Class ChiSquareDistribution
- java.lang.Object
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- de.uka.ipd.sdq.probfunction.math.apache.impl.AbstractContinousPDF
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- de.uka.ipd.sdq.probfunction.math.apache.impl.ChiSquareDistribution
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- All Implemented Interfaces:
IChiSquareDistribution
,IContinousPDF
,IProbabilityDensityFunction
,IProbabilityFunction
public class ChiSquareDistribution extends AbstractContinousPDF implements IChiSquareDistribution
Chi-square distribution. The chi-square distribution has a single parameter called the degrees of freedoms.The implementation of this class is partly based on the information given in [1].
[1] http://en.wikipedia.org/w/index.php?title=Chi-squared_distribution&oldid=461800524
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Field Summary
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Fields inherited from class de.uka.ipd.sdq.probfunction.math.apache.impl.AbstractContinousPDF
internalFunction, sampleDrawer
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Constructor Summary
Constructors Constructor Description ChiSquareDistribution(int degreesOfFreedom, IRandomGenerator rng)
Default constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IProbabilityDensityFunction
add(IProbabilityDensityFunction pdf)
Adds two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) + g(x)
An addition can only be performed if both functions are in the same domain (frequency or time).void
checkConstrains()
checks whether the following constraints are fulfilled : the sum of all probabilities is one.IProbabilityDensityFunction
div(IProbabilityDensityFunction pdf)
Divides two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) / g(x)
A division can only be performed if both functions are in the same domain (frequency or time).double
getArithmeticMeanValue()
For a probability function, whose domain is integer or real the arithmetic mean - the sum of all measurements divided by the number of observations in the data set - is returned.IProbabilityDensityFunction
getCumulativeFunction()
returns the cumulative probability function associated with this probability function.double
getDegreesOfFreedom()
Get degrees of freedom.IProbabilityDensityFunction
getFourierTransform()
Computes the fourier transform of the probability density function.IProbabilityDensityFunction
getInverseFourierTransform()
Computes the inverse fourier transform of the probability density function.double
getLowerDomainBorder()
Returns the smallest values of the domain.Object
getMedian()
A median is a number dividing the higher half of a sample, a population, or a probability distribution from the lower half.Object
getPercentile(int p)
In descriptive statistics, the 'p'th percentile is a scale value for a data series equal to the p/100 quantile.double
getStandardDeviation()
double
getVariance()
double
getXinf()
Returns xb such that the probability density is 0 everywhere outside the interval [xa, xb],double
getXsup()
Returns xa such that the probability density is 0 everywhere outside the interval [xa, xb]double
greaterThan(IProbabilityDensityFunction pdf)
Computes the probability that the random variable specified by this PDF is greater than the random variable specified by pdf.boolean
hasOrderedDomain()
If the domain of the probability functions is ordered, true is returned; false otherwise.double
lessThan(IProbabilityDensityFunction pdf)
Computes the probability that the random variable specified by this PDF is less than the random variable specified by pdf.IProbabilityDensityFunction
mult(IProbabilityDensityFunction pdf)
Multiplies two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) * g(x)
A multiplication can only be performed if both functions are in the same domain (frequency or time).double
probabilisticEquals(IProbabilityDensityFunction pdf)
Computes the probability that two random variables characterised by the given PDFs are equal.IProbabilityDensityFunction
scale(double scalar)
Scales a ProbabilityDensityFunctions on a "per value" basis:
h(x) = a * f(x)IProbabilityDensityFunction
shiftDomain(double scalar)
Shifts the domain values of the PDF by the given scalarIProbabilityDensityFunction
stretchDomain(double scalar)
Stretches the domain values of the PDF.IProbabilityDensityFunction
sub(IProbabilityDensityFunction pdf)
Subtracts two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) - g(x)
A substraction can only be performed if both functions are in the same domain (frequency or time).-
Methods inherited from class de.uka.ipd.sdq.probfunction.math.apache.impl.AbstractContinousPDF
cdf, density, drawSample, getCoefficientOfVariance, getProbabilitySum, getUnit, inverseF, isInFrequencyDomain, isInTimeDomain
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface de.uka.ipd.sdq.probfunction.math.IContinousPDF
cdf, density, getCoefficientOfVariance, inverseF
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Methods inherited from interface de.uka.ipd.sdq.probfunction.math.IProbabilityDensityFunction
drawSample
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Methods inherited from interface de.uka.ipd.sdq.probfunction.math.IProbabilityFunction
getProbabilitySum, getUnit, isInFrequencyDomain, isInTimeDomain
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Constructor Detail
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ChiSquareDistribution
public ChiSquareDistribution(int degreesOfFreedom, IRandomGenerator rng)
Default constructor.- Parameters:
degreesOfFreedom
- the parameter of this distribution, which must be a positive integer
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Method Detail
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getDegreesOfFreedom
public double getDegreesOfFreedom()
Description copied from interface:IChiSquareDistribution
Get degrees of freedom.- Specified by:
getDegreesOfFreedom
in interfaceIChiSquareDistribution
- Returns:
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getVariance
public double getVariance()
- Specified by:
getVariance
in interfaceIContinousPDF
- Overrides:
getVariance
in classAbstractContinousPDF
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getStandardDeviation
public double getStandardDeviation()
- Specified by:
getStandardDeviation
in interfaceIContinousPDF
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getXinf
public double getXinf()
Description copied from interface:IContinousPDF
Returns xb such that the probability density is 0 everywhere outside the interval [xa, xb],- Specified by:
getXinf
in interfaceIContinousPDF
- Returns:
- lower limit of support
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getXsup
public double getXsup()
Description copied from interface:IContinousPDF
Returns xa such that the probability density is 0 everywhere outside the interval [xa, xb]- Specified by:
getXsup
in interfaceIContinousPDF
- Returns:
- upper limit of support
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add
public IProbabilityDensityFunction add(IProbabilityDensityFunction pdf) throws FunctionsInDifferenDomainsException, UnknownPDFTypeException, IncompatibleUnitsException
Description copied from interface:IProbabilityDensityFunction
Adds two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) + g(x)
An addition can only be performed if both functions are in the same domain (frequency or time). If not a FunctionsInDifferenDomainsException is thrown.- Specified by:
add
in interfaceIProbabilityDensityFunction
- Overrides:
add
in classAbstractContinousPDF
- Parameters:
pdf
- g(x), probability density function to add.- Returns:
- The sum of this function (f(x)) and pdf (g(x))
- Throws:
FunctionsInDifferenDomainsException
- Thrown if both functions are in different domains.UnknownPDFTypeException
- Thrown if one of the function is of an unknown type (not SamplePDf or BoxedPDF).IncompatibleUnitsException
- Thrown if both functions have units that do not match.
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div
public IProbabilityDensityFunction div(IProbabilityDensityFunction pdf) throws FunctionsInDifferenDomainsException, UnknownPDFTypeException, IncompatibleUnitsException
Description copied from interface:IProbabilityDensityFunction
Divides two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) / g(x)
A division can only be performed if both functions are in the same domain (frequency or time). If not a FunctionsInDifferenDomainsException is thrown.- Specified by:
div
in interfaceIProbabilityDensityFunction
- Overrides:
div
in classAbstractContinousPDF
- Parameters:
pdf
- g(x), probability density function to divide by.- Returns:
- The fraction of this function (f(x)) and pdf (g(x))
- Throws:
FunctionsInDifferenDomainsException
UnknownPDFTypeException
IncompatibleUnitsException
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getCumulativeFunction
public IProbabilityDensityFunction getCumulativeFunction() throws FunctionNotInTimeDomainException
Description copied from interface:IProbabilityDensityFunction
returns the cumulative probability function associated with this probability function.- Specified by:
getCumulativeFunction
in interfaceIProbabilityDensityFunction
- Overrides:
getCumulativeFunction
in classAbstractContinousPDF
- Returns:
- the computed cumulative probability function.
- Throws:
FunctionNotInTimeDomainException
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getFourierTransform
public IProbabilityDensityFunction getFourierTransform() throws FunctionNotInTimeDomainException
Description copied from interface:IProbabilityDensityFunction
Computes the fourier transform of the probability density function. Can only be applied if 'isInTimeDomain()' is true, otherwise a FunctionNotInTimeDomain exception is thrown.- Specified by:
getFourierTransform
in interfaceIProbabilityDensityFunction
- Overrides:
getFourierTransform
in classAbstractContinousPDF
- Returns:
- fourier transform of the PDF (in frequency domain)
- Throws:
FunctionNotInTimeDomainException
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getInverseFourierTransform
public IProbabilityDensityFunction getInverseFourierTransform() throws FunctionNotInFrequencyDomainException
Description copied from interface:IProbabilityDensityFunction
Computes the inverse fourier transform of the probability density function. Can only be applied if 'isInFrequencyDomain()' is true, otherwise a FunctionNotInFrequencyDomainException is thrown.- Specified by:
getInverseFourierTransform
in interfaceIProbabilityDensityFunction
- Overrides:
getInverseFourierTransform
in classAbstractContinousPDF
- Returns:
- inverse fourier transform of the PDF (in time domain)
- Throws:
FunctionNotInFrequencyDomainException
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getLowerDomainBorder
public double getLowerDomainBorder()
Description copied from interface:IProbabilityDensityFunction
Returns the smallest values of the domain. At the moment this will be zero. However, future implementations might allow arbitrary values here.- Specified by:
getLowerDomainBorder
in interfaceIProbabilityDensityFunction
- Returns:
- Smallest value of the domain.
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greaterThan
public double greaterThan(IProbabilityDensityFunction pdf) throws ProbabilityFunctionException
Description copied from interface:IProbabilityDensityFunction
Computes the probability that the random variable specified by this PDF is greater than the random variable specified by pdf. Note that the randomvariables have to be independent.- Specified by:
greaterThan
in interfaceIProbabilityDensityFunction
- Overrides:
greaterThan
in classAbstractContinousPDF
- Parameters:
pdf
- PDF to compare to.- Returns:
- Probability X_this > X_pdf
- Throws:
ProbabilityFunctionException
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lessThan
public double lessThan(IProbabilityDensityFunction pdf) throws ProbabilityFunctionException
Description copied from interface:IProbabilityDensityFunction
Computes the probability that the random variable specified by this PDF is less than the random variable specified by pdf. Note that the randomvariables have to be independent.- Specified by:
lessThan
in interfaceIProbabilityDensityFunction
- Overrides:
lessThan
in classAbstractContinousPDF
- Parameters:
pdf
- PDF to compare to.- Returns:
- Probability X_this < X_pdf
- Throws:
ProbabilityFunctionException
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mult
public IProbabilityDensityFunction mult(IProbabilityDensityFunction pdf) throws FunctionsInDifferenDomainsException, UnknownPDFTypeException, IncompatibleUnitsException
Description copied from interface:IProbabilityDensityFunction
Multiplies two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) * g(x)
A multiplication can only be performed if both functions are in the same domain (frequency or time). If not a FunctionsInDifferenDomainsException is thrown.- Specified by:
mult
in interfaceIProbabilityDensityFunction
- Overrides:
mult
in classAbstractContinousPDF
- Parameters:
pdf
- g(x), probability density function to multiply with.- Returns:
- The product of this function (f(x)) and pdf (g(x))
- Throws:
FunctionsInDifferenDomainsException
- Thrown if both functions are in different domains.UnknownPDFTypeException
- Thrown if one of the function is of an unknown type (not SamplePDf or BoxedPDF).IncompatibleUnitsException
- Thrown if both functions have units that do not match.
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probabilisticEquals
public double probabilisticEquals(IProbabilityDensityFunction pdf) throws ProbabilityFunctionException
Description copied from interface:IProbabilityDensityFunction
Computes the probability that two random variables characterised by the given PDFs are equal. Note that the randomvariables have to be independent.- Specified by:
probabilisticEquals
in interfaceIProbabilityDensityFunction
- Overrides:
probabilisticEquals
in classAbstractContinousPDF
- Parameters:
pdf
- PDF to compare to.- Returns:
- Probability that the two random variables characterised by the PDFs are equal.
- Throws:
ProbabilityFunctionException
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scale
public IProbabilityDensityFunction scale(double scalar)
Description copied from interface:IProbabilityDensityFunction
Scales a ProbabilityDensityFunctions on a "per value" basis:
h(x) = a * f(x)- Specified by:
scale
in interfaceIProbabilityDensityFunction
- Overrides:
scale
in classAbstractContinousPDF
- Parameters:
scalar
- a, value to scale with.- Returns:
- The scaled function a*f(x)
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shiftDomain
public IProbabilityDensityFunction shiftDomain(double scalar) throws DomainNotNumbersException
Description copied from interface:IProbabilityDensityFunction
Shifts the domain values of the PDF by the given scalar- Specified by:
shiftDomain
in interfaceIProbabilityDensityFunction
- Overrides:
shiftDomain
in classAbstractContinousPDF
- Returns:
- Throws:
DomainNotNumbersException
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stretchDomain
public IProbabilityDensityFunction stretchDomain(double scalar)
Description copied from interface:IProbabilityDensityFunction
Stretches the domain values of the PDF. This is equivalent to the multiplication of the specified random variable by the given scalar.- Specified by:
stretchDomain
in interfaceIProbabilityDensityFunction
- Overrides:
stretchDomain
in classAbstractContinousPDF
- Returns:
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sub
public IProbabilityDensityFunction sub(IProbabilityDensityFunction pdf) throws FunctionsInDifferenDomainsException, UnknownPDFTypeException, IncompatibleUnitsException
Description copied from interface:IProbabilityDensityFunction
Subtracts two ProbabilityDensityFunctions on a "per value" basis:
h(x) = f(x) - g(x)
A substraction can only be performed if both functions are in the same domain (frequency or time). If not a FunctionsInDifferenDomainsException is thrown.- Specified by:
sub
in interfaceIProbabilityDensityFunction
- Overrides:
sub
in classAbstractContinousPDF
- Parameters:
pdf
- g(x), probability density function to substract.- Returns:
- The difference of this function (f(x)) and pdf (g(x))
- Throws:
FunctionsInDifferenDomainsException
- Thrown if both functions are in different domains.UnknownPDFTypeException
- Thrown if one of the function is of an unknown type (not SamplePDf or BoxedPDF).IncompatibleUnitsException
- Thrown if both functions have units that do not match.
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checkConstrains
public void checkConstrains() throws NegativeDistanceException, ProbabilitySumNotOneException, FunctionNotInTimeDomainException, UnitNotSetException, UnitNameNotSetException, InvalidSampleValueException
Description copied from interface:IProbabilityFunction
checks whether the following constraints are fulfilled : the sum of all probabilities is one. all values are greater or equal 0.- Specified by:
checkConstrains
in interfaceIProbabilityFunction
- Overrides:
checkConstrains
in classAbstractContinousPDF
- Throws:
NegativeDistanceException
ProbabilitySumNotOneException
FunctionNotInTimeDomainException
UnitNotSetException
UnitNameNotSetException
InvalidSampleValueException
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getArithmeticMeanValue
public double getArithmeticMeanValue() throws DomainNotNumbersException, FunctionNotInTimeDomainException
Description copied from interface:IProbabilityFunction
For a probability function, whose domain is integer or real the arithmetic mean - the sum of all measurements divided by the number of observations in the data set - is returned.- Specified by:
getArithmeticMeanValue
in interfaceIProbabilityFunction
- Returns:
- The arithmetic mean.
- Throws:
DomainNotNumbersException
FunctionNotInTimeDomainException
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getMedian
public Object getMedian() throws UnorderedDomainException
Description copied from interface:IProbabilityFunction
A median is a number dividing the higher half of a sample, a population, or a probability distribution from the lower half. The median of a finite list of numbers can be found by arranging all the observations from lowest value to highest value and picking the middle one.- Specified by:
getMedian
in interfaceIProbabilityFunction
- Returns:
- Object that is the border for the median.
- Throws:
UnorderedDomainException
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getPercentile
public Object getPercentile(int p) throws IndexOutOfBoundsException, UnorderedDomainException
Description copied from interface:IProbabilityFunction
In descriptive statistics, the 'p'th percentile is a scale value for a data series equal to the p/100 quantile. Thus:
* The 1st percentile cuts off lowest 1% of data
* The 98th percentile cuts off lowest 98% of data
* The 25th percentile is the first quartile
* The 50th percentile is the median.
One definition is that the pth percentile of n ordered values is obtained by first calculating the rank k = p(n+1)/100, rounded to the nearest integer and then taking the value that corresponds to that rank.- Specified by:
getPercentile
in interfaceIProbabilityFunction
- Parameters:
p
- sets the percentile which shall be computed. p must take values between 0 and 100.- Returns:
- Object that is the border for the 'p'th percentile.
- Throws:
IndexOutOfBoundsException
UnorderedDomainException
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hasOrderedDomain
public boolean hasOrderedDomain()
Description copied from interface:IProbabilityFunction
If the domain of the probability functions is ordered, true is returned; false otherwise.- Specified by:
hasOrderedDomain
in interfaceIProbabilityFunction
- Returns:
- True, if the domain is ordered.
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