Author: brentworden
Date: Wed Mar 16 19:20:12 2005
New Revision: 157874
URL: http://svn.apache.org/viewcvs?view=rev&rev=157874
Log:
added weibull distribution
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistribution.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/WeibullDistributionTest.java
Modified:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/DistributionFactory.java
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java
jakarta/commons/proper/math/trunk/xdocs/changes.xml
jakarta/commons/proper/math/trunk/xdocs/userguide/distribution.xml
Modified:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java?view=diff&r1=157873&r2=157874
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java
Wed Mar 16 19:20:12 2005
@@ -22,7 +22,7 @@
* Default implementation of
* [EMAIL PROTECTED] org.apache.commons.math.distribution.CauchyDistribution}.
*
- * @version $Revision$ $Date$
+ * @version $Revision: 1.13 $ $Date$
*/
public class CauchyDistributionImpl extends AbstractContinuousDistribution
implements CauchyDistribution, Serializable {
@@ -37,8 +37,8 @@
private double scale = 1;
/**
- * Creates normal distribution with the mean equal to zero and standard
- * deviation equal to one.
+ * Creates cauchy distribution with the medain equal to zero and scale
+ * equal to one.
*/
public CauchyDistributionImpl(){
this(0.0, 1.0);
Modified:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/DistributionFactory.java
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/DistributionFactory.java?view=diff&r1=157873&r2=157874
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/DistributionFactory.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/DistributionFactory.java
Wed Mar 16 19:20:12 2005
@@ -32,6 +32,7 @@
* <li>Poisson</li>
* <li>Normal</li>
* <li>Student's t</li>
+ * <li>Weibull</li>
* </ul>
*
* Common usage:<pre>
@@ -175,8 +176,22 @@
* Create a new Poisson distribution with poisson parameter lambda.
*
* @param lambda poisson parameter
- * @return a new normal distribution.
+ * @return a new poisson distribution.
*/
public abstract PoissonDistribution
createPoissonDistribution(double lambda);
+
+ /**
+ * Create a new Weibull distribution with the given shape and scale
+ * parameters.
+ *
+ * @param alpha the shape parameter.
+ * @param beta the scale parameter.
+ * @return a new Weibull distribution.
+ */
+ public WeibullDistribution createWeibullDistribution(
+ double alpha, double beta)
+ {
+ return new WeibullDistributionImpl(alpha, beta);
+ }
}
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistribution.java
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistribution.java?view=auto&rev=157874
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistribution.java
(added)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistribution.java
Wed Mar 16 19:20:12 2005
@@ -0,0 +1,63 @@
+/*
+ * Copyright 2005 The Apache Software Foundation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.distribution;
+
+/**
+ * Weibull Distribution. This interface defines the two parameter form of the
+ * distribution as defined by
+ * <a href="http://mathworld.wolfram.com/WeibullDistribution.html";>
+ * Weibull Distribution</a>, equations (1) and (2).
+ *
+ * Instances of WeibullDistribution objects should be created using
+ * [EMAIL PROTECTED] DistributionFactory#createWeibullDistribution(double,
double)}
+ *
+ * <p>
+ * References:
+ * <ul>
+ * <li><a href="http://mathworld.wolfram.com/WeibullDistribution.html";>
+ * Weibull Distribution</a></li>
+ * </ul>
+ * </p>
+ *
+ * @version $Revision: 1.12 $ $Date: 2004-06-23 11:26:18 -0500 (Wed, 23 Jun
2004) $
+ */
+public interface WeibullDistribution extends ContinuousDistribution {
+
+ /**
+ * Access the shape parameter.
+ * @return the shape parameter.
+ */
+ double getShape();
+
+ /**
+ * Access the scale parameter.
+ * @return the scale parameter.
+ */
+ double getScale();
+
+ /**
+ * Modify the shape parameter.
+ * @param alpha The new shape parameter value.
+ */
+ void setShape(double alpha);
+
+ /**
+ * Modify the scale parameter.
+ * @param beta The new scale parameter value.
+ */
+ void setScale(double beta);
+}
Added:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java?view=auto&rev=157874
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java
(added)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java
Wed Mar 16 19:20:12 2005
@@ -0,0 +1,171 @@
+/*
+ * Copyright 2005 The Apache Software Foundation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.distribution;
+
+import java.io.Serializable;
+
+/**
+ * Default implementation of
+ * [EMAIL PROTECTED] org.apache.commons.math.distribution.WeibullDistribution}.
+ *
+ * @version $Revision: 1.13 $ $Date: 2004-07-24 16:41:37 -0500 (Sat, 24 Jul
2004) $
+ */
+public class WeibullDistributionImpl extends AbstractContinuousDistribution
+ implements WeibullDistribution, Serializable {
+
+ /** Serializable version identifier */
+ static final long serialVersionUID = 8589540077390120676L;
+
+ /** The shape parameter. */
+ private double alpha;
+
+ /** The scale parameter. */
+ private double beta;
+
+ /**
+ * Creates weibull distribution with the given shape and scale and a
+ * location equal to zero.
+ * @param alpha the shape parameter.
+ * @param beta the scale parameter.
+ */
+ public WeibullDistributionImpl(double alpha, double beta){
+ super();
+ setShape(alpha);
+ setScale(beta);
+ }
+
+ /**
+ * For this disbution, X, this method returns P(X < <code>x</code>).
+ * @param x the value at which the CDF is evaluated.
+ * @return CDF evaluted at <code>x</code>.
+ */
+ public double cumulativeProbability(double x) {
+ double ret;
+ if (x <= 0.0) {
+ ret = 0.0;
+ } else {
+ ret = 1.0 - Math.exp(-Math.pow(x / getScale(), getShape()));
+ }
+ return ret;
+ }
+
+ /**
+ * Access alpha.
+ * @return the alpha.
+ */
+ public double getShape() {
+ return alpha;
+ }
+
+ /**
+ * Access beta.
+ * @return the beta.
+ */
+ public double getScale() {
+ return beta;
+ }
+
+ /**
+ * For this distribution, X, this method returns the critical point x, such
+ * that P(X < x) = <code>p</code>.
+ * <p>
+ * Returns <code>Double.NEGATIVE_INFINITY</code> for p=0 and
+ * <code>Double.POSITIVE_INFINITY</code> for p=1.
+ *
+ * @param p the desired probability
+ * @return x, such that P(X < x) = <code>p</code>
+ * @throws IllegalArgumentException if <code>p</code> is not a valid
+ * probability.
+ */
+ public double inverseCumulativeProbability(double p) {
+ double ret;
+ if (p < 0.0 || p > 1.0) {
+ throw new IllegalArgumentException
+ ("probability argument must be between 0 and 1 (inclusive)");
+ } else if (p == 0) {
+ ret = 0.0;
+ } else if (p == 1) {
+ ret = Double.POSITIVE_INFINITY;
+ } else {
+ ret = getScale() * Math.pow(-Math.log(1.0 - p), 1.0 / getShape());
+ }
+ return ret;
+ }
+
+ /**
+ * Modify alpha.
+ * @param alpha The new alpha value.
+ */
+ public void setShape(double alpha) {
+ if (alpha <= 0.0) {
+ throw new IllegalArgumentException(
+ "Shape must be positive.");
+ }
+ this.alpha = alpha;
+ }
+
+ /**
+ * Modify beta.
+ * @param beta The new beta value.
+ */
+ public void setScale(double beta) {
+ if (beta <= 0.0) {
+ throw new IllegalArgumentException(
+ "Scale must be positive.");
+ }
+ this.beta = beta;
+ }
+
+ /**
+ * Access the domain value lower bound, based on <code>p</code>, used to
+ * bracket a CDF root. This method is used by
+ * [EMAIL PROTECTED] #inverseCumulativeProbability(double)} to find
critical values.
+ *
+ * @param p the desired probability for the critical value
+ * @return domain value lower bound, i.e.
+ * P(X < <i>lower bound</i>) < <code>p</code>
+ */
+ protected double getDomainLowerBound(double p) {
+ return 0.0;
+ }
+
+ /**
+ * Access the domain value upper bound, based on <code>p</code>, used to
+ * bracket a CDF root. This method is used by
+ * [EMAIL PROTECTED] #inverseCumulativeProbability(double)} to find
critical values.
+ *
+ * @param p the desired probability for the critical value
+ * @return domain value upper bound, i.e.
+ * P(X < <i>upper bound</i>) > <code>p</code>
+ */
+ protected double getDomainUpperBound(double p) {
+ return Double.MAX_VALUE;
+ }
+
+ /**
+ * Access the initial domain value, based on <code>p</code>, used to
+ * bracket a CDF root. This method is used by
+ * [EMAIL PROTECTED] #inverseCumulativeProbability(double)} to find
critical values.
+ *
+ * @param p the desired probability for the critical value
+ * @return initial domain value
+ */
+ protected double getInitialDomain(double p) {
+ // use median
+ return Math.pow(getScale() * Math.log(2.0), 1.0 / getShape());
+ }
+}
Modified:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java?view=diff&r1=157873&r2=157874
==============================================================================
---
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java
(original)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java
Wed Mar 16 19:20:12 2005
@@ -325,4 +325,52 @@
} catch(IllegalArgumentException ex) {
}
}
+
+ public void testCauchyDistributionNegative() {
+ try {
+ factory.createCauchyDistribution(0.0, -1.0);
+ fail("invalid scale. IllegalArgumentException expected");
+ } catch(IllegalArgumentException ex) {
+ }
+ }
+
+ public void testCauchyDistributionZero() {
+ try {
+ factory.createCauchyDistribution(0.0, 0.0);
+ fail("invalid scale. IllegalArgumentException expected");
+ } catch(IllegalArgumentException ex) {
+ }
+ }
+
+ public void testWeibullDistributionNegativePositive() {
+ try {
+ factory.createWeibullDistribution(-1.0, 1.0);
+ fail("invalid shape. IllegalArgumentException expected");
+ } catch(IllegalArgumentException ex) {
+ }
+ }
+
+ public void testWeibullDistributionZeroPositive() {
+ try {
+ factory.createWeibullDistribution(0.0, 1.0);
+ fail("invalid shape. IllegalArgumentException expected");
+ } catch(IllegalArgumentException ex) {
+ }
+ }
+
+ public void testWeibullDistributionPositiveNegative() {
+ try {
+ factory.createWeibullDistribution(1.0, -1.0);
+ fail("invalid scale. IllegalArgumentException expected");
+ } catch(IllegalArgumentException ex) {
+ }
+ }
+
+ public void testWeibullDistributionPositiveZero() {
+ try {
+ factory.createWeibullDistribution(1.0, 0.0);
+ fail("invalid scale. IllegalArgumentException expected");
+ } catch(IllegalArgumentException ex) {
+ }
+ }
}
Added:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/WeibullDistributionTest.java
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/WeibullDistributionTest.java?view=auto&rev=157874
==============================================================================
---
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/WeibullDistributionTest.java
(added)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/WeibullDistributionTest.java
Wed Mar 16 19:20:12 2005
@@ -0,0 +1,113 @@
+/*
+ * Copyright 2005 The Apache Software Foundation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.distribution;
+
+/**
+ * Test cases for WeibullDistribution.
+ * Extends ContinuousDistributionAbstractTest. See class javadoc for
+ * ContinuousDistributionAbstractTest for details.
+ *
+ * @version $Revision: 1.8 $ $Date: 2004-07-24 16:41:37 -0500 (Sat, 24 Jul
2004) $
+ */
+public class WeibullDistributionTest extends
ContinuousDistributionAbstractTest {
+
+ /**
+ * Constructor for CauchyDistributionTest.
+ * @param arg0
+ */
+ public WeibullDistributionTest(String arg0) {
+ super(arg0);
+ }
+
+ //-------------- Implementations for abstract methods
-----------------------
+
+ /** Creates the default continuous distribution instance to use in tests.
*/
+ public ContinuousDistribution makeDistribution() {
+ return
DistributionFactory.newInstance().createWeibullDistribution(1.2, 2.1);
+ }
+
+ /** Creates the default cumulative probability distribution test input
values */
+ public double[] makeCumulativeTestPoints() {
+ // quantiles computed using Mathematica
+ return new double[] {0.00664355181d, 0.04543282833d, 0.09811627374d,
+ 0.1767135246d, 0.3219468654d, 4.207902826d, 5.23968437d,
+ 6.232056007d, 7.497630467d, 10.51154969d};
+ }
+
+ /** Creates the default cumulative probability density test expected
values */
+ public double[] makeCumulativeTestValues() {
+ return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.900d,
0.950d,
+ 0.975d, 0.990d, 0.999d};
+ }
+
+ //---------------------------- Additional test cases
-------------------------
+
+ public void testInverseCumulativeProbabilityExtremes() throws Exception {
+ setInverseCumulativeTestPoints(new double[] {0.0, 1.0});
+ setInverseCumulativeTestValues(
+ new double[] {0.0, Double.POSITIVE_INFINITY});
+ verifyInverseCumulativeProbabilities();
+ }
+
+ public void testAlpha() {
+ WeibullDistribution distribution = (WeibullDistribution)
getDistribution();
+ double expected = Math.random();
+ distribution.setShape(expected);
+ assertEquals(expected, distribution.getShape(), 0.0);
+ }
+
+ public void testBeta() {
+ WeibullDistribution distribution = (WeibullDistribution)
getDistribution();
+ double expected = Math.random();
+ distribution.setScale(expected);
+ assertEquals(expected, distribution.getScale(), 0.0);
+ }
+
+ public void testSetAlpha() {
+ WeibullDistribution distribution = (WeibullDistribution)
getDistribution();
+ try {
+ distribution.setShape(0.0);
+ fail("Can not have 0.0 alpha.");
+ } catch (IllegalArgumentException ex) {
+ // success
+ }
+
+ try {
+ distribution.setShape(-1.0);
+ fail("Can not have negative alpha.");
+ } catch (IllegalArgumentException ex) {
+ // success
+ }
+ }
+
+ public void testSetBeta() {
+ WeibullDistribution distribution = (WeibullDistribution)
getDistribution();
+ try {
+ distribution.setScale(0.0);
+ fail("Can not have 0.0 beta.");
+ } catch (IllegalArgumentException ex) {
+ // success
+ }
+
+ try {
+ distribution.setScale(-1.0);
+ fail("Can not have negative beta.");
+ } catch (IllegalArgumentException ex) {
+ // success
+ }
+ }
+}
Modified: jakarta/commons/proper/math/trunk/xdocs/changes.xml
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/xdocs/changes.xml?view=diff&r1=157873&r2=157874
==============================================================================
--- jakarta/commons/proper/math/trunk/xdocs/changes.xml (original)
+++ jakarta/commons/proper/math/trunk/xdocs/changes.xml Wed Mar 16 19:20:12 2005
@@ -40,6 +40,9 @@
<release version="1.1" date="In Development"
description="Jakarta Commons Math 1.1 - Development">
<action dev="brentworden" type="add">
+ Added Weibull distribution implementation.
+ </action>
+ <action dev="brentworden" type="add">
Added Cauchy distribution implementation.
</action>
<action dev="brentworden" type="add">
Modified: jakarta/commons/proper/math/trunk/xdocs/userguide/distribution.xml
URL:
http://svn.apache.org/viewcvs/jakarta/commons/proper/math/trunk/xdocs/userguide/distribution.xml?view=diff&r1=157873&r2=157874
==============================================================================
--- jakarta/commons/proper/math/trunk/xdocs/userguide/distribution.xml
(original)
+++ jakarta/commons/proper/math/trunk/xdocs/userguide/distribution.xml Wed Mar
16 19:20:12 2005
@@ -63,6 +63,7 @@
<tr><td>Normal
(Gaussian)</td><td>createNormalDistribution</td><td><div>Mean</div><div>Standard
Deviation</div></td></tr>
<tr><td>Poisson</td><td>createPoissonDistribution</td><td><div>Mean</div></td></tr>
<tr><td>t</td><td>createTDistribution</td><td><div>Degrees of
freedom</div></td></tr>
+
<tr><td>Weibull</td><td>createWeibullDistribution</td><td><div>Shape</div><div>Scale</div><div>Location</div></td></tr>
</table>
</p>
<p>
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