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

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package jhplot.math.num.pdf;

import jhplot.math.num.Constants;
import jhplot.math.num.NumericException;

/**
 * 

* The Poisson distribution. *

*

* References: *

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

* * @since 1.2 * @version $Revision: 1.3 $ $Date: 2007/11/18 23:51:21 $ */ public class Poisson extends DiscreteDistribution { /** the mean. */ private double mean; /** * Default distribution. The means is set to one. */ public Poisson() { this(1.0); } /** * Create a distribution with the given mean. * * @param m the mean. */ public Poisson(double m) { super(); setMean(m); } /** * 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(int x) throws NumericException { double ret; if (x < 0) { ret = 0.0; } else { ret = simpleCumulativeProbability(0, x); } return ret; } /** * The inverse CDF for this distribution. This method returns the largest x * such that, P(X ≤ x) ≤ p. The return value must also satisfy P(X * ≥ x) &ge 1 - p. * * @param p the cumulative probability. * @return x * @throws NumericException if the inverse cumulative probability can not be * computed. */ public int inverseCumulativeProbability(double p) throws NumericException { int ret; if (p < 0.0 || p > 1.0 || Double.isNaN(p)) { ret = Integer.MIN_VALUE; } else if (p == 0.0) { ret = -1; } else if (p == 1.0) { ret = Integer.MAX_VALUE; } else { ret = findInverseCumulativeProbability(p, 0, (int) (mean + 0.5), Integer.MAX_VALUE); } return ret; } /** * 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. */ public double probability(int x) { double ret; if (x < 0) { ret = 0.0; } else if (x == 0) { ret = Math.exp(-mean); } else { ret = Math.exp(-SaddlePoint.getStirlingError(x) - SaddlePoint.getDeviancePart(x, mean)) / Math.sqrt(Constants.PI_2 * x); } return ret; } /** * Access the mean. * * @return the mean. */ public double getMean() { return mean; } /** * Modify the mean. * * @param m the new mean value. */ public void setMean(double m) { if (Double.isNaN(m) || m <= 0.0) { throw new IllegalArgumentException("mean must be positive."); } this.mean = m; } }