| /* |
| * 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.statistics.distribution; |
| |
| /** |
| * Implementation of the <a href="http://en.wikipedia.org/wiki/Cauchy_distribution">Cauchy distribution</a>. |
| */ |
| public class CauchyDistribution extends AbstractContinuousDistribution { |
| /** The median of this distribution. */ |
| private final double median; |
| /** The scale of this distribution. */ |
| private final double scale; |
| |
| /** |
| * Creates a distribution. |
| * |
| * @param median Median for this distribution. |
| * @param scale Scale parameter for this distribution. |
| * @throws IllegalArgumentException if {@code scale <= 0}. |
| */ |
| public CauchyDistribution(double median, |
| double scale) { |
| if (scale <= 0) { |
| throw new DistributionException(DistributionException.NOT_STRICTLY_POSITIVE, scale); |
| } |
| this.scale = scale; |
| this.median = median; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double cumulativeProbability(double x) { |
| return 0.5 + (Math.atan((x - median) / scale) / Math.PI); |
| } |
| |
| /** |
| * Access the median. |
| * |
| * @return the median for this distribution. |
| */ |
| public double getMedian() { |
| return median; |
| } |
| |
| /** |
| * Access the scale parameter. |
| * |
| * @return the scale parameter for this distribution. |
| */ |
| public double getScale() { |
| return scale; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double density(double x) { |
| final double dev = x - median; |
| return (1 / Math.PI) * (scale / (dev * dev + scale * scale)); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * Returns {@code Double.NEGATIVE_INFINITY} when {@code p == 0} |
| * and {@code Double.POSITIVE_INFINITY} when {@code p == 1}. |
| */ |
| @Override |
| public double inverseCumulativeProbability(double p) { |
| double ret; |
| if (p < 0 || |
| p > 1) { |
| throw new DistributionException(DistributionException.INVALID_PROBABILITY, p); |
| } else if (p == 0) { |
| ret = Double.NEGATIVE_INFINITY; |
| } else if (p == 1) { |
| ret = Double.POSITIVE_INFINITY; |
| } else { |
| ret = median + scale * Math.tan(Math.PI * (p - .5)); |
| } |
| return ret; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * The mean is always undefined no matter the parameters. |
| * |
| * @return mean (always Double.NaN) |
| */ |
| @Override |
| public double getMean() { |
| return Double.NaN; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * The variance is always undefined no matter the parameters. |
| * |
| * @return variance (always Double.NaN) |
| */ |
| @Override |
| public double getVariance() { |
| return Double.NaN; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * The lower bound of the support is always negative infinity no matter |
| * the parameters. |
| * |
| * @return lower bound of the support (always Double.NEGATIVE_INFINITY) |
| */ |
| @Override |
| public double getSupportLowerBound() { |
| return Double.NEGATIVE_INFINITY; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * The upper bound of the support is always positive infinity no matter |
| * the parameters. |
| * |
| * @return upper bound of the support (always Double.POSITIVE_INFINITY) |
| */ |
| @Override |
| public double getSupportUpperBound() { |
| return Double.POSITIVE_INFINITY; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * The support of this distribution is connected. |
| * |
| * @return {@code true} |
| */ |
| @Override |
| public boolean isSupportConnected() { |
| return true; |
| } |
| } |