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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/interval/IntervalUtils.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/interval/IntervalUtils.java | 174 |
1 files changed, 174 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/interval/IntervalUtils.java b/src/main/java/org/apache/commons/math3/stat/interval/IntervalUtils.java new file mode 100644 index 0000000..0613c99 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/interval/IntervalUtils.java @@ -0,0 +1,174 @@ +/* + * 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.math3.stat.interval; + +import org.apache.commons.math3.exception.NotPositiveException; +import org.apache.commons.math3.exception.NotStrictlyPositiveException; +import org.apache.commons.math3.exception.NumberIsTooLargeException; +import org.apache.commons.math3.exception.OutOfRangeException; +import org.apache.commons.math3.exception.util.LocalizedFormats; + +/** + * Factory methods to generate confidence intervals for a binomial proportion. + * The supported methods are: + * <ul> + * <li>Agresti-Coull interval</li> + * <li>Clopper-Pearson method (exact method)</li> + * <li>Normal approximation (based on central limit theorem)</li> + * <li>Wilson score interval</li> + * </ul> + * + * @since 3.3 + */ +public final class IntervalUtils { + + /** Singleton Agresti-Coull instance. */ + private static final BinomialConfidenceInterval AGRESTI_COULL = new AgrestiCoullInterval(); + + /** Singleton Clopper-Pearson instance. */ + private static final BinomialConfidenceInterval CLOPPER_PEARSON = new ClopperPearsonInterval(); + + /** Singleton NormalApproximation instance. */ + private static final BinomialConfidenceInterval NORMAL_APPROXIMATION = new NormalApproximationInterval(); + + /** Singleton Wilson score instance. */ + private static final BinomialConfidenceInterval WILSON_SCORE = new WilsonScoreInterval(); + + /** + * Prevent instantiation. + */ + private IntervalUtils() { + } + + /** + * Create an Agresti-Coull binomial confidence interval for the true + * probability of success of an unknown binomial distribution with the given + * observed number of trials, successes and confidence level. + * + * @param numberOfTrials number of trials + * @param numberOfSuccesses number of successes + * @param confidenceLevel desired probability that the true probability of + * success falls within the returned interval + * @return Confidence interval containing the probability of success with + * probability {@code confidenceLevel} + * @throws NotStrictlyPositiveException if {@code numberOfTrials <= 0}. + * @throws NotPositiveException if {@code numberOfSuccesses < 0}. + * @throws NumberIsTooLargeException if {@code numberOfSuccesses > numberOfTrials}. + * @throws OutOfRangeException if {@code confidenceLevel} is not in the interval {@code (0, 1)}. + */ + public static ConfidenceInterval getAgrestiCoullInterval(int numberOfTrials, int numberOfSuccesses, + double confidenceLevel) { + return AGRESTI_COULL.createInterval(numberOfTrials, numberOfSuccesses, confidenceLevel); + } + + /** + * Create a Clopper-Pearson binomial confidence interval for the true + * probability of success of an unknown binomial distribution with the given + * observed number of trials, successes and confidence level. + * <p> + * Preconditions: + * <ul> + * <li>{@code numberOfTrials} must be positive</li> + * <li>{@code numberOfSuccesses} may not exceed {@code numberOfTrials}</li> + * <li>{@code confidenceLevel} must be strictly between 0 and 1 (exclusive)</li> + * </ul> + * </p> + * + * @param numberOfTrials number of trials + * @param numberOfSuccesses number of successes + * @param confidenceLevel desired probability that the true probability of + * success falls within the returned interval + * @return Confidence interval containing the probability of success with + * probability {@code confidenceLevel} + * @throws NotStrictlyPositiveException if {@code numberOfTrials <= 0}. + * @throws NotPositiveException if {@code numberOfSuccesses < 0}. + * @throws NumberIsTooLargeException if {@code numberOfSuccesses > numberOfTrials}. + * @throws OutOfRangeException if {@code confidenceLevel} is not in the interval {@code (0, 1)}. + */ + public static ConfidenceInterval getClopperPearsonInterval(int numberOfTrials, int numberOfSuccesses, + double confidenceLevel) { + return CLOPPER_PEARSON.createInterval(numberOfTrials, numberOfSuccesses, confidenceLevel); + } + + /** + * Create a binomial confidence interval for the true probability of success + * of an unknown binomial distribution with the given observed number of + * trials, successes and confidence level using the Normal approximation to + * the binomial distribution. + * + * @param numberOfTrials number of trials + * @param numberOfSuccesses number of successes + * @param confidenceLevel desired probability that the true probability of + * success falls within the interval + * @return Confidence interval containing the probability of success with + * probability {@code confidenceLevel} + */ + public static ConfidenceInterval getNormalApproximationInterval(int numberOfTrials, int numberOfSuccesses, + double confidenceLevel) { + return NORMAL_APPROXIMATION.createInterval(numberOfTrials, numberOfSuccesses, confidenceLevel); + } + + /** + * Create a Wilson score binomial confidence interval for the true + * probability of success of an unknown binomial distribution with the given + * observed number of trials, successes and confidence level. + * + * @param numberOfTrials number of trials + * @param numberOfSuccesses number of successes + * @param confidenceLevel desired probability that the true probability of + * success falls within the returned interval + * @return Confidence interval containing the probability of success with + * probability {@code confidenceLevel} + * @throws NotStrictlyPositiveException if {@code numberOfTrials <= 0}. + * @throws NotPositiveException if {@code numberOfSuccesses < 0}. + * @throws NumberIsTooLargeException if {@code numberOfSuccesses > numberOfTrials}. + * @throws OutOfRangeException if {@code confidenceLevel} is not in the interval {@code (0, 1)}. + */ + public static ConfidenceInterval getWilsonScoreInterval(int numberOfTrials, int numberOfSuccesses, + double confidenceLevel) { + return WILSON_SCORE.createInterval(numberOfTrials, numberOfSuccesses, confidenceLevel); + } + + /** + * Verifies that parameters satisfy preconditions. + * + * @param numberOfTrials number of trials (must be positive) + * @param numberOfSuccesses number of successes (must not exceed numberOfTrials) + * @param confidenceLevel confidence level (must be strictly between 0 and 1) + * @throws NotStrictlyPositiveException if {@code numberOfTrials <= 0}. + * @throws NotPositiveException if {@code numberOfSuccesses < 0}. + * @throws NumberIsTooLargeException if {@code numberOfSuccesses > numberOfTrials}. + * @throws OutOfRangeException if {@code confidenceLevel} is not in the interval {@code (0, 1)}. + */ + static void checkParameters(int numberOfTrials, int numberOfSuccesses, double confidenceLevel) { + if (numberOfTrials <= 0) { + throw new NotStrictlyPositiveException(LocalizedFormats.NUMBER_OF_TRIALS, numberOfTrials); + } + if (numberOfSuccesses < 0) { + throw new NotPositiveException(LocalizedFormats.NEGATIVE_NUMBER_OF_SUCCESSES, numberOfSuccesses); + } + if (numberOfSuccesses > numberOfTrials) { + throw new NumberIsTooLargeException(LocalizedFormats.NUMBER_OF_SUCCESS_LARGER_THAN_POPULATION_SIZE, + numberOfSuccesses, numberOfTrials, true); + } + if (confidenceLevel <= 0 || confidenceLevel >= 1) { + throw new OutOfRangeException(LocalizedFormats.OUT_OF_BOUNDS_CONFIDENCE_LEVEL, + confidenceLevel, 0, 1); + } + } + +} |