Package org.apache.commons.math3.distribution

Examples of org.apache.commons.math3.distribution.BinomialDistribution


                return false;
            }
            final int    n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt) / maxCheckInterval));
            final double h = dt / n;

            final UnivariateFunction f = new UnivariateFunction() {
                public double value(final double t) throws LocalMaxCountExceededException {
                    try {
                        interpolator.setInterpolatedTime(t);
                        return handler.g(t, getCompleteState(interpolator));
                    } catch (MaxCountExceededException mcee) {
                        throw new LocalMaxCountExceededException(mcee);
                    }
                }
            };

            double ta = t0;
            double ga = g0;
            for (int i = 0; i < n; ++i) {

                // evaluate handler value at the end of the substep
                final double tb = t0 + (i + 1) * h;
                interpolator.setInterpolatedTime(tb);
                final double gb = handler.g(tb, getCompleteState(interpolator));

                // check events occurrence
                if (g0Positive ^ (gb >= 0)) {
                    // there is a sign change: an event is expected during this step

                    // variation direction, with respect to the integration direction
                    increasing = gb >= ga;

                    // find the event time making sure we select a solution just at or past the exact root
                    final double root;
                    if (solver instanceof BracketedUnivariateSolver<?>) {
                        @SuppressWarnings("unchecked")
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                (BracketedUnivariateSolver<UnivariateFunction>) solver;
                        root = forward ?
                               bracketing.solve(maxIterationCount, f, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               bracketing.solve(maxIterationCount, f, tb, ta, AllowedSolution.LEFT_SIDE);
                    } else {
                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
                    }

                    if ((!Double.isNaN(previousEventTime)) &&
                        (FastMath.abs(root - ta) <= convergence) &&
                        (FastMath.abs(root - previousEventTime) <= convergence)) {
                        // we have either found nothing or found (again ?) a past event,
                        // retry the substep excluding this value, and taking care to have the
                        // required sign in case the g function is noisy around its zero and
                        // crosses the axis several times
                        do {
                            ta = forward ? ta + convergence : ta - convergence;
                            ga = f.value(ta);
                        } while ((g0Positive ^ (ga >= 0)) && (forward ^ (ta >= tb)));
                        --i;
                    } else if (Double.isNaN(previousEventTime) ||
                               (FastMath.abs(previousEventTime - root) > convergence)) {
                        pendingEventTime = root;
View Full Code Here


                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
View Full Code Here

     * @param numberOfTrials number of trials of the Binomial distribution
     * @param probabilityOfSuccess probability of success of the Binomial distribution
     * @return random value sampled from the Binomial(numberOfTrials, probabilityOfSuccess) distribution
     */
    public int nextBinomial(int numberOfTrials, double probabilityOfSuccess) {
        return new BinomialDistribution(getRandomGenerator(), numberOfTrials, probabilityOfSuccess).sample();
    }
View Full Code Here

        if (alternativeHypothesis == null) {
            throw new NullArgumentException();
        }

        // pass a null rng to avoid unneeded overhead as we will not sample from this distribution
        final BinomialDistribution distribution = new BinomialDistribution(null, numberOfTrials, probability);
        switch (alternativeHypothesis) {
        case GREATER_THAN:
            return 1 - distribution.cumulativeProbability(numberOfSuccesses - 1);
        case LESS_THAN:
            return distribution.cumulativeProbability(numberOfSuccesses);
        case TWO_SIDED:
            int criticalValueLow = 0;
            int criticalValueHigh = numberOfTrials;
            double pTotal = 0;

            while (true) {
                double pLow = distribution.probability(criticalValueLow);
                double pHigh = distribution.probability(criticalValueHigh);

                if (pLow == pHigh) {
                    pTotal += 2 * pLow;
                    criticalValueLow++;
                    criticalValueHigh--;
View Full Code Here

        BinomialDistributionTest testInstance = new BinomialDistributionTest();
        int[] densityPoints = testInstance.makeDensityTestPoints();
        double[] densityValues = testInstance.makeDensityTestValues();
        int sampleSize = 1000;
        int length = TestUtils.eliminateZeroMassPoints(densityPoints, densityValues);
        BinomialDistribution distribution = (BinomialDistribution) testInstance.makeDistribution();
        double[] expectedCounts = new double[length];
        long[] observedCounts = new long[length];
        for (int i = 0; i < length; i++) {
            expectedCounts[i] = sampleSize * densityValues[i];
        }
        randomData.reSeed(1000);
        for (int i = 0; i < sampleSize; i++) {
          int value = randomData.nextBinomial(distribution.getNumberOfTrials(),
                  distribution.getProbabilityOfSuccess());
          for (int j = 0; j < length; j++) {
              if (value == densityPoints[j]) {
                  observedCounts[j]++;
              }
          }
View Full Code Here

     * @param probabilityOfSuccess probability of success of the Binomial distribution
     * @return random value sampled from the Binomial(numberOfTrials, probabilityOfSuccess) distribution
     * @since 2.2
     */
    public int nextBinomial(int numberOfTrials, double probabilityOfSuccess) {
        return nextInversionDeviate(new BinomialDistribution(numberOfTrials, probabilityOfSuccess));
    }
View Full Code Here

     * @param numberOfTrials number of trials of the Binomial distribution
     * @param probabilityOfSuccess probability of success of the Binomial distribution
     * @return random value sampled from the Binomial(numberOfTrials, probabilityOfSuccess) distribution
     */
    public int nextBinomial(int numberOfTrials, double probabilityOfSuccess) {
        return new BinomialDistribution(getRandomGenerator(), numberOfTrials, probabilityOfSuccess).sample();
    }
View Full Code Here

        BinomialDistributionTest testInstance = new BinomialDistributionTest();
        int[] densityPoints = testInstance.makeDensityTestPoints();
        double[] densityValues = testInstance.makeDensityTestValues();
        int sampleSize = 1000;
        int length = TestUtils.eliminateZeroMassPoints(densityPoints, densityValues);
        BinomialDistribution distribution = (BinomialDistribution) testInstance.makeDistribution();
        double[] expectedCounts = new double[length];
        long[] observedCounts = new long[length];
        for (int i = 0; i < length; i++) {
            expectedCounts[i] = sampleSize * densityValues[i];
        }
        randomData.reSeed(1000);
        for (int i = 0; i < sampleSize; i++) {
          int value = randomData.nextBinomial(distribution.getNumberOfTrials(),
                  distribution.getProbabilityOfSuccess());
          for (int j = 0; j < length; j++) {
              if (value == densityPoints[j]) {
                  observedCounts[j]++;
              }
          }
View Full Code Here

        }
        if (alternativeHypothesis == null) {
            throw new NullArgumentException();
        }

        final BinomialDistribution distribution = new BinomialDistribution(numberOfTrials, probability);
        switch (alternativeHypothesis) {
        case GREATER_THAN:
            return 1 - distribution.cumulativeProbability(numberOfSuccesses - 1);
        case LESS_THAN:
            return distribution.cumulativeProbability(numberOfSuccesses);
        case TWO_SIDED:
            int criticalValueLow = 0;
            int criticalValueHigh = numberOfTrials;
            double pTotal = 0;

            while (true) {
                double pLow = distribution.probability(criticalValueLow);
                double pHigh = distribution.probability(criticalValueHigh);

                if (pLow == pHigh) {
                    pTotal += 2 * pLow;
                    criticalValueLow++;
                    criticalValueHigh--;
View Full Code Here

            }
            if (alternativeHypothesis == null) {
                throw new NullArgumentException();
            }

            final BinomialDistribution distribution = new BinomialDistribution(numberOfTrials, probability);
            switch (alternativeHypothesis) {
                case GREATER_THAN:
                    return 1 - distribution.cumulativeProbability(numberOfSuccesses - 1);
                case LESS_THAN:
                    return distribution.cumulativeProbability(numberOfSuccesses);
                case TWO_SIDED:
                    int criticalValueLow = 0;
                    int criticalValueHigh = numberOfTrials;
                    double pTotal = 0;

                    while (true) {
                        double pLow = distribution.probability(criticalValueLow);
                        double pHigh = distribution.probability(criticalValueHigh);

                        if (pLow == pHigh) {
                            pTotal += 2 * pLow;
                            criticalValueLow++;
                            criticalValueHigh--;
View Full Code Here

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Related Classes of org.apache.commons.math3.distribution.BinomialDistribution

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