On 10 November 2011 06:21, <celes...@apache.org> wrote: > Author: celestin > Date: Thu Nov 10 06:21:56 2011 > New Revision: 1200179 > > URL: http://svn.apache.org/viewvc?rev=1200179&view=rev > Log: > Modifications to the hierarchy of distributions, according to MATH-692. Patch > contributed by Christian Winter.
The patch causes problems when compiling on Java 5, as @Override is not allowed for interface implementations until Java 6. Please check that your IDE or local build environment is set up to use Java 5 when testing Math patches, thanks! > Modified: > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractDistribution.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/BetaDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ContinuousDistribution.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/Distribution.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/FDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/GammaDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/TDistributionImpl.java > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java > > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java > > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/TDistributionTest.java > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java > Thu Nov 10 06:21:56 2011 > @@ -60,18 +60,21 @@ public abstract class AbstractContinuous > > /** > * {@inheritDoc} > + * > + * For continuous distributions {@code P(X = x)} always evaluates to 0. > + * > + * @return 0 > */ > - public abstract double density(double x); > + @Override > + public final double probability(double x) { > + return 0.0; > + } > > /** > - * For this distribution, {@code X}, this method returns the critical > - * point {@code x}, such that {@code P(X < x) = p}. > - * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws OutOfRangeException if {@code p} is not a valid probability. > + * {@inheritDoc} > */ > - public double inverseCumulativeProbability(final double p) { > + @Override > + public double inverseCumulativeProbability(final double p) throws > OutOfRangeException { > > if (p < 0.0 || p > 1.0) { > throw new OutOfRangeException(p, 0, 1); > @@ -81,6 +84,7 @@ public abstract class AbstractContinuous > // subclasses can override if there is a better method. > UnivariateRealFunction rootFindingFunction = > new UnivariateRealFunction() { > + @Override > public double value(double x) { > return cumulativeProbability(x) - p; > } > @@ -124,6 +128,7 @@ public abstract class AbstractContinuous > * @param seed New seed. > * @since 2.2 > */ > + @Override > public void reseedRandomGenerator(long seed) { > randomData.reSeed(seed); > } > @@ -138,6 +143,7 @@ public abstract class AbstractContinuous > * @return a random value. > * @since 2.2 > */ > + @Override > public double sample() { > return randomData.nextInversionDeviate(this); > } > @@ -151,6 +157,7 @@ public abstract class AbstractContinuous > * @throws NotStrictlyPositiveException if {@code sampleSize} is not > positive. > * @since 2.2 > */ > + @Override > public double[] sample(int sampleSize) { > if (sampleSize <= 0) { > throw new > NotStrictlyPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES, > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractDistribution.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractDistribution.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractDistribution.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/AbstractDistribution.java > Thu Nov 10 06:21:56 2011 > @@ -52,21 +52,13 @@ public abstract class AbstractDistributi > } > > /** > - * For a random variable X whose values are distributed according > - * to this distribution, this method returns P(x0 ≤ X ≤ x1). > - * <p> > - * The default implementation uses the identity</p> > - * <p> > - * P(x0 ≤ X ≤ x1) = P(X ≤ x1) - P(X ≤ x0) </p> > - * > - * @param x0 the (inclusive) lower bound > - * @param x1 the (inclusive) upper bound > - * @return the probability that a random variable with this distribution > - * will take a value between {@code x0} and {@code x1}, > - * including the endpoints. > - * @throws NumberIsTooLargeException if {@code x0 > x1} > + * {@inheritDoc} > + * > + * The default implementation uses the identity > + * <p>{@code P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)}</p> > */ > - public double cumulativeProbability(double x0, double x1) { > + @Override > + public double cumulativeProbability(double x0, double x1) throws > NumberIsTooLargeException { > if (x0 > x1) { > throw new > NumberIsTooLargeException(LocalizedFormats.LOWER_ENDPOINT_ABOVE_UPPER_ENDPOINT, > x0, x1, true); > @@ -89,6 +81,7 @@ public abstract class AbstractDistributi > * > * @return the mean or Double.NaN if it's not defined > */ > + @Override > public double getNumericalMean() { > if (!numericalMeanIsCalculated) { > numericalMean = calculateNumericalMean(); > @@ -115,6 +108,7 @@ public abstract class AbstractDistributi > * for certain cases in {@link TDistributionImpl}) or > * Double.NaN if it's not defined > */ > + @Override > public double getNumericalVariance() { > if (!numericalVarianceIsCalculated) { > numericalVariance = calculateNumericalVariance(); > @@ -130,6 +124,7 @@ public abstract class AbstractDistributi > * > * @return whether the lower bound of the support is inclusive or not > */ > + @Override > public abstract boolean isSupportLowerBoundInclusive(); > > /** > @@ -138,6 +133,7 @@ public abstract class AbstractDistributi > * > * @return whether the upper bound of the support is inclusive or not > */ > + @Override > public abstract boolean isSupportUpperBoundInclusive(); > > /** > @@ -159,6 +155,7 @@ public abstract class AbstractDistributi > * > * @return whether the support limits given by subclassed methods are > connected or not > */ > + @Override > public boolean isSupportConnected() { > return true; > } > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/BetaDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/BetaDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/BetaDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/BetaDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -166,12 +166,6 @@ public class BetaDistributionImpl > } > } > > - /** {@inheritDoc} */ > - @Override > - public double cumulativeProbability(double x0, double x1) { > - return cumulativeProbability(x1) - cumulativeProbability(x0); > - } > - > /** > * Return the absolute accuracy setting of the solver used to estimate > * inverse cumulative probabilities. > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/CauchyDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -87,11 +87,9 @@ public class CauchyDistributionImpl exte > } > > /** > - * For this distribution, {@code X}, this method returns {@code P(X < > x)}. > - * > - * @param x Value at which the CDF is evaluated. > - * @return CDF evaluated at {@code x}. > + * {@inheritDoc} > */ > + @Override > public double cumulativeProbability(double x) { > return 0.5 + (FastMath.atan((x - median) / scale) / FastMath.PI); > } > @@ -99,6 +97,7 @@ public class CauchyDistributionImpl exte > /** > * {@inheritDoc} > */ > + @Override > public double getMedian() { > return median; > } > @@ -106,6 +105,7 @@ public class CauchyDistributionImpl exte > /** > * {@inheritDoc} > */ > + @Override > public double getScale() { > return scale; > } > @@ -120,17 +120,13 @@ public class CauchyDistributionImpl exte > } > > /** > - * For this distribution, {@code X}, this method returns the critical > - * point {@code x}, such that {@code P(X < x) = p}. > - * It will return {@code Double.NEGATIVE_INFINITY} when p = 0 and > - * {@code Double.POSITIVE_INFINITY} when p = 1. > + * {@inheritDoc} > * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws OutOfRangeException if {@code p} is not a valid probability. > + * It will return {@code Double.NEGATIVE_INFINITY} when {@code p = 0} > + * and {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > - public double inverseCumulativeProbability(double p) { > + public double inverseCumulativeProbability(double p) throws > OutOfRangeException { > double ret; > if (p < 0 || p > 1) { > throw new OutOfRangeException(p, 0, 1); > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -67,6 +67,7 @@ public class ChiSquaredDistributionImpl > /** > * {@inheritDoc} > */ > + @Override > public double getDegreesOfFreedom() { > return gamma.getAlpha() * 2.0; > } > @@ -80,25 +81,18 @@ public class ChiSquaredDistributionImpl > } > > /** > - * For this distribution, {@code X}, this method returns {@code P(X < > x)}. > - * > - * @param x the value at which the CDF is evaluated. > - * @return CDF for this distribution. > + * {@inheritDoc} > */ > + @Override > public double cumulativeProbability(double x) { > return gamma.cumulativeProbability(x); > } > > /** > - * For this distribution, X, this method returns the critical point > - * {@code x}, such that {@code P(X < x) = p}. > - * It will return 0 when p = 0 and {@code Double.POSITIVE_INFINITY} > - * when p = 1. > - * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws org.apache.commons.math.exception.OutOfRangeException if > - * {@code p} is not a valid probability. > + * {@inheritDoc} > + * > + * It will return {@code 0} when {@code p = 0} and > + * {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > public double inverseCumulativeProbability(final double p) { > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ContinuousDistribution.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ContinuousDistribution.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ContinuousDistribution.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ContinuousDistribution.java > Thu Nov 10 06:21:56 2011 > @@ -16,6 +16,8 @@ > */ > package org.apache.commons.math.distribution; > > +import org.apache.commons.math.exception.OutOfRangeException; > + > /** > * Base interface for continuous distributions. > * > @@ -23,19 +25,27 @@ package org.apache.commons.math.distribu > */ > public interface ContinuousDistribution extends Distribution { > /** > - * For a distribution, {@code X}, compute {@code x} such that > - * {@code P(X < x) = p}. > + * Computes the quantile function of this distribution. For a random > + * variable {@code X} distributed according to this distribution, the > + * returned value is > + * <ul> > + * <li><code>inf{x in R | P(X<=x) >= p}</code> for {@code 0 < p <= > 1},</li> > + * <li><code>inf{x in R | P(X<=x) > 0}</code> for {@code p = 0}.</li> > + * </ul> > * > - * @param p Cumulative probability. > - * @return {@code x} such that {@code P(X < x) = p}. > + * @param p the cumulative probability > + * @return the smallest {@code p}-quantile of this distribution > + * (largest 0-quantile for {@code p = 0}) > + * @throws OutOfRangeException if {@code p < 0} or {@code p > 1} > */ > - double inverseCumulativeProbability(double p); > + double inverseCumulativeProbability(double p) throws OutOfRangeException; > > /** > - * Probability density for a particular point. > + * Returns the probability density function (PDF) of this distribution > + * evaluated at the specified point. > * > - * @param x Point at which the density should be computed. > - * @return the pdf at point {@code x}. > + * @param x the point at which the PDF should be evaluated > + * @return the PDF at point {@code x} > */ > double density(double x); > > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/Distribution.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/Distribution.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/Distribution.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/Distribution.java > Thu Nov 10 06:21:56 2011 > @@ -16,6 +16,8 @@ > */ > package org.apache.commons.math.distribution; > > +import org.apache.commons.math.exception.NumberIsTooLargeException; > + > /** > * Base interface for probability distributions. > * > @@ -23,29 +25,40 @@ package org.apache.commons.math.distribu > */ > public interface Distribution { > /** > - * For a random variable X whose values are distributed according > - * to this distribution, this method returns P(X ≤ x). In other > words, > - * this method represents the (cumulative) distribution function, or > - * CDF, for this distribution. > + * For a random variable {@code X} whose values are distributed according > + * to this distribution, this method returns {@code P(X = x)}. In other > + * words, this method represents the probability mass function (PMF) > + * for the distribution. > + * > + * @param x the value at which the PMF is evaluated > + * @return the value of the probability mass function at {@code x} > + */ > + double probability(double x); > + > + /** > + * For a random variable {@code X} whose values are distributed according > + * to this distribution, this method returns {@code P(X <= x)}. In other > + * words, this method represents the (cumulative) distribution function > + * (CDF) for this distribution. > * > - * @param x the value at which the distribution function is evaluated. > + * @param x the value at which the CDF is evaluated > * @return the probability that a random variable with this > - * distribution takes a value less than or equal to <code>x</code> > + * distribution takes a value less than or equal to {@code x} > */ > double cumulativeProbability(double x); > > /** > - * For a random variable X whose values are distributed according > - * to this distribution, this method returns P(x0 ≤ X ≤ x1). > + * For a random variable {@code X} whose values are distributed according > + * to this distribution, this method returns {@code P(x0 < X <= x1)}. > * > - * @param x0 the (inclusive) lower bound > - * @param x1 the (inclusive) upper bound > + * @param x0 the exclusive lower bound > + * @param x1 the inclusive upper bound > * @return the probability that a random variable with this distribution > - * will take a value between <code>x0</code> and <code>x1</code>, > - * including the endpoints > - * @throws IllegalArgumentException if <code>x0 > x1</code> > + * takes a value between {@code x0} and {@code x1}, > + * excluding the lower and including the upper endpoint > + * @throws NumberIsTooLargeException if {@code x0 > x1} > */ > - double cumulativeProbability(double x0, double x1); > + double cumulativeProbability(double x0, double x1) throws > NumberIsTooLargeException; > > /** > * Use this method to get the numerical value of the mean of this > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -71,6 +71,7 @@ public class ExponentialDistributionImpl > /** > * {@inheritDoc} > */ > + @Override > public double getMean() { > return mean; > } > @@ -87,7 +88,7 @@ public class ExponentialDistributionImpl > } > > /** > - * For this distribution, X, this method returns P(X < x). > + * {@inheritDoc} > * > * The implementation of this method is based on: > * <ul> > @@ -95,10 +96,8 @@ public class ExponentialDistributionImpl > * <a href="http://mathworld.wolfram.com/ExponentialDistribution.html";> > * Exponential Distribution</a>, equation (1).</li> > * </ul> > - * > - * @param x Value at which the CDF is evaluated. > - * @return the CDF for this distribution. > */ > + @Override > public double cumulativeProbability(double x) { > double ret; > if (x <= 0.0) { > @@ -110,17 +109,13 @@ public class ExponentialDistributionImpl > } > > /** > - * For this distribution, X, this method returns the critical point x, > such > - * that {@code P(X < x) = p}. > - * It will return 0 when p = 0 and {@code Double.POSITIVE_INFINITY} > - * when p = 1. > + * {@inheritDoc} > * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws OutOfRangeException if {@code p < 0} or {@code p > 1}. > + * It will return {@code 0} when {@code p = 0} and > + * {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > - public double inverseCumulativeProbability(double p) { > + public double inverseCumulativeProbability(double p) throws > OutOfRangeException { > double ret; > > if (p < 0.0 || p > 1.0) { > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/FDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/FDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/FDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/FDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -20,6 +20,7 @@ package org.apache.commons.math.distribu > import java.io.Serializable; > > import org.apache.commons.math.exception.NotStrictlyPositiveException; > +import org.apache.commons.math.exception.OutOfRangeException; > import org.apache.commons.math.exception.util.LocalizedFormats; > import org.apache.commons.math.special.Beta; > import org.apache.commons.math.util.FastMath; > @@ -89,10 +90,8 @@ public class FDistributionImpl > } > > /** > - * Returns the probability density for a particular point. > + * {@inheritDoc} > * > - * @param x The point at which the density should be computed. > - * @return The pdf at point x. > * @since 2.1 > */ > @Override > @@ -110,7 +109,7 @@ public class FDistributionImpl > } > > /** > - * For this distribution, {@code X}, this method returns {@code P(X < > x)}. > + * {@inheritDoc} > * > * The implementation of this method is based on > * <ul> > @@ -119,10 +118,8 @@ public class FDistributionImpl > * F-Distribution</a>, equation (4). > * </li> > * </ul> > - * > - * @param x Value at which the CDF is evaluated. > - * @return CDF for this distribution. > */ > + @Override > public double cumulativeProbability(double x) { > double ret; > if (x <= 0) { > @@ -139,17 +136,13 @@ public class FDistributionImpl > } > > /** > - * For this distribution, {@code X}, this method returns the critical > - * point {@code x}, such that {@code P(X < x) = p}. > - * Returns 0 when p = 0 and {@code Double.POSITIVE_INFINITY} when p = 1. > + * {@inheritDoc} > * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws IllegalArgumentException if {@code p} is not a valid > - * probability. > + * It will return {@code 0} when {@code p = 0} and > + * {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > - public double inverseCumulativeProbability(final double p) { > + public double inverseCumulativeProbability(final double p) throws > OutOfRangeException { > if (p == 0) { > return 0; > } > @@ -207,6 +200,7 @@ public class FDistributionImpl > /** > * {@inheritDoc} > */ > + @Override > public double getNumeratorDegreesOfFreedom() { > return numeratorDegreesOfFreedom; > } > @@ -214,6 +208,7 @@ public class FDistributionImpl > /** > * {@inheritDoc} > */ > + @Override > public double getDenominatorDegreesOfFreedom() { > return denominatorDegreesOfFreedom; > } > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/GammaDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/GammaDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/GammaDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/GammaDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -79,7 +79,7 @@ public class GammaDistributionImpl exten > } > > /** > - * For this distribution, {@code X}, this method returns {@code P(X < > x)}. > + * {@inheritDoc} > * > * The implementation of this method is based on: > * <ul> > @@ -91,10 +91,8 @@ public class GammaDistributionImpl exten > * Belmont, CA: Duxbury Press. > * </li> > * </ul> > - * > - * @param x Value at which the CDF is evaluated. > - * @return CDF for this distribution. > */ > + @Override > public double cumulativeProbability(double x) { > double ret; > > @@ -108,15 +106,10 @@ public class GammaDistributionImpl exten > } > > /** > - * For this distribution, {@code X}, this method returns the critical > - * point {@code x}, such that {@code P(X < x) = p}. > - * It will return 0 when p = 0 and {@code Double.POSITIVE_INFINITY} > - * when p = 1. > - * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws org.apache.commons.math.exception.OutOfRangeException if > - * {@code p} is not a valid probability. > + * {@inheritDoc} > + * > + * It will return {@code 0} when {@cod p = 0} and > + * {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > public double inverseCumulativeProbability(final double p) { > @@ -132,6 +125,7 @@ public class GammaDistributionImpl exten > /** > * {@inheritDoc} > */ > + @Override > public double getAlpha() { > return alpha; > } > @@ -139,6 +133,7 @@ public class GammaDistributionImpl exten > /** > * {@inheritDoc} > */ > + @Override > public double getBeta() { > return beta; > } > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -92,6 +92,7 @@ public class NormalDistributionImpl exte > /** > * {@inheritDoc} > */ > + @Override > public double getMean() { > return mean; > } > @@ -99,6 +100,7 @@ public class NormalDistributionImpl exte > /** > * {@inheritDoc} > */ > + @Override > public double getStandardDeviation() { > return standardDeviation; > } > @@ -114,13 +116,12 @@ public class NormalDistributionImpl exte > } > > /** > - * For this distribution, {@code X}, this method returns {@code P(X < > x)}. > - * If {@code x}is more than 40 standard deviations from the mean, 0 or 1 > is returned, > - * as in these cases the actual value is within {@code Double.MIN_VALUE} > of 0 or 1. > + * {@inheritDoc} > * > - * @param x Value at which the CDF is evaluated. > - * @return CDF evaluated at {@code x}. > + * If {@code x} is more than 40 standard deviations from the mean, 0 or > 1 is returned, > + * as in these cases the actual value is within {@code Double.MIN_VALUE} > of 0 or 1. > */ > + @Override > public double cumulativeProbability(double x) { > final double dev = x - mean; > if (FastMath.abs(dev) > 40 * standardDeviation) { > @@ -133,7 +134,7 @@ public class NormalDistributionImpl exte > * {@inheritDoc} > */ > @Override > - public double cumulativeProbability(double x0, double x1) { > + public double cumulativeProbability(double x0, double x1) throws > NumberIsTooLargeException { > if (x0 > x1) { > throw new > NumberIsTooLargeException(LocalizedFormats.LOWER_ENDPOINT_ABOVE_UPPER_ENDPOINT, > x0, x1, true); > @@ -157,19 +158,13 @@ public class NormalDistributionImpl exte > } > > /** > - * For this distribution, X, this method returns the critical point > - * {@code x}, such that {@code P(X < x) = p}. > - * It will return {@code Double.NEGATIVE_INFINITY} when p = 0 and > - * {@code Double.POSITIVE_INFINITY} for p = 1. > - * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws org.apache.commons.math.exception.OutOfRangeException if > - * {@code p} is not a valid probability. > + * {@inheritDoc} > + * > + * It will return {@code Double.NEGATIVE_INFINITY} when {@code p = 0} > + * and {@code Double.POSITIVE_INFINITY} for {@code p = 1}. > */ > @Override > - public double inverseCumulativeProbability(final double p) > - { > + public double inverseCumulativeProbability(final double p) { > if (p == 0) { > return Double.NEGATIVE_INFINITY; > } > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/TDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/TDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/TDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/TDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -79,6 +79,7 @@ public class TDistributionImpl > * > * @return the degrees of freedom. > */ > + @Override > public double getDegreesOfFreedom() { > return degreesOfFreedom; > } > @@ -96,11 +97,9 @@ public class TDistributionImpl > } > > /** > - * For this distribution, X, this method returns {@code P(X < x}). > - * > - * @param x Value at which the CDF is evaluated. > - * @return CDF evaluated at {@code x}. > + * {@inheritDoc} > */ > + @Override > public double cumulativeProbability(double x) { > double ret; > if (x == 0) { > @@ -122,15 +121,10 @@ public class TDistributionImpl > } > > /** > - * For this distribution, {@code X}, this method returns the critical > - * point {@code x}, such that {@code P(X < x) = p}. > - * Returns {@code Double.NEGATIVE_INFINITY} when p = 0 and > - * {@code Double.POSITIVE_INFINITY} when p = 1. > - * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws org.apache.commons.math.exception.OutOfRangeException if > - * {@code p} is not a valid probability. > + * {@inheritDoc} > + * > + * It will return {@code Double.NEGATIVE_INFINITY} when {@cod p = 0} > + * and {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > public double inverseCumulativeProbability(final double p) { > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/distribution/WeibullDistributionImpl.java > Thu Nov 10 06:21:56 2011 > @@ -88,11 +88,9 @@ public class WeibullDistributionImpl ext > } > > /** > - * For this distribution, {@code X}, this method returns {@code P(X < > x)}. > - * > - * @param x Value at which the CDF is evaluated. > - * @return the CDF evaluated at {@code x}. > + * {@inheritDoc} > */ > + @Override > public double cumulativeProbability(double x) { > double ret; > if (x <= 0.0) { > @@ -106,6 +104,7 @@ public class WeibullDistributionImpl ext > /** > * {@inheritDoc} > */ > + @Override > public double getShape() { > return shape; > } > @@ -113,6 +112,7 @@ public class WeibullDistributionImpl ext > /** > * {@inheritDoc} > */ > + @Override > public double getScale() { > return scale; > } > @@ -140,14 +140,10 @@ public class WeibullDistributionImpl ext > } > > /** > - * For this distribution, {@code X}, this method returns the critical > - * point {@code x}, such that {@code P(X < x) = p}. > - * It will return {@code Double.NEGATIVE_INFINITY} when p = 0 and > - * {@code Double.POSITIVE_INFINITY} when p = 1. > - * > - * @param p Desired probability. > - * @return {@code x}, such that {@code P(X < x) = p}. > - * @throws OutOfRangeException if {@code p} is not a valid probability. > + * {@inheritDoc} > + * > + * It will return {@code 0} when {@code p = 0} and > + * {@code Double.POSITIVE_INFINITY} when {@code p = 1}. > */ > @Override > public double inverseCumulativeProbability(double p) { > > Modified: > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java > (original) > +++ > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java > Thu Nov 10 06:21:56 2011 > @@ -238,7 +238,7 @@ public abstract class ContinuousDistribu > distribution.cumulativeProbability > (cumulativeTestPoints[i], cumulativeTestPoints[i]), > tolerance); > > - // check that P(a < X < b) = P(X < b) - P(X < a) > + // check that P(a < X <= b) = P(X <= b) - P(X <= a) > double upper = FastMath.max(cumulativeTestPoints[i], > cumulativeTestPoints[i -1]); > double lower = FastMath.min(cumulativeTestPoints[i], > cumulativeTestPoints[i -1]); > double diff = distribution.cumulativeProbability(upper) - > > Modified: > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/TDistributionTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/TDistributionTest.java?rev=1200179&r1=1200178&r2=1200179&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/TDistributionTest.java > (original) > +++ > commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/TDistributionTest.java > Thu Nov 10 06:21:56 2011 > @@ -72,7 +72,7 @@ public class TDistributionTest extends C > * Bug report that prompted this unit test.</a> > */ > @Test > - public void testCumulativeProbabilityAgaintStackOverflow() throws > Exception { > + public void testCumulativeProbabilityAgainstStackOverflow() throws > Exception { > TDistributionImpl td = new TDistributionImpl(5.); > td.cumulativeProbability(.1); > td.cumulativeProbability(.01); > > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
