/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math.distribution; import java.io.Serializable; import org.apache.commons.math.MathException; /** * The default implementation of {@link ChiSquaredDistribution} * * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $ */ public class ChiSquaredDistributionImpl extends AbstractContinuousDistribution implements ChiSquaredDistribution, Serializable { /** Serializable version identifier */ private static final long serialVersionUID = -8352658048349159782L; /** Internal Gamma distribution. */ private GammaDistribution gamma; /** * Create a Chi-Squared distribution with the given degrees of freedom. * @param df degrees of freedom. */ public ChiSquaredDistributionImpl(double df) { this(df, new GammaDistributionImpl(df / 2.0, 2.0)); } /** * Create a Chi-Squared distribution with the given degrees of freedom. * @param df degrees of freedom. * @param g the underlying gamma distribution used to compute probabilities. * @since 1.2 */ public ChiSquaredDistributionImpl(double df, GammaDistribution g) { super(); setGamma(g); setDegreesOfFreedom(df); } /** * Modify the degrees of freedom. * @param degreesOfFreedom the new degrees of freedom. */ public void setDegreesOfFreedom(double degreesOfFreedom) { getGamma().setAlpha(degreesOfFreedom / 2.0); } /** * Access the degrees of freedom. * @return the degrees of freedom. */ public double getDegreesOfFreedom() { return getGamma().getAlpha() * 2.0; } /** * For this disbution, X, this method returns P(X < x). * @param x the value at which the CDF is evaluated. * @return CDF for this distribution. * @throws MathException if the cumulative probability can not be * computed due to convergence or other numerical errors. */ public double cumulativeProbability(double x) throws MathException { return getGamma().cumulativeProbability(x); } /** * 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.

* * @param p the desired probability * @return 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. * @throws IllegalArgumentException if p is not a valid * probability. */ public double inverseCumulativeProbability(final double p) throws MathException { if (p == 0) { return 0d; } if (p == 1) { return Double.POSITIVE_INFINITY; } return super.inverseCumulativeProbability(p); } /** * Access the domain value lower bound, based on p, used to * bracket a CDF root. This method is used by * {@link #inverseCumulativeProbability(double)} to find critical values. * * @param p the desired probability for the critical value * @return domain value lower bound, i.e. * P(X < lower bound) < p */ protected double getDomainLowerBound(double p) { return Double.MIN_VALUE * getGamma().getBeta(); } /** * Access the domain value upper bound, based on p, used to * bracket a CDF root. This method is used by * {@link #inverseCumulativeProbability(double)} to find critical values. * * @param p the desired probability for the critical value * @return domain value upper bound, i.e. * P(X < upper bound) > p */ protected double getDomainUpperBound(double p) { // NOTE: chi squared is skewed to the left // NOTE: therefore, P(X < μ) > .5 double ret; if (p < .5) { // use mean ret = getDegreesOfFreedom(); } else { // use max ret = Double.MAX_VALUE; } return ret; } /** * Access the initial domain value, based on p, used to * bracket a CDF root. This method is used by * {@link #inverseCumulativeProbability(double)} to find critical values. * * @param p the desired probability for the critical value * @return initial domain value */ protected double getInitialDomain(double p) { // NOTE: chi squared is skewed to the left // NOTE: therefore, P(X < μ) > .5 double ret; if (p < .5) { // use 1/2 mean ret = getDegreesOfFreedom() * .5; } else { // use mean ret = getDegreesOfFreedom(); } return ret; } /** * Modify the underlying gamma distribution. The caller is responsible for * insuring the gamma distribution has the proper parameter settings. * @param g the new distribution. * @since 1.2 made public */ public void setGamma(GammaDistribution g) { this.gamma = g; } /** * Access the Gamma distribution. * @return the internal Gamma distribution. */ private GammaDistribution getGamma() { return gamma; } }