List of usage examples for org.apache.commons.math3.distribution GammaDistribution cumulativeProbability
public double cumulativeProbability(double x)
From source file:com.mapr.synth.samplers.RandomWalkSamplerTest.java
@Test public void testBasics() throws IOException { // this sampler has four variables // g1 is gamma distributed with alpha = 0.2, beta = 0.2 // v1 is unit normal // v2 is normal with mean = 0, sd = 2 // v3 is gamma-normal with dof=2, mean = 0. SchemaSampler s = new SchemaSampler( Resources.asCharSource(Resources.getResource("schema015.json"), Charsets.UTF_8).read()); TDigest tdG1 = new AVLTreeDigest(500); TDigest tdG2 = new AVLTreeDigest(500); TDigest td1 = new AVLTreeDigest(500); TDigest td2 = new AVLTreeDigest(500); TDigest td3 = new AVLTreeDigest(500); double x1 = 0; double x2 = 0; double x3 = 0; for (int i = 0; i < 1000000; i++) { JsonNode r = s.sample();/*from w w w . j a va2 s .co m*/ tdG1.add(r.get("g1").asDouble()); tdG2.add(r.get("g2").asDouble()); double step1 = r.get("v1").get("step").asDouble(); td1.add(step1); x1 += step1; assertEquals(x1, r.get("v1").get("value").asDouble(), 0); assertEquals(x1, r.get("v1-bare").asDouble(), 0); double step2 = r.get("v2").get("step").asDouble(); td2.add(step2); x2 += step2; assertEquals(x2, r.get("v2").get("value").asDouble(), 0); double step3 = r.get("v3").get("step").asDouble(); td3.add(step3); x3 += step3; assertEquals(x3, r.get("v3").get("value").asDouble(), 0); } // now compare against reference distributions to test accuracy of the observed step distributions NormalDistribution normalDistribution = new NormalDistribution(); GammaDistribution gd1 = new GammaDistribution(0.2, 5); GammaDistribution gd2 = new GammaDistribution(1, 1); TDistribution tDistribution = new TDistribution(2); for (double q : new double[] { 0.001, 0.01, 0.1, 0.2, 0.5, 0.8, 0.9, 0.99, 0.99 }) { double uG1 = gd1.cumulativeProbability(tdG1.quantile(q)); assertEquals(q, uG1, (1 - q) * q * 10e-2); double uG2 = gd2.cumulativeProbability(tdG2.quantile(q)); assertEquals(q, uG2, (1 - q) * q * 10e-2); double u1 = normalDistribution.cumulativeProbability(td1.quantile(q)); assertEquals(q, u1, (1 - q) * q * 10e-2); double u2 = normalDistribution.cumulativeProbability(td2.quantile(q) / 2); assertEquals(q, u2, (1 - q) * q * 10e-2); double u3 = tDistribution.cumulativeProbability(td3.quantile(q)); assertEquals(q, u3, (1 - q) * q * 10e-2); } }