return</strong> mu; +<a class="jxr_linenumber" name="L75" href="#L75">75</a> } +<a class="jxr_linenumber" name="L76" href="#L76">76</a> +<a class="jxr_linenumber" name="L77" href="#L77">77</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment"> * Gets the scale parameter of this distribution.</em> +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L80" href="#L80">80</a> <em class="jxr_javadoccomment"> * @return the scale parameter.</em> +<a class="jxr_linenumber" name="L81" href="#L81">81</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L82" href="#L82">82</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getScale() { +<a class="jxr_linenumber" name="L83" href="#L83">83</a> <strong class="jxr_keyword">return</strong> beta; +<a class="jxr_linenumber" name="L84" href="#L84">84</a> } +<a class="jxr_linenumber" name="L85" href="#L85">85</a> +<a class="jxr_linenumber" name="L86" href="#L86">86</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L87" href="#L87">87</a> @Override +<a class="jxr_linenumber" name="L88" href="#L88">88</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> density(<strong class="jxr_keyword">double</strong> x) { +<a class="jxr_linenumber" name="L89" href="#L89">89</a> <strong class="jxr_keyword">return</strong> Math.exp(-Math.abs(x - mu) / beta) / (2.0 * beta); +<a class="jxr_linenumber" name="L90" href="#L90">90</a> } +<a class="jxr_linenumber" name="L91" href="#L91">91</a> +<a class="jxr_linenumber" name="L92" href="#L92">92</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L93" href="#L93">93</a> @Override +<a class="jxr_linenumber" name="L94" href="#L94">94</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> logDensity(<strong class="jxr_keyword">double</strong> x) { +<a class="jxr_linenumber" name="L95" href="#L95">95</a> <strong class="jxr_keyword">return</strong> -Math.abs(x - mu) / beta - log2beta; +<a class="jxr_linenumber" name="L96" href="#L96">96</a> } +<a class="jxr_linenumber" name="L97" href="#L97">97</a> +<a class="jxr_linenumber" name="L98" href="#L98">98</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L99" href="#L99">99</a> @Override +<a class="jxr_linenumber" name="L100" href="#L100">100</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> cumulativeProbability(<strong class="jxr_keyword">double</strong> x) { +<a class="jxr_linenumber" name="L101" href="#L101">101</a> <strong class="jxr_keyword">if</strong> (x <= mu) { +<a class="jxr_linenumber" name="L102" href="#L102">102</a> <strong class="jxr_keyword">return</strong> 0.5 * Math.exp((x - mu) / beta); +<a class="jxr_linenumber" name="L103" href="#L103">103</a> } +<a class="jxr_linenumber" name="L104" href="#L104">104</a> <strong class="jxr_keyword">return</strong> 1.0 - 0.5 * Math.exp((mu - x) / beta); +<a class="jxr_linenumber" name="L105" href="#L105">105</a> } +<a class="jxr_linenumber" name="L106" href="#L106">106</a> +<a class="jxr_linenumber" name="L107" href="#L107">107</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L108" href="#L108">108</a> @Override +<a class="jxr_linenumber" name="L109" href="#L109">109</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> survivalProbability(<strong class="jxr_keyword">double</strong> x) { +<a class="jxr_linenumber" name="L110" href="#L110">110</a> <strong class="jxr_keyword">if</strong> (x <= mu) { +<a class="jxr_linenumber" name="L111" href="#L111">111</a> <strong class="jxr_keyword">return</strong> 1.0 - 0.5 * Math.exp((x - mu) / beta); +<a class="jxr_linenumber" name="L112" href="#L112">112</a> } +<a class="jxr_linenumber" name="L113" href="#L113">113</a> <strong class="jxr_keyword">return</strong> 0.5 * Math.exp((mu - x) / beta); +<a class="jxr_linenumber" name="L114" href="#L114">114</a> } +<a class="jxr_linenumber" name="L115" href="#L115">115</a> +<a class="jxr_linenumber" name="L116" href="#L116">116</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L117" href="#L117">117</a> @Override +<a class="jxr_linenumber" name="L118" href="#L118">118</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> inverseCumulativeProbability(<strong class="jxr_keyword">double</strong> p) { +<a class="jxr_linenumber" name="L119" href="#L119">119</a> ArgumentUtils.checkProbability(p); +<a class="jxr_linenumber" name="L120" href="#L120">120</a> <strong class="jxr_keyword">if</strong> (p == 0) { +<a class="jxr_linenumber" name="L121" href="#L121">121</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY; +<a class="jxr_linenumber" name="L122" href="#L122">122</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (p == 1) { +<a class="jxr_linenumber" name="L123" href="#L123">123</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY; +<a class="jxr_linenumber" name="L124" href="#L124">124</a> } +<a class="jxr_linenumber" name="L125" href="#L125">125</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = (p > 0.5) ? -Math.log(2.0 * (1.0 - p)) : Math.log(2.0 * p); +<a class="jxr_linenumber" name="L126" href="#L126">126</a> <strong class="jxr_keyword">return</strong> mu + beta * x; +<a class="jxr_linenumber" name="L127" href="#L127">127</a> } +<a class="jxr_linenumber" name="L128" href="#L128">128</a> +<a class="jxr_linenumber" name="L129" href="#L129">129</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L130" href="#L130">130</a> @Override +<a class="jxr_linenumber" name="L131" href="#L131">131</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> inverseSurvivalProbability(<strong class="jxr_keyword">double</strong> p) { +<a class="jxr_linenumber" name="L132" href="#L132">132</a> ArgumentUtils.checkProbability(p); +<a class="jxr_linenumber" name="L133" href="#L133">133</a> <strong class="jxr_keyword">if</strong> (p == 1) { +<a class="jxr_linenumber" name="L134" href="#L134">134</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY; +<a class="jxr_linenumber" name="L135" href="#L135">135</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (p == 0) { +<a class="jxr_linenumber" name="L136" href="#L136">136</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY; +<a class="jxr_linenumber" name="L137" href="#L137">137</a> } +<a class="jxr_linenumber" name="L138" href="#L138">138</a> <em class="jxr_comment">// By symmetry: x = -icdf(p); then transform back by the scale and location</em> +<a class="jxr_linenumber" name="L139" href="#L139">139</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = (p > 0.5) ? Math.log(2.0 * (1.0 - p)) : -Math.log(2.0 * p); +<a class="jxr_linenumber" name="L140" href="#L140">140</a> <strong class="jxr_keyword">return</strong> mu + beta * x; +<a class="jxr_linenumber" name="L141" href="#L141">141</a> } +<a class="jxr_linenumber" name="L142" href="#L142">142</a> +<a class="jxr_linenumber" name="L143" href="#L143">143</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L144" href="#L144">144</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L145" href="#L145">145</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L146" href="#L146">146</a> <em class="jxr_javadoccomment"> * <p>The mean is equal to the {@link #getLocation() location}.</em> +<a class="jxr_linenumber" name="L147" href="#L147">147</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L148" href="#L148">148</a> @Override +<a class="jxr_linenumber" name="L149" href="#L149">149</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getMean() { +<a class="jxr_linenumber" name="L150" href="#L150">150</a> <strong class="jxr_keyword">return</strong> getLocation(); +<a class="jxr_linenumber" name="L151" href="#L151">151</a> } +<a class="jxr_linenumber" name="L152" href="#L152">152</a> +<a class="jxr_linenumber" name="L153" href="#L153">153</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L154" href="#L154">154</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L155" href="#L155">155</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L156" href="#L156">156</a> <em class="jxr_javadoccomment"> * <p>For scale parameter \( b \), the variance is \( 2 b^2 \).</em> +<a class="jxr_linenumber" name="L157" href="#L157">157</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L158" href="#L158">158</a> @Override +<a class="jxr_linenumber" name="L159" href="#L159">159</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getVariance() { +<a class="jxr_linenumber" name="L160" href="#L160">160</a> <strong class="jxr_keyword">return</strong> 2.0 * beta * beta; +<a class="jxr_linenumber" name="L161" href="#L161">161</a> } +<a class="jxr_linenumber" name="L162" href="#L162">162</a> +<a class="jxr_linenumber" name="L163" href="#L163">163</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L164" href="#L164">164</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L165" href="#L165">165</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L166" href="#L166">166</a> <em class="jxr_javadoccomment"> * <p>The lower bound of the support is always negative infinity.</em> +<a class="jxr_linenumber" name="L167" href="#L167">167</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L168" href="#L168">168</a> <em class="jxr_javadoccomment"> * @return {@link Double#NEGATIVE_INFINITY negative infinity}.</em> +<a class="jxr_linenumber" name="L169" href="#L169">169</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L170" href="#L170">170</a> @Override +<a class="jxr_linenumber" name="L171" href="#L171">171</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSupportLowerBound() { +<a class="jxr_linenumber" name="L172" href="#L172">172</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY; +<a class="jxr_linenumber" name="L173" href="#L173">173</a> } +<a class="jxr_linenumber" name="L174" href="#L174">174</a> +<a class="jxr_linenumber" name="L175" href="#L175">175</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L176" href="#L176">176</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L177" href="#L177">177</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L178" href="#L178">178</a> <em class="jxr_javadoccomment"> * <p>The upper bound of the support is always positive infinity.</em> +<a class="jxr_linenumber" name="L179" href="#L179">179</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L180" href="#L180">180</a> <em class="jxr_javadoccomment"> * @return {@link Double#POSITIVE_INFINITY positive infinity}.</em> +<a class="jxr_linenumber" name="L181" href="#L181">181</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L182" href="#L182">182</a> @Override +<a class="jxr_linenumber" name="L183" href="#L183">183</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSupportUpperBound() { +<a class="jxr_linenumber" name="L184" href="#L184">184</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY; +<a class="jxr_linenumber" name="L185" href="#L185">185</a> } +<a class="jxr_linenumber" name="L186" href="#L186">186</a> +<a class="jxr_linenumber" name="L187" href="#L187">187</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L188" href="#L188">188</a> @Override +<a class="jxr_linenumber" name="L189" href="#L189">189</a> <strong class="jxr_keyword">double</strong> getMedian() { +<a class="jxr_linenumber" name="L190" href="#L190">190</a> <em class="jxr_comment">// Overridden for the probability(double, double) method.</em> +<a class="jxr_linenumber" name="L191" href="#L191">191</a> <em class="jxr_comment">// This is intentionally not a public method.</em> +<a class="jxr_linenumber" name="L192" href="#L192">192</a> <strong class="jxr_keyword">return</strong> mu; +<a class="jxr_linenumber" name="L193" href="#L193">193</a> } +<a class="jxr_linenumber" name="L194" href="#L194">194</a> } +</pre> +<hr/> +<div id="footer">Copyright © 2018–2022 <a href="https://www.apache.org/";>The Apache Software Foundation</a>. All rights reserved.</div> +</body> +</html>
