org.apache.commons.math.distribution
Class CauchyDistributionImpl

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.CauchyDistributionImpl
All Implemented Interfaces:
java.io.Serializable, CauchyDistribution, ContinuousDistribution, Distribution

public class CauchyDistributionImpl
extends AbstractContinuousDistribution
implements CauchyDistribution, java.io.Serializable

Default implementation of CauchyDistribution.

Since:
1.1
Version:
$Revision: 925900 $ $Date: 2010-03-21 17:10:07 -0400 (Sun, 21 Mar 2010) $
See Also:
Serialized Form

Field Summary
static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
          Default inverse cumulative probability accuracy
private  double median
          The median of this distribution.
private  double scale
          The scale of this distribution.
private static long serialVersionUID
          Serializable version identifier
private  double solverAbsoluteAccuracy
          Inverse cumulative probability accuracy
 
Constructor Summary
CauchyDistributionImpl()
          Creates cauchy distribution with the medain equal to zero and scale equal to one.
CauchyDistributionImpl(double median, double s)
          Create a cauchy distribution using the given median and scale.
CauchyDistributionImpl(double median, double s, double inverseCumAccuracy)
          Create a cauchy distribution using the given median and scale.
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
 double density(double x)
          Returns the probability density for a particular point.
protected  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
 double getMedian()
          Access the median.
 double getScale()
          Access the scale parameter.
protected  double getSolverAbsoluteAccuracy()
          Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setMedian(double median)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
private  void setMedianInternal(double newMedian)
          Modify the median.
 void setScale(double s)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
private  void setScaleInternal(double s)
          Modify the scale parameter.
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy

Since:
2.1
See Also:
Constant Field Values

serialVersionUID

private static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values

median

private double median
The median of this distribution.


scale

private double scale
The scale of this distribution.


solverAbsoluteAccuracy

private final double solverAbsoluteAccuracy
Inverse cumulative probability accuracy

Constructor Detail

CauchyDistributionImpl

public CauchyDistributionImpl()
Creates cauchy distribution with the medain equal to zero and scale equal to one.


CauchyDistributionImpl

public CauchyDistributionImpl(double median,
                              double s)
Create a cauchy distribution using the given median and scale.

Parameters:
median - median for this distribution
s - scale parameter for this distribution

CauchyDistributionImpl

public CauchyDistributionImpl(double median,
                              double s,
                              double inverseCumAccuracy)
Create a cauchy distribution using the given median and scale.

Parameters:
median - median for this distribution
s - scale parameter for this distribution
inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
Since:
2.1
Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x).

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF evaluted at x.

getMedian

public double getMedian()
Access the median.

Specified by:
getMedian in interface CauchyDistribution
Returns:
median for this distribution

getScale

public double getScale()
Access the scale parameter.

Specified by:
getScale in interface CauchyDistribution
Returns:
scale parameter for this distribution

density

public double density(double x)
Returns the probability density for a particular point.

Overrides:
density in class AbstractContinuousDistribution
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.
Since:
2.1

inverseCumulativeProbability

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

Returns Double.NEGATIVE_INFINITY 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:
java.lang.IllegalArgumentException - if p is not a valid probability.

setMedian

@Deprecated
public void setMedian(double median)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the median.

Specified by:
setMedian in interface CauchyDistribution
Parameters:
median - for this distribution

setMedianInternal

private void setMedianInternal(double newMedian)
Modify the median.

Parameters:
newMedian - for this distribution

setScale

@Deprecated
public void setScale(double s)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the scale parameter.

Specified by:
setScale in interface CauchyDistribution
Parameters:
s - scale parameter for this distribution
Throws:
java.lang.IllegalArgumentException - if sd is not positive.

setScaleInternal

private void setScaleInternal(double s)
Modify the scale parameter.

Parameters:
s - scale parameter for this distribution
Throws:
java.lang.IllegalArgumentException - if sd is not positive.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.

Overrides:
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
Returns:
the solver absolute accuracy
Since:
2.1


Copyright (c) 2003-2010 Apache Software Foundation