MATH-1443: Depend on "Commons Statistics".
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/b2d4b2ac Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/b2d4b2ac Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/b2d4b2ac Branch: refs/heads/master Commit: b2d4b2ac3a738d97e23e53cd459d9c57ee8827c5 Parents: c3ff46e Author: Gilles <er...@apache.org> Authored: Thu Jan 25 17:54:31 2018 +0100 Committer: Gilles <er...@apache.org> Committed: Thu Jan 25 17:54:31 2018 +0100 ---------------------------------------------------------------------- .../distribution/EmpiricalDistribution.java | 24 +++++++++++--------- .../MultivariateNormalDistribution.java | 4 +++- .../distribution/EmpiricalDistributionTest.java | 18 +++++++++------ 3 files changed, 27 insertions(+), 19 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/b2d4b2ac/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java b/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java index 471b19e..97f6561 100644 --- a/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java @@ -28,6 +28,9 @@ import java.nio.charset.Charset; import java.util.ArrayList; import java.util.List; +import org.apache.commons.statistics.distribution.NormalDistribution; +import org.apache.commons.statistics.distribution.ContinuousDistribution; +import org.apache.commons.statistics.distribution.ConstantContinuousDistribution; import org.apache.commons.math4.exception.MathIllegalStateException; import org.apache.commons.math4.exception.MathInternalError; import org.apache.commons.math4.exception.NullArgumentException; @@ -517,7 +520,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution { return 0d; } final int binIndex = findBin(x); - final RealDistribution kernel = getKernel(binStats.get(binIndex)); + final ContinuousDistribution kernel = getKernel(binStats.get(binIndex)); return kernel.density(x) * pB(binIndex) / kB(binIndex); } @@ -546,9 +549,9 @@ public class EmpiricalDistribution extends AbstractRealDistribution { final int binIndex = findBin(x); final double pBminus = pBminus(binIndex); final double pB = pB(binIndex); - final RealDistribution kernel = k(x); - if (kernel instanceof ConstantRealDistribution) { - if (x < kernel.getNumericalMean()) { + final ContinuousDistribution kernel = k(x); + if (kernel instanceof ConstantContinuousDistribution) { + if (x < kernel.getMean()) { return pBminus; } else { return pBminus + pB; @@ -601,7 +604,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution { i++; } - final RealDistribution kernel = getKernel(binStats.get(i)); + final ContinuousDistribution kernel = getKernel(binStats.get(i)); final double kB = kB(i); final double[] binBounds = getUpperBounds(); final double lower = i == 0 ? min : binBounds[i - 1]; @@ -699,7 +702,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution { */ private double kB(int i) { final double[] binBounds = getUpperBounds(); - final RealDistribution kernel = getKernel(binStats.get(i)); + final ContinuousDistribution kernel = getKernel(binStats.get(i)); return i == 0 ? kernel.probability(min, binBounds[0]) : kernel.probability(binBounds[i - 1], binBounds[i]); } @@ -710,7 +713,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution { * @param x the value to locate within a bin * @return the within-bin kernel of the bin containing x */ - private RealDistribution k(double x) { + private ContinuousDistribution k(double x) { final int binIndex = findBin(x); return getKernel(binStats.get(binIndex)); } @@ -733,12 +736,11 @@ public class EmpiricalDistribution extends AbstractRealDistribution { * @param bStats summary statistics for the bin * @return within-bin kernel parameterized by bStats */ - protected RealDistribution getKernel(SummaryStatistics bStats) { + protected ContinuousDistribution getKernel(SummaryStatistics bStats) { if (bStats.getN() == 1 || bStats.getVariance() == 0) { - return new ConstantRealDistribution(bStats.getMean()); + return new ConstantContinuousDistribution(bStats.getMean()); } else { - return new NormalDistribution(bStats.getMean(), bStats.getStandardDeviation(), - NormalDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY); + return new NormalDistribution(bStats.getMean(), bStats.getStandardDeviation()); } } } http://git-wip-us.apache.org/repos/asf/commons-math/blob/b2d4b2ac/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java b/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java index 52df408..76046a8 100644 --- a/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java @@ -16,6 +16,8 @@ */ package org.apache.commons.math4.distribution; +import org.apache.commons.statistics.distribution.ContinuousDistribution; +import org.apache.commons.statistics.distribution.NormalDistribution; import org.apache.commons.math4.exception.DimensionMismatchException; import org.apache.commons.math4.linear.Array2DRowRealMatrix; import org.apache.commons.math4.linear.EigenDecomposition; @@ -179,7 +181,7 @@ public class MultivariateNormalDistribution public MultivariateRealDistribution.Sampler createSampler(final UniformRandomProvider rng) { return new MultivariateRealDistribution.Sampler() { /** Normal distribution. */ - private final RealDistribution.Sampler gauss = new NormalDistribution().createSampler(rng); + private final ContinuousDistribution.Sampler gauss = new NormalDistribution(0, 1).createSampler(rng); /** {@inheritDoc} */ @Override http://git-wip-us.apache.org/repos/asf/commons-math/blob/b2d4b2ac/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java b/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java index e0a7839..c3c0071 100644 --- a/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java +++ b/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java @@ -24,6 +24,10 @@ import java.net.URL; import java.util.ArrayList; import java.util.Arrays; +import org.apache.commons.statistics.distribution.ContinuousDistribution; +import org.apache.commons.statistics.distribution.ConstantContinuousDistribution; +import org.apache.commons.statistics.distribution.UniformContinuousDistribution; +import org.apache.commons.statistics.distribution.NormalDistribution; import org.apache.commons.math4.TestUtils; import org.apache.commons.math4.analysis.UnivariateFunction; import org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator; @@ -334,7 +338,7 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes // Compute bMinus = sum or mass of bins below the bin containing the point // First bin has mass 11 / 10000, the rest have mass 10 / 10000. final double bMinus = bin == 0 ? 0 : (bin - 1) * binMass + firstBinMass; - final RealDistribution kernel = findKernel(lower, upper); + final ContinuousDistribution kernel = findKernel(lower, upper); final double withinBinKernelMass = kernel.probability(lower, upper); final double kernelCum = kernel.probability(lower, testPoints[i]); cumValues[i] = bMinus + (bin == 0 ? firstBinMass : binMass) * kernelCum/withinBinKernelMass; @@ -353,7 +357,7 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes final double lower = bin == 0 ? empiricalDistribution.getSupportLowerBound() : binBounds[bin - 1]; final double upper = binBounds[bin]; - final RealDistribution kernel = findKernel(lower, upper); + final ContinuousDistribution kernel = findKernel(lower, upper); final double withinBinKernelMass = kernel.probability(lower, upper); final double density = kernel.density(testPoints[i]); densityValues[i] = density * (bin == 0 ? firstBinMass : binMass) / withinBinKernelMass; @@ -456,7 +460,7 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes * The first bin includes its lower bound, 0, so has different mean and * standard deviation. */ - private RealDistribution findKernel(double lower, double upper) { + private ContinuousDistribution findKernel(double lower, double upper) { if (lower < 1) { return new NormalDistribution(5d, 3.3166247903554); } else { @@ -535,8 +539,8 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes } // Use constant distribution equal to bin mean within bin @Override - protected RealDistribution getKernel(SummaryStatistics bStats) { - return new ConstantRealDistribution(bStats.getMean()); + protected ContinuousDistribution getKernel(SummaryStatistics bStats) { + return new ConstantContinuousDistribution(bStats.getMean()); } } @@ -549,8 +553,8 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes super(i); } @Override - protected RealDistribution getKernel(SummaryStatistics bStats) { - return new UniformRealDistribution(bStats.getMin(), bStats.getMax()); + protected ContinuousDistribution getKernel(SummaryStatistics bStats) { + return new UniformContinuousDistribution(bStats.getMin(), bStats.getMax()); } } }
