From 1354beaf452fc42c23c82fc80d2f2e9ffcbf3688 Mon Sep 17 00:00:00 2001 From: Karl Shaffer Date: Wed, 9 Aug 2023 18:06:31 -0700 Subject: Check-in commons-math 3.6.1 This includes many changes over the original version and is also incompatible, which is why the existing commons-math library is left untouched. Test: N/A Change-Id: Icd0f3069a3c62b2572f2263732d91e6c3b6e8cba --- .../math3/distribution/ChiSquaredDistribution.java | 196 +++++++++++++++++++++ 1 file changed, 196 insertions(+) create mode 100644 src/main/java/org/apache/commons/math3/distribution/ChiSquaredDistribution.java (limited to 'src/main/java/org/apache/commons/math3/distribution/ChiSquaredDistribution.java') diff --git a/src/main/java/org/apache/commons/math3/distribution/ChiSquaredDistribution.java b/src/main/java/org/apache/commons/math3/distribution/ChiSquaredDistribution.java new file mode 100644 index 0000000..06af167 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/ChiSquaredDistribution.java @@ -0,0 +1,196 @@ +/* + * 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.distribution; + +import org.apache.commons.math3.random.RandomGenerator; +import org.apache.commons.math3.random.Well19937c; + +/** + * Implementation of the chi-squared distribution. + * + * @see Chi-squared distribution + * (Wikipedia) + * @see Chi-squared Distribution + * (MathWorld) + */ +public class ChiSquaredDistribution extends AbstractRealDistribution { + /** + * 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 = -8352658048349159782L; + + /** Internal Gamma distribution. */ + private final GammaDistribution gamma; + + /** Inverse cumulative probability accuracy */ + private final double solverAbsoluteAccuracy; + + /** + * Create a Chi-Squared distribution with the given degrees of freedom. + * + * @param degreesOfFreedom Degrees of freedom. + */ + public ChiSquaredDistribution(double degreesOfFreedom) { + this(degreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY); + } + + /** + * Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative + * probability accuracy. + * + *

Note: this constructor will implicitly create an instance of {@link Well19937c} as + * random generator to be used for sampling only (see {@link #sample()} and {@link + * #sample(int)}). In case no sampling is needed for the created distribution, it is advised to + * pass {@code null} as random generator via the appropriate constructors to avoid the + * additional initialisation overhead. + * + * @param degreesOfFreedom Degrees of freedom. + * @param inverseCumAccuracy the maximum absolute error in inverse cumulative probability + * estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}). + * @since 2.1 + */ + public ChiSquaredDistribution(double degreesOfFreedom, double inverseCumAccuracy) { + this(new Well19937c(), degreesOfFreedom, inverseCumAccuracy); + } + + /** + * Create a Chi-Squared distribution with the given degrees of freedom. + * + * @param rng Random number generator. + * @param degreesOfFreedom Degrees of freedom. + * @since 3.3 + */ + public ChiSquaredDistribution(RandomGenerator rng, double degreesOfFreedom) { + this(rng, degreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY); + } + + /** + * Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative + * probability accuracy. + * + * @param rng Random number generator. + * @param degreesOfFreedom Degrees of freedom. + * @param inverseCumAccuracy the maximum absolute error in inverse cumulative probability + * estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}). + * @since 3.1 + */ + public ChiSquaredDistribution( + RandomGenerator rng, double degreesOfFreedom, double inverseCumAccuracy) { + super(rng); + + gamma = new GammaDistribution(degreesOfFreedom / 2, 2); + solverAbsoluteAccuracy = inverseCumAccuracy; + } + + /** + * Access the number of degrees of freedom. + * + * @return the degrees of freedom. + */ + public double getDegreesOfFreedom() { + return gamma.getShape() * 2.0; + } + + /** {@inheritDoc} */ + public double density(double x) { + return gamma.density(x); + } + + /** {@inheritDoc} * */ + @Override + public double logDensity(double x) { + return gamma.logDensity(x); + } + + /** {@inheritDoc} */ + public double cumulativeProbability(double x) { + return gamma.cumulativeProbability(x); + } + + /** {@inheritDoc} */ + @Override + protected double getSolverAbsoluteAccuracy() { + return solverAbsoluteAccuracy; + } + + /** + * {@inheritDoc} + * + *

For {@code k} degrees of freedom, the mean is {@code k}. + */ + public double getNumericalMean() { + return getDegreesOfFreedom(); + } + + /** + * {@inheritDoc} + * + * @return {@code 2 * k}, where {@code k} is the number of degrees of freedom. + */ + public double getNumericalVariance() { + return 2 * getDegreesOfFreedom(); + } + + /** + * {@inheritDoc} + * + *

The lower bound of the support is always 0 no matter the degrees of freedom. + * + * @return zero. + */ + public double getSupportLowerBound() { + return 0; + } + + /** + * {@inheritDoc} + * + *

The upper bound of the support is always positive infinity no matter the degrees of + * freedom. + * + * @return {@code Double.POSITIVE_INFINITY}. + */ + public double getSupportUpperBound() { + return Double.POSITIVE_INFINITY; + } + + /** {@inheritDoc} */ + public boolean isSupportLowerBoundInclusive() { + return true; + } + + /** {@inheritDoc} */ + public boolean isSupportUpperBoundInclusive() { + return false; + } + + /** + * {@inheritDoc} + * + *

The support of this distribution is connected. + * + * @return {@code true} + */ + public boolean isSupportConnected() { + return true; + } +} -- cgit v1.2.3