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* Copyright (c) 2004-2005, DoodleProject
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*
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*
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*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
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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:
*
* - Eric W. Weisstein. "t Distribution." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/Studentst-Distribution.html
*
*
*
* @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;
}
}