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

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package jhplot.math.num.pdf;

import jhplot.math.num.NumericException;
import jhplot.math.num.special.Beta;

/**
 * 

* Student's t distribution (1). *

*

* References: *

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

* * @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $ */ public class TDistribution extends ContinuousDistribution { /** The degrees of freedom. */ private double degreesOfFreedom; /** * Default constructor. Degrees of freedom is set to 1. */ public TDistribution() { this(1.0); } /** * Create a distribution with the given degrees of freedom. * * @param df the degrees of freedom. */ public TDistribution(double df) { super(); setDegreesOfFreedom(df); } /** * 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 = 0.5; } else { double df = getDegreesOfFreedom(); double t = Beta.regularizedBeta(df / (df + (x * x)), 0.5 * df, 0.5); if (x < 0.0) { ret = 0.5 * t; } else { ret = 1.0 - 0.5 * t; } } return ret; } /** * Access the degrees of freedom. * * @return the degrees of freedom. */ public double getDegreesOfFreedom() { return degreesOfFreedom; } /** * 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 = Double.NEGATIVE_INFINITY; } else if (p == 1.0) { ret = Double.POSITIVE_INFINITY; } else if (p <= 0.5) { ret = findInverseCumulativeProbability(p, Double.NEGATIVE_INFINITY, -getDegreesOfFreedom(), 0.0); } else { ret = findInverseCumulativeProbability(p, 0.0, getDegreesOfFreedom(), Double.POSITIVE_INFINITY); } return ret; } /** * Modify the degrees of freedom. * * @param df the new degrees of freedom value. */ public void setDegreesOfFreedom(double df) { if (df <= 0.0 || Double.isNaN(df)) { throw new IllegalArgumentException( "Degrees of freedom must be positive."); } this.degreesOfFreedom = df; } }