Class Statistics


  • public class Statistics
    extends java.lang.Object
    Class implementing some distributions, tests, etc. The code is mostly adapted from the CERN Jet Java libraries: Copyright 2001 University of Waikato Copyright 1999 CERN - European Organization for Nuclear Research. Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose is hereby granted without fee, provided that the above copyright notice appear in all copies and that both that copyright notice and this permission notice appear in supporting documentation. CERN and the University of Waikato make no representations about the suitability of this software for any purpose. It is provided "as is" without expressed or implied warranty.
    Version:
    $Revision: 1.8 $
    Author:
    peter.gedeck@pharma.Novartis.com, wolfgang.hoschek@cern.ch, Eibe Frank (eibe@cs.waikato.ac.nz), Richard Kirkby (rkirkby@cs.waikato.ac.nz)
    • Field Summary

      Fields 
      Modifier and Type Field Description
      protected static double big  
      protected static double biginv  
      protected static double LOGPI  
      protected static double MACHEP
      Some constants
      protected static double MAXGAM  
      protected static double MAXLOG  
      protected static double MINLOG  
      protected static double[] P0
      COEFFICIENTS FOR METHOD normalInverse() *
      protected static double[] P1  
      protected static double[] P2  
      protected static double[] Q0  
      protected static double[] Q1  
      protected static double[] Q2  
      protected static double SQRTH  
      protected static double SQTPI  
    • Constructor Summary

      Constructors 
      Constructor Description
      Statistics()  
    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static double binomialStandardError​(double p, int n)
      Computes standard error for observed values of a binomial random variable.
      static double chiSquaredProbability​(double x, double v)
      Returns chi-squared probability for given value and degrees of freedom.
      static double FProbability​(double F, int df1, int df2)
      Computes probability of F-ratio.
      static double incompleteBeta​(double aa, double bb, double xx)
      Returns the Incomplete Beta Function evaluated from zero to xx.
      static double lnGamma​(double x)
      Returns natural logarithm of gamma function.
      static void main​(java.lang.String[] ops)
      Main method for testing this class.
      static double normalInverse​(double y0)
      Returns the value, x, for which the area under the Normal (Gaussian) probability density function (integrated from minus infinity to x) is equal to the argument y (assumes mean is zero, variance is one).
      static double normalProbability​(double a)
      Returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x (assumes mean is zero, variance is one).
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • Statistics

        public Statistics()
    • Method Detail

      • binomialStandardError

        public static double binomialStandardError​(double p,
                                                   int n)
        Computes standard error for observed values of a binomial random variable.
        Parameters:
        p - the probability of success
        n - the size of the sample
        Returns:
        the standard error
      • chiSquaredProbability

        public static double chiSquaredProbability​(double x,
                                                   double v)
        Returns chi-squared probability for given value and degrees of freedom. (The probability that the chi-squared variate will be greater than x for the given degrees of freedom.)
        Parameters:
        x - the value
        df - the number of degrees of freedom
        Returns:
        the chi-squared probability
      • FProbability

        public static double FProbability​(double F,
                                          int df1,
                                          int df2)
        Computes probability of F-ratio.
        Parameters:
        F - the F-ratio
        df1 - the first number of degrees of freedom
        df2 - the second number of degrees of freedom
        Returns:
        the probability of the F-ratio.
      • normalProbability

        public static double normalProbability​(double a)
        Returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x (assumes mean is zero, variance is one).
                                    x
                                     -
                           1        | |          2
          normal(x)  = ---------    |    exp( - t /2 ) dt
                       sqrt(2pi)  | |
                                   -
                                  -inf.
        
                     =  ( 1 + erf(z) ) / 2
                     =  erfc(z) / 2
         
        where z = x/sqrt(2). Computation is via the functions errorFunction and errorFunctionComplement.
        Parameters:
        a - the z-value
        Returns:
        the probability of the z value according to the normal pdf
      • normalInverse

        public static double normalInverse​(double y0)
        Returns the value, x, for which the area under the Normal (Gaussian) probability density function (integrated from minus infinity to x) is equal to the argument y (assumes mean is zero, variance is one).

        For small arguments 0 < y < exp(-2), the program computes z = sqrt( -2.0 * log(y) ); then the approximation is x = z - log(z)/z - (1/z) P(1/z) / Q(1/z). There are two rational functions P/Q, one for 0 < y < exp(-32) and the other for y up to exp(-2). For larger arguments, w = y - 0.5, and x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)).

        Parameters:
        y0 - the area under the normal pdf
        Returns:
        the z-value
      • lnGamma

        public static double lnGamma​(double x)
        Returns natural logarithm of gamma function.
        Parameters:
        x - the value
        Returns:
        natural logarithm of gamma function
      • incompleteBeta

        public static double incompleteBeta​(double aa,
                                            double bb,
                                            double xx)
        Returns the Incomplete Beta Function evaluated from zero to xx.
        Parameters:
        aa - the alpha parameter of the beta distribution.
        bb - the beta parameter of the beta distribution.
        xx - the integration end point.
      • main

        public static void main​(java.lang.String[] ops)
        Main method for testing this class.