Example usage for org.apache.commons.math3.distribution NormalDistribution sample

Introduction

In this page you can find the example usage for org.apache.commons.math3.distribution NormalDistribution sample.

Prototype

public double[] sample(int sampleSize) 

Source Link

Document

The default implementation generates the sample by calling #sample() in a loop.

Usage

From source file:hivemall.anomaly.ChangeFinder2DTest.java

public void testSota5D() throws HiveException {
    final int DIM = 5;
    final int EXAMPLES = 20001;

    final Double[] x = new Double[DIM];
    final List<Double> xList = Arrays.asList(x);

    Parameters params = new Parameters();
    params.set(LossFunction.logloss);//from w  ww  .j  a va  2  s  . co m
    params.r1 = 0.01d;
    params.k = 10;
    params.T1 = 10;
    params.T2 = 10;
    PrimitiveObjectInspector oi = PrimitiveObjectInspectorFactory.javaDoubleObjectInspector;
    ListObjectInspector listOI = ObjectInspectorFactory.getStandardListObjectInspector(oi);
    final ChangeFinder2D cf = new ChangeFinder2D(params, listOI);
    final double[] outScores = new double[2];

    RandomGenerator rng1 = new Well19937c(31L);
    final UniformIntegerDistribution uniform = new UniformIntegerDistribution(rng1, 0, 10);
    RandomGenerator rng2 = new Well19937c(41L);
    final PoissonDistribution poissonEvent = new PoissonDistribution(rng2, 1000.d,
            PoissonDistribution.DEFAULT_EPSILON, PoissonDistribution.DEFAULT_MAX_ITERATIONS);
    final StringBuilder buf = new StringBuilder(256);

    println("# time x0 x1 x2 x3 x4 mean0 mean1 mean2 mean3 mean4 outlier change");
    FIN: for (int i = 0; i < EXAMPLES;) {
        int len = poissonEvent.sample();
        double data[][] = new double[DIM][len];
        double mean[] = new double[DIM];
        double sd[] = new double[DIM];
        for (int j = 0; j < DIM; j++) {
            mean[j] = uniform.sample() * 5.d;
            sd[j] = uniform.sample() / 10.d * 5.d + 1.d;
            if (i % 5 == 0) {
                mean[j] += 50.d;
            }
            NormalDistribution normDist = new NormalDistribution(new Well19937c(i + j), mean[j], sd[j]);
            data[j] = normDist.sample(len);
            data[j][len / (j + 2) + DIM % (j + 1)] = mean[j] + (j + 4) * sd[j];
        }
        for (int j = 0; j < len; j++) {
            if (i >= EXAMPLES) {
                break FIN;
            }
            x[0] = data[0][j];
            x[1] = data[1][j];
            x[2] = data[2][j];
            x[3] = data[3][j];
            x[4] = data[4][j];
            cf.update(xList, outScores);
            buf.append(i).append(' ').append(x[0].doubleValue()).append(' ').append(x[1].doubleValue())
                    .append(' ').append(x[2].doubleValue()).append(' ').append(x[3].doubleValue()).append(' ')
                    .append(x[4].doubleValue()).append(' ').append(mean[0]).append(' ').append(mean[1])
                    .append(' ').append(mean[2]).append(' ').append(mean[3]).append(' ').append(mean[4])
                    .append(' ').append(outScores[0]).append(' ').append(outScores[1]);
            println(buf.toString());
            StringUtils.clear(buf);
            i++;
        }
    }
}

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From source file:org.apache.solr.client.solrj.io.stream.StreamExpressionTest.java

@Test
public void fakeTest() {
    NormalDistribution a = new NormalDistribution(10, 2);
    NormalDistribution c = new NormalDistribution(100, 6);
    double[] d = c.sample(250);

    KolmogorovSmirnovTest ks = new KolmogorovSmirnovTest();
    double pv = ks.kolmogorovSmirnovStatistic(a, d);

    String s = "";
}

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From source file:org.powertac.genco.CpGencoTest.java

/**
 * Test method for {@link org.powertac.genco.CpGenco#generateOrders(org.joda.time.Instant, java.util.List)}.
 *//*from   w  ww  . j a  v  a2  s . c  o m*/
@Test
public void generateFixedOrders() {
    init();
    genco.withMinQuantity(100.0);
    genco.withPriceInterval(10.0);
    // mock the normal distribution
    NormalDistribution mockNorm = mock(NormalDistribution.class);
    ReflectionTestUtils.setField(genco, "normal01", mockNorm);
    double[] samples = new double[2];
    samples[0] = 0.0;
    samples[1] = 0.0;
    when(mockNorm.sample(2)).thenReturn(samples);
    // capture orders
    final ArrayList<Order> orderList = new ArrayList<Order>();
    doAnswer(new Answer() {
        public Object answer(InvocationOnMock invocation) {
            Object[] args = invocation.getArguments();
            orderList.add((Order) args[0]);
            return null;
        }
    }).when(mockProxy).routeMessage(isA(Order.class));
    // set up some timeslots
    Timeslot ts1 = timeslotRepo.makeTimeslot(start);
    Timeslot ts2 = timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR));
    Timeslot ts3 = timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR * 2));
    assertEquals("4 enabled timeslots", 4, timeslotRepo.enabledTimeslots().size());
    // 50 mwh already sold in ts2
    MarketPosition posn2 = new MarketPosition(genco, ts2, -50.0);
    genco.addMarketPosition(posn2, ts2.getSerialNumber());
    // generate orders and check
    genco.generateOrders(start, timeslotRepo.enabledTimeslots());
    assertEquals("30 orders", 30, orderList.size());
}

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