src/main/java/org/apache/datasketches/GaussianRanks.java

/*
 * 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.datasketches;

/**
 * @author Lee Rhodes
 */
public class GaussianRanks {
  private static final String LS = System.getProperty("line.separator");
  //Fractional ranks computed from the standard normal cumulative distribution.
  public static final double M4SD = 0.0000316712418331; //minus 4 StdDev
  public static final double M3SD = 0.0013498980316301; //minus 3 StdDev
  public static final double M2SD = 0.0227501319481792; //minus 2 StdDev
  public static final double M1SD = 0.1586552539314570; //minus 1 StdDev
  public static final double MED  = 0.5;                //median
  public static final double P1SD = 0.8413447460685430; //plus  1 StdDev
  public static final double P2SD = 0.9772498680518210; //plus  2 StdDev
  public static final double P3SD = 0.9986501019683700; //plus  3 StdDev
  public static final double P4SD = 0.9999683287581670; //plus  4 StdDev
  public static final double[] GAUSSIANS_4SD =
      {0.0, M4SD, M3SD, M2SD, M1SD, MED, P1SD, P2SD, P3SD, P4SD, 1.0};

  public static final double[] GAUSSIANS_3SD =
      {0.0, M3SD, M2SD, M1SD, MED, P1SD, P2SD, P3SD, 1.0};

  public static final double[] GAUSSIANS_2SD =
      {0.0, M2SD, M1SD, MED, P1SD, P2SD, 1.0};

  public static final double[] GAUSSIANS_1SD =
      {0.0, M1SD, MED, P1SD, 1.0};

  public static final double CI4SD = P4SD - M4SD; //0.9999366575163339
  public static final double CI3SD = P3SD - M3SD; //0.9973002039367399
  public static final double CI2SD = P2SD - M2SD; //0.9544997361036418
  public static final double CI1SD = P1SD - M1SD; //0.6826894921370861

  public static String confidenceIntervals() {
    return CI4SD + LS + CI3SD + LS + CI2SD + LS + CI1SD + LS;
  }
}