Java source code of 'jhplot.math.num.pdf.Cauchy'

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package jhplot.math.num.pdf;


/**
 * 

* The Cauchy distribution (1). *

*

* References: *

    *
  1. Eric W. Weisstein. "Cauchy Distribution." From MathWorld--A Wolfram Web * Resource. * http://mathworld.wolfram.com/Cauchy.html
  2. *
*

* * @since 1.1 * @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $ */ public class Cauchy extends ContinuousDistribution { /** The location parameter. */ private double median; /** the scale parameter. */ private double scale; /** * Default constructor. The location parameter is set to zero and the scale * parameter is set to one. */ public Cauchy() { this(0.0, 1.0); } /** * Create a distribution with the given location and scale parameters. * * @param m the location parameter. * @param s the scale parameter. */ public Cauchy(double m, double s) { super(); setMedian(m); setScale(s); } /** * The CDF for this distribution. This method returns P(X < x). * * @param x the value at which the CDF is evaluated. * @return CDF for this distribution. */ public double cumulativeProbability(double x) { double ret; if (Double.isNaN(x)) { ret = Double.NaN; } else if (Double.isInfinite(x)) { if (x < 0.0) { ret = 0.0; } else { ret = 1.0; } } else if (x == median) { ret = 0.5; } else { ret = 0.5 + (Math.atan((x - median) / scale) / Math.PI); } return ret; } /** * Access the location parameter. * * @return the location parameter. */ public double getMedian() { return median; } /** * Access the scale parameter. * * @return the scale parameter. */ public double getScale() { return scale; } /** * The inverse CDF for this distribution. This method returns x such that, * P(X < x) = p. * * @param p the cumulative probability. * @return x */ public double inverseCumulativeProbability(double p) { double ret; if (p < 0.0 || p > 1.0 || Double.isNaN(p)) { ret = Double.NaN; } else if (p == 0.0) { ret = Double.NEGATIVE_INFINITY; } else if (p == 1.0) { ret = Double.POSITIVE_INFINITY; } else if (p == 0.5) { ret = median; } else { ret = median + scale * Math.tan(Math.PI * (p - .5)); } return ret; } /** * Modify the location parameter. * * @param m The new location parameter value. */ public void setMedian(double m) { if (Double.isNaN(m)) { throw new IllegalArgumentException( "location parameter must be a valid number."); } this.median = m; } /** * Modify the scale parameter. * * @param s The new scale parameter value. */ public void setScale(double s) { if (s <= 0.0 || Double.isNaN(s)) { throw new IllegalArgumentException( "scale parameter must be positive."); } this.scale = s; } }