Example usage for org.apache.commons.math3.distribution RealDistribution cumulativeProbability

Introduction

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

Prototype

double cumulativeProbability(double x);

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:cz.cuni.mff.spl.evaluator.statistics.KolmogorovSmirnovTestFlag.java

/**
 * Computes the one-sample Kolmogorov-Smirnov test statistic, \(D_n=\sup_x |F_n(x)-F(x)|\) where
 * \(F\) is the distribution (cdf) function associated with {@code distribution}, \(n\) is the
 * length of {@code data} and \(F_n\) is the empirical distribution that puts mass \(1/n\) at
 * each of the values in {@code data}.//w  w  w .  ja  v  a  2s . c om
 *
 * @param distribution reference distribution
 * @param data sample being evaluated
 * @return Kolmogorov-Smirnov statistic \(D_n\)
 * @throws InsufficientDataException if {@code data} does not have length at least 2
 * @throws NullArgumentException if {@code data} is null
 */
public double kolmogorovSmirnovStatistic(RealDistribution distribution, double[] data) {
    checkArray(data);
    final int n = data.length;
    final double nd = n;
    final double[] dataCopy = new double[n];
    System.arraycopy(data, 0, dataCopy, 0, n);
    Arrays.sort(dataCopy);
    double d = 0d;
    for (int i = 1; i <= n; i++) {
        final double yi = distribution.cumulativeProbability(dataCopy[i - 1]);
        final double currD = FastMath.max(yi - (i - 1) / nd, i / nd - yi);
        if (currD > d) {
            d = currD;
        }
    }
    return d;
}

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From source file:org.apache.solr.client.solrj.io.eval.CumulativeProbabilityEvaluator.java

@Override
public Object doWork(Object first, Object second) throws IOException {
    if (null == first) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - null found for the first value", toExpression(constructingFactory)));
    }//ww w .jav a2 s.  c o m
    if (null == second) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - null found for the second value", toExpression(constructingFactory)));
    }
    if (!(first instanceof RealDistribution) && !(first instanceof IntegerDistribution)) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - found type %s for the first value, expecting a real or integer Distribution",
                toExpression(constructingFactory), first.getClass().getSimpleName()));
    }
    if (!(second instanceof Number)) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - found type %s for the second value, expecting a Number",
                toExpression(constructingFactory), first.getClass().getSimpleName()));
    }

    if (first instanceof RealDistribution) {
        RealDistribution rd = (RealDistribution) first;
        Number predictOver = (Number) second;
        return rd.cumulativeProbability(predictOver.doubleValue());
    } else {
        IntegerDistribution id = (IntegerDistribution) first;
        Number predictOver = (Number) second;
        return id.cumulativeProbability(predictOver.intValue());
    }
}

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