Reorder distribution methods
Constructor
Parameter getters (in order used by the constructor)
Methods from the interface:
density/probability
probability(low, high)
logDensity/logProbability
cumulativeProbability
survivalProbability
inverseCumulativeProbability
getMean
getVariance
getSupportLowerBound
getSupportUpperBound
isSupportConnected
createSampler
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java
index 55cb0b2..1c7de30 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java
@@ -47,27 +47,6 @@
scale2 = scale * scale;
}
- /** {@inheritDoc} */
- @Override
- public double cumulativeProbability(double x) {
- return cdf((x - median) / scale);
- }
-
- /** {@inheritDoc} */
- @Override
- public double survivalProbability(double x) {
- return cdf(-(x - median) / scale);
- }
-
- /**
- * Compute the CDF of the Cauchy distribution with location 0 and scale 1.
- * @param x Point at which the CDF is evaluated
- * @return CDF(x)
- */
- private static double cdf(double x) {
- return 0.5 + (Math.atan(x) / Math.PI);
- }
-
/**
* Access the median.
*
@@ -93,6 +72,27 @@
return scaleOverPi / (dev * dev + scale2);
}
+ /** {@inheritDoc} */
+ @Override
+ public double cumulativeProbability(double x) {
+ return cdf((x - median) / scale);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double survivalProbability(double x) {
+ return cdf(-(x - median) / scale);
+ }
+
+ /**
+ * Compute the CDF of the Cauchy distribution with location 0 and scale 1.
+ * @param x Point at which the CDF is evaluated
+ * @return CDF(x)
+ */
+ private static double cdf(double x) {
+ return 0.5 + (Math.atan(x) / Math.PI);
+ }
+
/**
* {@inheritDoc}
*
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/FDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/FDistribution.java
index 50baef9..1610478 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/FDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/FDistribution.java
@@ -75,6 +75,24 @@
}
/**
+ * Access the numerator degrees of freedom.
+ *
+ * @return the numerator degrees of freedom.
+ */
+ public double getNumeratorDegreesOfFreedom() {
+ return numeratorDegreesOfFreedom;
+ }
+
+ /**
+ * Access the denominator degrees of freedom.
+ *
+ * @return the denominator degrees of freedom.
+ */
+ public double getDenominatorDegreesOfFreedom() {
+ return denominatorDegreesOfFreedom;
+ }
+
+ /**
* {@inheritDoc}
*/
@Override
@@ -145,24 +163,6 @@
}
/**
- * Access the numerator degrees of freedom.
- *
- * @return the numerator degrees of freedom.
- */
- public double getNumeratorDegreesOfFreedom() {
- return numeratorDegreesOfFreedom;
- }
-
- /**
- * Access the denominator degrees of freedom.
- *
- * @return the denominator degrees of freedom.
- */
- public double getDenominatorDegreesOfFreedom() {
- return denominatorDegreesOfFreedom;
- }
-
- /**
* {@inheritDoc}
*
* For denominator degrees of freedom parameter {@code b}, the mean is
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GeometricDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GeometricDistribution.java
index 3c917c6..2e6dd3c 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GeometricDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GeometricDistribution.java
@@ -90,6 +90,22 @@
return Math.exp(log1mProbabilityOfSuccess * (x + 1));
}
+ /** {@inheritDoc} */
+ @Override
+ public int inverseCumulativeProbability(double p) {
+ if (p < 0 ||
+ p > 1) {
+ throw new DistributionException(DistributionException.INVALID_PROBABILITY, p);
+ }
+ if (p == 1) {
+ return Integer.MAX_VALUE;
+ }
+ if (p == 0) {
+ return 0;
+ }
+ return Math.max(0, (int) Math.ceil(Math.log1p(-p) / log1mProbabilityOfSuccess - 1));
+ }
+
/**
* {@inheritDoc}
*
@@ -147,22 +163,4 @@
public boolean isSupportConnected() {
return true;
}
-
- /**
- * {@inheritDoc}
- */
- @Override
- public int inverseCumulativeProbability(double p) {
- if (p < 0 ||
- p > 1) {
- throw new DistributionException(DistributionException.INVALID_PROBABILITY, p);
- }
- if (p == 1) {
- return Integer.MAX_VALUE;
- }
- if (p == 0) {
- return 0;
- }
- return Math.max(0, (int) Math.ceil(Math.log1p(-p) / log1mProbabilityOfSuccess - 1));
- }
}
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/HypergeometricDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/HypergeometricDistribution.java
index ef43b0c..5a870ad 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/HypergeometricDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/HypergeometricDistribution.java
@@ -106,15 +106,6 @@
}
/**
- * Access the number of successes.
- *
- * @return the number of successes.
- */
- public int getNumberOfSuccesses() {
- return numberOfSuccesses;
- }
-
- /**
* Access the population size.
*
* @return the population size.
@@ -124,6 +115,15 @@
}
/**
+ * Access the number of successes.
+ *
+ * @return the number of successes.
+ */
+ public int getNumberOfSuccesses() {
+ return numberOfSuccesses;
+ }
+
+ /**
* Access the sample size.
*
* @return the sample size.
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java
index eafcbd5..e6eae34 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java
@@ -45,6 +45,24 @@
this.halfC = 0.5 * c;
}
+ /**
+ * Gets the location parameter of the distribution.
+ *
+ * @return location parameter of the distribution
+ */
+ public double getLocation() {
+ return mu;
+ }
+
+ /**
+ * Gets the scale parameter of the distribution.
+ *
+ * @return scale parameter of the distribution
+ */
+ public double getScale() {
+ return c;
+ }
+
/** {@inheritDoc}
* <p>
* From Wikipedia: The probability density function of the Lévy distribution
@@ -121,24 +139,6 @@
return mu + halfC / (t * t);
}
- /**
- * Gets the scale parameter of the distribution.
- *
- * @return scale parameter of the distribution
- */
- public double getScale() {
- return c;
- }
-
- /**
- * Gets the location parameter of the distribution.
- *
- * @return location parameter of the distribution
- */
- public double getLocation() {
- return mu;
- }
-
/** {@inheritDoc} */
@Override
public double getMean() {
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LogNormalDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LogNormalDistribution.java
index 211170b..e2b86af 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LogNormalDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LogNormalDistribution.java
@@ -112,6 +112,24 @@
return Math.exp(-0.5 * x1 * x1) / (shape * SQRT2PI * x);
}
+ /** {@inheritDoc} */
+ @Override
+ public double probability(double x0,
+ double x1) {
+ if (x0 > x1) {
+ throw new DistributionException(DistributionException.INVALID_RANGE_LOW_GT_HIGH,
+ x0, x1);
+ }
+ if (x0 <= 0) {
+ return super.probability(x0, x1);
+ }
+ // Assumes x1 >= x0 && x0 > 0
+ final double denom = shape * SQRT2;
+ final double v0 = (Math.log(x0) - scale) / denom;
+ final double v1 = (Math.log(x1) - scale) / denom;
+ return 0.5 * ErfDifference.value(v0, v1);
+ }
+
/** {@inheritDoc}
*
* See documentation of {@link #density(double)} for computation details.
@@ -167,24 +185,6 @@
return 0.5 * Erfc.value(dev / (shape * SQRT2));
}
- /** {@inheritDoc} */
- @Override
- public double probability(double x0,
- double x1) {
- if (x0 > x1) {
- throw new DistributionException(DistributionException.INVALID_RANGE_LOW_GT_HIGH,
- x0, x1);
- }
- if (x0 <= 0) {
- return super.probability(x0, x1);
- }
- // Assumes x1 >= x0 && x0 > 0
- final double denom = shape * SQRT2;
- final double v0 = (Math.log(x0) - scale) / denom;
- final double v1 = (Math.log(x1) - scale) / denom;
- return 0.5 * ErfDifference.value(v0, v1);
- }
-
/**
* {@inheritDoc}
*
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NormalDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NormalDistribution.java
index 81345e4..d2cee06 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NormalDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NormalDistribution.java
@@ -75,6 +75,19 @@
/** {@inheritDoc} */
@Override
+ public double probability(double x0,
+ double x1) {
+ if (x0 > x1) {
+ throw new DistributionException(DistributionException.INVALID_RANGE_LOW_GT_HIGH,
+ x0, x1);
+ }
+ final double v0 = (x0 - mean) / sdSqrt2;
+ final double v1 = (x1 - mean) / sdSqrt2;
+ return 0.5 * ErfDifference.value(v0, v1);
+ }
+
+ /** {@inheritDoc} */
+ @Override
public double logDensity(double x) {
final double x0 = x - mean;
final double x1 = x0 / standardDeviation;
@@ -119,19 +132,6 @@
/** {@inheritDoc} */
@Override
- public double probability(double x0,
- double x1) {
- if (x0 > x1) {
- throw new DistributionException(DistributionException.INVALID_RANGE_LOW_GT_HIGH,
- x0, x1);
- }
- final double v0 = (x0 - mean) / sdSqrt2;
- final double v1 = (x1 - mean) / sdSqrt2;
- return 0.5 * ErfDifference.value(v0, v1);
- }
-
- /** {@inheritDoc} */
- @Override
public double getMean() {
return mean;
}
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TriangularDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TriangularDistribution.java
index 1a6a5f7..4500f01 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TriangularDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TriangularDistribution.java
@@ -142,6 +142,25 @@
return 1;
}
+ /** {@inheritDoc} */
+ @Override
+ public double inverseCumulativeProbability(double p) {
+ if (p < 0 ||
+ p > 1) {
+ throw new DistributionException(DistributionException.INVALID_PROBABILITY, p);
+ }
+ if (p == 0) {
+ return a;
+ }
+ if (p == 1) {
+ return b;
+ }
+ if (p < cdfMode) {
+ return a + Math.sqrt(p * divisor1);
+ }
+ return b - Math.sqrt((1 - p) * divisor2);
+ }
+
/**
* {@inheritDoc}
*
@@ -201,23 +220,4 @@
public boolean isSupportConnected() {
return true;
}
-
- /** {@inheritDoc} */
- @Override
- public double inverseCumulativeProbability(double p) {
- if (p < 0 ||
- p > 1) {
- throw new DistributionException(DistributionException.INVALID_PROBABILITY, p);
- }
- if (p == 0) {
- return a;
- }
- if (p == 1) {
- return b;
- }
- if (p < cdfMode) {
- return a + Math.sqrt(p * divisor1);
- }
- return b - Math.sqrt((1 - p) * divisor2);
- }
}
