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

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package jhplot.math.num.pdf;

import jhplot.math.num.NumericException;

/**
 * 

* The Gamma distribution (1). *

*

* References: *

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

* * @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; } }