Example usage for org.apache.commons.math.distribution NormalDistributionImpl NormalDistributionImpl

Introduction

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

Prototype

public NormalDistributionImpl(double mean, double sd)

Source Link

Document

Create a normal distribution using the given mean and standard deviation.

Usage

From source file:org.peerfact.impl.util.stats.distributions.LimitedNormalDistribution.java

/**
 * Returns a random value that is distributed as a Normal Distribution with
 * an upper and lower limit./*from  ww  w  .jav a 2s.  c om*/
 * 
 * @param _mu
 *            average
 * @param _sigma
 *            standard deviation
 * @param _min
 *            lower limit, set to "null", if no limit
 * @param _max
 *            upper limit, set to "null", if no limit
 * @return as double
 */
public static double returnValue(double _mu, double _sigma, Double _min, Double _max) {
    double lmax;
    double lmin;
    double lpmax = 1;
    double lpmin = 0;
    double lpfactor;

    NormalDistributionImpl llimitedNormal = new NormalDistributionImpl(_mu, _sigma);
    if (_min == null) {
        if (_max != null) {
            // only max is limted
            lmax = _max.doubleValue();
            try {
                lpmax = llimitedNormal.cumulativeProbability(lmax);
            } catch (MathException e) {
                e.printStackTrace();
            }
        }
    } else {
        if (_max == null) {
            // only min is limited.
            lmin = _min.doubleValue();
            try {
                lpmin = llimitedNormal.cumulativeProbability(lmin);
            } catch (MathException e) {
                // TODO Auto-generated catch block
                e.printStackTrace();
            }
        } else {
            // both sides limited.

            // make sure min is really smaller than max.
            if (_max.doubleValue() > _min.doubleValue()) {
                lmin = _min.doubleValue();
                lmax = _max.doubleValue();
            } else {
                lmax = _min.doubleValue();
                lmin = _max.doubleValue();
            }

            // get min and max probabilites that are possible
            try {
                lpmin = llimitedNormal.cumulativeProbability(lmin);
                lpmax = llimitedNormal.cumulativeProbability(lmax);

                lpfactor = lpmax - lpmin;

            } catch (MathException e) {
                e.printStackTrace();
            }
        }
    }
    lpfactor = lpmax - lpmin;

    double lrandom = lpmin + Simulator.getRandom().nextDouble() * lpfactor;
    double lresult;

    try {
        lresult = llimitedNormal.inverseCumulativeProbability(lrandom);
    } catch (MathException e) {
        // TODO Auto-generated catch block
        e.printStackTrace();
        lresult = 0;
    }

    return lresult;

}

From source file:org.renjin.Distributions.java

public static double dnorm(final double x, final double mean, final double sd, boolean log) {
    return d(new NormalDistributionImpl(mean, sd), x, log);
}

From source file:org.renjin.Distributions.java

public static double pnorm(final double q, final double mean, final double sd, boolean lowerTail,
        boolean logP) {
    return p(new NormalDistributionImpl(mean, sd), q, lowerTail, logP);
}

From source file:org.renjin.Distributions.java

public static double plnorm(final double q, final double logmean, final double logsd, boolean lowerTail,
        boolean logP) {
    return p(new NormalDistributionImpl(logmean, logsd), Math.log(q), lowerTail, logP);
}

From source file:org.renjin.Distributions.java

public static double qnorm(final double p, final double mean, final double sd, boolean lowerTail,
        boolean logP) {
    return q(new NormalDistributionImpl(mean, sd), p, lowerTail, logP);
}

From source file:org.renjin.Distributions.java

public static double qlnorm(final double p, final double meanlog, final double sdlog, boolean lowerTail,
        boolean logP) {
    return Math.exp(q(new NormalDistributionImpl(meanlog, sdlog), p, lowerTail, logP));
}

From source file:org.renjin.primitives.random.Distributions.java

public static double dnorm(@Recycle double x, @Recycle double mean, @Recycle double sd, boolean log) {
    return d(new NormalDistributionImpl(mean, sd), x, log);
}

From source file:org.renjin.primitives.random.Distributions.java

public static double pnorm(@Recycle double q, @Recycle double mean, @Recycle double sd, boolean lowerTail,
        boolean logP) {
    return p(new NormalDistributionImpl(mean, sd), q, lowerTail, logP);
}

From source file:org.renjin.primitives.random.Distributions.java

public static double plnorm(@Recycle double q, @Recycle double logmean, @Recycle double logsd,
        boolean lowerTail, boolean logP) {
    return p(new NormalDistributionImpl(logmean, logsd), Math.log(q), lowerTail, logP);
}

From source file:org.renjin.primitives.random.Distributions.java

public static double qnorm(@Recycle double p, @Recycle double mean, @Recycle double sd, boolean lowerTail,
        boolean logP) {
    return q(new NormalDistributionImpl(mean, sd), p, lowerTail, logP);
}