Example usage for org.apache.commons.math.distribution Distribution cumulativeProbability

Introduction

In this page you can find the example usage for org.apache.commons.math.distribution Distribution cumulativeProbability.

Prototype

double cumulativeProbability(double x) throws MathException;

Source Link

Document

For a random variable X whose values are distributed according to this distribution, this method returns P(X ≤ x).

Usage

From source file:org.renjin.Distributions.java

/**
 *
 * Calculates the value of the cumulative distribution function
 *
 * @param dist the distribution/*from  w w w . ja  v a2 s. co m*/
 * @param q the value
 * @param lowerTail if true, return the value P(x < q), otherwise P(x > q)
 * @param logP  if true, return the natural logarithm of the probability
 * @return  the probability that the random variable will take the value less than (greater than)
 * {@code q}
 */
private static double p(Distribution dist, double q, boolean lowerTail, boolean logP) {
    double p;
    try {
        p = dist.cumulativeProbability(q);
    } catch (MathException e) {
        return Double.NaN;
    } catch (MathRuntimeException e) {
        return Double.NaN;
    }
    if (!lowerTail) {
        p = 1.0 - p;
    }
    if (logP) {
        p = Math.log(p);
    }

    return p;
}

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From source file:yabby.math.distributions.ParametricDistribution.java

/**
 * For this distribution, X, this method returns x such that P(X < x) = p.
 *
 * @param p the cumulative probability./*from   w ww .j av  a2s .  c  o  m*/
 * @return x.
 * @throws MathException if the inverse cumulative probability can not be
 *                       computed due to convergence or other numerical errors.
 */
//@Override
public double inverseCumulativeProbability(final double p) throws MathException {
    final org.apache.commons.math.distribution.Distribution dist = getDistribution();
    if (dist instanceof ContinuousDistribution) {
        return ((ContinuousDistribution) dist).inverseCumulativeProbability(p);
    } else if (dist instanceof IntegerDistribution) {
        return dist.cumulativeProbability(p);
    }
    return 0.0;
}

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