Added: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/analysis/interpolation/AkimaSplineInterpolator.html ============================================================================== --- websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/analysis/interpolation/AkimaSplineInterpolator.html (added) +++ websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/analysis/interpolation/AkimaSplineInterpolator.html Sat Oct 18 20:10:38 2014 @@ -0,0 +1,297 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<html lang="fr"> +<head> +<title>Source code</title> +<link rel="stylesheet" type="text/css" href="../../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<div class="sourceContainer"> +<pre><span class="sourceLineNo">001</span>/*<a name="line.1"></a> +<span class="sourceLineNo">002</span> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> +<span class="sourceLineNo">003</span> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> +<span class="sourceLineNo">004</span> * this work for additional information regarding copyright ownership.<a name="line.4"></a> +<span class="sourceLineNo">005</span> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> +<span class="sourceLineNo">006</span> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> +<span class="sourceLineNo">007</span> * the License. You may obtain a copy of the License at<a name="line.7"></a> +<span class="sourceLineNo">008</span> *<a name="line.8"></a> +<span class="sourceLineNo">009</span> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> +<span class="sourceLineNo">010</span> *<a name="line.10"></a> +<span class="sourceLineNo">011</span> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> +<span class="sourceLineNo">012</span> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> +<span class="sourceLineNo">013</span> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> +<span class="sourceLineNo">014</span> * See the License for the specific language governing permissions and<a name="line.14"></a> +<span class="sourceLineNo">015</span> * limitations under the License.<a name="line.15"></a> +<span class="sourceLineNo">016</span> */<a name="line.16"></a> +<span class="sourceLineNo">017</span>package org.apache.commons.math3.analysis.interpolation;<a name="line.17"></a> +<span class="sourceLineNo">018</span><a name="line.18"></a> +<span class="sourceLineNo">019</span>import org.apache.commons.math3.analysis.polynomials.PolynomialFunction;<a name="line.19"></a> +<span class="sourceLineNo">020</span>import org.apache.commons.math3.analysis.polynomials.PolynomialSplineFunction;<a name="line.20"></a> +<span class="sourceLineNo">021</span>import org.apache.commons.math3.exception.DimensionMismatchException;<a name="line.21"></a> +<span class="sourceLineNo">022</span>import org.apache.commons.math3.exception.NonMonotonicSequenceException;<a name="line.22"></a> +<span class="sourceLineNo">023</span>import org.apache.commons.math3.exception.NullArgumentException;<a name="line.23"></a> +<span class="sourceLineNo">024</span>import org.apache.commons.math3.exception.NumberIsTooSmallException;<a name="line.24"></a> +<span class="sourceLineNo">025</span>import org.apache.commons.math3.exception.util.LocalizedFormats;<a name="line.25"></a> +<span class="sourceLineNo">026</span>import org.apache.commons.math3.util.FastMath;<a name="line.26"></a> +<span class="sourceLineNo">027</span>import org.apache.commons.math3.util.MathArrays;<a name="line.27"></a> +<span class="sourceLineNo">028</span>import org.apache.commons.math3.util.Precision;<a name="line.28"></a> +<span class="sourceLineNo">029</span><a name="line.29"></a> +<span class="sourceLineNo">030</span>/**<a name="line.30"></a> +<span class="sourceLineNo">031</span> * Computes a cubic spline interpolation for the data set using the Akima<a name="line.31"></a> +<span class="sourceLineNo">032</span> * algorithm, as originally formulated by Hiroshi Akima in his 1970 paper<a name="line.32"></a> +<span class="sourceLineNo">033</span> * "A New Method of Interpolation and Smooth Curve Fitting Based on Local Procedures."<a name="line.33"></a> +<span class="sourceLineNo">034</span> * J. ACM 17, 4 (October 1970), 589-602. DOI=10.1145/321607.321609<a name="line.34"></a> +<span class="sourceLineNo">035</span> * http://doi.acm.org/10.1145/321607.321609<a name="line.35"></a> +<span class="sourceLineNo">036</span> * <p><a name="line.36"></a> +<span class="sourceLineNo">037</span> * This implementation is based on the Akima implementation in the CubicSpline<a name="line.37"></a> +<span class="sourceLineNo">038</span> * class in the Math.NET Numerics library. The method referenced is<a name="line.38"></a> +<span class="sourceLineNo">039</span> * CubicSpline.InterpolateAkimaSorted<a name="line.39"></a> +<span class="sourceLineNo">040</span> * <p><a name="line.40"></a> +<span class="sourceLineNo">041</span> * The {@link #interpolate(double[], double[])} method returns a<a name="line.41"></a> +<span class="sourceLineNo">042</span> * {@link PolynomialSplineFunction} consisting of n cubic polynomials, defined<a name="line.42"></a> +<span class="sourceLineNo">043</span> * over the subintervals determined by the x values, x[0] < x[i] ... < x[n]. The<a name="line.43"></a> +<span class="sourceLineNo">044</span> * Akima algorithm requires that n >= 5.<a name="line.44"></a> +<span class="sourceLineNo">045</span> * </p><a name="line.45"></a> +<span class="sourceLineNo">046</span> * <p><a name="line.46"></a> +<span class="sourceLineNo">047</span> */<a name="line.47"></a> +<span class="sourceLineNo">048</span><a name="line.48"></a> +<span class="sourceLineNo">049</span>public class AkimaSplineInterpolator<a name="line.49"></a> +<span class="sourceLineNo">050</span> implements UnivariateInterpolator {<a name="line.50"></a> +<span class="sourceLineNo">051</span><a name="line.51"></a> +<span class="sourceLineNo">052</span><a name="line.52"></a> +<span class="sourceLineNo">053</span> /**<a name="line.53"></a> +<span class="sourceLineNo">054</span> * The minimum number of points that are needed to compute the function<a name="line.54"></a> +<span class="sourceLineNo">055</span> */<a name="line.55"></a> +<span class="sourceLineNo">056</span> public static final int MINIMUM_NUMBER_POINTS = 5;<a name="line.56"></a> +<span class="sourceLineNo">057</span><a name="line.57"></a> +<span class="sourceLineNo">058</span> /**<a name="line.58"></a> +<span class="sourceLineNo">059</span> * Default constructor. Builds an AkimaSplineInterpolator object<a name="line.59"></a> +<span class="sourceLineNo">060</span> */<a name="line.60"></a> +<span class="sourceLineNo">061</span> public AkimaSplineInterpolator() {<a name="line.61"></a> +<span class="sourceLineNo">062</span><a name="line.62"></a> +<span class="sourceLineNo">063</span> }<a name="line.63"></a> +<span class="sourceLineNo">064</span><a name="line.64"></a> +<span class="sourceLineNo">065</span> /**<a name="line.65"></a> +<span class="sourceLineNo">066</span> * Computes an interpolating function for the data set.<a name="line.66"></a> +<span class="sourceLineNo">067</span> *<a name="line.67"></a> +<span class="sourceLineNo">068</span> * @param xvals the arguments for the interpolation points<a name="line.68"></a> +<span class="sourceLineNo">069</span> * @param yvals the values for the interpolation points<a name="line.69"></a> +<span class="sourceLineNo">070</span> * @return a function which interpolates the data set<a name="line.70"></a> +<span class="sourceLineNo">071</span> * @throws DimensionMismatchException if {@code x} and {@code y} have<a name="line.71"></a> +<span class="sourceLineNo">072</span> * different sizes.<a name="line.72"></a> +<span class="sourceLineNo">073</span> * @throws NonMonotonicSequenceException if {@code x} is not sorted in<a name="line.73"></a> +<span class="sourceLineNo">074</span> * strict increasing order.<a name="line.74"></a> +<span class="sourceLineNo">075</span> * @throws NumberIsTooSmallException if the size of {@code x} is smaller<a name="line.75"></a> +<span class="sourceLineNo">076</span> * than 5.<a name="line.76"></a> +<span class="sourceLineNo">077</span> */<a name="line.77"></a> +<span class="sourceLineNo">078</span> public PolynomialSplineFunction interpolate(double[] xvals, double[] yvals)<a name="line.78"></a> +<span class="sourceLineNo">079</span> throws DimensionMismatchException, NumberIsTooSmallException,<a name="line.79"></a> +<span class="sourceLineNo">080</span> NonMonotonicSequenceException {<a name="line.80"></a> +<span class="sourceLineNo">081</span> if (xvals == null || yvals == null) {<a name="line.81"></a> +<span class="sourceLineNo">082</span> throw new NullArgumentException();<a name="line.82"></a> +<span class="sourceLineNo">083</span> }<a name="line.83"></a> +<span class="sourceLineNo">084</span><a name="line.84"></a> +<span class="sourceLineNo">085</span> if (xvals.length != yvals.length) {<a name="line.85"></a> +<span class="sourceLineNo">086</span> throw new DimensionMismatchException(xvals.length, yvals.length);<a name="line.86"></a> +<span class="sourceLineNo">087</span> }<a name="line.87"></a> +<span class="sourceLineNo">088</span><a name="line.88"></a> +<span class="sourceLineNo">089</span> if (xvals.length < MINIMUM_NUMBER_POINTS) {<a name="line.89"></a> +<span class="sourceLineNo">090</span> throw new NumberIsTooSmallException(<a name="line.90"></a> +<span class="sourceLineNo">091</span> LocalizedFormats.NUMBER_OF_POINTS,<a name="line.91"></a> +<span class="sourceLineNo">092</span> xvals.length,<a name="line.92"></a> +<span class="sourceLineNo">093</span> MINIMUM_NUMBER_POINTS, true);<a name="line.93"></a> +<span class="sourceLineNo">094</span> }<a name="line.94"></a> +<span class="sourceLineNo">095</span><a name="line.95"></a> +<span class="sourceLineNo">096</span> MathArrays.checkOrder(xvals);<a name="line.96"></a> +<span class="sourceLineNo">097</span><a name="line.97"></a> +<span class="sourceLineNo">098</span> final int numberOfDiffAndWeightElements = xvals.length - 1;<a name="line.98"></a> +<span class="sourceLineNo">099</span><a name="line.99"></a> +<span class="sourceLineNo">100</span> double differences[] = new double[numberOfDiffAndWeightElements];<a name="line.100"></a> +<span class="sourceLineNo">101</span> double weights[] = new double[numberOfDiffAndWeightElements];<a name="line.101"></a> +<span class="sourceLineNo">102</span><a name="line.102"></a> +<span class="sourceLineNo">103</span> for (int i = 0; i < differences.length; i++) {<a name="line.103"></a> +<span class="sourceLineNo">104</span> differences[i] = (yvals[i + 1] - yvals[i]) /<a name="line.104"></a> +<span class="sourceLineNo">105</span> (xvals[i + 1] - xvals[i]);<a name="line.105"></a> +<span class="sourceLineNo">106</span> }<a name="line.106"></a> +<span class="sourceLineNo">107</span><a name="line.107"></a> +<span class="sourceLineNo">108</span> for (int i = 1; i < weights.length; i++) {<a name="line.108"></a> +<span class="sourceLineNo">109</span> weights[i] = FastMath.abs(differences[i] - differences[i - 1]);<a name="line.109"></a> +<span class="sourceLineNo">110</span> }<a name="line.110"></a> +<span class="sourceLineNo">111</span><a name="line.111"></a> +<span class="sourceLineNo">112</span> /* Prepare Hermite interpolation scheme */<a name="line.112"></a> +<span class="sourceLineNo">113</span><a name="line.113"></a> +<span class="sourceLineNo">114</span> double firstDerivatives[] = new double[xvals.length];<a name="line.114"></a> +<span class="sourceLineNo">115</span><a name="line.115"></a> +<span class="sourceLineNo">116</span> for (int i = 2; i < firstDerivatives.length - 2; i++) {<a name="line.116"></a> +<span class="sourceLineNo">117</span> if (Precision.equals(weights[i - 1], 0.0) &&<a name="line.117"></a> +<span class="sourceLineNo">118</span> Precision.equals(weights[i + 1], 0.0)) {<a name="line.118"></a> +<span class="sourceLineNo">119</span> firstDerivatives[i] = (((xvals[i + 1] - xvals[i]) * differences[i - 1]) + ((xvals[i] - xvals[i - 1]) * differences[i])) /<a name="line.119"></a> +<span class="sourceLineNo">120</span> (xvals[i + 1] - xvals[i - 1]);<a name="line.120"></a> +<span class="sourceLineNo">121</span> } else {<a name="line.121"></a> +<span class="sourceLineNo">122</span> firstDerivatives[i] = ((weights[i + 1] * differences[i - 1]) + (weights[i - 1] * differences[i])) /<a name="line.122"></a> +<span class="sourceLineNo">123</span> (weights[i + 1] + weights[i - 1]);<a name="line.123"></a> +<span class="sourceLineNo">124</span> }<a name="line.124"></a> +<span class="sourceLineNo">125</span> }<a name="line.125"></a> +<span class="sourceLineNo">126</span><a name="line.126"></a> +<span class="sourceLineNo">127</span> firstDerivatives[0] = this.differentiateThreePoint(xvals, yvals, 0, 0,<a name="line.127"></a> +<span class="sourceLineNo">128</span> 1, 2);<a name="line.128"></a> +<span class="sourceLineNo">129</span> firstDerivatives[1] = this.differentiateThreePoint(xvals, yvals, 1, 0,<a name="line.129"></a> +<span class="sourceLineNo">130</span> 1, 2);<a name="line.130"></a> +<span class="sourceLineNo">131</span> firstDerivatives[xvals.length - 2] = this<a name="line.131"></a> +<span class="sourceLineNo">132</span> .differentiateThreePoint(xvals, yvals, xvals.length - 2,<a name="line.132"></a> +<span class="sourceLineNo">133</span> xvals.length - 3, xvals.length - 2,<a name="line.133"></a> +<span class="sourceLineNo">134</span> xvals.length - 1);<a name="line.134"></a> +<span class="sourceLineNo">135</span> firstDerivatives[xvals.length - 1] = this<a name="line.135"></a> +<span class="sourceLineNo">136</span> .differentiateThreePoint(xvals, yvals, xvals.length - 1,<a name="line.136"></a> +<span class="sourceLineNo">137</span> xvals.length - 3, xvals.length - 2,<a name="line.137"></a> +<span class="sourceLineNo">138</span> xvals.length - 1);<a name="line.138"></a> +<span class="sourceLineNo">139</span><a name="line.139"></a> +<span class="sourceLineNo">140</span> return this.interpolateHermiteSorted(xvals, yvals, firstDerivatives);<a name="line.140"></a> +<span class="sourceLineNo">141</span> }<a name="line.141"></a> +<span class="sourceLineNo">142</span><a name="line.142"></a> +<span class="sourceLineNo">143</span> /**<a name="line.143"></a> +<span class="sourceLineNo">144</span> * Three point differentiation helper, modeled off of the same method in the<a name="line.144"></a> +<span class="sourceLineNo">145</span> * Math.NET CubicSpline class. This is used by both the Apache Math and the<a name="line.145"></a> +<span class="sourceLineNo">146</span> * Math.NET Akima Cubic Spline algorithms<a name="line.146"></a> +<span class="sourceLineNo">147</span> *<a name="line.147"></a> +<span class="sourceLineNo">148</span> * @param xvals x values to calculate the numerical derivative with<a name="line.148"></a> +<span class="sourceLineNo">149</span> * @param yvals y values to calculate the numerical derivative with<a name="line.149"></a> +<span class="sourceLineNo">150</span> * @param indexOfDifferentiation index of the elemnt we are calculating the derivative around<a name="line.150"></a> +<span class="sourceLineNo">151</span> * @param indexOfFirstSample index of the first element to sample for the three point method<a name="line.151"></a> +<span class="sourceLineNo">152</span> * @param indexOfSecondsample index of the second element to sample for the three point method<a name="line.152"></a> +<span class="sourceLineNo">153</span> * @param indexOfThirdSample index of the third element to sample for the three point method<a name="line.153"></a> +<span class="sourceLineNo">154</span> * @return the derivative<a name="line.154"></a> +<span class="sourceLineNo">155</span> */<a name="line.155"></a> +<span class="sourceLineNo">156</span> private double differentiateThreePoint(double[] xvals, double[] yvals,<a name="line.156"></a> +<span class="sourceLineNo">157</span> int indexOfDifferentiation,<a name="line.157"></a> +<span class="sourceLineNo">158</span> int indexOfFirstSample,<a name="line.158"></a> +<span class="sourceLineNo">159</span> int indexOfSecondsample,<a name="line.159"></a> +<span class="sourceLineNo">160</span> int indexOfThirdSample) {<a name="line.160"></a> +<span class="sourceLineNo">161</span> double x0 = yvals[indexOfFirstSample];<a name="line.161"></a> +<span class="sourceLineNo">162</span> double x1 = yvals[indexOfSecondsample];<a name="line.162"></a> +<span class="sourceLineNo">163</span> double x2 = yvals[indexOfThirdSample];<a name="line.163"></a> +<span class="sourceLineNo">164</span><a name="line.164"></a> +<span class="sourceLineNo">165</span> double t = xvals[indexOfDifferentiation] - xvals[indexOfFirstSample];<a name="line.165"></a> +<span class="sourceLineNo">166</span> double t1 = xvals[indexOfSecondsample] - xvals[indexOfFirstSample];<a name="line.166"></a> +<span class="sourceLineNo">167</span> double t2 = xvals[indexOfThirdSample] - xvals[indexOfFirstSample];<a name="line.167"></a> +<span class="sourceLineNo">168</span><a name="line.168"></a> +<span class="sourceLineNo">169</span> double a = (x2 - x0 - (t2 / t1 * (x1 - x0))) / (t2 * t2 - t1 * t2);<a name="line.169"></a> +<span class="sourceLineNo">170</span> double b = (x1 - x0 - a * t1 * t1) / t1;<a name="line.170"></a> +<span class="sourceLineNo">171</span> return (2 * a * t) + b;<a name="line.171"></a> +<span class="sourceLineNo">172</span> }<a name="line.172"></a> +<span class="sourceLineNo">173</span><a name="line.173"></a> +<span class="sourceLineNo">174</span> /**<a name="line.174"></a> +<span class="sourceLineNo">175</span> * Creates a Hermite cubic spline interpolation from the set of (x,y) value<a name="line.175"></a> +<span class="sourceLineNo">176</span> * pairs and their derivatives. This is modeled off of the<a name="line.176"></a> +<span class="sourceLineNo">177</span> * InterpolateHermiteSorted method in the Math.NET CubicSpline class.<a name="line.177"></a> +<span class="sourceLineNo">178</span> *<a name="line.178"></a> +<span class="sourceLineNo">179</span> * @param xvals x values for interpolation<a name="line.179"></a> +<span class="sourceLineNo">180</span> * @param yvals y values for interpolation<a name="line.180"></a> +<span class="sourceLineNo">181</span> * @param firstDerivatives first derivative values of the function<a name="line.181"></a> +<span class="sourceLineNo">182</span> * @return polynomial that fits the function<a name="line.182"></a> +<span class="sourceLineNo">183</span> */<a name="line.183"></a> +<span class="sourceLineNo">184</span> private PolynomialSplineFunction interpolateHermiteSorted(double[] xvals,<a name="line.184"></a> +<span class="sourceLineNo">185</span> double[] yvals,<a name="line.185"></a> +<span class="sourceLineNo">186</span> double[] firstDerivatives) {<a name="line.186"></a> +<span class="sourceLineNo">187</span> if (xvals.length != yvals.length) {<a name="line.187"></a> +<span class="sourceLineNo">188</span> throw new DimensionMismatchException(xvals.length, yvals.length);<a name="line.188"></a> +<span class="sourceLineNo">189</span> }<a name="line.189"></a> +<span class="sourceLineNo">190</span><a name="line.190"></a> +<span class="sourceLineNo">191</span> if (xvals.length != firstDerivatives.length) {<a name="line.191"></a> +<span class="sourceLineNo">192</span> throw new DimensionMismatchException(xvals.length,<a name="line.192"></a> +<span class="sourceLineNo">193</span> firstDerivatives.length);<a name="line.193"></a> +<span class="sourceLineNo">194</span> }<a name="line.194"></a> +<span class="sourceLineNo">195</span><a name="line.195"></a> +<span class="sourceLineNo">196</span> final int minimumLength = 2;<a name="line.196"></a> +<span class="sourceLineNo">197</span> if (xvals.length < minimumLength) {<a name="line.197"></a> +<span class="sourceLineNo">198</span> throw new NumberIsTooSmallException(<a name="line.198"></a> +<span class="sourceLineNo">199</span> LocalizedFormats.NUMBER_OF_POINTS,<a name="line.199"></a> +<span class="sourceLineNo">200</span> xvals.length, minimumLength,<a name="line.200"></a> +<span class="sourceLineNo">201</span> true);<a name="line.201"></a> +<span class="sourceLineNo">202</span> }<a name="line.202"></a> +<span class="sourceLineNo">203</span><a name="line.203"></a> +<span class="sourceLineNo">204</span> int size = xvals.length - 1;<a name="line.204"></a> +<span class="sourceLineNo">205</span> final PolynomialFunction polynomials[] = new PolynomialFunction[size];<a name="line.205"></a> +<span class="sourceLineNo">206</span> final double coefficients[] = new double[4];<a name="line.206"></a> +<span class="sourceLineNo">207</span><a name="line.207"></a> +<span class="sourceLineNo">208</span> for (int i = 0; i < polynomials.length; i++) {<a name="line.208"></a> +<span class="sourceLineNo">209</span> double w = xvals[i + 1] - xvals[i];<a name="line.209"></a> +<span class="sourceLineNo">210</span> double w2 = w * w;<a name="line.210"></a> +<span class="sourceLineNo">211</span> coefficients[0] = yvals[i];<a name="line.211"></a> +<span class="sourceLineNo">212</span> coefficients[1] = firstDerivatives[i];<a name="line.212"></a> +<span class="sourceLineNo">213</span> coefficients[2] = (3 * (yvals[i + 1] - yvals[i]) / w - 2 *<a name="line.213"></a> +<span class="sourceLineNo">214</span> firstDerivatives[i] - firstDerivatives[i + 1]) /<a name="line.214"></a> +<span class="sourceLineNo">215</span> w;<a name="line.215"></a> +<span class="sourceLineNo">216</span> coefficients[3] = (2 * (yvals[i] - yvals[i + 1]) / w +<a name="line.216"></a> +<span class="sourceLineNo">217</span> firstDerivatives[i] + firstDerivatives[i + 1]) /<a name="line.217"></a> +<span class="sourceLineNo">218</span> w2;<a name="line.218"></a> +<span class="sourceLineNo">219</span> polynomials[i] = new PolynomialFunction(coefficients);<a name="line.219"></a> +<span class="sourceLineNo">220</span> }<a name="line.220"></a> +<span class="sourceLineNo">221</span><a name="line.221"></a> +<span class="sourceLineNo">222</span> return new PolynomialSplineFunction(xvals, polynomials);<a name="line.222"></a> +<span class="sourceLineNo">223</span><a name="line.223"></a> +<span class="sourceLineNo">224</span> }<a name="line.224"></a> +<span class="sourceLineNo">225</span>}<a name="line.225"></a> + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +</pre> +</div> +</body> +</html>
Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/analysis/interpolation/AkimaSplineInterpolator.html ------------------------------------------------------------------------------ svn:eol-style = native Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/analysis/interpolation/AkimaSplineInterpolator.html ------------------------------------------------------------------------------ svn:keywords = Author Date Id Revision Added: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/ConstantRealDistribution.html ============================================================================== --- websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/ConstantRealDistribution.html (added) +++ websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/ConstantRealDistribution.html Sat Oct 18 20:10:38 2014 @@ -0,0 +1,193 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<html lang="fr"> +<head> +<title>Source code</title> +<link rel="stylesheet" type="text/css" href="../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<div class="sourceContainer"> +<pre><span class="sourceLineNo">001</span>/*<a name="line.1"></a> +<span class="sourceLineNo">002</span> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> +<span class="sourceLineNo">003</span> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> +<span class="sourceLineNo">004</span> * this work for additional information regarding copyright ownership.<a name="line.4"></a> +<span class="sourceLineNo">005</span> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> +<span class="sourceLineNo">006</span> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> +<span class="sourceLineNo">007</span> * the License. You may obtain a copy of the License at<a name="line.7"></a> +<span class="sourceLineNo">008</span> *<a name="line.8"></a> +<span class="sourceLineNo">009</span> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> +<span class="sourceLineNo">010</span> *<a name="line.10"></a> +<span class="sourceLineNo">011</span> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> +<span class="sourceLineNo">012</span> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> +<span class="sourceLineNo">013</span> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> +<span class="sourceLineNo">014</span> * See the License for the specific language governing permissions and<a name="line.14"></a> +<span class="sourceLineNo">015</span> * limitations under the License.<a name="line.15"></a> +<span class="sourceLineNo">016</span> */<a name="line.16"></a> +<span class="sourceLineNo">017</span><a name="line.17"></a> +<span class="sourceLineNo">018</span>package org.apache.commons.math3.distribution;<a name="line.18"></a> +<span class="sourceLineNo">019</span><a name="line.19"></a> +<span class="sourceLineNo">020</span>import org.apache.commons.math3.exception.OutOfRangeException;<a name="line.20"></a> +<span class="sourceLineNo">021</span><a name="line.21"></a> +<span class="sourceLineNo">022</span>/**<a name="line.22"></a> +<span class="sourceLineNo">023</span> * Implementation of the constant real distribution.<a name="line.23"></a> +<span class="sourceLineNo">024</span> *<a name="line.24"></a> +<span class="sourceLineNo">025</span> * @since 3.4<a name="line.25"></a> +<span class="sourceLineNo">026</span> */<a name="line.26"></a> +<span class="sourceLineNo">027</span>public class ConstantRealDistribution extends AbstractRealDistribution {<a name="line.27"></a> +<span class="sourceLineNo">028</span><a name="line.28"></a> +<span class="sourceLineNo">029</span> /** Serialization ID */<a name="line.29"></a> +<span class="sourceLineNo">030</span> private static final long serialVersionUID = -4157745166772046273L;<a name="line.30"></a> +<span class="sourceLineNo">031</span><a name="line.31"></a> +<span class="sourceLineNo">032</span> /** Constant value of the distribution */<a name="line.32"></a> +<span class="sourceLineNo">033</span> private final double value;<a name="line.33"></a> +<span class="sourceLineNo">034</span><a name="line.34"></a> +<span class="sourceLineNo">035</span> /**<a name="line.35"></a> +<span class="sourceLineNo">036</span> * Create a constant real distribution with the given value.<a name="line.36"></a> +<span class="sourceLineNo">037</span> *<a name="line.37"></a> +<span class="sourceLineNo">038</span> * @param value the constant value of this distribution<a name="line.38"></a> +<span class="sourceLineNo">039</span> */<a name="line.39"></a> +<span class="sourceLineNo">040</span> public ConstantRealDistribution(double value) {<a name="line.40"></a> +<span class="sourceLineNo">041</span> super(null); // Avoid creating RandomGenerator<a name="line.41"></a> +<span class="sourceLineNo">042</span> this.value = value;<a name="line.42"></a> +<span class="sourceLineNo">043</span> }<a name="line.43"></a> +<span class="sourceLineNo">044</span><a name="line.44"></a> +<span class="sourceLineNo">045</span> /** {@inheritDoc} */<a name="line.45"></a> +<span class="sourceLineNo">046</span> public double density(double x) {<a name="line.46"></a> +<span class="sourceLineNo">047</span> return x == value ? 1 : 0;<a name="line.47"></a> +<span class="sourceLineNo">048</span> }<a name="line.48"></a> +<span class="sourceLineNo">049</span><a name="line.49"></a> +<span class="sourceLineNo">050</span> /** {@inheritDoc} */<a name="line.50"></a> +<span class="sourceLineNo">051</span> public double cumulativeProbability(double x) {<a name="line.51"></a> +<span class="sourceLineNo">052</span> return x < value ? 0 : 1;<a name="line.52"></a> +<span class="sourceLineNo">053</span> }<a name="line.53"></a> +<span class="sourceLineNo">054</span><a name="line.54"></a> +<span class="sourceLineNo">055</span> @Override<a name="line.55"></a> +<span class="sourceLineNo">056</span> public double inverseCumulativeProbability(final double p)<a name="line.56"></a> +<span class="sourceLineNo">057</span> throws OutOfRangeException {<a name="line.57"></a> +<span class="sourceLineNo">058</span> if (p < 0.0 || p > 1.0) {<a name="line.58"></a> +<span class="sourceLineNo">059</span> throw new OutOfRangeException(p, 0, 1);<a name="line.59"></a> +<span class="sourceLineNo">060</span> }<a name="line.60"></a> +<span class="sourceLineNo">061</span> return value;<a name="line.61"></a> +<span class="sourceLineNo">062</span> }<a name="line.62"></a> +<span class="sourceLineNo">063</span><a name="line.63"></a> +<span class="sourceLineNo">064</span> /**<a name="line.64"></a> +<span class="sourceLineNo">065</span> * {@inheritDoc}<a name="line.65"></a> +<span class="sourceLineNo">066</span> */<a name="line.66"></a> +<span class="sourceLineNo">067</span> public double getNumericalMean() {<a name="line.67"></a> +<span class="sourceLineNo">068</span> return value;<a name="line.68"></a> +<span class="sourceLineNo">069</span> }<a name="line.69"></a> +<span class="sourceLineNo">070</span><a name="line.70"></a> +<span class="sourceLineNo">071</span> /**<a name="line.71"></a> +<span class="sourceLineNo">072</span> * {@inheritDoc}<a name="line.72"></a> +<span class="sourceLineNo">073</span> */<a name="line.73"></a> +<span class="sourceLineNo">074</span> public double getNumericalVariance() {<a name="line.74"></a> +<span class="sourceLineNo">075</span> return 0;<a name="line.75"></a> +<span class="sourceLineNo">076</span> }<a name="line.76"></a> +<span class="sourceLineNo">077</span><a name="line.77"></a> +<span class="sourceLineNo">078</span> /**<a name="line.78"></a> +<span class="sourceLineNo">079</span> * {@inheritDoc}<a name="line.79"></a> +<span class="sourceLineNo">080</span> */<a name="line.80"></a> +<span class="sourceLineNo">081</span> public double getSupportLowerBound() {<a name="line.81"></a> +<span class="sourceLineNo">082</span> return value;<a name="line.82"></a> +<span class="sourceLineNo">083</span> }<a name="line.83"></a> +<span class="sourceLineNo">084</span><a name="line.84"></a> +<span class="sourceLineNo">085</span> /**<a name="line.85"></a> +<span class="sourceLineNo">086</span> * {@inheritDoc}<a name="line.86"></a> +<span class="sourceLineNo">087</span> */<a name="line.87"></a> +<span class="sourceLineNo">088</span> public double getSupportUpperBound() {<a name="line.88"></a> +<span class="sourceLineNo">089</span> return value;<a name="line.89"></a> +<span class="sourceLineNo">090</span> }<a name="line.90"></a> +<span class="sourceLineNo">091</span><a name="line.91"></a> +<span class="sourceLineNo">092</span> /** {@inheritDoc} */<a name="line.92"></a> +<span class="sourceLineNo">093</span> public boolean isSupportLowerBoundInclusive() {<a name="line.93"></a> +<span class="sourceLineNo">094</span> return true;<a name="line.94"></a> +<span class="sourceLineNo">095</span> }<a name="line.95"></a> +<span class="sourceLineNo">096</span><a name="line.96"></a> +<span class="sourceLineNo">097</span> /** {@inheritDoc} */<a name="line.97"></a> +<span class="sourceLineNo">098</span> public boolean isSupportUpperBoundInclusive() {<a name="line.98"></a> +<span class="sourceLineNo">099</span> return true;<a name="line.99"></a> +<span class="sourceLineNo">100</span> }<a name="line.100"></a> +<span class="sourceLineNo">101</span><a name="line.101"></a> +<span class="sourceLineNo">102</span> /**<a name="line.102"></a> +<span class="sourceLineNo">103</span> * {@inheritDoc}<a name="line.103"></a> +<span class="sourceLineNo">104</span> */<a name="line.104"></a> +<span class="sourceLineNo">105</span> public boolean isSupportConnected() {<a name="line.105"></a> +<span class="sourceLineNo">106</span> return true;<a name="line.106"></a> +<span class="sourceLineNo">107</span> }<a name="line.107"></a> +<span class="sourceLineNo">108</span><a name="line.108"></a> +<span class="sourceLineNo">109</span> /** {@inheritDoc} */<a name="line.109"></a> +<span class="sourceLineNo">110</span> @Override<a name="line.110"></a> +<span class="sourceLineNo">111</span> public double sample() {<a name="line.111"></a> +<span class="sourceLineNo">112</span> return value;<a name="line.112"></a> +<span class="sourceLineNo">113</span> }<a name="line.113"></a> +<span class="sourceLineNo">114</span><a name="line.114"></a> +<span class="sourceLineNo">115</span> /**<a name="line.115"></a> +<span class="sourceLineNo">116</span> * Override with no-op (there is no generator).<a name="line.116"></a> +<span class="sourceLineNo">117</span> * @param seed (ignored)<a name="line.117"></a> +<span class="sourceLineNo">118</span> */<a name="line.118"></a> +<span class="sourceLineNo">119</span> @Override<a name="line.119"></a> +<span class="sourceLineNo">120</span> public void reseedRandomGenerator(long seed) {}<a name="line.120"></a> +<span class="sourceLineNo">121</span>}<a name="line.121"></a> + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +</pre> +</div> +</body> +</html> Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/ConstantRealDistribution.html ------------------------------------------------------------------------------ svn:eol-style = native Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/ConstantRealDistribution.html ------------------------------------------------------------------------------ svn:keywords = Author Date Id Revision Added: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/GumbelDistribution.html ============================================================================== --- websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/GumbelDistribution.html (added) +++ websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/GumbelDistribution.html Sat Oct 18 20:10:38 2014 @@ -0,0 +1,231 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<html lang="fr"> +<head> +<title>Source code</title> +<link rel="stylesheet" type="text/css" href="../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<div class="sourceContainer"> +<pre><span class="sourceLineNo">001</span>/*<a name="line.1"></a> +<span class="sourceLineNo">002</span> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> +<span class="sourceLineNo">003</span> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> +<span class="sourceLineNo">004</span> * this work for additional information regarding copyright ownership.<a name="line.4"></a> +<span class="sourceLineNo">005</span> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> +<span class="sourceLineNo">006</span> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> +<span class="sourceLineNo">007</span> * the License. You may obtain a copy of the License at<a name="line.7"></a> +<span class="sourceLineNo">008</span> *<a name="line.8"></a> +<span class="sourceLineNo">009</span> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> +<span class="sourceLineNo">010</span> *<a name="line.10"></a> +<span class="sourceLineNo">011</span> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> +<span class="sourceLineNo">012</span> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> +<span class="sourceLineNo">013</span> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> +<span class="sourceLineNo">014</span> * See the License for the specific language governing permissions and<a name="line.14"></a> +<span class="sourceLineNo">015</span> * limitations under the License.<a name="line.15"></a> +<span class="sourceLineNo">016</span> */<a name="line.16"></a> +<span class="sourceLineNo">017</span>package org.apache.commons.math3.distribution;<a name="line.17"></a> +<span class="sourceLineNo">018</span><a name="line.18"></a> +<span class="sourceLineNo">019</span>import org.apache.commons.math3.exception.NotStrictlyPositiveException;<a name="line.19"></a> +<span class="sourceLineNo">020</span>import org.apache.commons.math3.exception.OutOfRangeException;<a name="line.20"></a> +<span class="sourceLineNo">021</span>import org.apache.commons.math3.exception.util.LocalizedFormats;<a name="line.21"></a> +<span class="sourceLineNo">022</span>import org.apache.commons.math3.random.RandomGenerator;<a name="line.22"></a> +<span class="sourceLineNo">023</span>import org.apache.commons.math3.random.Well19937c;<a name="line.23"></a> +<span class="sourceLineNo">024</span>import org.apache.commons.math3.util.FastMath;<a name="line.24"></a> +<span class="sourceLineNo">025</span>import org.apache.commons.math3.util.MathUtils;<a name="line.25"></a> +<span class="sourceLineNo">026</span><a name="line.26"></a> +<span class="sourceLineNo">027</span>/**<a name="line.27"></a> +<span class="sourceLineNo">028</span> * This class implements the Gumbel distribution.<a name="line.28"></a> +<span class="sourceLineNo">029</span> *<a name="line.29"></a> +<span class="sourceLineNo">030</span> * @see <a href="http://en.wikipedia.org/wiki/Gumbel_distribution">Gumbel Distribution (Wikipedia)</a><a name="line.30"></a> +<span class="sourceLineNo">031</span> * @see <a href="http://mathworld.wolfram.com/GumbelDistribution.html">Gumbel Distribution (Mathworld)</a><a name="line.31"></a> +<span class="sourceLineNo">032</span> *<a name="line.32"></a> +<span class="sourceLineNo">033</span> * @since 3.4<a name="line.33"></a> +<span class="sourceLineNo">034</span> */<a name="line.34"></a> +<span class="sourceLineNo">035</span>public class GumbelDistribution extends AbstractRealDistribution {<a name="line.35"></a> +<span class="sourceLineNo">036</span><a name="line.36"></a> +<span class="sourceLineNo">037</span> /** Serializable version identifier. */<a name="line.37"></a> +<span class="sourceLineNo">038</span> private static final long serialVersionUID = 20141003;<a name="line.38"></a> +<span class="sourceLineNo">039</span><a name="line.39"></a> +<span class="sourceLineNo">040</span> /**<a name="line.40"></a> +<span class="sourceLineNo">041</span> * Approximation of Euler's constant<a name="line.41"></a> +<span class="sourceLineNo">042</span> * see http://mathworld.wolfram.com/Euler-MascheroniConstantApproximations.html<a name="line.42"></a> +<span class="sourceLineNo">043</span> */<a name="line.43"></a> +<span class="sourceLineNo">044</span> private static final double EULER = FastMath.PI / (2 * FastMath.E);<a name="line.44"></a> +<span class="sourceLineNo">045</span><a name="line.45"></a> +<span class="sourceLineNo">046</span> /** The location parameter. */<a name="line.46"></a> +<span class="sourceLineNo">047</span> private final double mu;<a name="line.47"></a> +<span class="sourceLineNo">048</span> /** The scale parameter. */<a name="line.48"></a> +<span class="sourceLineNo">049</span> private final double beta;<a name="line.49"></a> +<span class="sourceLineNo">050</span><a name="line.50"></a> +<span class="sourceLineNo">051</span> /**<a name="line.51"></a> +<span class="sourceLineNo">052</span> * Build a new instance.<a name="line.52"></a> +<span class="sourceLineNo">053</span> *<a name="line.53"></a> +<span class="sourceLineNo">054</span> * @param mu location parameter<a name="line.54"></a> +<span class="sourceLineNo">055</span> * @param beta scale parameter (must be positive)<a name="line.55"></a> +<span class="sourceLineNo">056</span> * @throws NotStrictlyPositiveException if {@code beta <= 0}<a name="line.56"></a> +<span class="sourceLineNo">057</span> */<a name="line.57"></a> +<span class="sourceLineNo">058</span> public GumbelDistribution(double mu, double beta) {<a name="line.58"></a> +<span class="sourceLineNo">059</span> this(new Well19937c(), mu, beta);<a name="line.59"></a> +<span class="sourceLineNo">060</span> }<a name="line.60"></a> +<span class="sourceLineNo">061</span><a name="line.61"></a> +<span class="sourceLineNo">062</span> /**<a name="line.62"></a> +<span class="sourceLineNo">063</span> * Build a new instance.<a name="line.63"></a> +<span class="sourceLineNo">064</span> *<a name="line.64"></a> +<span class="sourceLineNo">065</span> * @param rng Random number generator<a name="line.65"></a> +<span class="sourceLineNo">066</span> * @param mu location parameter<a name="line.66"></a> +<span class="sourceLineNo">067</span> * @param beta scale parameter (must be positive)<a name="line.67"></a> +<span class="sourceLineNo">068</span> * @throws NotStrictlyPositiveException if {@code beta <= 0}<a name="line.68"></a> +<span class="sourceLineNo">069</span> */<a name="line.69"></a> +<span class="sourceLineNo">070</span> public GumbelDistribution(RandomGenerator rng, double mu, double beta) {<a name="line.70"></a> +<span class="sourceLineNo">071</span> super(rng);<a name="line.71"></a> +<span class="sourceLineNo">072</span><a name="line.72"></a> +<span class="sourceLineNo">073</span> if (beta <= 0) {<a name="line.73"></a> +<span class="sourceLineNo">074</span> throw new NotStrictlyPositiveException(LocalizedFormats.SCALE, beta);<a name="line.74"></a> +<span class="sourceLineNo">075</span> }<a name="line.75"></a> +<span class="sourceLineNo">076</span><a name="line.76"></a> +<span class="sourceLineNo">077</span> this.beta = beta;<a name="line.77"></a> +<span class="sourceLineNo">078</span> this.mu = mu;<a name="line.78"></a> +<span class="sourceLineNo">079</span> }<a name="line.79"></a> +<span class="sourceLineNo">080</span><a name="line.80"></a> +<span class="sourceLineNo">081</span> /**<a name="line.81"></a> +<span class="sourceLineNo">082</span> * Access the location parameter, {@code mu}.<a name="line.82"></a> +<span class="sourceLineNo">083</span> *<a name="line.83"></a> +<span class="sourceLineNo">084</span> * @return the location parameter.<a name="line.84"></a> +<span class="sourceLineNo">085</span> */<a name="line.85"></a> +<span class="sourceLineNo">086</span> public double getLocation() {<a name="line.86"></a> +<span class="sourceLineNo">087</span> return mu;<a name="line.87"></a> +<span class="sourceLineNo">088</span> }<a name="line.88"></a> +<span class="sourceLineNo">089</span><a name="line.89"></a> +<span class="sourceLineNo">090</span> /**<a name="line.90"></a> +<span class="sourceLineNo">091</span> * Access the scale parameter, {@code beta}.<a name="line.91"></a> +<span class="sourceLineNo">092</span> *<a name="line.92"></a> +<span class="sourceLineNo">093</span> * @return the scale parameter.<a name="line.93"></a> +<span class="sourceLineNo">094</span> */<a name="line.94"></a> +<span class="sourceLineNo">095</span> public double getScale() {<a name="line.95"></a> +<span class="sourceLineNo">096</span> return beta;<a name="line.96"></a> +<span class="sourceLineNo">097</span> }<a name="line.97"></a> +<span class="sourceLineNo">098</span><a name="line.98"></a> +<span class="sourceLineNo">099</span> /** {@inheritDoc} */<a name="line.99"></a> +<span class="sourceLineNo">100</span> public double density(double x) {<a name="line.100"></a> +<span class="sourceLineNo">101</span> final double z = (x - mu) / beta;<a name="line.101"></a> +<span class="sourceLineNo">102</span> final double t = FastMath.exp(-z);<a name="line.102"></a> +<span class="sourceLineNo">103</span> return FastMath.exp(-z - t) / beta;<a name="line.103"></a> +<span class="sourceLineNo">104</span> }<a name="line.104"></a> +<span class="sourceLineNo">105</span><a name="line.105"></a> +<span class="sourceLineNo">106</span> /** {@inheritDoc} */<a name="line.106"></a> +<span class="sourceLineNo">107</span> public double cumulativeProbability(double x) {<a name="line.107"></a> +<span class="sourceLineNo">108</span> final double z = (x - mu) / beta;<a name="line.108"></a> +<span class="sourceLineNo">109</span> return FastMath.exp(-FastMath.exp(-z));<a name="line.109"></a> +<span class="sourceLineNo">110</span> }<a name="line.110"></a> +<span class="sourceLineNo">111</span><a name="line.111"></a> +<span class="sourceLineNo">112</span> @Override<a name="line.112"></a> +<span class="sourceLineNo">113</span> public double inverseCumulativeProbability(double p) throws OutOfRangeException {<a name="line.113"></a> +<span class="sourceLineNo">114</span> if (p < 0.0 || p > 1.0) {<a name="line.114"></a> +<span class="sourceLineNo">115</span> throw new OutOfRangeException(p, 0.0, 1.0);<a name="line.115"></a> +<span class="sourceLineNo">116</span> } else if (p == 0) {<a name="line.116"></a> +<span class="sourceLineNo">117</span> return Double.NEGATIVE_INFINITY;<a name="line.117"></a> +<span class="sourceLineNo">118</span> } else if (p == 1) {<a name="line.118"></a> +<span class="sourceLineNo">119</span> return Double.POSITIVE_INFINITY;<a name="line.119"></a> +<span class="sourceLineNo">120</span> }<a name="line.120"></a> +<span class="sourceLineNo">121</span> return mu - FastMath.log(-FastMath.log(p)) * beta;<a name="line.121"></a> +<span class="sourceLineNo">122</span> }<a name="line.122"></a> +<span class="sourceLineNo">123</span><a name="line.123"></a> +<span class="sourceLineNo">124</span> /** {@inheritDoc} */<a name="line.124"></a> +<span class="sourceLineNo">125</span> public double getNumericalMean() {<a name="line.125"></a> +<span class="sourceLineNo">126</span> return mu + EULER * beta;<a name="line.126"></a> +<span class="sourceLineNo">127</span> }<a name="line.127"></a> +<span class="sourceLineNo">128</span><a name="line.128"></a> +<span class="sourceLineNo">129</span> /** {@inheritDoc} */<a name="line.129"></a> +<span class="sourceLineNo">130</span> public double getNumericalVariance() {<a name="line.130"></a> +<span class="sourceLineNo">131</span> return (MathUtils.PI_SQUARED) / 6.0 * (beta * beta);<a name="line.131"></a> +<span class="sourceLineNo">132</span> }<a name="line.132"></a> +<span class="sourceLineNo">133</span><a name="line.133"></a> +<span class="sourceLineNo">134</span> /** {@inheritDoc} */<a name="line.134"></a> +<span class="sourceLineNo">135</span> public double getSupportLowerBound() {<a name="line.135"></a> +<span class="sourceLineNo">136</span> return Double.NEGATIVE_INFINITY;<a name="line.136"></a> +<span class="sourceLineNo">137</span> }<a name="line.137"></a> +<span class="sourceLineNo">138</span><a name="line.138"></a> +<span class="sourceLineNo">139</span> /** {@inheritDoc} */<a name="line.139"></a> +<span class="sourceLineNo">140</span> public double getSupportUpperBound() {<a name="line.140"></a> +<span class="sourceLineNo">141</span> return Double.POSITIVE_INFINITY;<a name="line.141"></a> +<span class="sourceLineNo">142</span> }<a name="line.142"></a> +<span class="sourceLineNo">143</span><a name="line.143"></a> +<span class="sourceLineNo">144</span> /** {@inheritDoc} */<a name="line.144"></a> +<span class="sourceLineNo">145</span> public boolean isSupportLowerBoundInclusive() {<a name="line.145"></a> +<span class="sourceLineNo">146</span> return false;<a name="line.146"></a> +<span class="sourceLineNo">147</span> }<a name="line.147"></a> +<span class="sourceLineNo">148</span><a name="line.148"></a> +<span class="sourceLineNo">149</span> /** {@inheritDoc} */<a name="line.149"></a> +<span class="sourceLineNo">150</span> public boolean isSupportUpperBoundInclusive() {<a name="line.150"></a> +<span class="sourceLineNo">151</span> return false;<a name="line.151"></a> +<span class="sourceLineNo">152</span> }<a name="line.152"></a> +<span class="sourceLineNo">153</span><a name="line.153"></a> +<span class="sourceLineNo">154</span> /** {@inheritDoc} */<a name="line.154"></a> +<span class="sourceLineNo">155</span> public boolean isSupportConnected() {<a name="line.155"></a> +<span class="sourceLineNo">156</span> return true;<a name="line.156"></a> +<span class="sourceLineNo">157</span> }<a name="line.157"></a> +<span class="sourceLineNo">158</span><a name="line.158"></a> +<span class="sourceLineNo">159</span>}<a name="line.159"></a> + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +</pre> +</div> +</body> +</html> Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/GumbelDistribution.html ------------------------------------------------------------------------------ svn:eol-style = native Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/GumbelDistribution.html ------------------------------------------------------------------------------ svn:keywords = Author Date Id Revision Added: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LaplaceDistribution.html ============================================================================== --- websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LaplaceDistribution.html (added) +++ websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LaplaceDistribution.html Sat Oct 18 20:10:38 2014 @@ -0,0 +1,225 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<html lang="fr"> +<head> +<title>Source code</title> +<link rel="stylesheet" type="text/css" href="../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<div class="sourceContainer"> +<pre><span class="sourceLineNo">001</span>/*<a name="line.1"></a> +<span class="sourceLineNo">002</span> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> +<span class="sourceLineNo">003</span> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> +<span class="sourceLineNo">004</span> * this work for additional information regarding copyright ownership.<a name="line.4"></a> +<span class="sourceLineNo">005</span> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> +<span class="sourceLineNo">006</span> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> +<span class="sourceLineNo">007</span> * the License. You may obtain a copy of the License at<a name="line.7"></a> +<span class="sourceLineNo">008</span> *<a name="line.8"></a> +<span class="sourceLineNo">009</span> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> +<span class="sourceLineNo">010</span> *<a name="line.10"></a> +<span class="sourceLineNo">011</span> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> +<span class="sourceLineNo">012</span> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> +<span class="sourceLineNo">013</span> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> +<span class="sourceLineNo">014</span> * See the License for the specific language governing permissions and<a name="line.14"></a> +<span class="sourceLineNo">015</span> * limitations under the License.<a name="line.15"></a> +<span class="sourceLineNo">016</span> */<a name="line.16"></a> +<span class="sourceLineNo">017</span>package org.apache.commons.math3.distribution;<a name="line.17"></a> +<span class="sourceLineNo">018</span><a name="line.18"></a> +<span class="sourceLineNo">019</span>import org.apache.commons.math3.exception.NotStrictlyPositiveException;<a name="line.19"></a> +<span class="sourceLineNo">020</span>import org.apache.commons.math3.exception.OutOfRangeException;<a name="line.20"></a> +<span class="sourceLineNo">021</span>import org.apache.commons.math3.exception.util.LocalizedFormats;<a name="line.21"></a> +<span class="sourceLineNo">022</span>import org.apache.commons.math3.random.RandomGenerator;<a name="line.22"></a> +<span class="sourceLineNo">023</span>import org.apache.commons.math3.random.Well19937c;<a name="line.23"></a> +<span class="sourceLineNo">024</span>import org.apache.commons.math3.util.FastMath;<a name="line.24"></a> +<span class="sourceLineNo">025</span><a name="line.25"></a> +<span class="sourceLineNo">026</span>/**<a name="line.26"></a> +<span class="sourceLineNo">027</span> * This class implements the Laplace distribution.<a name="line.27"></a> +<span class="sourceLineNo">028</span> *<a name="line.28"></a> +<span class="sourceLineNo">029</span> * @see <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution (Wikipedia)</a><a name="line.29"></a> +<span class="sourceLineNo">030</span> *<a name="line.30"></a> +<span class="sourceLineNo">031</span> * @since 3.4<a name="line.31"></a> +<span class="sourceLineNo">032</span> */<a name="line.32"></a> +<span class="sourceLineNo">033</span>public class LaplaceDistribution extends AbstractRealDistribution {<a name="line.33"></a> +<span class="sourceLineNo">034</span><a name="line.34"></a> +<span class="sourceLineNo">035</span> /** Serializable version identifier. */<a name="line.35"></a> +<span class="sourceLineNo">036</span> private static final long serialVersionUID = 20141003;<a name="line.36"></a> +<span class="sourceLineNo">037</span><a name="line.37"></a> +<span class="sourceLineNo">038</span> /** The location parameter. */<a name="line.38"></a> +<span class="sourceLineNo">039</span> private final double mu;<a name="line.39"></a> +<span class="sourceLineNo">040</span> /** The scale parameter. */<a name="line.40"></a> +<span class="sourceLineNo">041</span> private final double beta;<a name="line.41"></a> +<span class="sourceLineNo">042</span><a name="line.42"></a> +<span class="sourceLineNo">043</span> /**<a name="line.43"></a> +<span class="sourceLineNo">044</span> * Build a new instance.<a name="line.44"></a> +<span class="sourceLineNo">045</span> *<a name="line.45"></a> +<span class="sourceLineNo">046</span> * @param mu location parameter<a name="line.46"></a> +<span class="sourceLineNo">047</span> * @param beta scale parameter (must be positive)<a name="line.47"></a> +<span class="sourceLineNo">048</span> * @throws NotStrictlyPositiveException if {@code beta <= 0}<a name="line.48"></a> +<span class="sourceLineNo">049</span> */<a name="line.49"></a> +<span class="sourceLineNo">050</span> public LaplaceDistribution(double mu, double beta) {<a name="line.50"></a> +<span class="sourceLineNo">051</span> this(new Well19937c(), mu, beta);<a name="line.51"></a> +<span class="sourceLineNo">052</span> }<a name="line.52"></a> +<span class="sourceLineNo">053</span><a name="line.53"></a> +<span class="sourceLineNo">054</span> /**<a name="line.54"></a> +<span class="sourceLineNo">055</span> * Build a new instance.<a name="line.55"></a> +<span class="sourceLineNo">056</span> *<a name="line.56"></a> +<span class="sourceLineNo">057</span> * @param rng Random number generator<a name="line.57"></a> +<span class="sourceLineNo">058</span> * @param mu location parameter<a name="line.58"></a> +<span class="sourceLineNo">059</span> * @param beta scale parameter (must be positive)<a name="line.59"></a> +<span class="sourceLineNo">060</span> * @throws NotStrictlyPositiveException if {@code beta <= 0}<a name="line.60"></a> +<span class="sourceLineNo">061</span> */<a name="line.61"></a> +<span class="sourceLineNo">062</span> public LaplaceDistribution(RandomGenerator rng, double mu, double beta) {<a name="line.62"></a> +<span class="sourceLineNo">063</span> super(rng);<a name="line.63"></a> +<span class="sourceLineNo">064</span><a name="line.64"></a> +<span class="sourceLineNo">065</span> if (beta <= 0.0) {<a name="line.65"></a> +<span class="sourceLineNo">066</span> throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, beta);<a name="line.66"></a> +<span class="sourceLineNo">067</span> }<a name="line.67"></a> +<span class="sourceLineNo">068</span><a name="line.68"></a> +<span class="sourceLineNo">069</span> this.mu = mu;<a name="line.69"></a> +<span class="sourceLineNo">070</span> this.beta = beta;<a name="line.70"></a> +<span class="sourceLineNo">071</span> }<a name="line.71"></a> +<span class="sourceLineNo">072</span><a name="line.72"></a> +<span class="sourceLineNo">073</span> /**<a name="line.73"></a> +<span class="sourceLineNo">074</span> * Access the location parameter, {@code mu}.<a name="line.74"></a> +<span class="sourceLineNo">075</span> *<a name="line.75"></a> +<span class="sourceLineNo">076</span> * @return the location parameter.<a name="line.76"></a> +<span class="sourceLineNo">077</span> */<a name="line.77"></a> +<span class="sourceLineNo">078</span> public double getLocation() {<a name="line.78"></a> +<span class="sourceLineNo">079</span> return mu;<a name="line.79"></a> +<span class="sourceLineNo">080</span> }<a name="line.80"></a> +<span class="sourceLineNo">081</span><a name="line.81"></a> +<span class="sourceLineNo">082</span> /**<a name="line.82"></a> +<span class="sourceLineNo">083</span> * Access the scale parameter, {@code beta}.<a name="line.83"></a> +<span class="sourceLineNo">084</span> *<a name="line.84"></a> +<span class="sourceLineNo">085</span> * @return the scale parameter.<a name="line.85"></a> +<span class="sourceLineNo">086</span> */<a name="line.86"></a> +<span class="sourceLineNo">087</span> public double getScale() {<a name="line.87"></a> +<span class="sourceLineNo">088</span> return beta;<a name="line.88"></a> +<span class="sourceLineNo">089</span> }<a name="line.89"></a> +<span class="sourceLineNo">090</span><a name="line.90"></a> +<span class="sourceLineNo">091</span> /** {@inheritDoc} */<a name="line.91"></a> +<span class="sourceLineNo">092</span> public double density(double x) {<a name="line.92"></a> +<span class="sourceLineNo">093</span> return FastMath.exp(-FastMath.abs(x - mu) / beta) / (2.0 * beta);<a name="line.93"></a> +<span class="sourceLineNo">094</span> }<a name="line.94"></a> +<span class="sourceLineNo">095</span><a name="line.95"></a> +<span class="sourceLineNo">096</span> /** {@inheritDoc} */<a name="line.96"></a> +<span class="sourceLineNo">097</span> public double cumulativeProbability(double x) {<a name="line.97"></a> +<span class="sourceLineNo">098</span> if (x <= mu) {<a name="line.98"></a> +<span class="sourceLineNo">099</span> return FastMath.exp((x - mu) / beta) / 2.0;<a name="line.99"></a> +<span class="sourceLineNo">100</span> } else {<a name="line.100"></a> +<span class="sourceLineNo">101</span> return 1.0 - FastMath.exp((mu - x) / beta) / 2.0;<a name="line.101"></a> +<span class="sourceLineNo">102</span> }<a name="line.102"></a> +<span class="sourceLineNo">103</span> }<a name="line.103"></a> +<span class="sourceLineNo">104</span><a name="line.104"></a> +<span class="sourceLineNo">105</span> @Override<a name="line.105"></a> +<span class="sourceLineNo">106</span> public double inverseCumulativeProbability(double p) throws OutOfRangeException {<a name="line.106"></a> +<span class="sourceLineNo">107</span> if (p < 0.0 || p > 1.0) {<a name="line.107"></a> +<span class="sourceLineNo">108</span> throw new OutOfRangeException(p, 0.0, 1.0);<a name="line.108"></a> +<span class="sourceLineNo">109</span> } else if (p == 0) {<a name="line.109"></a> +<span class="sourceLineNo">110</span> return 0.0;<a name="line.110"></a> +<span class="sourceLineNo">111</span> } else if (p == 1) {<a name="line.111"></a> +<span class="sourceLineNo">112</span> return Double.POSITIVE_INFINITY;<a name="line.112"></a> +<span class="sourceLineNo">113</span> }<a name="line.113"></a> +<span class="sourceLineNo">114</span> double x = (p > 0.5) ? -Math.log(2.0 - 2.0 * p) : Math.log(2.0 * p);<a name="line.114"></a> +<span class="sourceLineNo">115</span> return mu + beta * x;<a name="line.115"></a> +<span class="sourceLineNo">116</span> }<a name="line.116"></a> +<span class="sourceLineNo">117</span><a name="line.117"></a> +<span class="sourceLineNo">118</span> /** {@inheritDoc} */<a name="line.118"></a> +<span class="sourceLineNo">119</span> public double getNumericalMean() {<a name="line.119"></a> +<span class="sourceLineNo">120</span> return mu;<a name="line.120"></a> +<span class="sourceLineNo">121</span> }<a name="line.121"></a> +<span class="sourceLineNo">122</span><a name="line.122"></a> +<span class="sourceLineNo">123</span> /** {@inheritDoc} */<a name="line.123"></a> +<span class="sourceLineNo">124</span> public double getNumericalVariance() {<a name="line.124"></a> +<span class="sourceLineNo">125</span> return 2.0 * beta * beta;<a name="line.125"></a> +<span class="sourceLineNo">126</span> }<a name="line.126"></a> +<span class="sourceLineNo">127</span><a name="line.127"></a> +<span class="sourceLineNo">128</span> /** {@inheritDoc} */<a name="line.128"></a> +<span class="sourceLineNo">129</span> public double getSupportLowerBound() {<a name="line.129"></a> +<span class="sourceLineNo">130</span> return Double.NEGATIVE_INFINITY;<a name="line.130"></a> +<span class="sourceLineNo">131</span> }<a name="line.131"></a> +<span class="sourceLineNo">132</span><a name="line.132"></a> +<span class="sourceLineNo">133</span> /** {@inheritDoc} */<a name="line.133"></a> +<span class="sourceLineNo">134</span> public double getSupportUpperBound() {<a name="line.134"></a> +<span class="sourceLineNo">135</span> return Double.POSITIVE_INFINITY;<a name="line.135"></a> +<span class="sourceLineNo">136</span> }<a name="line.136"></a> +<span class="sourceLineNo">137</span><a name="line.137"></a> +<span class="sourceLineNo">138</span> /** {@inheritDoc} */<a name="line.138"></a> +<span class="sourceLineNo">139</span> public boolean isSupportLowerBoundInclusive() {<a name="line.139"></a> +<span class="sourceLineNo">140</span> return false;<a name="line.140"></a> +<span class="sourceLineNo">141</span> }<a name="line.141"></a> +<span class="sourceLineNo">142</span><a name="line.142"></a> +<span class="sourceLineNo">143</span> /** {@inheritDoc} */<a name="line.143"></a> +<span class="sourceLineNo">144</span> public boolean isSupportUpperBoundInclusive() {<a name="line.144"></a> +<span class="sourceLineNo">145</span> return false;<a name="line.145"></a> +<span class="sourceLineNo">146</span> }<a name="line.146"></a> +<span class="sourceLineNo">147</span><a name="line.147"></a> +<span class="sourceLineNo">148</span> /** {@inheritDoc} */<a name="line.148"></a> +<span class="sourceLineNo">149</span> public boolean isSupportConnected() {<a name="line.149"></a> +<span class="sourceLineNo">150</span> return true;<a name="line.150"></a> +<span class="sourceLineNo">151</span> }<a name="line.151"></a> +<span class="sourceLineNo">152</span><a name="line.152"></a> +<span class="sourceLineNo">153</span>}<a name="line.153"></a> + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +</pre> +</div> +</body> +</html> Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LaplaceDistribution.html ------------------------------------------------------------------------------ svn:eol-style = native Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LaplaceDistribution.html ------------------------------------------------------------------------------ svn:keywords = Author Date Id Revision Added: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LogisticDistribution.html ============================================================================== --- websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LogisticDistribution.html (added) +++ websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LogisticDistribution.html Sat Oct 18 20:10:38 2014 @@ -0,0 +1,225 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<html lang="fr"> +<head> +<title>Source code</title> +<link rel="stylesheet" type="text/css" href="../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<div class="sourceContainer"> +<pre><span class="sourceLineNo">001</span>/*<a name="line.1"></a> +<span class="sourceLineNo">002</span> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> +<span class="sourceLineNo">003</span> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> +<span class="sourceLineNo">004</span> * this work for additional information regarding copyright ownership.<a name="line.4"></a> +<span class="sourceLineNo">005</span> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> +<span class="sourceLineNo">006</span> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> +<span class="sourceLineNo">007</span> * the License. You may obtain a copy of the License at<a name="line.7"></a> +<span class="sourceLineNo">008</span> *<a name="line.8"></a> +<span class="sourceLineNo">009</span> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> +<span class="sourceLineNo">010</span> *<a name="line.10"></a> +<span class="sourceLineNo">011</span> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> +<span class="sourceLineNo">012</span> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> +<span class="sourceLineNo">013</span> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> +<span class="sourceLineNo">014</span> * See the License for the specific language governing permissions and<a name="line.14"></a> +<span class="sourceLineNo">015</span> * limitations under the License.<a name="line.15"></a> +<span class="sourceLineNo">016</span> */<a name="line.16"></a> +<span class="sourceLineNo">017</span>package org.apache.commons.math3.distribution;<a name="line.17"></a> +<span class="sourceLineNo">018</span><a name="line.18"></a> +<span class="sourceLineNo">019</span>import org.apache.commons.math3.exception.NotStrictlyPositiveException;<a name="line.19"></a> +<span class="sourceLineNo">020</span>import org.apache.commons.math3.exception.OutOfRangeException;<a name="line.20"></a> +<span class="sourceLineNo">021</span>import org.apache.commons.math3.exception.util.LocalizedFormats;<a name="line.21"></a> +<span class="sourceLineNo">022</span>import org.apache.commons.math3.random.RandomGenerator;<a name="line.22"></a> +<span class="sourceLineNo">023</span>import org.apache.commons.math3.random.Well19937c;<a name="line.23"></a> +<span class="sourceLineNo">024</span>import org.apache.commons.math3.util.FastMath;<a name="line.24"></a> +<span class="sourceLineNo">025</span>import org.apache.commons.math3.util.MathUtils;<a name="line.25"></a> +<span class="sourceLineNo">026</span><a name="line.26"></a> +<span class="sourceLineNo">027</span>/**<a name="line.27"></a> +<span class="sourceLineNo">028</span> * This class implements the Logistic distribution.<a name="line.28"></a> +<span class="sourceLineNo">029</span> *<a name="line.29"></a> +<span class="sourceLineNo">030</span> * @see <a href="http://en.wikipedia.org/wiki/Logistic_distribution">Logistic Distribution (Wikipedia)</a><a name="line.30"></a> +<span class="sourceLineNo">031</span> * @see <a href="http://mathworld.wolfram.com/LogisticDistribution.html">Logistic Distribution (Mathworld)</a><a name="line.31"></a> +<span class="sourceLineNo">032</span> *<a name="line.32"></a> +<span class="sourceLineNo">033</span> * @since 3.4<a name="line.33"></a> +<span class="sourceLineNo">034</span> */<a name="line.34"></a> +<span class="sourceLineNo">035</span>public class LogisticDistribution extends AbstractRealDistribution {<a name="line.35"></a> +<span class="sourceLineNo">036</span><a name="line.36"></a> +<span class="sourceLineNo">037</span> /** Serializable version identifier. */<a name="line.37"></a> +<span class="sourceLineNo">038</span> private static final long serialVersionUID = 20141003;<a name="line.38"></a> +<span class="sourceLineNo">039</span><a name="line.39"></a> +<span class="sourceLineNo">040</span> /** The location parameter. */<a name="line.40"></a> +<span class="sourceLineNo">041</span> private final double mu;<a name="line.41"></a> +<span class="sourceLineNo">042</span> /** The scale parameter. */<a name="line.42"></a> +<span class="sourceLineNo">043</span> private final double s;<a name="line.43"></a> +<span class="sourceLineNo">044</span><a name="line.44"></a> +<span class="sourceLineNo">045</span> /**<a name="line.45"></a> +<span class="sourceLineNo">046</span> * Build a new instance.<a name="line.46"></a> +<span class="sourceLineNo">047</span> *<a name="line.47"></a> +<span class="sourceLineNo">048</span> * @param mu location parameter<a name="line.48"></a> +<span class="sourceLineNo">049</span> * @param s scale parameter (must be positive)<a name="line.49"></a> +<span class="sourceLineNo">050</span> * @throws NotStrictlyPositiveException if {@code beta <= 0}<a name="line.50"></a> +<span class="sourceLineNo">051</span> */<a name="line.51"></a> +<span class="sourceLineNo">052</span> public LogisticDistribution(double mu, double s) {<a name="line.52"></a> +<span class="sourceLineNo">053</span> this(new Well19937c(), mu, s);<a name="line.53"></a> +<span class="sourceLineNo">054</span> }<a name="line.54"></a> +<span class="sourceLineNo">055</span><a name="line.55"></a> +<span class="sourceLineNo">056</span> /**<a name="line.56"></a> +<span class="sourceLineNo">057</span> * Build a new instance.<a name="line.57"></a> +<span class="sourceLineNo">058</span> *<a name="line.58"></a> +<span class="sourceLineNo">059</span> * @param rng Random number generator<a name="line.59"></a> +<span class="sourceLineNo">060</span> * @param mu location parameter<a name="line.60"></a> +<span class="sourceLineNo">061</span> * @param s scale parameter (must be positive)<a name="line.61"></a> +<span class="sourceLineNo">062</span> * @throws NotStrictlyPositiveException if {@code beta <= 0}<a name="line.62"></a> +<span class="sourceLineNo">063</span> */<a name="line.63"></a> +<span class="sourceLineNo">064</span> public LogisticDistribution(RandomGenerator rng, double mu, double s) {<a name="line.64"></a> +<span class="sourceLineNo">065</span> super(rng);<a name="line.65"></a> +<span class="sourceLineNo">066</span><a name="line.66"></a> +<span class="sourceLineNo">067</span> if (s <= 0.0) {<a name="line.67"></a> +<span class="sourceLineNo">068</span> throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, s);<a name="line.68"></a> +<span class="sourceLineNo">069</span> }<a name="line.69"></a> +<span class="sourceLineNo">070</span><a name="line.70"></a> +<span class="sourceLineNo">071</span> this.mu = mu;<a name="line.71"></a> +<span class="sourceLineNo">072</span> this.s = s;<a name="line.72"></a> +<span class="sourceLineNo">073</span> }<a name="line.73"></a> +<span class="sourceLineNo">074</span><a name="line.74"></a> +<span class="sourceLineNo">075</span> /**<a name="line.75"></a> +<span class="sourceLineNo">076</span> * Access the location parameter, {@code mu}.<a name="line.76"></a> +<span class="sourceLineNo">077</span> *<a name="line.77"></a> +<span class="sourceLineNo">078</span> * @return the location parameter.<a name="line.78"></a> +<span class="sourceLineNo">079</span> */<a name="line.79"></a> +<span class="sourceLineNo">080</span> public double getLocation() {<a name="line.80"></a> +<span class="sourceLineNo">081</span> return mu;<a name="line.81"></a> +<span class="sourceLineNo">082</span> }<a name="line.82"></a> +<span class="sourceLineNo">083</span><a name="line.83"></a> +<span class="sourceLineNo">084</span> /**<a name="line.84"></a> +<span class="sourceLineNo">085</span> * Access the scale parameter, {@code s}.<a name="line.85"></a> +<span class="sourceLineNo">086</span> *<a name="line.86"></a> +<span class="sourceLineNo">087</span> * @return the scale parameter.<a name="line.87"></a> +<span class="sourceLineNo">088</span> */<a name="line.88"></a> +<span class="sourceLineNo">089</span> public double getScale() {<a name="line.89"></a> +<span class="sourceLineNo">090</span> return s;<a name="line.90"></a> +<span class="sourceLineNo">091</span> }<a name="line.91"></a> +<span class="sourceLineNo">092</span><a name="line.92"></a> +<span class="sourceLineNo">093</span> /** {@inheritDoc} */<a name="line.93"></a> +<span class="sourceLineNo">094</span> public double density(double x) {<a name="line.94"></a> +<span class="sourceLineNo">095</span> double z = (x - mu) / s;<a name="line.95"></a> +<span class="sourceLineNo">096</span> double v = FastMath.exp(-z);<a name="line.96"></a> +<span class="sourceLineNo">097</span> return 1 / s * v / ((1.0 + v) * (1.0 + v));<a name="line.97"></a> +<span class="sourceLineNo">098</span> }<a name="line.98"></a> +<span class="sourceLineNo">099</span><a name="line.99"></a> +<span class="sourceLineNo">100</span> /** {@inheritDoc} */<a name="line.100"></a> +<span class="sourceLineNo">101</span> public double cumulativeProbability(double x) {<a name="line.101"></a> +<span class="sourceLineNo">102</span> double z = 1 / s * (x - mu);<a name="line.102"></a> +<span class="sourceLineNo">103</span> return 1.0 / (1.0 + FastMath.exp(-z));<a name="line.103"></a> +<span class="sourceLineNo">104</span> }<a name="line.104"></a> +<span class="sourceLineNo">105</span><a name="line.105"></a> +<span class="sourceLineNo">106</span> @Override<a name="line.106"></a> +<span class="sourceLineNo">107</span> public double inverseCumulativeProbability(double p) throws OutOfRangeException {<a name="line.107"></a> +<span class="sourceLineNo">108</span> if (p < 0.0 || p > 1.0) {<a name="line.108"></a> +<span class="sourceLineNo">109</span> throw new OutOfRangeException(p, 0.0, 1.0);<a name="line.109"></a> +<span class="sourceLineNo">110</span> } else if (p == 0) {<a name="line.110"></a> +<span class="sourceLineNo">111</span> return 0.0;<a name="line.111"></a> +<span class="sourceLineNo">112</span> } else if (p == 1) {<a name="line.112"></a> +<span class="sourceLineNo">113</span> return Double.POSITIVE_INFINITY;<a name="line.113"></a> +<span class="sourceLineNo">114</span> }<a name="line.114"></a> +<span class="sourceLineNo">115</span> return s * Math.log(p / (1.0 - p)) + mu;<a name="line.115"></a> +<span class="sourceLineNo">116</span> }<a name="line.116"></a> +<span class="sourceLineNo">117</span><a name="line.117"></a> +<span class="sourceLineNo">118</span> /** {@inheritDoc} */<a name="line.118"></a> +<span class="sourceLineNo">119</span> public double getNumericalMean() {<a name="line.119"></a> +<span class="sourceLineNo">120</span> return mu;<a name="line.120"></a> +<span class="sourceLineNo">121</span> }<a name="line.121"></a> +<span class="sourceLineNo">122</span><a name="line.122"></a> +<span class="sourceLineNo">123</span> /** {@inheritDoc} */<a name="line.123"></a> +<span class="sourceLineNo">124</span> public double getNumericalVariance() {<a name="line.124"></a> +<span class="sourceLineNo">125</span> return (MathUtils.PI_SQUARED / 3.0) * (1.0 / (s * s));<a name="line.125"></a> +<span class="sourceLineNo">126</span> }<a name="line.126"></a> +<span class="sourceLineNo">127</span><a name="line.127"></a> +<span class="sourceLineNo">128</span> /** {@inheritDoc} */<a name="line.128"></a> +<span class="sourceLineNo">129</span> public double getSupportLowerBound() {<a name="line.129"></a> +<span class="sourceLineNo">130</span> return Double.NEGATIVE_INFINITY;<a name="line.130"></a> +<span class="sourceLineNo">131</span> }<a name="line.131"></a> +<span class="sourceLineNo">132</span><a name="line.132"></a> +<span class="sourceLineNo">133</span> /** {@inheritDoc} */<a name="line.133"></a> +<span class="sourceLineNo">134</span> public double getSupportUpperBound() {<a name="line.134"></a> +<span class="sourceLineNo">135</span> return Double.POSITIVE_INFINITY;<a name="line.135"></a> +<span class="sourceLineNo">136</span> }<a name="line.136"></a> +<span class="sourceLineNo">137</span><a name="line.137"></a> +<span class="sourceLineNo">138</span> /** {@inheritDoc} */<a name="line.138"></a> +<span class="sourceLineNo">139</span> public boolean isSupportLowerBoundInclusive() {<a name="line.139"></a> +<span class="sourceLineNo">140</span> return false;<a name="line.140"></a> +<span class="sourceLineNo">141</span> }<a name="line.141"></a> +<span class="sourceLineNo">142</span><a name="line.142"></a> +<span class="sourceLineNo">143</span> /** {@inheritDoc} */<a name="line.143"></a> +<span class="sourceLineNo">144</span> public boolean isSupportUpperBoundInclusive() {<a name="line.144"></a> +<span class="sourceLineNo">145</span> return false;<a name="line.145"></a> +<span class="sourceLineNo">146</span> }<a name="line.146"></a> +<span class="sourceLineNo">147</span><a name="line.147"></a> +<span class="sourceLineNo">148</span> /** {@inheritDoc} */<a name="line.148"></a> +<span class="sourceLineNo">149</span> public boolean isSupportConnected() {<a name="line.149"></a> +<span class="sourceLineNo">150</span> return true;<a name="line.150"></a> +<span class="sourceLineNo">151</span> }<a name="line.151"></a> +<span class="sourceLineNo">152</span><a name="line.152"></a> +<span class="sourceLineNo">153</span>}<a name="line.153"></a> + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +</pre> +</div> +</body> +</html> Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LogisticDistribution.html ------------------------------------------------------------------------------ svn:eol-style = native Propchange: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/distribution/LogisticDistribution.html ------------------------------------------------------------------------------ svn:keywords = Author Date Id Revision