org.apache.commons.math.distribution

Class FDistributionImpl

java.lang.Object

org.apache.commons.math.distribution.AbstractDistribution

org.apache.commons.math.distribution.AbstractContinuousDistribution

org.apache.commons.math.distribution.FDistributionImpl

All Implemented Interfaces:

java.io.Serializable, ContinuousDistribution, Distribution, FDistribution

public class FDistributionImpl
extends AbstractContinuousDistribution
implements FDistribution, java.io.Serializable

Default implementation of FDistribution.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_INVERSE_ABSOLUTE_ACCURACY Default inverse cumulative probability accuracy

Constructor Summary

Constructors

Constructor and Description
FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom) Create a F distribution using the given degrees of freedom.
FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom, double inverseCumAccuracy) Create a F distribution using the given degrees of freedom and inverse cumulative probability accuracy.

Method Summary

Modifier and Type	Method and Description
double	cumulativeProbability(double x) For this distribution, X, this method returns P(X < x).
double	density(double x) Returns the probability density for a particular point.
double	getDenominatorDegreesOfFreedom() Access the denominator degrees of freedom.
double	getNumeratorDegreesOfFreedom() Access the numerator degrees of freedom.
double	getNumericalMean() Returns the mean of the distribution.
double	getNumericalVariance() Returns the variance of the distribution.
double	getSupportLowerBound() Returns the lower bound of the support for the distribution.
double	getSupportUpperBound() Returns the upper bound of the support for the distribution.
double	inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
void	setDenominatorDegreesOfFreedom(double degreesOfFreedom) Deprecated. as of 2.1 (class will become immutable in 3.0)
void	setNumeratorDegreesOfFreedom(double degreesOfFreedom) Deprecated. as of 2.1 (class will become immutable in 3.0)

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

reseedRandomGenerator, sample, sample

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

cumulativeProbability

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution

cumulativeProbability

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Default inverse cumulative probability accuracy

Since:

2.1

See Also:

Constant Field Values

Constructor Detail

FDistributionImpl

public FDistributionImpl(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom)

Create a F distribution using the given degrees of freedom.

Parameters:

numeratorDegreesOfFreedom - the numerator degrees of freedom.

denominatorDegreesOfFreedom - the denominator degrees of freedom.

FDistributionImpl

public FDistributionImpl(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom,
                         double inverseCumAccuracy)

Create a F distribution using the given degrees of freedom and inverse cumulative probability accuracy.

Parameters:

numeratorDegreesOfFreedom - the numerator degrees of freedom.

denominatorDegreesOfFreedom - the denominator degrees of freedom.

inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)

Since:

2.1

Method Detail

density

public double density(double x)

Returns the probability density for a particular point.

Overrides:

density in class AbstractContinuousDistribution

Parameters:

x - The point at which the density should be computed.

Returns:

The pdf at point x.

Since:

2.1

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException

For this distribution, X, this method returns P(X < x). The implementation of this method is based on:

• F-Distribution, equation (4).

Specified by:

cumulativeProbability in interface Distribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF for this distribution.

Throws:

MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException

For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:

inverseCumulativeProbability in interface ContinuousDistribution

Overrides:

inverseCumulativeProbability in class AbstractContinuousDistribution

Parameters:

p - the desired probability

Returns:

x, such that P(X < x) = p

Throws:

MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.

java.lang.IllegalArgumentException - if p is not a valid probability.

setNumeratorDegreesOfFreedom

@Deprecated
public void setNumeratorDegreesOfFreedom(double degreesOfFreedom)

Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the numerator degrees of freedom.

Specified by:

setNumeratorDegreesOfFreedom in interface FDistribution

Parameters:

degreesOfFreedom - the new numerator degrees of freedom.

Throws:

java.lang.IllegalArgumentException - if degreesOfFreedom is not positive.

getNumeratorDegreesOfFreedom

public double getNumeratorDegreesOfFreedom()

Access the numerator degrees of freedom.

Specified by:

getNumeratorDegreesOfFreedom in interface FDistribution

Returns:

the numerator degrees of freedom.

setDenominatorDegreesOfFreedom

@Deprecated
public void setDenominatorDegreesOfFreedom(double degreesOfFreedom)

Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the denominator degrees of freedom.

Specified by:

setDenominatorDegreesOfFreedom in interface FDistribution

Parameters:

degreesOfFreedom - the new denominator degrees of freedom.

Throws:

java.lang.IllegalArgumentException - if degreesOfFreedom is not positive.

getDenominatorDegreesOfFreedom

public double getDenominatorDegreesOfFreedom()

Access the denominator degrees of freedom.

Specified by:

getDenominatorDegreesOfFreedom in interface FDistribution

Returns:

the denominator degrees of freedom.

getSupportLowerBound

public double getSupportLowerBound()

Returns the lower bound of the support for the distribution. The lower bound of the support is always 0, regardless of the parameters.

Returns:

lower bound of the support (always 0)

Since:

2.2

getSupportUpperBound

public double getSupportUpperBound()

Returns the upper bound of the support for the distribution. The upper bound of the support is always positive infinity, regardless of the parameters.

Returns:

upper bound of the support (always Double.POSITIVE_INFINITY)

Since:

2.2

getNumericalMean

public double getNumericalMean()

Returns the mean of the distribution. For denominator degrees of freedom parameter b, the mean is

• if b > 2 then b / (b - 2)
• else undefined

Returns:

the mean

Since:

2.2

getNumericalVariance

public double getNumericalVariance()

Returns the variance of the distribution. For numerator degrees of freedom parameter a and denominator degrees of freedom parameter b, the variance is

• if b > 4 then [ 2 * b^2 * (a + b - 2) ] / [ a * (b - 2)^2 * (b - 4) ]
• else undefined

Returns:

the variance

Since:

2.2