org.apache.commons.math3.distribution
public class FDistribution extends AbstractRealDistribution
Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy.
|
private double |
denominatorDegreesOfFreedom
The numerator degrees of freedom.
|
private double |
numeratorDegreesOfFreedom
The numerator degrees of freedom.
|
private double |
numericalVariance
Cached numerical variance
|
private boolean |
numericalVarianceIsCalculated
Whether or not the numerical variance has been calculated
|
private static long |
serialVersionUID
Serializable version identifier.
|
private double |
solverAbsoluteAccuracy
Inverse cumulative probability accuracy.
|
random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY
Constructor and Description |
---|
FDistribution(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom)
Creates an F distribution using the given degrees of freedom.
|
FDistribution(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
Creates an F distribution using the given degrees of freedom
and inverse cumulative probability accuracy.
|
FDistribution(RandomGenerator rng,
double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
Creates an F distribution.
|
Modifier and Type | Method and Description |
---|---|
protected double |
calculateNumericalVariance()
used by
getNumericalVariance() |
double |
cumulativeProbability(double x)
For a random variable
X whose values are distributed according
to this distribution, this method returns P(X <= x) . |
double |
density(double x)
Returns the probability density function (PDF) of this distribution
evaluated at the specified point
x . |
double |
getDenominatorDegreesOfFreedom()
Access the denominator degrees of freedom.
|
double |
getNumeratorDegreesOfFreedom()
Access the numerator degrees of freedom.
|
double |
getNumericalMean()
Use this method to get the numerical value of the mean of this
distribution.
|
double |
getNumericalVariance()
Use this method to get the numerical value of the variance of this
distribution.
|
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cumulative computation.
|
double |
getSupportLowerBound()
Access the lower bound of the support.
|
double |
getSupportUpperBound()
Access the upper bound of the support.
|
boolean |
isSupportConnected()
Use this method to get information about whether the support is connected,
i.e.
|
boolean |
isSupportLowerBoundInclusive()
Whether or not the lower bound of support is in the domain of the density
function.
|
boolean |
isSupportUpperBoundInclusive()
Whether or not the upper bound of support is in the domain of the density
function.
|
cumulativeProbability, inverseCumulativeProbability, probability, probability, reseedRandomGenerator, sample, sample
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
private static final long serialVersionUID
private final double numeratorDegreesOfFreedom
private final double denominatorDegreesOfFreedom
private final double solverAbsoluteAccuracy
private double numericalVariance
private boolean numericalVarianceIsCalculated
public FDistribution(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom) throws NotStrictlyPositiveException
numeratorDegreesOfFreedom
- Numerator degrees of freedom.denominatorDegreesOfFreedom
- Denominator degrees of freedom.NotStrictlyPositiveException
- if
numeratorDegreesOfFreedom <= 0
or
denominatorDegreesOfFreedom <= 0
.public FDistribution(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom, double inverseCumAccuracy) throws NotStrictlyPositiveException
numeratorDegreesOfFreedom
- Numerator degrees of freedom.denominatorDegreesOfFreedom
- Denominator degrees of freedom.inverseCumAccuracy
- the maximum absolute error in inverse
cumulative probability estimates.NotStrictlyPositiveException
- if
numeratorDegreesOfFreedom <= 0
or
denominatorDegreesOfFreedom <= 0
.public FDistribution(RandomGenerator rng, double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom, double inverseCumAccuracy) throws NotStrictlyPositiveException
rng
- Random number generator.numeratorDegreesOfFreedom
- Numerator degrees of freedom.denominatorDegreesOfFreedom
- Denominator degrees of freedom.inverseCumAccuracy
- the maximum absolute error in inverse
cumulative probability estimates.NotStrictlyPositiveException
- if
numeratorDegreesOfFreedom <= 0
or
denominatorDegreesOfFreedom <= 0
.public double density(double x)
x
. In general, the PDF is
the derivative of the CDF
.
If the derivative does not exist at x
, then an appropriate
replacement should be returned, e.g. Double.POSITIVE_INFINITY
,
Double.NaN
, or the limit inferior or limit superior of the
difference quotient.x
- the point at which the PDF is evaluatedx
public double cumulativeProbability(double x)
X
whose values are distributed according
to this distribution, this method returns P(X <= x)
. In other
words, this method represents the (cumulative) distribution function
(CDF) for this distribution.
The implementation of this method is based on
x
- the point at which the CDF is evaluatedx
public double getNumeratorDegreesOfFreedom()
public double getDenominatorDegreesOfFreedom()
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractRealDistribution
public double getNumericalMean()
b
, the mean is
b > 2
then b / (b - 2)
,Double.NaN
).
Double.NaN
if it is not definedpublic double getNumericalVariance()
a
and denominator
degrees of freedom parameter b
, the variance is
b > 4
then
[2 * b^2 * (a + b - 2)] / [a * (b - 2)^2 * (b - 4)]
,
Double.NaN
).
Double.POSITIVE_INFINITY
as
for certain cases in TDistribution
) or Double.NaN
if it
is not definedprotected double calculateNumericalVariance()
getNumericalVariance()
public double getSupportLowerBound()
inverseCumulativeProbability(0)
. In other words, this
method must return
inf {x in R | P(X <= x) > 0}
.
public double getSupportUpperBound()
inverseCumulativeProbability(1)
. In other words, this
method must return
inf {x in R | P(X <= x) = 1}
.
public boolean isSupportLowerBoundInclusive()
getSupporLowerBound()
is finite and
density(getSupportLowerBound())
returns a non-NaN, non-infinite
value.public boolean isSupportUpperBoundInclusive()
getSupportUpperBound()
is finite and
density(getSupportUpperBound())
returns a non-NaN, non-infinite
value.public boolean isSupportConnected()
true
Copyright (c) 2003-2013 Apache Software Foundation