Package org.apache.commons.math3.distribution

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


                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 median the median of the Cauchy distribution
     * @param scale the scale parameter of the Cauchy distribution
     * @return random value sampled from the Cauchy(median, scale) distribution
     */
    public double nextCauchy(double median, double scale) {
        return new CauchyDistribution(getRandomGenerator(), median, scale,
                CauchyDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }
View Full Code Here

        TestUtils.assertChiSquareAccept(expected, counts, 0.001);
    }

    @Test
    public void testNextCauchy() {
        double[] quartiles = TestUtils.getDistributionQuartiles(new CauchyDistribution(1.2, 2.1));
        long[] counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextCauchy(1.2, 2.1);
            TestUtils.updateCounts(value, counts, quartiles);
View Full Code Here

     * @param scale the scale parameter of the Cauchy distribution
     * @return random value sampled from the Cauchy(median, scale) distribution
     * @since 2.2
     */
    public double nextCauchy(double median, double scale) {
        return nextInversionDeviate(new CauchyDistribution(median, scale));
    }
View Full Code Here

     * @param median the median of the Cauchy distribution
     * @param scale the scale parameter of the Cauchy distribution
     * @return random value sampled from the Cauchy(median, scale) distribution
     */
    public double nextCauchy(double median, double scale) {
        return new CauchyDistribution(getRandomGenerator(), median, scale,
                CauchyDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }
View Full Code Here

        TestUtils.assertChiSquareAccept(expected, counts, 0.001);
    }

    @Test
    public void testNextCauchy() {
        double[] quartiles = TestUtils.getDistributionQuartiles(new CauchyDistribution(1.2, 2.1));
        long[] counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextCauchy(1.2, 2.1);
            TestUtils.updateCounts(value, counts, quartiles);
View Full Code Here

            container.add(comp, c);

            c.gridx++;
            comp = createComponent("Cauchy", -5, 5,
                                   new String[] { "x=0,γ=0.5", "x=0,γ=1", "x=0,γ=2", "x=-2,γ=1" },
                                   new CauchyDistribution(0, 0.5),
                                   new CauchyDistribution(0, 1),
                                   new CauchyDistribution(0, 2),
                                   new CauchyDistribution(-2, 1));
            container.add(comp, c);
           
            c.gridx++;
            comp = createComponent("ChiSquared", 0, 5,
                                   new String[] { "k=1", "k=2", "k=3", "k=4", "k=6" },
View Full Code Here

        TestUtils.assertChiSquareAccept(expected, counts, 0.001);
    }

    @Test
    public void testNextCauchy() {
        double[] quartiles = TestUtils.getDistributionQuartiles(new CauchyDistribution(1.2, 2.1));
        long[] counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextCauchy(1.2, 2.1);
            TestUtils.updateCounts(value, counts, quartiles);
View Full Code Here

     * @param median the median of the Cauchy distribution
     * @param scale the scale parameter of the Cauchy distribution
     * @return random value sampled from the Cauchy(median, scale) distribution
     */
    public double nextCauchy(double median, double scale) {
        return new CauchyDistribution(getRandomGenerator(), median, scale,
                CauchyDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }
View Full Code Here

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