[Home] Restricted access for guests. The link to Java source code is disabled
Java source code of 'jhplot.math.num.pdf.DiscreteDistribution'
/*
* Copyright (c) 2005, DoodleProject
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* Neither the name of DoodleProject nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
* CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
* INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
* TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
* ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR
* TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
* THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
* SUCH DAMAGE.
*/
package jhplot.math.num.pdf;
import jhplot.math.num.NumericException;
/**
* Base discrete distribution.
*
* @since 1.2
* @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $
*/
public abstract class DiscreteDistribution implements Distribution {
/**
* 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.
* @throws NumericException if the cumulative probability can not be
* computed.
*/
public abstract double cumulativeProbability(int x) throws NumericException;
/**
* Generic means to compute cumulative probability values. This method uses
* simple summation of the probability values to find CDF values.
*
* @param x0 the lower bound of summation.
* @param x1 the upper bound of summation.
* @return P(x0 ≤ X ≤ x1)
* @throws NumericException if the cumulative probability can not be
* computed.
*/
protected double simpleCumulativeProbability(int x0, int x1)
throws NumericException {
double p = 0.0;
for (int x = x0; x <= x1; ++x) {
p += probability(x);
}
return p;
}
/**
* Generic means to compute inverse cumulative probability values. This
* method uses the bisection method to find inverse CDF values.
*
* @param p the cumulative probability.
* @param lower the global lower bound of the inverse CDF value.
* @param initial an initial guess at the inverse CDF value.
* @param upper the global upper bound of the inverse CDF value.
* @return x such that P(X ≤ x) = p
* @throws NumericException if the inverse cumulative probability can not be
* computed.
*/
protected int findInverseCumulativeProbability(final double p, int lower,
int initial, int upper) throws NumericException {
int x = initial;
double p0 = cumulativeProbability(x);
while (p0 <= p && x < upper) {
++x;
p0 = cumulativeProbability(x);
}
while (p0 > p && x >= lower) {
--x;
p0 = cumulativeProbability(x);
}
return x;
}
/**
* The inverse CDF for this distribution. This method returns the largest x
* such that, P(X ≤ x) ≤ p.
*
* @param p the cumulative probability.
* @return x
* @throws NumericException if the inverse cumulative probability can not be
* computed.
*/
public abstract int inverseCumulativeProbability(double p)
throws NumericException;
/**
* The PMF for this distribution. This method returns P(X = x).
*
* @param x the value at which the probability is evaluated.
* @return PMF for this distribution.
* @throws NumericException if the probability can not be computed.
*/
public abstract double probability(int x) throws NumericException;
}