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package jhplot.math.num.pdf;
import jhplot.math.num.Constants;
import jhplot.math.num.NumericException;
/**
*
* The Poisson distribution.
*
*
* References:
*
* - Eric W. Weisstein. "Poisson Distribution." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/Poisson.html
*
*
*
* @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;
}
}