Example usage for org.apache.commons.math.analysis DifferentiableUnivariateRealFunction DifferentiableUnivariateRealFunction

Introduction

In this page you can find the example usage for org.apache.commons.math.analysis DifferentiableUnivariateRealFunction DifferentiableUnivariateRealFunction.

Prototype

DifferentiableUnivariateRealFunction

Source Link

Usage

From source file:dr.math.distributions.KernelDensityEstimatorDistribution.java

/**
 * quantile (inverse cumulative density function) of the distribution
 *
 * @param y argument//  w  ww  . j  ava2 s . com
 * @return cdf value
 */
public double quantile(final double y) {

    final DifferentiableUnivariateRealFunction root = new DifferentiableUnivariateRealFunction() {

        @Override
        public UnivariateRealFunction derivative() {
            return pdfFunction;
        }

        @Override
        public double value(double x) throws FunctionEvaluationException {

            return cdfFunction.value(x) - y;
        }
    };

    NewtonSolver solver = new NewtonSolver(root);

    double q;
    try {
        q = solver.solve(getFromPoint(), getToPoint());
    } catch (MaxIterationsExceededException e) {
        throw new RuntimeException(e.getMessage());
    } catch (FunctionEvaluationException e) {
        throw new RuntimeException(e.getMessage());
    }

    return q;
}

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From source file:com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper.java

/**
 * @param f An OG 1-D function mapping doubles to doubles, not null
 * @return A Commons differentiable univariate real function
 *//*from   w  ww  . j  a  v a2s . c om*/
public static DifferentiableUnivariateRealFunction wrapDifferentiable(final DoubleFunction1D f) {
    Validate.notNull(f);
    return new DifferentiableUnivariateRealFunction() {

        @Override
        public double value(final double x) throws FunctionEvaluationException {
            return f.evaluate(x);
        }

        @Override
        public UnivariateRealFunction derivative() {
            return wrapUnivariate(f.derivative());
        }
    };
}

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