Package org.apache.commons.math3.distribution

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

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     * across no more than 3 bin boundaries.
     */
    @Override
    @Test
    public void testDensityIntegrals() {
        final RealDistribution distribution = makeDistribution();
        final double tol = 1.0e-9;
        final BaseAbstractUnivariateIntegrator integrator =
            new IterativeLegendreGaussIntegrator(5, 1.0e-12, 1.0e-10);
        final UnivariateFunction d = new UnivariateFunction() {
            public double value(double x) {
                return distribution.density(x);
            }
        };
        final double[] lower = {0, 5, 1000, 5001, 9995};
        final double[] upper = {5, 12, 1030, 5010, 10000};
        for (int i = 1; i < 5; i++) {
            Assert.assertEquals(
                    distribution.cumulativeProbability(
                            lower[i], upper[i]),
                            integrator.integrate(
                                    1000000, // Triangle integrals are very slow to converge
                                    d, lower[i], upper[i]), tol);
        }
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        double[] permuted = new double[10];
        RandomDataImpl random = new RandomDataImpl();

        // Generate 10 distinct random values
        for (int i = 0; i < 10; i++) {
            final RealDistribution u = new UniformRealDistribution(i + 0.5, i + 0.75);
            original[i] = u.sample();
        }

        // Generate a random permutation, making sure it is not the identity
        boolean isIdentity = true;
        do {
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    public double density(double x) {
        if (x < min || x > max) {
            return 0d;
        }
        final int binIndex = findBin(x);
        final RealDistribution kernel = getKernel(binStats.get(binIndex));
        return kernel.density(x) * pB(binIndex) / kB(binIndex);
    }
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        final double pBminus = pBminus(binIndex);
        final double pB = pB(binIndex);
        final double[] binBounds = getUpperBounds();
        final double kB = kB(binIndex);
        final double lower = binIndex == 0 ? min : binBounds[binIndex - 1];
        final RealDistribution kernel = k(x);
        final double withinBinCum =
            (kernel.cumulativeProbability(x) -  kernel.cumulativeProbability(lower)) / kB;
        return pBminus + pB * withinBinCum;
    }
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        int i = 0;
        while (cumBinP(i) < p) {
            i++;
        }

        final RealDistribution kernel = getKernel(binStats.get(i));
        final double kB = kB(i);
        final double[] binBounds = getUpperBounds();
        final double lower = i == 0 ? min : binBounds[i - 1];
        final double kBminus = kernel.cumulativeProbability(lower);
        final double pB = pB(i);
        final double pBminus = pBminus(i);
        final double pCrit = p - pBminus;
        if (pCrit <= 0) {
            return lower;
        }
        return kernel.inverseCumulativeProbability(kBminus + pCrit * kB / pB);
    }
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     * upper and lower endpoints of bin i
     */
    @SuppressWarnings("deprecation")
    private double kB(int i) {
        final double[] binBounds = getUpperBounds();
        final RealDistribution kernel = getKernel(binStats.get(i));
        return i == 0 ? kernel.cumulativeProbability(min, binBounds[0]) :
            kernel.cumulativeProbability(binBounds[i - 1], binBounds[i]);
    }
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   * @param sd
   *          a double standard deviation
   * @return a double sample
   */
  public static double rNorm(double mean, double sd) {
    RealDistribution dist = new NormalDistribution(RANDOM.getRandomGenerator(),
                                                   mean,
                                                   sd,
                                                   NormalDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
    return dist.sample();
  }
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* polynomial.
*/
public class PolynomialFitterTest {
    @Test
    public void testFit() {
        final RealDistribution rng = new UniformRealDistribution(-100, 100);
        rng.reseedRandomGenerator(64925784252L);

        final LevenbergMarquardtOptimizer optim = new LevenbergMarquardtOptimizer();
        final PolynomialFitter fitter = new PolynomialFitter(optim);
        final double[] coeff = { 12.9, -3.4, 2.1 }; // 12.9 - 3.4 x + 2.1 x^2
        final PolynomialFunction f = new PolynomialFunction(coeff);

        // Collect data from a known polynomial.
        for (int i = 0; i < 100; i++) {
            final double x = rng.sample();
            fitter.addObservedPoint(x, f.value(x));
        }

        // Start fit from initial guesses that are far from the optimal values.
        final double[] best = fitter.fit(new double[] { -1e-20, 3e15, -5e25 });
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    public double density(double x) {
        if (x < min || x > max) {
            return 0d;
        }
        final int binIndex = findBin(x);
        final RealDistribution kernel = getKernel(binStats.get(binIndex));
        return kernel.density(x) * pB(binIndex) / kB(binIndex);
    }
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        final double pBminus = pBminus(binIndex);
        final double pB = pB(binIndex);
        final double[] binBounds = getUpperBounds();
        final double kB = kB(binIndex);
        final double lower = binIndex == 0 ? min : binBounds[binIndex - 1];
        final RealDistribution kernel = k(x);
        final double withinBinCum =
            (kernel.cumulativeProbability(x) -  kernel.cumulativeProbability(lower)) / kB;
        return pBminus + pB * withinBinCum;
    }
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Related Classes of org.apache.commons.math3.distribution.RealDistribution

  • org.apache.commons.math3.analysis.differentiation.DerivativeStructure
  • org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction
  • org.apache.commons.math3.analysis.function.HarmonicOscillator
  • org.apache.commons.math3.analysis.function.Sin
  • org.apache.commons.math3.analysis.function.Sinc
  • org.apache.commons.math3.analysis.MultivariateFunction
  • org.apache.commons.math3.analysis.QuinticFunction
  • org.apache.commons.math3.analysis.solvers.BrentSolver
  • org.apache.commons.math3.analysis.UnivariateFunction
  • org.apache.commons.math3.complex.Complex
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