org.apache.commons.math.distribution
Class FDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.FDistributionImpl
All Implemented Interfaces:
java.io.Serializable, ContinuousDistribution, Distribution, FDistribution

public class FDistributionImpl
extends AbstractContinuousDistribution
implements FDistribution, java.io.Serializable

Default implementation of FDistribution.

See Also:
Serialized Form

Constructor Summary
FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom)
          Create a F distribution using the given degrees of freedom.
 
Method Summary
 double cumulativeProbability(double x)
          For this disbution, X, this method returns P(X < x).
 double getDenominatorDegreesOfFreedom()
          Access the denominator degrees of freedom.
 double getNumeratorDegreesOfFreedom()
          Access the numerator degrees of freedom.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setDenominatorDegreesOfFreedom(double degreesOfFreedom)
          Modify the denominator degrees of freedom.
 void setNumeratorDegreesOfFreedom(double degreesOfFreedom)
          Modify the numerator degrees of freedom.
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Constructor Detail

FDistributionImpl

public FDistributionImpl(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom)
Create a F distribution using the given degrees of freedom.

Parameters:
numeratorDegreesOfFreedom - the numerator degrees of freedom.
denominatorDegreesOfFreedom - the denominator degrees of freedom.
Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException
For this disbution, X, this method returns P(X < x). The implementation of this method is based on:

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF for this distribution.
Throws:
MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.
java.lang.IllegalArgumentException - if p is not a valid probability.

setNumeratorDegreesOfFreedom

public void setNumeratorDegreesOfFreedom(double degreesOfFreedom)
Modify the numerator degrees of freedom.

Specified by:
setNumeratorDegreesOfFreedom in interface FDistribution
Parameters:
degreesOfFreedom - the new numerator degrees of freedom.
Throws:
java.lang.IllegalArgumentException - if degreesOfFreedom is not positive.

getNumeratorDegreesOfFreedom

public double getNumeratorDegreesOfFreedom()
Access the numerator degrees of freedom.

Specified by:
getNumeratorDegreesOfFreedom in interface FDistribution
Returns:
the numerator degrees of freedom.

setDenominatorDegreesOfFreedom

public void setDenominatorDegreesOfFreedom(double degreesOfFreedom)
Modify the denominator degrees of freedom.

Specified by:
setDenominatorDegreesOfFreedom in interface FDistribution
Parameters:
degreesOfFreedom - the new denominator degrees of freedom.
Throws:
java.lang.IllegalArgumentException - if degreesOfFreedom is not positive.

getDenominatorDegreesOfFreedom

public double getDenominatorDegreesOfFreedom()
Access the denominator degrees of freedom.

Specified by:
getDenominatorDegreesOfFreedom in interface FDistribution
Returns:
the denominator degrees of freedom.


jHepWork 1.1 (C) Chekanov