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* Copyright (c) 2004-2005, DoodleProject
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*
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*
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*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
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package jhplot.math.num.pdf;
import jhplot.math.num.NumericException;
/**
*
* The Gamma distribution (1).
*
*
* References:
*
* - Eric W. Weisstein. "Gamma Distribution." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/Gamma.html
*
*
*
* @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $
*/
public class Gamma extends ContinuousDistribution {
/** The alpha parameter. */
private double alpha;
/** The beta parameter. */
private double beta;
/**
* Default constructor. Alpha and beta are both set to 1.
*/
public Gamma() {
this(1.0, 1.0);
}
/**
* Create a distribution with the given alpha and beta values.
*
* @param a the alpha parameter.
* @param b the beta parameter.
*/
public Gamma(double a, double b) {
super();
setAlpha(a);
setBeta(b);
}
/**
* 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 (x <= 0.0) {
ret = 0.0;
} else if (Double.isInfinite(x)) {
ret = 1.0;
} else {
ret = jhplot.math.num.special.Gamma.regularizedGammaP(getAlpha(), x / getBeta());
}
return ret;
}
/**
* Access the alpha parameter.
*
* @return the alpha parameter.
*/
public double getAlpha() {
return alpha;
}
/**
* Access the beta parameter.
*
* @return the beta parameter.
*/
public double getBeta() {
return beta;
}
/**
* 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 if (p <= 0.5) {
ret = findInverseCumulativeProbability(p, 0.0, 0.5 * getAlpha()
* getBeta(), getAlpha() * getBeta());
} else {
ret = findInverseCumulativeProbability(p, 0.0, getAlpha()
* getBeta(), Double.POSITIVE_INFINITY);
}
return ret;
}
/**
* Modify the alpha parameter.
*
* @param a the new alpha value.
*/
public void setAlpha(double a) {
if (a <= 0.0 || Double.isNaN(a)) {
throw new IllegalArgumentException("Alpha must be positive.");
}
this.alpha = a;
}
/**
* Modify the beta parameter.
*
* @param b the new beta value.
*/
public void setBeta(double b) {
if (b <= 0.0 || Double.isNaN(b)) {
throw new IllegalArgumentException("Beta must be positive.");
}
this.beta = b;
}
}