buggy files form Math #22

projects/Math/22/org/apache/commons/math3/distribution/FDistribution.java

@@ -0,0 +1,293 @@
+/*
+ * 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.math3.distribution;
+
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
+import org.apache.commons.math3.exception.util.LocalizedFormats;
+import org.apache.commons.math3.special.Beta;
+import org.apache.commons.math3.util.FastMath;
+import org.apache.commons.math3.random.RandomGenerator;
+import org.apache.commons.math3.random.Well19937c;
+
+/**
+ * Implementation of the F-distribution.
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/F-distribution">F-distribution (Wikipedia)</a>
+ * @see <a href="http://mathworld.wolfram.com/F-Distribution.html">F-distribution (MathWorld)</a>
+ * @version $Id$
+ */
+public class FDistribution extends AbstractRealDistribution {
+    /**
+     * Default inverse cumulative probability accuracy.
+     * @since 2.1
+     */
+    public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
+    /** Serializable version identifier. */
+    private static final long serialVersionUID = -8516354193418641566L;
+    /** The numerator degrees of freedom. */
+    private final double numeratorDegreesOfFreedom;
+    /** The numerator degrees of freedom. */
+    private final double denominatorDegreesOfFreedom;
+    /** Inverse cumulative probability accuracy. */
+    private final double solverAbsoluteAccuracy;
+    /** Cached numerical variance */
+    private double numericalVariance = Double.NaN;
+    /** Whether or not the numerical variance has been calculated */
+    private boolean numericalVarianceIsCalculated = false;
+
+    /**
+     * Creates an F distribution using the given degrees of freedom.
+     *
+     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
+     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
+     * @throws NotStrictlyPositiveException if
+     * {@code numeratorDegreesOfFreedom <= 0} or
+     * {@code denominatorDegreesOfFreedom <= 0}.
+     */
+    public FDistribution(double numeratorDegreesOfFreedom,
+                         double denominatorDegreesOfFreedom)
+        throws NotStrictlyPositiveException {
+        this(numeratorDegreesOfFreedom, denominatorDegreesOfFreedom,
+             DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+    }
+
+    /**
+     * Creates an F distribution using the given degrees of freedom
+     * and inverse cumulative probability accuracy.
+     *
+     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
+     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
+     * @param inverseCumAccuracy the maximum absolute error in inverse
+     * cumulative probability estimates.
+     * @throws NotStrictlyPositiveException if
+     * {@code numeratorDegreesOfFreedom <= 0} or
+     * {@code denominatorDegreesOfFreedom <= 0}.
+     * @since 2.1
+     */
+    public FDistribution(double numeratorDegreesOfFreedom,
+                         double denominatorDegreesOfFreedom,
+                         double inverseCumAccuracy)
+        throws NotStrictlyPositiveException {
+        this(new Well19937c(), numeratorDegreesOfFreedom,
+             denominatorDegreesOfFreedom, inverseCumAccuracy);
+    }
+
+    /**
+     * Creates an F distribution.
+     *
+     * @param rng Random number generator.
+     * @param numeratorDegreesOfFreedom Numerator degrees of freedom.
+     * @param denominatorDegreesOfFreedom Denominator degrees of freedom.
+     * @param inverseCumAccuracy the maximum absolute error in inverse
+     * cumulative probability estimates.
+     * @throws NotStrictlyPositiveException if
+     * {@code numeratorDegreesOfFreedom <= 0} or
+     * {@code denominatorDegreesOfFreedom <= 0}.
+     * @since 3.1
+     */
+    public FDistribution(RandomGenerator rng,
+                         double numeratorDegreesOfFreedom,
+                         double denominatorDegreesOfFreedom,
+                         double inverseCumAccuracy)
+        throws NotStrictlyPositiveException {
+        super(rng);
+
+        if (numeratorDegreesOfFreedom <= 0) {
+            throw new NotStrictlyPositiveException(LocalizedFormats.DEGREES_OF_FREEDOM,
+                                                   numeratorDegreesOfFreedom);
+        }
+        if (denominatorDegreesOfFreedom <= 0) {
+            throw new NotStrictlyPositiveException(LocalizedFormats.DEGREES_OF_FREEDOM,
+                                                   denominatorDegreesOfFreedom);
+        }
+        this.numeratorDegreesOfFreedom = numeratorDegreesOfFreedom;
+        this.denominatorDegreesOfFreedom = denominatorDegreesOfFreedom;
+        solverAbsoluteAccuracy = inverseCumAccuracy;
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * @since 2.1
+     */
+    public double density(double x) {
+        final double nhalf = numeratorDegreesOfFreedom / 2;
+        final double mhalf = denominatorDegreesOfFreedom / 2;
+        final double logx = FastMath.log(x);
+        final double logn = FastMath.log(numeratorDegreesOfFreedom);
+        final double logm = FastMath.log(denominatorDegreesOfFreedom);
+        final double lognxm = FastMath.log(numeratorDegreesOfFreedom * x +
+                                           denominatorDegreesOfFreedom);
+        return FastMath.exp(nhalf * logn + nhalf * logx - logx +
+                            mhalf * logm - nhalf * lognxm - mhalf * lognxm -
+                            Beta.logBeta(nhalf, mhalf));
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * The implementation of this method is based on
+     * <ul>
+     *  <li>
+     *   <a href="http://mathworld.wolfram.com/F-Distribution.html">
+     *   F-Distribution</a>, equation (4).
+     *  </li>
+     * </ul>
+     */
+    public double cumulativeProbability(double x)  {
+        double ret;
+        if (x <= 0) {
+            ret = 0;
+        } else {
+            double n = numeratorDegreesOfFreedom;
+            double m = denominatorDegreesOfFreedom;
+
+            ret = Beta.regularizedBeta((n * x) / (m + n * x),
+                0.5 * n,
+                0.5 * m);
+        }
+        return ret;
+    }
+
+    /**
+     * Access the numerator degrees of freedom.
+     *
+     * @return the numerator degrees of freedom.
+     */
+    public double getNumeratorDegreesOfFreedom() {
+        return numeratorDegreesOfFreedom;
+    }
+
+    /**
+     * Access the denominator degrees of freedom.
+     *
+     * @return the denominator degrees of freedom.
+     */
+    public double getDenominatorDegreesOfFreedom() {
+        return denominatorDegreesOfFreedom;
+    }
+
+    /** {@inheritDoc} */
+    @Override
+    protected double getSolverAbsoluteAccuracy() {
+        return solverAbsoluteAccuracy;
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * For denominator degrees of freedom parameter {@code b}, the mean is
+     * <ul>
+     *  <li>if {@code b > 2} then {@code b / (b - 2)},</li>
+     *  <li>else undefined ({@code Double.NaN}).
+     * </ul>
+     */
+    public double getNumericalMean() {
+        final double denominatorDF = getDenominatorDegreesOfFreedom();
+
+        if (denominatorDF > 2) {
+            return denominatorDF / (denominatorDF - 2);
+        }
+
+        return Double.NaN;
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * For numerator degrees of freedom parameter {@code a} and denominator
+     * degrees of freedom parameter {@code b}, the variance is
+     * <ul>
+     *  <li>
+     *    if {@code b > 4} then
+     *    {@code [2 * b^2 * (a + b - 2)] / [a * (b - 2)^2 * (b - 4)]},
+     *  </li>
+     *  <li>else undefined ({@code Double.NaN}).
+     * </ul>
+     */
+    public double getNumericalVariance() {
+        if (!numericalVarianceIsCalculated) {
+            numericalVariance = calculateNumericalVariance();
+            numericalVarianceIsCalculated = true;
+        }
+        return numericalVariance;
+    }
+
+    /**
+     * used by {@link #getNumericalVariance()}
+     *
+     * @return the variance of this distribution
+     */
+    protected double calculateNumericalVariance() {
+        final double denominatorDF = getDenominatorDegreesOfFreedom();
+
+        if (denominatorDF > 4) {
+            final double numeratorDF = getNumeratorDegreesOfFreedom();
+            final double denomDFMinusTwo = denominatorDF - 2;
+
+            return ( 2 * (denominatorDF * denominatorDF) * (numeratorDF + denominatorDF - 2) ) /
+                   ( (numeratorDF * (denomDFMinusTwo * denomDFMinusTwo) * (denominatorDF - 4)) );
+        }
+
+        return Double.NaN;
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * The lower bound of the support is always 0 no matter the parameters.
+     *
+     * @return lower bound of the support (always 0)
+     */
+    public double getSupportLowerBound() {
+        return 0;
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * The upper bound of the support is always positive infinity
+     * no matter the parameters.
+     *
+     * @return upper bound of the support (always Double.POSITIVE_INFINITY)
+     */
+    public double getSupportUpperBound() {
+        return Double.POSITIVE_INFINITY;
+    }
+
+    /** {@inheritDoc} */
+    public boolean isSupportLowerBoundInclusive() {
+        return true;
+    }
+
+    /** {@inheritDoc} */
+    public boolean isSupportUpperBoundInclusive() {
+        return false;
+    }
+
+    /**
+     * {@inheritDoc}
+     *
+     * The support of this distribution is connected.
+     *
+     * @return {@code true}
+     */
+    public boolean isSupportConnected() {
+        return true;
+    }
+}