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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.FDistributionImpl
Default implementation of
FDistribution.
| Constructor Summary | |
FDistributionImpl(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom)
Create a F distribution using the given degrees of freedom. |
|
| Method Summary | |
double |
cumulativeProbability(double x)
For this disbution, X, this method returns P(X < x). |
double |
getDenominatorDegreesOfFreedom()
Access the denominator degrees of freedom. |
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 |
getNumeratorDegreesOfFreedom()
Access the numerator degrees of freedom. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
void |
setDenominatorDegreesOfFreedom(double degreesOfFreedom)
Modify the denominator degrees of freedom. |
void |
setNumeratorDegreesOfFreedom(double degreesOfFreedom)
Modify the numerator degrees of freedom. |
| 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 |
| Constructor Detail |
public FDistributionImpl(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom)
numeratorDegreesOfFreedom - the numerator degrees of freedom.denominatorDegreesOfFreedom - the denominator degrees of freedom.| Method Detail |
public double cumulativeProbability(double x)
throws MathException
cumulativeProbability in interface Distributionx - the value at which the CDF is evaluated.
MathException - if the cumulative probability can not be
computed due to convergence or other numerical errors.
public double inverseCumulativeProbability(double p)
throws MathException
p.
Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.
inverseCumulativeProbability in interface ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - the desired probability
p
MathException - if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException - if p is not a valid
probability.protected double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainLowerBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
public void setNumeratorDegreesOfFreedom(double degreesOfFreedom)
setNumeratorDegreesOfFreedom in interface FDistributiondegreesOfFreedom - the new numerator degrees of freedom.
IllegalArgumentException - if degreesOfFreedom is not
positive.public double getNumeratorDegreesOfFreedom()
getNumeratorDegreesOfFreedom in interface FDistributionpublic void setDenominatorDegreesOfFreedom(double degreesOfFreedom)
setDenominatorDegreesOfFreedom in interface FDistributiondegreesOfFreedom - the new denominator degrees of freedom.
IllegalArgumentException - if degreesOfFreedom is not
positive.public double getDenominatorDegreesOfFreedom()
getDenominatorDegreesOfFreedom in interface FDistribution
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