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package jhplot.math.num.pdf;
import jhplot.math.num.NumericException;
import jhplot.math.num.special.Beta;
/**
*
* The F distribution (1).
*
*
* References:
*
* - Eric W. Weisstein. "F Distribution." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/F-Distribution.html
*
*
*
* @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $
*/
public class FDistribution extends ContinuousDistribution {
/** The denominator degrees of freedom. */
private double denominatorDegreesOfFreedom;
/** The numerator degrees of freedom. */
private double numeratorDegreesOfFreedom;
/**
* Default constructor. Numerator degrees of freedom and denominator degrees
* of freedom are both set to 1.
*/
public FDistribution() {
this(1.0, 1.0);
}
/**
* Create a distribution with the given numerator degrees of freedom and
* denominator degrees of freedom.
*
* @param dfn the numerator degrees of freedom.
* @param dfd the denominator degrees of freedom.
*/
public FDistribution(double dfn, double dfd) {
super();
setNumeratorDegreesOfFreedom(dfn);
setDenominatorDegreesOfFreedom(dfd);
}
/**
* 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 double cumulativeProbability(double x) throws NumericException {
double ret;
if (Double.isNaN(x)) {
ret = Double.NaN;
} else if (x <= 0.0) {
ret = 0.0;
} else if (Double.isInfinite(x)) {
ret = 1.0;
} else {
double n = getNumeratorDegreesOfFreedom();
double m = getDenominatorDegreesOfFreedom();
ret = Beta.regularizedBeta((n * x) / (m + n * x), 0.5 * n, 0.5 * m);
}
return ret;
}
/**
* Access the denominator degrees of freedom.
*
* @return the denominator degrees of freedom.
*/
public double getDenominatorDegreesOfFreedom() {
return denominatorDegreesOfFreedom;
}
/**
* Access the numerator degrees of freedom.
*
* @return the numerator degrees of freedom.
*/
public double getNumeratorDegreesOfFreedom() {
return numeratorDegreesOfFreedom;
}
/**
* The inverse CDF for this distribution. This method returns 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 double inverseCumulativeProbability(double p)
throws NumericException {
double ret;
if (p < 0.0 || p > 1.0 || Double.isNaN(p)) {
ret = Double.NaN;
} else if (p == 0.0) {
ret = 0.0;
} else if (p == 1.0) {
ret = Double.POSITIVE_INFINITY;
} else {
ret = findInverseCumulativeProbability(p, 0.0, 10,
Double.POSITIVE_INFINITY);
}
return ret;
}
/**
* Modify the denominator degrees of freedom.
*
* @param degreesOfFreedom the new denominator degrees of freedom.
*/
public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
if (degreesOfFreedom <= 0.0 || Double.isNaN(degreesOfFreedom)) {
throw new IllegalArgumentException(
"degrees of freedom must be positive.");
}
this.denominatorDegreesOfFreedom = degreesOfFreedom;
}
/**
* Modify the numerator degrees of freedom.
*
* @param degreesOfFreedom the new numerator degrees of freedom.
*/
public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
if (degreesOfFreedom <= 0.0 || Double.isNaN(degreesOfFreedom)) {
throw new IllegalArgumentException(
"degrees of freedom must be positive.");
}
this.numeratorDegreesOfFreedom = degreesOfFreedom;
}
}