List of usage examples for java.lang Math log
@HotSpotIntrinsicCandidate public static double log(double a)
From source file:peakml.util.jfreechart.LognAxis.java
public void setLogScale(int logscale) { this.logscale = logscale; this.lognvalue = Math.log(logscale); }
From source file:beast.math.distributions.PoissonDistribution.java
public double logPdf(double x) { double pdf = distribution.probability((int) x); if (pdf == 0 || Double.isNaN(pdf)) { // bad estimate final double mean = mean(); return x * Math.log(mean) - Poisson.gammln(x + 1) - mean; }//w ww .java2 s .c om return Math.log(pdf); }
From source file:Main.java
/** * Returns the natural logarithm of n!.//from w w w .j av a2s . co m * <p> * <Strong>Preconditions</strong>: * <ul> * <li> <code>n >= 0</code> (otherwise * <code>IllegalArgumentException</code> is thrown)</li> * </ul></p> * * @param n argument * @return <code>n!</code> * @throws IllegalArgumentException if preconditions are not met. */ public static double factorialLog(final int n) { if (n < 0) { throw new IllegalArgumentException("must have n > 0 for n!"); } double logSum = 0; for (int i = 2; i <= n; i++) { logSum += Math.log((double) i); } return logSum; }
From source file:dfs.OLSTrendLine.java
@Override public void setValues(double[] y, double[] x) { if (x.length != y.length) { throw new IllegalArgumentException( String.format("The numbers of y and x values must be equal (%d != %d)", y.length, x.length)); }//from w w w . ja v a2 s. co m double[][] xData = new double[x.length][]; for (int i = 0; i < x.length; i++) { // the implementation determines how to produce a vector of predictors from a single x xData[i] = xVector(x[i]); } if (logY()) { // in some models we are predicting ln y, so we replace each y with ln y y = Arrays.copyOf(y, y.length); // user might not be finished with the array we were given for (int i = 0; i < x.length; i++) { y[i] = Math.log(y[i]); } } OLSMultipleLinearRegression ols = new OLSMultipleLinearRegression(); ols.setNoIntercept(true); // let the implementation include a constant in xVector if desired ols.newSampleData(y, xData); // provide the data to the model coef = MatrixUtils.createColumnRealMatrix(ols.estimateRegressionParameters()); // get our coefs }
From source file:hyperheuristics.algorithm.moeadfrrmab.UCBSelector.java
protected double equation(LowLevelHeuristic op, HashMap<String, Double> frr, HashMap<String, Integer> nt, double sumNt) { /* KE LI code/* www.j av a 2 s . c om*/ http://www.cs.cityu.edu.hk/~51888309/code/bandits.zip temp1 = 2 * Math.log(total_usage); temp2 = temp1 / strategy_usage[i]; temp3 = Math.sqrt(temp2); quality[i] = rewards[i] + scale_ * temp3; */ double numerator = 2 * Math.log(((int) sumNt)); double denominator = nt.get(op.getName()); double fraction = numerator / denominator; double sqrt = Math.sqrt(fraction); double frr_value = frr.get(op.getName()); return frr_value + this.C * sqrt; }
From source file:com.analog.lyric.chimple.monkeys.ChimpDirichlet.java
@Override public double calculateLogLikelihood(Object result, Object[] parameters) { double[] alphas = (double[]) parameters[0]; double[] value = (double[]) result; double retval = 0; double sum = 0; for (int i = 0; i < alphas.length; i++) { retval -= (alphas[i] - 1) * Math.log(value[i]); retval += Gamma.logGamma(alphas[i]); sum += alphas[i];//from w w w . ja va 2s .c o m } retval -= Gamma.logGamma(sum); //result=sum(gammaln(alphas))-gammaln(sum(alphas))-sum((alphas-1).*log(value)); return retval; }
From source file:fr.ens.transcriptome.teolenn.util.MathUtils.java
/** * Return the log 2 of a double.// w w w . jav a2 s .c o m * @param d a double * @return the log 2 of a double */ public static double log2(final double d) { return Math.log(d) / Math.log(BASE_2); }
From source file:com.opengamma.analytics.financial.model.interestrate.HoLeeInterestRateModel.java
@Override public Function1D<StandardDiscountBondModelDataBundle, Double> getDiscountBondFunction(final ZonedDateTime time, final ZonedDateTime maturity) { Validate.notNull(time);//www . j a v a2 s . co m Validate.notNull(maturity); return new Function1D<StandardDiscountBondModelDataBundle, Double>() { @Override public Double evaluate(final StandardDiscountBondModelDataBundle data) { Validate.notNull(data); final double t = DateUtils.getDifferenceInYears(data.getDate(), time); final double s = DateUtils.getDifferenceInYears(data.getDate(), maturity); final double b = s - t; final double sigma = data.getShortRateVolatility(t); final double rT = data.getShortRate(t); final double rS = data.getShortRate(s); final double pT = Math.exp(-rT * t); final double pS = Math.exp(-rS * s); final double dlnPdt = -rT; final double lnA = Math.log(pS / pT) - b * dlnPdt - 0.5 * sigma * sigma * b * b; return Math.exp(lnA - b * rT); } }; }
From source file:emlab.util.GeometricTrendRegression.java
public void removeData(double[][] data) { for (int i = 0; i < data.length && super.getN() > 0; i++) { removeData(data[i][0], Math.log(data[i][1])); }/*from w w w . j a va 2 s.c om*/ }
From source file:com.opengamma.analytics.financial.model.interestrate.curve.YieldCurve.java
/** * Builder of an interpolated yield (continuously compounded) curve from discount factors. * @param nodePoints The node points for the interpolated curve. * @param discountFactors The discount factors at the node points. * @param interpolator The yield (cc) interpolator. * @param name The curve name./*w w w.java 2 s. c o m*/ * @return The yield curve. */ public static YieldCurve fromDiscountFactorInterpolated(final double[] nodePoints, final double[] discountFactors, final Interpolator1D interpolator, final String name) { final int nbDF = discountFactors.length; ArgumentChecker.isTrue(nodePoints.length == nbDF, "Yields array of incorrect length"); final double[] yields = new double[nbDF]; for (int loopy = 0; loopy < nbDF; loopy++) { yields[loopy] = -Math.log(discountFactors[loopy]) / nodePoints[loopy]; } final InterpolatedDoublesCurve curve = new InterpolatedDoublesCurve(nodePoints, yields, interpolator, false); return new YieldCurve(name, curve); }