Package org.apache.commons.math3.distribution

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

648
649
650
651
652
653
654
655
656
    public double getSlopeConfidenceInterval(final double alpha) {
        if (alpha >= 1 || alpha <= 0) {
            throw new OutOfRangeException(LocalizedFormats.SIGNIFICANCE_LEVEL,
                                          alpha, 0, 1);
        }
        TDistribution distribution = new TDistribution(n - 2);
        return getSlopeStdErr() *
            distribution.inverseCumulativeProbability(1d - alpha / 2d);
    }
View Full Code Here
676
677
678
679
680
681
682
683
684
     * @return significance level for slope/correlation
     * @throws org.apache.commons.math3.exception.MaxCountExceededException
     * if the significance level can not be computed.
     */
    public double getSignificance() {
        TDistribution distribution = new TDistribution(n - 2);
        return 2d * (1.0 - distribution.cumulativeProbability(
                    FastMath.abs(getSlope()) / getSlopeStdErr()));
    }
View Full Code Here
765
766
767
768
769
770
771
     * @param df the degrees of freedom of the T distribution
     * @return random value from the T(df) distribution
     * @since 2.2
     */
    public double nextT(double df) {
        return nextInversionDeviate(new TDistribution(df));
    }
View Full Code Here
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
     * @return matrix of p-values
     * @throws org.apache.commons.math3.exception.MaxCountExceededException
     * if an error occurs estimating probabilities
     */
    public RealMatrix getCorrelationPValues() {
        TDistribution tDistribution = new TDistribution(nObs - 2);
        int nVars = correlationMatrix.getColumnDimension();
        double[][] out = new double[nVars][nVars];
        for (int i = 0; i < nVars; i++) {
            for (int j = 0; j < nVars; j++) {
                if (i == j) {
                    out[i][j] = 0d;
                } else {
                    double r = correlationMatrix.getEntry(i, j);
                    double t = FastMath.abs(r * FastMath.sqrt((nObs - 2)/(1 - r * r)));
                    out[i][j] = 2 * tDistribution.cumulativeProbability(-t);
                }
            }
        }
        return new BlockRealMatrix(out);
    }
View Full Code Here
1047
1048
1049
1050
1051
1052
1053
1054
1055
    protected double tTest(final double m, final double mu,
                           final double v, final double n)
        throws MaxCountExceededException {

        double t = FastMath.abs(t(m, mu, v, n));
        TDistribution distribution = new TDistribution(n - 1);
        return 2.0 * distribution.cumulativeProbability(-t);

    }
View Full Code Here
1074
1075
1076
1077
1078
1079
1080
1081
1082
                           final double n1, final double n2)
        throws MaxCountExceededException {

        final double t = FastMath.abs(t(m1, m2, v1, v2, n1, n2));
        final double degreesOfFreedom = df(v1, v2, n1, n2);
        TDistribution distribution = new TDistribution(degreesOfFreedom);
        return 2.0 * distribution.cumulativeProbability(-t);

    }
View Full Code Here
1101
1102
1103
1104
1105
1106
1107
1108
1109
                                        double n1, double n2)
        throws MaxCountExceededException {

        final double t = FastMath.abs(homoscedasticT(m1, m2, v1, v2, n1, n2));
        final double degreesOfFreedom = n1 + n2 - 2;
        TDistribution distribution = new TDistribution(degreesOfFreedom);
        return 2.0 * distribution.cumulativeProbability(-t);

    }
View Full Code Here
461
462
463
464
465
466
467
468
     * @param df the degrees of freedom of the T distribution
     * @return random value from the T(df) distribution
     * @throws NotStrictlyPositiveException if {@code df <= 0}
     */
    public double nextT(double df) throws NotStrictlyPositiveException {
        return new TDistribution(getRandomGenerator(), df,
                TDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }
View Full Code Here
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
     * Verify that direct t-tests using standard error estimates are consistent
     * with reported p-values
     */
    @Test
    public void testStdErrorConsistency() {
        TDistribution tDistribution = new TDistribution(45);
        RealMatrix matrix = createRealMatrix(swissData, 47, 5);
        PearsonsCorrelation corrInstance = new PearsonsCorrelation(matrix);
        RealMatrix rValues = corrInstance.getCorrelationMatrix();
        RealMatrix pValues = corrInstance.getCorrelationPValues();
        RealMatrix stdErrors = corrInstance.getCorrelationStandardErrors();
        for (int i = 0; i < 5; i++) {
            for (int j = 0; j < i; j++) {
                double t = FastMath.abs(rValues.getEntry(i, j)) / stdErrors.getEntry(i, j);
                double p = 2 * (1 - tDistribution.cumulativeProbability(t));
                Assert.assertEquals(p, pValues.getEntry(i, j), 10E-15);
            }
        }
    }
View Full Code Here
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
        TestUtils.assertChiSquareAccept(expected, counts, 0.001);
    }

    @Test
    public void testNextT() {
        double[] quartiles = TestUtils.getDistributionQuartiles(new TDistribution(10));
        long[] counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextT(10);
            TestUtils.updateCounts(value, counts, quartiles);
View Full Code Here
TOP

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

  • 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
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.