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

/*
 * Copyright (c) 2005, DoodleProject
 * All rights reserved.
 * 
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions
 * are met:
 * 
 * Redistributions of source code must retain the above copyright
 * notice, this list of conditions and the following disclaimer.
 * 
 * Redistributions in binary form must reproduce the above copyright
 * notice, this list of conditions and the following disclaimer in
 * the documentation and/or other materials provided with the
 * distribution.
 * 
 * Neither the name of DoodleProject nor the names of its
 * contributors may be used to endorse or promote products derived
 * from this software without specific prior written permission.
 * 
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
 * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
 * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
 * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
 * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
 * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
 * TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
 * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR
 * TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
 * THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
 * SUCH DAMAGE.
 */
package jhplot.math.num.pdf;


/**
 * 

* The Rayleigh distribution. *

*

* References: *

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

* * @since 1.2 * @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $ */ public class Rayleigh extends ContinuousDistribution { /** the scale parameter. */ private double scale; /** * Default constructor. The scale parameter is set to one. */ public Rayleigh() { this(1.0); } /** * Create a distribution with the scale parameter. * * @param s the scale parameter. */ public Rayleigh(double s) { super(); setScale(s); } /** * 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. */ public double cumulativeProbability(double x) { 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 r = x / scale; ret = 1.0 - Math.exp(-r * r / 2.0); } return ret; } /** * Access the scale parameter. * * @return the scale parameter. */ public double getScale() { return scale; } /** * The inverse CDF for this distribution. This method returns x such that, * P(X < x) = p. * * @param p the cumulative probability. * @return x */ public double inverseCumulativeProbability(double p) { 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 { double q = 1.0 - p; ret = scale * Math.sqrt(Math.log(1.0 / (q * q))); } return ret; } /** * Modify the scale parameter. * * @param s The new scale parameter value. */ public void setScale(double s) { if (s <= 0.0 || Double.isNaN(s)) { throw new IllegalArgumentException( "scale parameter must be positive."); } this.scale = s; } }