Added: dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/PoissonDistribution.html ============================================================================== --- dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/PoissonDistribution.html (added) +++ dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/PoissonDistribution.html Thu Dec 1 16:47:12 2022 @@ -0,0 +1,184 @@ +<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd";> +<html xmlns="http://www.w3.org/1999/xhtml"; xml:lang="en" lang="en"> +<head><meta http-equiv="content-type" content="text/html; charset=UTF-8" /> +<title>PoissonDistribution xref</title> +<link type="text/css" rel="stylesheet" href="../../../../../stylesheet.css" /> +</head> +<body> +<div id="overview"><a href="../../../../../../apidocs/org/apache/commons/statistics/distribution/PoissonDistribution.html">View Javadoc</a></div><pre> +<a class="jxr_linenumber" name="L1" href="#L1">1</a> <em class="jxr_comment">/*</em> +<a class="jxr_linenumber" name="L2" href="#L2">2</a> <em class="jxr_comment"> * Licensed to the Apache Software Foundation (ASF) under one or more</em> +<a class="jxr_linenumber" name="L3" href="#L3">3</a> <em class="jxr_comment"> * contributor license agreements. See the NOTICE file distributed with</em> +<a class="jxr_linenumber" name="L4" href="#L4">4</a> <em class="jxr_comment"> * this work for additional information regarding copyright ownership.</em> +<a class="jxr_linenumber" name="L5" href="#L5">5</a> <em class="jxr_comment"> * The ASF licenses this file to You under the Apache License, Version 2.0</em> +<a class="jxr_linenumber" name="L6" href="#L6">6</a> <em class="jxr_comment"> * (the "License"); you may not use this file except in compliance with</em> +<a class="jxr_linenumber" name="L7" href="#L7">7</a> <em class="jxr_comment"> * the License. You may obtain a copy of the License at</em> +<a class="jxr_linenumber" name="L8" href="#L8">8</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L9" href="#L9">9</a> <em class="jxr_comment"> * <a href="http://www.apache.org/licenses/LICENSE-2.0"; target="alexandria_uri">http://www.apache.org/licenses/LICENSE-2.0</a></em> +<a class="jxr_linenumber" name="L10" href="#L10">10</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L11" href="#L11">11</a> <em class="jxr_comment"> * Unless required by applicable law or agreed to in writing, software</em> +<a class="jxr_linenumber" name="L12" href="#L12">12</a> <em class="jxr_comment"> * distributed under the License is distributed on an "AS IS" BASIS,</em> +<a class="jxr_linenumber" name="L13" href="#L13">13</a> <em class="jxr_comment"> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</em> +<a class="jxr_linenumber" name="L14" href="#L14">14</a> <em class="jxr_comment"> * See the License for the specific language governing permissions and</em> +<a class="jxr_linenumber" name="L15" href="#L15">15</a> <em class="jxr_comment"> * limitations under the License.</em> +<a class="jxr_linenumber" name="L16" href="#L16">16</a> <em class="jxr_comment"> */</em> +<a class="jxr_linenumber" name="L17" href="#L17">17</a> <strong class="jxr_keyword">package</strong> org.apache.commons.statistics.distribution; +<a class="jxr_linenumber" name="L18" href="#L18">18</a> +<a class="jxr_linenumber" name="L19" href="#L19">19</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.RegularizedGamma; +<a class="jxr_linenumber" name="L20" href="#L20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.UniformRandomProvider; +<a class="jxr_linenumber" name="L21" href="#L21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.GaussianSampler; +<a class="jxr_linenumber" name="L22" href="#L22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.PoissonSampler; +<a class="jxr_linenumber" name="L23" href="#L23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.SharedStateContinuousSampler; +<a class="jxr_linenumber" name="L24" href="#L24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.ZigguratSampler; +<a class="jxr_linenumber" name="L25" href="#L25">25</a> +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * Implementation of the Poisson distribution.</em> +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <p>The probability mass function of \( X \) is:</em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <p>\[ f(k; \lambda) = \frac{\lambda^k e^{-k}}{k!} \]</em> +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * <p>for \( \lambda \in (0, \infty) \) the mean and</em> +<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * \( k \in \{0, 1, 2, \dots\} \) the number of events.</em> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://en.wikipedia.org/wiki/Poisson_distribution"; target="alexandria_uri">https://en.wikipedia.org/wiki/Poisson_distribution</a>">Poisson distribution (Wikipedia)</a></em> +<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://mathworld.wolfram.com/PoissonDistribution.html"; target="alexandria_uri">https://mathworld.wolfram.com/PoissonDistribution.html</a>">Poisson distribution (MathWorld)</a></em> +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">class</strong> <a name="PoissonDistribution" href="../../../../../org/apache/commons/statistics/distribution/PoissonDistribution.html#PoissonDistribution">PoissonDistribution</a> <strong class="jxr_keyword">extends</strong> <a name="AbstractDiscreteDistribution" href="../../../../../org/apache/commons/statistics/distribution/AbstractDiscreteDistribution.html#AbstractDiscreteDistribution">AbstractDiscreteDistribution</a> { +<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment">/** 0.5 * ln(2 * pi). Computed to 25-digits precision. */</em> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> HALF_LOG_TWO_PI = 0.9189385332046727417803297; +<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment">/** Upper bound on the mean to use the PoissonSampler. */</em> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> MAX_MEAN = 0.5 * Integer.MAX_VALUE; +<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment">/** Mean of the distribution. */</em> +<a class="jxr_linenumber" name="L45" href="#L45">45</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> mean; +<a class="jxr_linenumber" name="L46" href="#L46">46</a> +<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment"> * @param mean Poisson mean.</em> +<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment"> * probabilities.</em> +<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L51" href="#L51">51</a> <strong class="jxr_keyword">private</strong> <a name="PoissonDistribution" href="../../../../../org/apache/commons/statistics/distribution/PoissonDistribution.html#PoissonDistribution">PoissonDistribution</a>(<strong class="jxr_keyword">double</strong> mean) { +<a class="jxr_linenumber" name="L52" href="#L52">52</a> <strong class="jxr_keyword">this</strong>.mean = mean; +<a class="jxr_linenumber" name="L53" href="#L53">53</a> } +<a class="jxr_linenumber" name="L54" href="#L54">54</a> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> <em class="jxr_javadoccomment"> * Creates a Poisson distribution.</em> +<a class="jxr_linenumber" name="L57" href="#L57">57</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L58" href="#L58">58</a> <em class="jxr_javadoccomment"> * @param mean Poisson mean.</em> +<a class="jxr_linenumber" name="L59" href="#L59">59</a> <em class="jxr_javadoccomment"> * @return the distribution</em> +<a class="jxr_linenumber" name="L60" href="#L60">60</a> <em class="jxr_javadoccomment"> * @throws IllegalArgumentException if {@code mean <= 0}.</em> +<a class="jxr_linenumber" name="L61" href="#L61">61</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L62" href="#L62">62</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">static</strong> <a name="PoissonDistribution" href="../../../../../org/apache/commons/statistics/distribution/PoissonDistribution.html#PoissonDistribution">PoissonDistribution</a> of(<strong class="jxr_keyword">double</strong> mean) { +<a class="jxr_linenumber" name="L63" href="#L63">63</a> <strong class="jxr_keyword">if</strong> (mean <= 0) { +<a class="jxr_linenumber" name="L64" href="#L64">64</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NOT_STRICTLY_POSITIVE, mean); +<a class="jxr_linenumber" name="L65" href="#L65">65</a> } +<a class="jxr_linenumber" name="L66" href="#L66">66</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> <a name="PoissonDistribution" href="../../../../../org/apache/commons/statistics/distribution/PoissonDistribution.html#PoissonDistribution">PoissonDistribution</a>(mean); +<a class="jxr_linenumber" name="L67" href="#L67">67</a> } +<a class="jxr_linenumber" name="L68" href="#L68">68</a> +<a class="jxr_linenumber" name="L69" href="#L69">69</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L70" href="#L70">70</a> @Override +<a class="jxr_linenumber" name="L71" href="#L71">71</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> probability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <strong class="jxr_keyword">return</strong> Math.exp(logProbability(x)); +<a class="jxr_linenumber" name="L73" href="#L73">73</a> } +<a class="jxr_linenumber" name="L74" href="#L74">74</a> +<a class="jxr_linenumber" name="L75" href="#L75">75</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L76" href="#L76">76</a> @Override +<a class="jxr_linenumber" name="L77" href="#L77">77</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> logProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <strong class="jxr_keyword">if</strong> (x < 0) { +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY; +<a class="jxr_linenumber" name="L80" href="#L80">80</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x == 0) { +<a class="jxr_linenumber" name="L81" href="#L81">81</a> <strong class="jxr_keyword">return</strong> -mean; +<a class="jxr_linenumber" name="L82" href="#L82">82</a> } +<a class="jxr_linenumber" name="L83" href="#L83">83</a> <strong class="jxr_keyword">return</strong> -SaddlePointExpansionUtils.getStirlingError(x) - +<a class="jxr_linenumber" name="L84" href="#L84">84</a> SaddlePointExpansionUtils.getDeviancePart(x, mean) - +<a class="jxr_linenumber" name="L85" href="#L85">85</a> HALF_LOG_TWO_PI - 0.5 * Math.log(x); +<a class="jxr_linenumber" name="L86" href="#L86">86</a> } +<a class="jxr_linenumber" name="L87" href="#L87">87</a> +<a class="jxr_linenumber" name="L88" href="#L88">88</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L89" href="#L89">89</a> @Override +<a class="jxr_linenumber" name="L90" href="#L90">90</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> cumulativeProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L91" href="#L91">91</a> <strong class="jxr_keyword">if</strong> (x < 0) { +<a class="jxr_linenumber" name="L92" href="#L92">92</a> <strong class="jxr_keyword">return</strong> 0; +<a class="jxr_linenumber" name="L93" href="#L93">93</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x == 0) { +<a class="jxr_linenumber" name="L94" href="#L94">94</a> <strong class="jxr_keyword">return</strong> Math.exp(-mean); +<a class="jxr_linenumber" name="L95" href="#L95">95</a> } +<a class="jxr_linenumber" name="L96" href="#L96">96</a> <strong class="jxr_keyword">return</strong> RegularizedGamma.Q.value((<strong class="jxr_keyword">double</strong>) x + 1, mean); +<a class="jxr_linenumber" name="L97" href="#L97">97</a> } +<a class="jxr_linenumber" name="L98" href="#L98">98</a> +<a class="jxr_linenumber" name="L99" href="#L99">99</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L100" href="#L100">100</a> @Override +<a class="jxr_linenumber" name="L101" href="#L101">101</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> survivalProbability(<strong class="jxr_keyword">int</strong> x) { +<a class="jxr_linenumber" name="L102" href="#L102">102</a> <strong class="jxr_keyword">if</strong> (x < 0) { +<a class="jxr_linenumber" name="L103" href="#L103">103</a> <strong class="jxr_keyword">return</strong> 1; +<a class="jxr_linenumber" name="L104" href="#L104">104</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x == 0) { +<a class="jxr_linenumber" name="L105" href="#L105">105</a> <em class="jxr_comment">// 1 - exp(-mean)</em> +<a class="jxr_linenumber" name="L106" href="#L106">106</a> <strong class="jxr_keyword">return</strong> -Math.expm1(-mean); +<a class="jxr_linenumber" name="L107" href="#L107">107</a> } +<a class="jxr_linenumber" name="L108" href="#L108">108</a> <strong class="jxr_keyword">return</strong> RegularizedGamma.P.value((<strong class="jxr_keyword">double</strong>) x + 1, mean); +<a class="jxr_linenumber" name="L109" href="#L109">109</a> } +<a class="jxr_linenumber" name="L110" href="#L110">110</a> +<a class="jxr_linenumber" name="L111" href="#L111">111</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L112" href="#L112">112</a> @Override +<a class="jxr_linenumber" name="L113" href="#L113">113</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getMean() { +<a class="jxr_linenumber" name="L114" href="#L114">114</a> <strong class="jxr_keyword">return</strong> mean; +<a class="jxr_linenumber" name="L115" href="#L115">115</a> } +<a class="jxr_linenumber" name="L116" href="#L116">116</a> +<a class="jxr_linenumber" name="L117" href="#L117">117</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L118" href="#L118">118</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L119" href="#L119">119</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L120" href="#L120">120</a> <em class="jxr_javadoccomment"> * <p>The variance is equal to the {@link #getMean() mean}.</em> +<a class="jxr_linenumber" name="L121" href="#L121">121</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L122" href="#L122">122</a> @Override +<a class="jxr_linenumber" name="L123" href="#L123">123</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getVariance() { +<a class="jxr_linenumber" name="L124" href="#L124">124</a> <strong class="jxr_keyword">return</strong> getMean(); +<a class="jxr_linenumber" name="L125" href="#L125">125</a> } +<a class="jxr_linenumber" name="L126" href="#L126">126</a> +<a class="jxr_linenumber" name="L127" href="#L127">127</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L128" href="#L128">128</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L129" href="#L129">129</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L130" href="#L130">130</a> <em class="jxr_javadoccomment"> * <p>The lower bound of the support is always 0.</em> +<a class="jxr_linenumber" name="L131" href="#L131">131</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L132" href="#L132">132</a> <em class="jxr_javadoccomment"> * @return 0.</em> +<a class="jxr_linenumber" name="L133" href="#L133">133</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L134" href="#L134">134</a> @Override +<a class="jxr_linenumber" name="L135" href="#L135">135</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getSupportLowerBound() { +<a class="jxr_linenumber" name="L136" href="#L136">136</a> <strong class="jxr_keyword">return</strong> 0; +<a class="jxr_linenumber" name="L137" href="#L137">137</a> } +<a class="jxr_linenumber" name="L138" href="#L138">138</a> +<a class="jxr_linenumber" name="L139" href="#L139">139</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L140" href="#L140">140</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em> +<a class="jxr_linenumber" name="L141" href="#L141">141</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L142" href="#L142">142</a> <em class="jxr_javadoccomment"> * <p>The upper bound of the support is always positive infinity.</em> +<a class="jxr_linenumber" name="L143" href="#L143">143</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L144" href="#L144">144</a> <em class="jxr_javadoccomment"> * @return {@link Integer#MAX_VALUE}</em> +<a class="jxr_linenumber" name="L145" href="#L145">145</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L146" href="#L146">146</a> @Override +<a class="jxr_linenumber" name="L147" href="#L147">147</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> getSupportUpperBound() { +<a class="jxr_linenumber" name="L148" href="#L148">148</a> <strong class="jxr_keyword">return</strong> Integer.MAX_VALUE; +<a class="jxr_linenumber" name="L149" href="#L149">149</a> } +<a class="jxr_linenumber" name="L150" href="#L150">150</a> +<a class="jxr_linenumber" name="L151" href="#L151">151</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L152" href="#L152">152</a> @Override +<a class="jxr_linenumber" name="L153" href="#L153">153</a> <strong class="jxr_keyword">public</strong> DiscreteDistribution.Sampler createSampler(<strong class="jxr_keyword">final</strong> UniformRandomProvider rng) { +<a class="jxr_linenumber" name="L154" href="#L154">154</a> <em class="jxr_comment">// Poisson distribution sampler.</em> +<a class="jxr_linenumber" name="L155" href="#L155">155</a> <em class="jxr_comment">// Large means are not supported.</em> +<a class="jxr_linenumber" name="L156" href="#L156">156</a> <em class="jxr_comment">// See STATISTICS-35.</em> +<a class="jxr_linenumber" name="L157" href="#L157">157</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> mu = getMean(); +<a class="jxr_linenumber" name="L158" href="#L158">158</a> <strong class="jxr_keyword">if</strong> (mu < MAX_MEAN) { +<a class="jxr_linenumber" name="L159" href="#L159">159</a> <strong class="jxr_keyword">return</strong> PoissonSampler.of(rng, mu)::sample; +<a class="jxr_linenumber" name="L160" href="#L160">160</a> } +<a class="jxr_linenumber" name="L161" href="#L161">161</a> <em class="jxr_comment">// Switch to a Gaussian approximation.</em> +<a class="jxr_linenumber" name="L162" href="#L162">162</a> <em class="jxr_comment">// Use a 0.5 shift to round samples to the correct integer.</em> +<a class="jxr_linenumber" name="L163" href="#L163">163</a> <strong class="jxr_keyword">final</strong> SharedStateContinuousSampler s = +<a class="jxr_linenumber" name="L164" href="#L164">164</a> GaussianSampler.of(ZigguratSampler.NormalizedGaussian.of(rng), +<a class="jxr_linenumber" name="L165" href="#L165">165</a> mu + 0.5, Math.sqrt(mu)); +<a class="jxr_linenumber" name="L166" href="#L166">166</a> <strong class="jxr_keyword">return</strong> () -> { +<a class="jxr_linenumber" name="L167" href="#L167">167</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = s.sample(); +<a class="jxr_linenumber" name="L168" href="#L168">168</a> <strong class="jxr_keyword">return</strong> Math.max(0, (<strong class="jxr_keyword">int</strong>) x); +<a class="jxr_linenumber" name="L169" href="#L169">169</a> }; +<a class="jxr_linenumber" name="L170" href="#L170">170</a> } +<a class="jxr_linenumber" name="L171" href="#L171">171</a> } +</pre> +<hr/> +<div id="footer">Copyright © 2018–2022 <a href="https://www.apache.org/";>The Apache Software Foundation</a>. All rights reserved.</div> +</body> +</html>
Added: dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.html ============================================================================== --- dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.html (added) +++ dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.html Thu Dec 1 16:47:12 2022 @@ -0,0 +1,191 @@ +<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd";> +<html xmlns="http://www.w3.org/1999/xhtml"; xml:lang="en" lang="en"> +<head><meta http-equiv="content-type" content="text/html; charset=UTF-8" /> +<title>SaddlePointExpansionUtils xref</title> +<link type="text/css" rel="stylesheet" href="../../../../../stylesheet.css" /> +</head> +<body> +<div id="overview"><a href="../../../../../../apidocs/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.html">View Javadoc</a></div><pre> +<a class="jxr_linenumber" name="L1" href="#L1">1</a> <em class="jxr_comment">/*</em> +<a class="jxr_linenumber" name="L2" href="#L2">2</a> <em class="jxr_comment"> * Licensed to the Apache Software Foundation (ASF) under one or more</em> +<a class="jxr_linenumber" name="L3" href="#L3">3</a> <em class="jxr_comment"> * contributor license agreements. See the NOTICE file distributed with</em> +<a class="jxr_linenumber" name="L4" href="#L4">4</a> <em class="jxr_comment"> * this work for additional information regarding copyright ownership.</em> +<a class="jxr_linenumber" name="L5" href="#L5">5</a> <em class="jxr_comment"> * The ASF licenses this file to You under the Apache License, Version 2.0</em> +<a class="jxr_linenumber" name="L6" href="#L6">6</a> <em class="jxr_comment"> * (the "License"); you may not use this file except in compliance with</em> +<a class="jxr_linenumber" name="L7" href="#L7">7</a> <em class="jxr_comment"> * the License. You may obtain a copy of the License at</em> +<a class="jxr_linenumber" name="L8" href="#L8">8</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L9" href="#L9">9</a> <em class="jxr_comment"> * <a href="http://www.apache.org/licenses/LICENSE-2.0"; target="alexandria_uri">http://www.apache.org/licenses/LICENSE-2.0</a></em> +<a class="jxr_linenumber" name="L10" href="#L10">10</a> <em class="jxr_comment"> *</em> +<a class="jxr_linenumber" name="L11" href="#L11">11</a> <em class="jxr_comment"> * Unless required by applicable law or agreed to in writing, software</em> +<a class="jxr_linenumber" name="L12" href="#L12">12</a> <em class="jxr_comment"> * distributed under the License is distributed on an "AS IS" BASIS,</em> +<a class="jxr_linenumber" name="L13" href="#L13">13</a> <em class="jxr_comment"> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</em> +<a class="jxr_linenumber" name="L14" href="#L14">14</a> <em class="jxr_comment"> * See the License for the specific language governing permissions and</em> +<a class="jxr_linenumber" name="L15" href="#L15">15</a> <em class="jxr_comment"> * limitations under the License.</em> +<a class="jxr_linenumber" name="L16" href="#L16">16</a> <em class="jxr_comment"> */</em> +<a class="jxr_linenumber" name="L17" href="#L17">17</a> <strong class="jxr_keyword">package</strong> org.apache.commons.statistics.distribution; +<a class="jxr_linenumber" name="L18" href="#L18">18</a> +<a class="jxr_linenumber" name="L19" href="#L19">19</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L20" href="#L20">20</a> <em class="jxr_javadoccomment"> * Utility class used by various distributions to accurately compute their</em> +<a class="jxr_linenumber" name="L21" href="#L21">21</a> <em class="jxr_javadoccomment"> * respective probability mass functions. The implementation for this class is</em> +<a class="jxr_linenumber" name="L22" href="#L22">22</a> <em class="jxr_javadoccomment"> * based on the Catherine Loader's</em> +<a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> * <a href="<a href="http://www.herine.net/stat/software/dbinom.html"; target="alexandria_uri">http://www.herine.net/stat/software/dbinom.html</a>">dbinom</a> routines.</em> +<a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> * This class is not intended to be called directly.</em> +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">class</strong> <a name="SaddlePointExpansionUtils" href="../../../../../org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.html#SaddlePointExpansionUtils">SaddlePointExpansionUtils</a> { +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment">/** 2 &pi;. */</em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> TWO_PI = 2 * Math.PI; +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment">/** 1/10. */</em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> ONE_TENTH = 0.1; +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment">/** The threshold value for switching the method to compute th Stirling error. */</em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> STIRLING_ERROR_THRESHOLD = 15; +<a class="jxr_linenumber" name="L34" href="#L34">34</a> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment">/** Exact Stirling expansion error for certain values. */</em> +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] EXACT_STIRLING_ERRORS = { +<a class="jxr_linenumber" name="L37" href="#L37">37</a> 0.0, <em class="jxr_comment">/* 0.0 */</em> +<a class="jxr_linenumber" name="L38" href="#L38">38</a> 0.1534264097200273452913848, <em class="jxr_comment">/* 0.5 */</em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> 0.0810614667953272582196702, <em class="jxr_comment">/* 1.0 */</em> +<a class="jxr_linenumber" name="L40" href="#L40">40</a> 0.0548141210519176538961390, <em class="jxr_comment">/* 1.5 */</em> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> 0.0413406959554092940938221, <em class="jxr_comment">/* 2.0 */</em> +<a class="jxr_linenumber" name="L42" href="#L42">42</a> 0.03316287351993628748511048, <em class="jxr_comment">/* 2.5 */</em> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> 0.02767792568499833914878929, <em class="jxr_comment">/* 3.0 */</em> +<a class="jxr_linenumber" name="L44" href="#L44">44</a> 0.02374616365629749597132920, <em class="jxr_comment">/* 3.5 */</em> +<a class="jxr_linenumber" name="L45" href="#L45">45</a> 0.02079067210376509311152277, <em class="jxr_comment">/* 4.0 */</em> +<a class="jxr_linenumber" name="L46" href="#L46">46</a> 0.01848845053267318523077934, <em class="jxr_comment">/* 4.5 */</em> +<a class="jxr_linenumber" name="L47" href="#L47">47</a> 0.01664469118982119216319487, <em class="jxr_comment">/* 5.0 */</em> +<a class="jxr_linenumber" name="L48" href="#L48">48</a> 0.01513497322191737887351255, <em class="jxr_comment">/* 5.5 */</em> +<a class="jxr_linenumber" name="L49" href="#L49">49</a> 0.01387612882307074799874573, <em class="jxr_comment">/* 6.0 */</em> +<a class="jxr_linenumber" name="L50" href="#L50">50</a> 0.01281046524292022692424986, <em class="jxr_comment">/* 6.5 */</em> +<a class="jxr_linenumber" name="L51" href="#L51">51</a> 0.01189670994589177009505572, <em class="jxr_comment">/* 7.0 */</em> +<a class="jxr_linenumber" name="L52" href="#L52">52</a> 0.01110455975820691732662991, <em class="jxr_comment">/* 7.5 */</em> +<a class="jxr_linenumber" name="L53" href="#L53">53</a> 0.010411265261972096497478567, <em class="jxr_comment">/* 8.0 */</em> +<a class="jxr_linenumber" name="L54" href="#L54">54</a> 0.009799416126158803298389475, <em class="jxr_comment">/* 8.5 */</em> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> 0.009255462182712732917728637, <em class="jxr_comment">/* 9.0 */</em> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> 0.008768700134139385462952823, <em class="jxr_comment">/* 9.5 */</em> +<a class="jxr_linenumber" name="L57" href="#L57">57</a> 0.008330563433362871256469318, <em class="jxr_comment">/* 10.0 */</em> +<a class="jxr_linenumber" name="L58" href="#L58">58</a> 0.007934114564314020547248100, <em class="jxr_comment">/* 10.5 */</em> +<a class="jxr_linenumber" name="L59" href="#L59">59</a> 0.007573675487951840794972024, <em class="jxr_comment">/* 11.0 */</em> +<a class="jxr_linenumber" name="L60" href="#L60">60</a> 0.007244554301320383179543912, <em class="jxr_comment">/* 11.5 */</em> +<a class="jxr_linenumber" name="L61" href="#L61">61</a> 0.006942840107209529865664152, <em class="jxr_comment">/* 12.0 */</em> +<a class="jxr_linenumber" name="L62" href="#L62">62</a> 0.006665247032707682442354394, <em class="jxr_comment">/* 12.5 */</em> +<a class="jxr_linenumber" name="L63" href="#L63">63</a> 0.006408994188004207068439631, <em class="jxr_comment">/* 13.0 */</em> +<a class="jxr_linenumber" name="L64" href="#L64">64</a> 0.006171712263039457647532867, <em class="jxr_comment">/* 13.5 */</em> +<a class="jxr_linenumber" name="L65" href="#L65">65</a> 0.005951370112758847735624416, <em class="jxr_comment">/* 14.0 */</em> +<a class="jxr_linenumber" name="L66" href="#L66">66</a> 0.005746216513010115682023589, <em class="jxr_comment">/* 14.5 */</em> +<a class="jxr_linenumber" name="L67" href="#L67">67</a> 0.005554733551962801371038690 <em class="jxr_comment">/* 15.0 */</em> +<a class="jxr_linenumber" name="L68" href="#L68">68</a> }; +<a class="jxr_linenumber" name="L69" href="#L69">69</a> +<a class="jxr_linenumber" name="L70" href="#L70">70</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L71" href="#L71">71</a> <em class="jxr_javadoccomment"> * Forbid construction.</em> +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L73" href="#L73">73</a> <strong class="jxr_keyword">private</strong> <a name="SaddlePointExpansionUtils" href="../../../../../org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.html#SaddlePointExpansionUtils">SaddlePointExpansionUtils</a>() {} +<a class="jxr_linenumber" name="L74" href="#L74">74</a> +<a class="jxr_linenumber" name="L75" href="#L75">75</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L76" href="#L76">76</a> <em class="jxr_javadoccomment"> * Compute the error of Stirling's series at the given value.</em> +<a class="jxr_linenumber" name="L77" href="#L77">77</a> <em class="jxr_javadoccomment"> * <p></em> +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment"> * References:</em> +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <em class="jxr_javadoccomment"> * <ol></em> +<a class="jxr_linenumber" name="L80" href="#L80">80</a> <em class="jxr_javadoccomment"> * <li>Eric W. Weisstein. "Stirling's Series." From MathWorld--A Wolfram Web</em> +<a class="jxr_linenumber" name="L81" href="#L81">81</a> <em class="jxr_javadoccomment"> * Resource. <a target="_blank"</em> +<a class="jxr_linenumber" name="L82" href="#L82">82</a> <em class="jxr_javadoccomment"> * href="<a href="https://mathworld.wolfram.com/StirlingsSeries.html"; target="alexandria_uri">https://mathworld.wolfram.com/StirlingsSeries.html</a>"></em> +<a class="jxr_linenumber" name="L83" href="#L83">83</a> <em class="jxr_javadoccomment"> * <a href="https://mathworld.wolfram.com/StirlingsSeries.html</a></li>"; target="alexandria_uri">https://mathworld.wolfram.com/StirlingsSeries.html</a></li></a></em> +<a class="jxr_linenumber" name="L84" href="#L84">84</a> <em class="jxr_javadoccomment"> * </ol></em> +<a class="jxr_linenumber" name="L85" href="#L85">85</a> <em class="jxr_javadoccomment"> * </p></em> +<a class="jxr_linenumber" name="L86" href="#L86">86</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L87" href="#L87">87</a> <em class="jxr_javadoccomment"> * <p>Note: This function has been modified for integer {@code z}.</p></em> +<a class="jxr_linenumber" name="L88" href="#L88">88</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L89" href="#L89">89</a> <em class="jxr_javadoccomment"> * @param z Value at which the function is evaluated.</em> +<a class="jxr_linenumber" name="L90" href="#L90">90</a> <em class="jxr_javadoccomment"> * @return the Stirling's series error.</em> +<a class="jxr_linenumber" name="L91" href="#L91">91</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L92" href="#L92">92</a> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">double</strong> getStirlingError(<strong class="jxr_keyword">int</strong> z) { +<a class="jxr_linenumber" name="L93" href="#L93">93</a> <strong class="jxr_keyword">if</strong> (z <= STIRLING_ERROR_THRESHOLD) { +<a class="jxr_linenumber" name="L94" href="#L94">94</a> <strong class="jxr_keyword">return</strong> EXACT_STIRLING_ERRORS[2 * z]; +<a class="jxr_linenumber" name="L95" href="#L95">95</a> } +<a class="jxr_linenumber" name="L96" href="#L96">96</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> z2 = (<strong class="jxr_keyword">double</strong>) z * z; +<a class="jxr_linenumber" name="L97" href="#L97">97</a> <strong class="jxr_keyword">return</strong> (0.083333333333333333333 - +<a class="jxr_linenumber" name="L98" href="#L98">98</a> (0.00277777777777777777778 - +<a class="jxr_linenumber" name="L99" href="#L99">99</a> (0.00079365079365079365079365 - +<a class="jxr_linenumber" name="L100" href="#L100">100</a> (0.000595238095238095238095238 - +<a class="jxr_linenumber" name="L101" href="#L101">101</a> 0.0008417508417508417508417508 / +<a class="jxr_linenumber" name="L102" href="#L102">102</a> z2) / z2) / z2) / z2) / z; +<a class="jxr_linenumber" name="L103" href="#L103">103</a> } +<a class="jxr_linenumber" name="L104" href="#L104">104</a> +<a class="jxr_linenumber" name="L105" href="#L105">105</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L106" href="#L106">106</a> <em class="jxr_javadoccomment"> * A part of the deviance portion of the saddle point approximation.</em> +<a class="jxr_linenumber" name="L107" href="#L107">107</a> <em class="jxr_javadoccomment"> * <p></em> +<a class="jxr_linenumber" name="L108" href="#L108">108</a> <em class="jxr_javadoccomment"> * References:</em> +<a class="jxr_linenumber" name="L109" href="#L109">109</a> <em class="jxr_javadoccomment"> * <ol></em> +<a class="jxr_linenumber" name="L110" href="#L110">110</a> <em class="jxr_javadoccomment"> * <li>Catherine Loader (2000). "Fast and Accurate Computation of Binomial</em> +<a class="jxr_linenumber" name="L111" href="#L111">111</a> <em class="jxr_javadoccomment"> * Probabilities.". <a target="_blank"</em> +<a class="jxr_linenumber" name="L112" href="#L112">112</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.herine.net/stat/papers/dbinom.pdf"; target="alexandria_uri">http://www.herine.net/stat/papers/dbinom.pdf</a>"></em> +<a class="jxr_linenumber" name="L113" href="#L113">113</a> <em class="jxr_javadoccomment"> * <a href="http://www.herine.net/stat/papers/dbinom.pdf</a></li>"; target="alexandria_uri">http://www.herine.net/stat/papers/dbinom.pdf</a></li></a></em> +<a class="jxr_linenumber" name="L114" href="#L114">114</a> <em class="jxr_javadoccomment"> * </ol></em> +<a class="jxr_linenumber" name="L115" href="#L115">115</a> <em class="jxr_javadoccomment"> * </p></em> +<a class="jxr_linenumber" name="L116" href="#L116">116</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L117" href="#L117">117</a> <em class="jxr_javadoccomment"> * <p>Note: This function has been modified for integer {@code x}.</p></em> +<a class="jxr_linenumber" name="L118" href="#L118">118</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L119" href="#L119">119</a> <em class="jxr_javadoccomment"> * @param x Value at which the function is evaluated.</em> +<a class="jxr_linenumber" name="L120" href="#L120">120</a> <em class="jxr_javadoccomment"> * @param mu Average.</em> +<a class="jxr_linenumber" name="L121" href="#L121">121</a> <em class="jxr_javadoccomment"> * @return a part of the deviance.</em> +<a class="jxr_linenumber" name="L122" href="#L122">122</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L123" href="#L123">123</a> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">double</strong> getDeviancePart(<strong class="jxr_keyword">int</strong> x, <strong class="jxr_keyword">double</strong> mu) { +<a class="jxr_linenumber" name="L124" href="#L124">124</a> <strong class="jxr_keyword">if</strong> (Math.abs(x - mu) < 0.1 * (x + mu)) { +<a class="jxr_linenumber" name="L125" href="#L125">125</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> d = x - mu; +<a class="jxr_linenumber" name="L126" href="#L126">126</a> <strong class="jxr_keyword">double</strong> v = d / (x + mu); +<a class="jxr_linenumber" name="L127" href="#L127">127</a> <strong class="jxr_keyword">double</strong> s1 = v * d; +<a class="jxr_linenumber" name="L128" href="#L128">128</a> <strong class="jxr_keyword">double</strong> s = Double.NaN; +<a class="jxr_linenumber" name="L129" href="#L129">129</a> <strong class="jxr_keyword">double</strong> ej = 2.0 * x * v; +<a class="jxr_linenumber" name="L130" href="#L130">130</a> v *= v; +<a class="jxr_linenumber" name="L131" href="#L131">131</a> <strong class="jxr_keyword">int</strong> j = 1; +<a class="jxr_linenumber" name="L132" href="#L132">132</a> <strong class="jxr_keyword">while</strong> (s1 != s) { +<a class="jxr_linenumber" name="L133" href="#L133">133</a> s = s1; +<a class="jxr_linenumber" name="L134" href="#L134">134</a> ej *= v; +<a class="jxr_linenumber" name="L135" href="#L135">135</a> s1 = s + ej / ((j * 2) + 1); +<a class="jxr_linenumber" name="L136" href="#L136">136</a> ++j; +<a class="jxr_linenumber" name="L137" href="#L137">137</a> } +<a class="jxr_linenumber" name="L138" href="#L138">138</a> <strong class="jxr_keyword">return</strong> s1; +<a class="jxr_linenumber" name="L139" href="#L139">139</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x == 0) { +<a class="jxr_linenumber" name="L140" href="#L140">140</a> <strong class="jxr_keyword">return</strong> mu; +<a class="jxr_linenumber" name="L141" href="#L141">141</a> } +<a class="jxr_linenumber" name="L142" href="#L142">142</a> <strong class="jxr_keyword">return</strong> x * Math.log(x / mu) + mu - x; +<a class="jxr_linenumber" name="L143" href="#L143">143</a> } +<a class="jxr_linenumber" name="L144" href="#L144">144</a> +<a class="jxr_linenumber" name="L145" href="#L145">145</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L146" href="#L146">146</a> <em class="jxr_javadoccomment"> * Compute the logarithm of the PMF for a binomial distribution</em> +<a class="jxr_linenumber" name="L147" href="#L147">147</a> <em class="jxr_javadoccomment"> * using the saddle point expansion.</em> +<a class="jxr_linenumber" name="L148" href="#L148">148</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L149" href="#L149">149</a> <em class="jxr_javadoccomment"> * @param x Value at which the probability is evaluated.</em> +<a class="jxr_linenumber" name="L150" href="#L150">150</a> <em class="jxr_javadoccomment"> * @param n Number of trials.</em> +<a class="jxr_linenumber" name="L151" href="#L151">151</a> <em class="jxr_javadoccomment"> * @param p Probability of success.</em> +<a class="jxr_linenumber" name="L152" href="#L152">152</a> <em class="jxr_javadoccomment"> * @param q Probability of failure (1 - p).</em> +<a class="jxr_linenumber" name="L153" href="#L153">153</a> <em class="jxr_javadoccomment"> * @return log(p(x)).</em> +<a class="jxr_linenumber" name="L154" href="#L154">154</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L155" href="#L155">155</a> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">double</strong> logBinomialProbability(<strong class="jxr_keyword">int</strong> x, <strong class="jxr_keyword">int</strong> n, <strong class="jxr_keyword">double</strong> p, <strong class="jxr_keyword">double</strong> q) { +<a class="jxr_linenumber" name="L156" href="#L156">156</a> <strong class="jxr_keyword">if</strong> (x == 0) { +<a class="jxr_linenumber" name="L157" href="#L157">157</a> <strong class="jxr_keyword">if</strong> (p < ONE_TENTH) { +<a class="jxr_linenumber" name="L158" href="#L158">158</a> <em class="jxr_comment">// Subtract from 0 avoids returning -0.0 for p=0.0</em> +<a class="jxr_linenumber" name="L159" href="#L159">159</a> <strong class="jxr_keyword">return</strong> 0.0 - getDeviancePart(n, n * q) - n * p; +<a class="jxr_linenumber" name="L160" href="#L160">160</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (n == 0) { +<a class="jxr_linenumber" name="L161" href="#L161">161</a> <strong class="jxr_keyword">return</strong> 0; +<a class="jxr_linenumber" name="L162" href="#L162">162</a> } +<a class="jxr_linenumber" name="L163" href="#L163">163</a> <strong class="jxr_keyword">return</strong> n * Math.log(q); +<a class="jxr_linenumber" name="L164" href="#L164">164</a> } <strong class="jxr_keyword">else</strong> <strong class="jxr_keyword">if</strong> (x == n) { +<a class="jxr_linenumber" name="L165" href="#L165">165</a> <strong class="jxr_keyword">if</strong> (q < ONE_TENTH) { +<a class="jxr_linenumber" name="L166" href="#L166">166</a> <em class="jxr_comment">// Subtract from 0 avoids returning -0.0 for p=1.0</em> +<a class="jxr_linenumber" name="L167" href="#L167">167</a> <strong class="jxr_keyword">return</strong> 0.0 - getDeviancePart(n, n * p) - n * q; +<a class="jxr_linenumber" name="L168" href="#L168">168</a> } +<a class="jxr_linenumber" name="L169" href="#L169">169</a> <strong class="jxr_keyword">return</strong> n * Math.log(p); +<a class="jxr_linenumber" name="L170" href="#L170">170</a> } +<a class="jxr_linenumber" name="L171" href="#L171">171</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> nMx = n - x; +<a class="jxr_linenumber" name="L172" href="#L172">172</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> ret = getStirlingError(n) - getStirlingError(x) - +<a class="jxr_linenumber" name="L173" href="#L173">173</a> getStirlingError(nMx) - getDeviancePart(x, n * p) - +<a class="jxr_linenumber" name="L174" href="#L174">174</a> getDeviancePart(nMx, n * q); +<a class="jxr_linenumber" name="L175" href="#L175">175</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> f = (TWO_PI * x * nMx) / n; +<a class="jxr_linenumber" name="L176" href="#L176">176</a> <strong class="jxr_keyword">return</strong> -0.5 * Math.log(f) + ret; +<a class="jxr_linenumber" name="L177" href="#L177">177</a> } +<a class="jxr_linenumber" name="L178" href="#L178">178</a> } +</pre> +<hr/> +<div id="footer">Copyright © 2018–2022 <a href="https://www.apache.org/";>The Apache Software Foundation</a>. 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