org.apache.commons.math.distribution
Class ChiSquaredDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.ChiSquaredDistributionImpl
All Implemented Interfaces:
Serializable, ChiSquaredDistribution, ContinuousDistribution, Distribution, HasDensity<Double>

public class ChiSquaredDistributionImpl
extends AbstractContinuousDistribution
implements ChiSquaredDistribution, Serializable

The default implementation of ChiSquaredDistribution

Version:
$Revision: 925812 $ $Date: 2010-03-21 11:49:31 -0400 (Sun, 21 Mar 2010) $
See Also:
Serialized Form

Field Summary
static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
          Default inverse cumulative probability accuracy
 
Constructor Summary
ChiSquaredDistributionImpl(double df)
          Create a Chi-Squared distribution with the given degrees of freedom.
ChiSquaredDistributionImpl(double df, double inverseCumAccuracy)
          Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative probability accuracy.
ChiSquaredDistributionImpl(double df, GammaDistribution g)
          Deprecated. as of 2.1 (to avoid possibly inconsistent state, the "GammaDistribution" will be instantiated internally)
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
 double density(double x)
          Return the probability density for a particular point.
 double density(Double x)
          Deprecated.  
 double getDegreesOfFreedom()
          Access the degrees of freedom.
protected  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
protected  double getSolverAbsoluteAccuracy()
          Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setDegreesOfFreedom(double degreesOfFreedom)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
 void setGamma(GammaDistribution g)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, 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

ChiSquaredDistributionImpl

public ChiSquaredDistributionImpl(double df)
Create a Chi-Squared distribution with the given degrees of freedom.

Parameters:
df - degrees of freedom.

ChiSquaredDistributionImpl

@Deprecated
public ChiSquaredDistributionImpl(double df,
                                             GammaDistribution g)
Deprecated. as of 2.1 (to avoid possibly inconsistent state, the "GammaDistribution" will be instantiated internally)

Create a Chi-Squared distribution with the given degrees of freedom.

Parameters:
df - degrees of freedom.
g - the underlying gamma distribution used to compute probabilities.
Since:
1.2

ChiSquaredDistributionImpl

public ChiSquaredDistributionImpl(double df,
                                  double inverseCumAccuracy)
Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative probability accuracy.

Parameters:
df - degrees of freedom.
inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
Since:
2.1
Method Detail

setDegreesOfFreedom

@Deprecated
public void setDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the degrees of freedom.

Specified by:
setDegreesOfFreedom in interface ChiSquaredDistribution
Parameters:
degreesOfFreedom - the new degrees of freedom.

getDegreesOfFreedom

public double getDegreesOfFreedom()
Access the degrees of freedom.

Specified by:
getDegreesOfFreedom in interface ChiSquaredDistribution
Returns:
the degrees of freedom.

density

public double density(Double x)
Deprecated. 

Return the probability density for a particular point.

Specified by:
density in interface ChiSquaredDistribution
Specified by:
density in interface HasDensity<Double>
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.

density

public double density(double x)
Return 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).

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.
IllegalArgumentException - if p is not a valid probability.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value

setGamma

@Deprecated
public void setGamma(GammaDistribution g)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the underlying gamma distribution. The caller is responsible for insuring the gamma distribution has the proper parameter settings.

Parameters:
g - the new distribution.
Since:
1.2 made public

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.

Overrides:
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
Returns:
the solver absolute accuracy
Since:
2.1


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