Package de.uka.ipd.sdq.probfunction.math.impl

Class SamplePDFImpl

java.lang.Object

de.uka.ipd.sdq.probfunction.math.impl.ProbabilityFunctionImpl

de.uka.ipd.sdq.probfunction.math.impl.ProbabilityDensityFunctionImpl

de.uka.ipd.sdq.probfunction.math.impl.SamplePDFImpl

All Implemented Interfaces:

IProbabilityDensityFunction, IProbabilityFunction, ISamplePDF

public class SamplePDFImpl
extends ProbabilityDensityFunctionImpl
implements ISamplePDF

Nested Class Summary

Nested classes/interfaces inherited from class de.uka.ipd.sdq.probfunction.math.impl.ProbabilityDensityFunctionImpl

ProbabilityDensityFunctionImpl.CompareOperation

Field Summary

Fields inherited from class de.uka.ipd.sdq.probfunction.math.impl.ProbabilityFunctionImpl

pfFactory, randomGenerator

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SamplePDFImpl(double distance, IUnit unit, boolean isInFrequencyDomain, IRandomGenerator generator)
protected	SamplePDFImpl(double distance, IUnit unit, IRandomGenerator generator)

Method Summary

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.
protected static List<ISamplePDF>	createFunctionsWithEqualDistance(ISamplePDF pdf1, ISamplePDF pdf2)	Creates two functions with an equal distance, if both functions are in the time domain.
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	drawSample()	Generates a random number of the probability function's domain, whose distribution is defined by the probability function.
boolean	equals(Object obj)
void	expand(int newSize)	Increases the number of sampling points.
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	getDistance()	Returns the distance between the sampling points.
org.apache.commons.math.complex.Complex	getFillValue()	Returns the value used to fill unset sampling points at the end of the function.
double	getFillValueAsDouble()	Returns the real part of the value used to fill unset sampling points at the end of the function.
IProbabilityDensityFunction	getFourierTransform()	Computes the fourier transform of the probability density function.
ISamplePDF	getFunctionWithNewDistance(double distance)	Creates a new SamplePDF that describes the same PDF, but whose sampling points are computed according to a new distance.
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	getProbabilitySum()	Computes the sum of all probabilities specified in the function.
org.apache.commons.math.complex.Complex	getValue(int pos)
Double	getValueAsDouble(int pos)
List<org.apache.commons.math.complex.Complex>	getValues()	Returns the sampling points of the function as complex numbers.
List<Double>	getValuesAsDouble()	Returns the real part of the function's samples.
double	greaterThan(IProbabilityDensityFunction pdf)	Computes the probability that the random variable specified by this PDF is greater than the random variable specified by pdf.
int	hashCode()
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).
int	numberOfSamples()	The number of samples used to approximate the pdf.
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)
void	setFillValue(double fillValue)	Sets the real part of the fill value to fillValue and the imaginary part to zero.
void	setFillValue(org.apache.commons.math.complex.Complex fillValue)	Sets the new fill value.
void	setValues(List<org.apache.commons.math.complex.Complex> values, boolean isInFrequencyDomain)	Sets the sampling points of the function.
void	setValuesAsDouble(List<Double> values)	/** Sets the sampling points of the function.
IProbabilityDensityFunction	shiftDomain(double scalar)	Shifts the domain values of the PDF by the given scalar
IProbabilityDensityFunction	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).
String	toString()

Methods inherited from class de.uka.ipd.sdq.probfunction.math.impl.ProbabilityFunctionImpl

getRandomGenerator, getUnit, hasOrderedDomain, isInFrequencyDomain, isInTimeDomain, setInFrequencyDomain, setRandomGenerator, setUnit

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface de.uka.ipd.sdq.probfunction.math.IProbabilityFunction

getUnit, hasOrderedDomain, isInFrequencyDomain, isInTimeDomain

Constructor Details

SamplePDFImpl

protected SamplePDFImpl(double distance,
 IUnit unit,
 IRandomGenerator generator)

SamplePDFImpl

protected SamplePDFImpl(double distance,
 IUnit unit,
 boolean isInFrequencyDomain,
 IRandomGenerator generator)

Method Details

add

public IProbabilityDensityFunction add(IProbabilityDensityFunction pdf)
                                throws UnknownPDFTypeException,
FunctionsInDifferenDomainsException,
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 interface IProbabilityDensityFunction

Parameters:

pdf - g(x), probability density function to add.

Returns:

The sum of this function (f(x)) and pdf (g(x))

Throws:

UnknownPDFTypeException - Thrown if one of the function is of an unknown type (not SamplePDf or BoxedPDF).

FunctionsInDifferenDomainsException - Thrown if both functions are in different domains.

IncompatibleUnitsException - Thrown if both functions have units that do not match.

mult

public IProbabilityDensityFunction mult(IProbabilityDensityFunction pdf)
                                 throws UnknownPDFTypeException,
FunctionsInDifferenDomainsException,
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 interface IProbabilityDensityFunction

Parameters:

pdf - g(x), probability density function to multiply with.

Returns:

The product of this function (f(x)) and pdf (g(x))

Throws:

UnknownPDFTypeException - Thrown if one of the function is of an unknown type (not SamplePDf or BoxedPDF).

FunctionsInDifferenDomainsException - Thrown if both functions are in different domains.

IncompatibleUnitsException - Thrown if both functions have units that do not match.

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 interface IProbabilityDensityFunction

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

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 interface IProbabilityDensityFunction

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.

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 interface IProbabilityDensityFunction

Parameters:

scalar - a, value to scale with.

Returns:

The scaled function a*f(x)

getFourierTransform

public IProbabilityDensityFunction getFourierTransform()

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 interface IProbabilityDensityFunction

Returns:

fourier transform of the PDF (in frequency domain)

getInverseFourierTransform

public IProbabilityDensityFunction getInverseFourierTransform()

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 interface IProbabilityDensityFunction

Returns:

inverse fourier transform of the PDF (in time domain)

expand

public void expand(int newSize)
            throws SizeTooSmallException

Description copied from interface: ISamplePDF

Increases the number of sampling points. The new enries are filled with the value returned by 'getFillValue()'. The values are added at the end of the pdf.

Specified by:

expand in interface ISamplePDF

Parameters:

newSize - the new number of sampling points. If newSize is smaller than the original size, an exception is thrown.

Throws:

SizeTooSmallException - Thrown if newSize is small than the current number of elements.

getDistance

public double getDistance()

Description copied from interface: ISamplePDF

Returns the distance between the sampling points.

Specified by:

getDistance in interface ISamplePDF

Returns:

distance between the sampling points.

getValuesAsDouble

public List<Double> getValuesAsDouble()

Description copied from interface: ISamplePDF

Returns the real part of the function's samples. Copy only!

Specified by:

getValuesAsDouble in interface ISamplePDF

Returns:

Samples of the function.

setValuesAsDouble

public void setValuesAsDouble(List<Double> values)

Description copied from interface: ISamplePDF

/** Sets the sampling points of the function. As the values are doubles, only the real part of the complex numbers is set. The imaginary part is set to zero. The function is automatically set to the time domain. Note: The sum of all values has to be one, otherwise a ProbabilitySumNotOneException is thrown.

Specified by:

setValuesAsDouble in interface ISamplePDF

Parameters:

values - a new list of sampling points.

getFillValueAsDouble

public double getFillValueAsDouble()

Description copied from interface: ISamplePDF

Returns the real part of the value used to fill unset sampling points at the end of the function.

Specified by:

getFillValueAsDouble in interface ISamplePDF

Returns:

the fillValue

setFillValue

public void setFillValue(double fillValue)

Description copied from interface: ISamplePDF

Sets the real part of the fill value to fillValue and the imaginary part to zero.

Specified by:

setFillValue in interface ISamplePDF

Parameters:

fillValue - the fillValue to set

getFillValue

public org.apache.commons.math.complex.Complex getFillValue()

Description copied from interface: ISamplePDF

Returns the value used to fill unset sampling points at the end of the function.

Specified by:

getFillValue in interface ISamplePDF

Returns:

Fill value.

getFunctionWithNewDistance

public ISamplePDF getFunctionWithNewDistance(double distance)
                                      throws NegativeDistanceException,
FunctionNotInTimeDomainException

Description copied from interface: ISamplePDF

Creates a new SamplePDF that describes the same PDF, but whose sampling points are computed according to a new distance.

Specified by:

getFunctionWithNewDistance in interface ISamplePDF

Parameters:

distance - Distance of the new function.

Returns:

A new SamplePDF that describes the same PDF, but whose sampling points are adjusted to the new distance.

Throws:

NegativeDistanceException

FunctionNotInTimeDomainException

getValues

public List<org.apache.commons.math.complex.Complex> getValues()

Description copied from interface: ISamplePDF

Returns the sampling points of the function as complex numbers. Copy only!

Specified by:

getValues in interface ISamplePDF

Returns:

Samples of the function.

setFillValue

public void setFillValue(org.apache.commons.math.complex.Complex fillValue)

Description copied from interface: ISamplePDF

Sets the new fill value.

Specified by:

setFillValue in interface ISamplePDF

Parameters:

fillValue - New fill value.

setValues

public void setValues(List<org.apache.commons.math.complex.Complex> values,
 boolean isInFrequencyDomain)

Description copied from interface: ISamplePDF

Sets the sampling points of the function.

Specified by:

setValues in interface ISamplePDF

Parameters:

values - a new list of sampling points.

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 interface IProbabilityDensityFunction

Returns:

Smallest value of the domain.

drawSample

public double drawSample()

Description copied from interface: IProbabilityDensityFunction

Generates a random number of the probability function's domain, whose distribution is defined by the probability function.

Specified by:

drawSample in interface IProbabilityDensityFunction

Returns:

A sample of the PDF's domain.

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 interface IProbabilityFunction

Returns:

The arithmetic mean.

Throws:

DomainNotNumbersException

FunctionNotInTimeDomainException

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 interface IProbabilityFunction

Returns:

Object that is the border for the median.

Throws:

UnorderedDomainException

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 interface IProbabilityFunction

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

numberOfSamples

public int numberOfSamples()

Description copied from interface: ISamplePDF

The number of samples used to approximate the pdf.

Specified by:

numberOfSamples in interface ISamplePDF

Returns:

Number of Samples.

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object

createFunctionsWithEqualDistance

protected static List<ISamplePDF> createFunctionsWithEqualDistance(ISamplePDF pdf1,
 ISamplePDF pdf2)

Creates two functions with an equal distance, if both functions are in the time domain. Precondition: Functions are in the same domain.

Parameters:

pdf1 -

pdf2 -

Returns:

Throws:

FunctionNotInTimeDomainException

NegativeDistanceException

FunctionNotInTimeDomainException - Thrown if one of the input pdfs is not in the time domain.

getProbabilitySum

public double getProbabilitySum()
                         throws FunctionNotInTimeDomainException

Description copied from interface: IProbabilityFunction

Computes the sum of all probabilities specified in the function. For pdfs this is the area under the graph; for pmfs the sum of all probabilities.

Specified by:

getProbabilitySum in interface IProbabilityFunction

Returns:

Sum of all probabilities in the function.

Throws:

FunctionNotInTimeDomainException

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 interface IProbabilityFunction

Throws:

NegativeDistanceException

ProbabilitySumNotOneException

FunctionNotInTimeDomainException

UnitNotSetException

UnitNameNotSetException

InvalidSampleValueException

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 interface IProbabilityDensityFunction

Returns:

the computed cumulative probability function.

Throws:

FunctionNotInTimeDomainException

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 interface IProbabilityDensityFunction

Parameters:

pdf - PDF to compare to.

Returns:

Probability that the two random variables characterised by the PDFs are equal.

Throws:

ProbabilityFunctionException

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 interface IProbabilityDensityFunction

Parameters:

pdf - PDF to compare to.

Returns:

Probability X_this > X_pdf

Throws:

ProbabilityFunctionException

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 interface IProbabilityDensityFunction

Parameters:

pdf - PDF to compare to.

Returns:

Probability X_this < X_pdf

Throws:

ProbabilityFunctionException

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 interface IProbabilityDensityFunction

Returns:

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 interface IProbabilityDensityFunction

Returns:

Throws:

DomainNotNumbersException

getValue

public org.apache.commons.math.complex.Complex getValue(int pos)

Specified by:

getValue in interface ISamplePDF

getValueAsDouble

public Double getValueAsDouble(int pos)

Specified by:

getValueAsDouble in interface ISamplePDF