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java.lang.Objectorg.apache.commons.math3.distribution.AbstractRealDistribution
org.apache.commons.math3.distribution.FDistribution
public class FDistribution
Implementation of the F-distribution.
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy. |
| Fields inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution |
|---|
random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY |
| Constructor Summary | |
|---|---|
FDistribution(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom)
Creates an F distribution using the given degrees of freedom. |
|
FDistribution(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
Creates an F distribution using the given degrees of freedom and inverse cumulative probability accuracy. |
|
FDistribution(RandomGenerator rng,
double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
Creates an F distribution. |
|
| Method Summary | |
|---|---|
protected double |
calculateNumericalVariance()
used by getNumericalVariance() |
double |
cumulativeProbability(double x)
For a random variable X whose values are distributed according
to this distribution, this method returns P(X <= x). |
double |
density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified point x. |
double |
getDenominatorDegreesOfFreedom()
Access the denominator degrees of freedom. |
double |
getNumeratorDegreesOfFreedom()
Access the numerator degrees of freedom. |
double |
getNumericalMean()
Use this method to get the numerical value of the mean of this distribution. |
double |
getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution. |
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cumulative computation. |
double |
getSupportLowerBound()
Access the lower bound of the support. |
double |
getSupportUpperBound()
Access the upper bound of the support. |
boolean |
isSupportConnected()
Use this method to get information about whether the support is connected, i.e. |
boolean |
isSupportLowerBoundInclusive()
Whether or not the lower bound of support is in the domain of the density function. |
boolean |
isSupportUpperBoundInclusive()
Whether or not the upper bound of support is in the domain of the density function. |
| Methods inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution |
|---|
cumulativeProbability, inverseCumulativeProbability, probability, probability, reseedRandomGenerator, sample, sample |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Field Detail |
|---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
| Constructor Detail |
|---|
public FDistribution(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom)
throws NotStrictlyPositiveException
numeratorDegreesOfFreedom - Numerator degrees of freedom.denominatorDegreesOfFreedom - Denominator degrees of freedom.
NotStrictlyPositiveException - if
numeratorDegreesOfFreedom <= 0 or
denominatorDegreesOfFreedom <= 0.
public FDistribution(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
throws NotStrictlyPositiveException
numeratorDegreesOfFreedom - Numerator degrees of freedom.denominatorDegreesOfFreedom - Denominator degrees of freedom.inverseCumAccuracy - the maximum absolute error in inverse
cumulative probability estimates.
NotStrictlyPositiveException - if
numeratorDegreesOfFreedom <= 0 or
denominatorDegreesOfFreedom <= 0.
public FDistribution(RandomGenerator rng,
double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom,
double inverseCumAccuracy)
throws NotStrictlyPositiveException
rng - Random number generator.numeratorDegreesOfFreedom - Numerator degrees of freedom.denominatorDegreesOfFreedom - Denominator degrees of freedom.inverseCumAccuracy - the maximum absolute error in inverse
cumulative probability estimates.
NotStrictlyPositiveException - if
numeratorDegreesOfFreedom <= 0 or
denominatorDegreesOfFreedom <= 0.| Method Detail |
|---|
public double density(double x)
x. In general, the PDF is
the derivative of the CDF.
If the derivative does not exist at x, then an appropriate
replacement should be returned, e.g. Double.POSITIVE_INFINITY,
Double.NaN, or the limit inferior or limit superior of the
difference quotient.
x - the point at which the PDF is evaluated
xpublic double cumulativeProbability(double x)
X whose values are distributed according
to this distribution, this method returns P(X <= x). In other
words, this method represents the (cumulative) distribution function
(CDF) for this distribution.
The implementation of this method is based on
x - the point at which the CDF is evaluated
xpublic double getNumeratorDegreesOfFreedom()
public double getDenominatorDegreesOfFreedom()
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractRealDistributionpublic double getNumericalMean()
b, the mean is
b > 2 then b / (b - 2),Double.NaN).
Double.NaN if it is not definedpublic double getNumericalVariance()
a and denominator
degrees of freedom parameter b, the variance is
b > 4 then
[2 * b^2 * (a + b - 2)] / [a * (b - 2)^2 * (b - 4)],
Double.NaN).
Double.POSITIVE_INFINITY as
for certain cases in TDistribution) or Double.NaN if it
is not definedprotected double calculateNumericalVariance()
getNumericalVariance()
public double getSupportLowerBound()
inverseCumulativeProbability(0). In other words, this
method must return
inf {x in R | P(X <= x) > 0}.
public double getSupportUpperBound()
inverseCumulativeProbability(1). In other words, this
method must return
inf {x in R | P(X <= x) = 1}.
public boolean isSupportLowerBoundInclusive()
getSupporLowerBound() is finite and
density(getSupportLowerBound()) returns a non-NaN, non-infinite
value.
public boolean isSupportUpperBoundInclusive()
getSupportUpperBound() is finite and
density(getSupportUpperBound()) returns a non-NaN, non-infinite
value.
public boolean isSupportConnected()
true
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