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package jhplot.math.num.pdf;
/**
*
* The Cauchy distribution (1).
*
*
* References:
*
* - Eric W. Weisstein. "Cauchy Distribution." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/Cauchy.html
*
*
*
* @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;
}
}