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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.math.distribution;
18  
19  import java.io.Serializable;
20  
21  import org.apache.commons.math.MathException;
22  import org.apache.commons.math.special.Beta;
23  
24  /**
25   * Default implementation of
26   * {@link org.apache.commons.math.distribution.TDistribution}.
27   *
28   * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
29   */
30  public class TDistributionImpl
31      extends AbstractContinuousDistribution
32      implements TDistribution, Serializable  {
33  
34      /** Serializable version identifier */
35      private static final long serialVersionUID = -5852615386664158222L;
36      
37      /** The degrees of freedom*/
38      private double degreesOfFreedom;
39  
40      /**
41       * Create a t distribution using the given degrees of freedom.
42       * @param degreesOfFreedom the degrees of freedom.
43       */
44      public TDistributionImpl(double degreesOfFreedom) {
45          super();
46          setDegreesOfFreedom(degreesOfFreedom);
47      }
48  
49      /**
50       * Modify the degrees of freedom.
51       * @param degreesOfFreedom the new degrees of freedom.
52       */
53      public void setDegreesOfFreedom(double degreesOfFreedom) {
54          if (degreesOfFreedom <= 0.0) {
55              throw new IllegalArgumentException("degrees of freedom must be positive.");
56          }
57          this.degreesOfFreedom = degreesOfFreedom;
58      }
59  
60      /**
61       * Access the degrees of freedom.
62       * @return the degrees of freedom.
63       */
64      public double getDegreesOfFreedom() {
65          return degreesOfFreedom;
66      }
67  
68      /**
69       * For this disbution, X, this method returns P(X &lt; <code>x</code>).
70       * @param x the value at which the CDF is evaluated.
71       * @return CDF evaluted at <code>x</code>. 
72       * @throws MathException if the cumulative probability can not be
73       *            computed due to convergence or other numerical errors.
74       */
75      public double cumulativeProbability(double x) throws MathException{
76          double ret;
77          if (x == 0.0) {
78              ret = 0.5;
79          } else {
80              double t =
81                  Beta.regularizedBeta(
82                      getDegreesOfFreedom() / (getDegreesOfFreedom() + (x * x)),
83                      0.5 * getDegreesOfFreedom(),
84                      0.5);
85              if (x < 0.0) {
86                  ret = 0.5 * t;
87              } else {
88                  ret = 1.0 - 0.5 * t;
89              }
90          }
91  
92          return ret;
93      }
94      
95      /**
96       * For this distribution, X, this method returns the critical point x, such
97       * that P(X &lt; x) = <code>p</code>.
98       * <p>
99       * Returns <code>Double.NEGATIVE_INFINITY</code> for p=0 and 
100      * <code>Double.POSITIVE_INFINITY</code> for p=1.</p>
101      *
102      * @param p the desired probability
103      * @return x, such that P(X &lt; x) = <code>p</code>
104      * @throws MathException if the inverse cumulative probability can not be
105      *         computed due to convergence or other numerical errors.
106      * @throws IllegalArgumentException if <code>p</code> is not a valid
107      *         probability.
108      */
109     public double inverseCumulativeProbability(final double p) 
110     throws MathException {
111         if (p == 0) {
112             return Double.NEGATIVE_INFINITY;
113         }
114         if (p == 1) {
115             return Double.POSITIVE_INFINITY;
116         }
117         return super.inverseCumulativeProbability(p);
118     }
119 
120     /**
121      * Access the domain value lower bound, based on <code>p</code>, used to
122      * bracket a CDF root.  This method is used by
123      * {@link #inverseCumulativeProbability(double)} to find critical values.
124      * 
125      * @param p the desired probability for the critical value
126      * @return domain value lower bound, i.e.
127      *         P(X &lt; <i>lower bound</i>) &lt; <code>p</code> 
128      */
129     protected double getDomainLowerBound(double p) {
130         return -Double.MAX_VALUE;
131     }
132 
133     /**
134      * Access the domain value upper bound, based on <code>p</code>, used to
135      * bracket a CDF root.  This method is used by
136      * {@link #inverseCumulativeProbability(double)} to find critical values.
137      * 
138      * @param p the desired probability for the critical value
139      * @return domain value upper bound, i.e.
140      *         P(X &lt; <i>upper bound</i>) &gt; <code>p</code> 
141      */
142     protected double getDomainUpperBound(double p) {
143         return Double.MAX_VALUE;
144     }
145 
146     /**
147      * Access the initial domain value, based on <code>p</code>, used to
148      * bracket a CDF root.  This method is used by
149      * {@link #inverseCumulativeProbability(double)} to find critical values.
150      * 
151      * @param p the desired probability for the critical value
152      * @return initial domain value
153      */
154     protected double getInitialDomain(double p) {
155         return 0.0;
156     }
157 }