third party library: apache-commons-mathandroid-cts-6.0_r9android-cts-6.0_r8android-cts-6.0_r7android-cts-6.0_r6android-cts-6.0_r5android-cts-6.0_r4android-cts-6.0_r32android-cts-6.0_r31android-cts-6.0_r30android-cts-6.0_r3android-cts-6.0_r29android-cts-6.0_r28android-cts-6.0_r27android-cts-6.0_r26android-cts-6.0_r25android-cts-6.0_r24android-cts-6.0_r23android-cts-6.0_r22android-cts-6.0_r21android-cts-6.0_r20android-cts-6.0_r2android-cts-6.0_r19android-cts-6.0_r18android-cts-6.0_r17android-cts-6.0_r16android-cts-6.0_r15android-cts-6.0_r14android-cts-6.0_r13android-cts-6.0_r12android-cts-6.0_r1android-6.0.1_r9android-6.0.1_r81android-6.0.1_r80android-6.0.1_r8android-6.0.1_r79android-6.0.1_r78android-6.0.1_r77android-6.0.1_r74android-6.0.1_r73android-6.0.1_r72android-6.0.1_r70android-6.0.1_r7android-6.0.1_r69android-6.0.1_r68android-6.0.1_r67android-6.0.1_r66android-6.0.1_r65android-6.0.1_r63android-6.0.1_r62android-6.0.1_r61android-6.0.1_r60android-6.0.1_r59android-6.0.1_r58android-6.0.1_r57android-6.0.1_r56android-6.0.1_r55android-6.0.1_r54android-6.0.1_r53android-6.0.1_r52android-6.0.1_r51android-6.0.1_r50android-6.0.1_r5android-6.0.1_r49android-6.0.1_r48android-6.0.1_r47android-6.0.1_r46android-6.0.1_r45android-6.0.1_r43android-6.0.1_r42android-6.0.1_r41android-6.0.1_r40android-6.0.1_r4android-6.0.1_r33android-6.0.1_r32android-6.0.1_r31android-6.0.1_r30android-6.0.1_r3android-6.0.1_r28android-6.0.1_r27android-6.0.1_r26android-6.0.1_r25android-6.0.1_r24android-6.0.1_r22android-6.0.1_r21android-6.0.1_r20android-6.0.1_r18android-6.0.1_r17android-6.0.1_r16android-6.0.1_r13android-6.0.1_r12android-6.0.1_r11android-6.0.1_r10android-6.0.1_r1android-6.0.0_r7android-6.0.0_r6android-6.0.0_r5android-6.0.0_r41android-6.0.0_r4android-6.0.0_r3android-6.0.0_r26android-6.0.0_r25android-6.0.0_r24android-6.0.0_r23android-6.0.0_r2android-6.0.0_r13android-6.0.0_r12android-6.0.0_r11android-6.0.0_r1marshmallow-releasemarshmallow-mr3-releasemarshmallow-mr2-releasemarshmallow-mr1-releasemarshmallow-mr1-devmarshmallow-dr1.6-releasemarshmallow-dr1.5-releasemarshmallow-dr1.5-devmarshmallow-dr-releasemarshmallow-dr-dragon-releasemarshmallow-dr-devmarshmallow-devmarshmallow-cts-release

Change-Id: I52a325624a7f0dd652b362a9840626d6d9f3c42b

1 files changed, 349 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java b/src/main/java/org/apache/commons/math/distribution/NormalDistributionImpl.java
new file mode 100644
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.distribution;
+
+import java.io.Serializable;
+
+import org.apache.commons.math.MathException;
+import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+import org.apache.commons.math.special.Erf;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * Default implementation of
+ * {@link org.apache.commons.math.distribution.NormalDistribution}.
+ *
+ * @version $Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
+ */
+public class NormalDistributionImpl extends AbstractContinuousDistribution
+        implements NormalDistribution, Serializable {
+
+    /**
+     * Default inverse cumulative probability accuracy
+     * @since 2.1
+     */
+    public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
+
+    /** Serializable version identifier */
+    private static final long serialVersionUID = 8589540077390120676L;
+
+    /** &sqrt;(2 π) */
+    private static final double SQRT2PI = FastMath.sqrt(2 * FastMath.PI);
+
+    /** The mean of this distribution. */
+    private double mean = 0;
+
+    /** The standard deviation of this distribution. */
+    private double standardDeviation = 1;
+
+    /** Inverse cumulative probability accuracy */
+    private final double solverAbsoluteAccuracy;
+
+    /**
+     * Create a normal distribution using the given mean and standard deviation.
+     * @param mean mean for this distribution
+     * @param sd standard deviation for this distribution
+     */
+    public NormalDistributionImpl(double mean, double sd){
+        this(mean, sd, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+    }
+
+    /**
+     * Create a normal distribution using the given mean, standard deviation and
+     * inverse cumulative distribution accuracy.
+     *
+     * @param mean mean for this distribution
+     * @param sd standard deviation for this distribution
+     * @param inverseCumAccuracy inverse cumulative probability accuracy
+     * @since 2.1
+     */
+    public NormalDistributionImpl(double mean, double sd, double inverseCumAccuracy) {
+        super();
+        setMeanInternal(mean);
+        setStandardDeviationInternal(sd);
+        solverAbsoluteAccuracy = inverseCumAccuracy;
+    }
+
+    /**
+     * Creates normal distribution with the mean equal to zero and standard
+     * deviation equal to one.
+     */
+    public NormalDistributionImpl(){
+        this(0.0, 1.0);
+    }
+
+    /**
+     * Access the mean.
+     * @return mean for this distribution
+     */
+    public double getMean() {
+        return mean;
+    }
+
+    /**
+     * Modify the mean.
+     * @param mean for this distribution
+     * @deprecated as of 2.1 (class will become immutable in 3.0)
+     */
+    @Deprecated
+    public void setMean(double mean) {
+        setMeanInternal(mean);
+    }
+
+    /**
+     * Modify the mean.
+     * @param newMean for this distribution
+     */
+    private void setMeanInternal(double newMean) {
+        this.mean = newMean;
+    }
+
+    /**
+     * Access the standard deviation.
+     * @return standard deviation for this distribution
+     */
+    public double getStandardDeviation() {
+        return standardDeviation;
+    }
+
+    /**
+     * Modify the standard deviation.
+     * @param sd standard deviation for this distribution
+     * @throws IllegalArgumentException if <code>sd</code> is not positive.
+     * @deprecated as of 2.1 (class will become immutable in 3.0)
+     */
+    @Deprecated
+    public void setStandardDeviation(double sd) {
+        setStandardDeviationInternal(sd);
+    }
+
+    /**
+     * Modify the standard deviation.
+     * @param sd standard deviation for this distribution
+     * @throws IllegalArgumentException if <code>sd</code> is not positive.
+     */
+    private void setStandardDeviationInternal(double sd) {
+        if (sd <= 0.0) {
+            throw MathRuntimeException.createIllegalArgumentException(
+                  LocalizedFormats.NOT_POSITIVE_STANDARD_DEVIATION,
+                  sd);
+        }
+        standardDeviation = sd;
+    }
+
+    /**
+     * Return the probability density for a particular point.
+     *
+     * @param x The point at which the density should be computed.
+     * @return The pdf at point x.
+     * @deprecated
+     */
+    @Deprecated
+    public double density(Double x) {
+        return density(x.doubleValue());
+    }
+
+    /**
+     * Returns the probability density for a particular point.
+     *
+     * @param x The point at which the density should be computed.
+     * @return The pdf at point x.
+     * @since 2.1
+     */
+    @Override
+    public double density(double x) {
+        double x0 = x - mean;
+        return FastMath.exp(-x0 * x0 / (2 * standardDeviation * standardDeviation)) / (standardDeviation * SQRT2PI);
+    }
+
+    /**
+     * For this distribution, X, this method returns P(X &lt; <code>x</code>).
+     * If <code>x</code>is more than 40 standard deviations from the mean, 0 or 1 is returned,
+     * as in these cases the actual value is within <code>Double.MIN_VALUE</code> of 0 or 1.
+     *
+     * @param x the value at which the CDF is evaluated.
+     * @return CDF evaluated at <code>x</code>.
+     * @throws MathException if the algorithm fails to converge
+     */
+    public double cumulativeProbability(double x) throws MathException {
+        final double dev = x - mean;
+        if (FastMath.abs(dev) > 40 * standardDeviation) {
+            return dev < 0 ? 0.0d : 1.0d;
+        }
+        return 0.5 * (1.0 + Erf.erf(dev /
+                    (standardDeviation * FastMath.sqrt(2.0))));
+    }
+
+    /**
+     * Return the absolute accuracy setting of the solver used to estimate
+     * inverse cumulative probabilities.
+     *
+     * @return the solver absolute accuracy
+     * @since 2.1
+     */
+    @Override
+    protected double getSolverAbsoluteAccuracy() {
+        return solverAbsoluteAccuracy;
+    }
+
+    /**
+     * For this distribution, X, this method returns the critical point x, such
+     * that P(X &lt; x) = <code>p</code>.
+     * <p>
+     * Returns <code>Double.NEGATIVE_INFINITY</code> for p=0 and
+     * <code>Double.POSITIVE_INFINITY</code> for p=1.</p>
+     *
+     * @param p the desired probability
+     * @return x, such that P(X &lt; x) = <code>p</code>
+     * @throws MathException if the inverse cumulative probability can not be
+     *         computed due to convergence or other numerical errors.
+     * @throws IllegalArgumentException if <code>p</code> is not a valid
+     *         probability.
+     */
+    @Override
+    public double inverseCumulativeProbability(final double p)
+    throws MathException {
+        if (p == 0) {
+            return Double.NEGATIVE_INFINITY;
+        }
+        if (p == 1) {
+            return Double.POSITIVE_INFINITY;
+        }
+        return super.inverseCumulativeProbability(p);
+    }
+
+    /**
+     * Generates a random value sampled from this distribution.
+     *
+     * @return random value
+     * @since 2.2
+     * @throws MathException if an error occurs generating the random value
+     */
+    @Override
+    public double sample() throws MathException {
+        return randomData.nextGaussian(mean, standardDeviation);
+    }
+
+    /**
+     * Access the domain value lower bound, based on <code>p</code>, used to
+     * bracket a CDF root.  This method is used by
+     * {@link #inverseCumulativeProbability(double)} to find critical values.
+     *
+     * @param p the desired probability for the critical value
+     * @return domain value lower bound, i.e.
+     *         P(X &lt; <i>lower bound</i>) &lt; <code>p</code>
+     */
+    @Override
+    protected double getDomainLowerBound(double p) {
+        double ret;
+
+        if (p < .5) {
+            ret = -Double.MAX_VALUE;
+        } else {
+            ret = mean;
+        }
+
+        return ret;
+    }
+
+    /**
+     * Access the domain value upper bound, based on <code>p</code>, used to
+     * bracket a CDF root.  This method is used by
+     * {@link #inverseCumulativeProbability(double)} to find critical values.
+     *
+     * @param p the desired probability for the critical value
+     * @return domain value upper bound, i.e.
+     *         P(X &lt; <i>upper bound</i>) &gt; <code>p</code>
+     */
+    @Override
+    protected double getDomainUpperBound(double p) {
+        double ret;
+
+        if (p < .5) {
+            ret = mean;
+        } else {
+            ret = Double.MAX_VALUE;
+        }
+
+        return ret;
+    }
+
+    /**
+     * Access the initial domain value, based on <code>p</code>, used to
+     * bracket a CDF root.  This method is used by
+     * {@link #inverseCumulativeProbability(double)} to find critical values.
+     *
+     * @param p the desired probability for the critical value
+     * @return initial domain value
+     */
+    @Override
+    protected double getInitialDomain(double p) {
+        double ret;
+
+        if (p < .5) {
+            ret = mean - standardDeviation;
+        } else if (p > .5) {
+            ret = mean + standardDeviation;
+        } else {
+            ret = mean;
+        }
+
+        return ret;
+    }
+
+    /**
+     * Returns the lower bound of the support for the distribution.
+     *
+     * The lower bound of the support is always negative infinity
+     * no matter the parameters.
+     *
+     * @return lower bound of the support (always Double.NEGATIVE_INFINITY)
+     * @since 2.2
+     */
+    public double getSupportLowerBound() {
+        return Double.NEGATIVE_INFINITY;
+    }
+
+    /**
+     * Returns the upper bound of the support for the distribution.
+     *
+     * The upper bound of the support is always positive infinity
+     * no matter the parameters.
+     *
+     * @return upper bound of the support (always Double.POSITIVE_INFINITY)
+     * @since 2.2
+     */
+    public double getSupportUpperBound() {
+        return Double.POSITIVE_INFINITY;
+    }
+
+    /**
+     * Returns the variance.
+     *
+     * For standard deviation parameter <code>s</code>,
+     * the variance is <code>s^2</code>
+     *
+     * @return the variance
+     * @since 2.2
+     */
+    public double getNumericalVariance() {
+        final double s = getStandardDeviation();
+        return s * s;
+    }
+}