Example usage for org.apache.commons.math3.distribution TDistribution TDistribution

Introduction

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

Prototype

public TDistribution(double degreesOfFreedom) throws NotStrictlyPositiveException

Source Link

Document

Create a t distribution using the given degrees of freedom.

Usage

From source file:com.freevariable.lancer.stat.Probability.java

public static double studentT(double k, double t) {
    // XXX: sure would be smarter to memoize these
    return (new TDistribution(k)).cumulativeProbability(t);
}

From source file:com.freevariable.lancer.stat.Probability.java

public static double studentTInverse(double alpha, int size) {
    double t = 1 - (alpha / 2);
    // XXX: sure would be smarter to memoize these
    return (new TDistribution((double) size)).cumulativeProbability(t);
}

From source file:info.debatty.jinu.SummaryStatistics.java

private static double calcMeanCI(final SummaryStatistics stats, final double level) {

    try {/*from   ww w  . j a va2 s  .c  om*/
        // Create T Distribution with N-1 degrees of freedom
        TDistribution t_dist = new TDistribution(stats.getN() - 1);
        // Calculate critical value
        double crit_val = t_dist.inverseCumulativeProbability(1.0 - (1 - level) / 2);
        // Calculate confidence interval
        return crit_val * stats.getStandardDeviation() / Math.sqrt(stats.getN());
    } catch (MathIllegalArgumentException e) {
        return Double.NaN;
    }
}

From source file:es.logongas.encuestas.modelo.resultados.InferenciaEstadistica.java

public InferenciaEstadistica(EstadisticaDescriptiva estadisticaDescriptiva, BigDecimal nivelConfianza,
        int numDecimals) {
    this.numDecimals = numDecimals;
    if (nivelConfianza.compareTo(BigDecimal.ZERO) <= 0) {
        throw new IllegalArgumentException("El nivelConfianza debe ser mayor que 0");
    }//  ww w .j a  va2 s  . com
    if (nivelConfianza.compareTo(BigDecimal.ONE) >= 0) {
        throw new IllegalArgumentException("El nivelConfianza debe ser menor que 1");
    }

    TDistribution tDistribution = new TDistribution(estadisticaDescriptiva.getNumMuestras() - 1);
    double t = tDistribution.inverseCumulativeProbability(nivelConfianza.doubleValue());
    BigDecimal delta = new BigDecimal(t * (estadisticaDescriptiva.getDesviacionEstandar().doubleValue()
            / Math.sqrt(estadisticaDescriptiva.getNumMuestras())));

    BigDecimal min = estadisticaDescriptiva.getMedia().subtract(delta).setScale(this.numDecimals,
            RoundingMode.HALF_UP);
    BigDecimal max = estadisticaDescriptiva.getMedia().add(delta).setScale(this.numDecimals,
            RoundingMode.HALF_UP);
    intervaloConfianzaMedia = new IntervaloConfianza(min, max, nivelConfianza);

}

From source file:cz.cuni.mff.d3s.spl.interpretation.WelchTestInterpretation.java

/** {@inheritDoc} */
@Override//ww  w  .j a  va  2 s  . co m
public ComparisonResult compare(DataSnapshot left, DataSnapshot right) {
    BenchmarkRunSummary leftSummary = computeMergedStatistic(left);
    BenchmarkRunSummary rightSummary = computeMergedStatistic(right);

    statistic = getStatistic(leftSummary, rightSummary);

    double freedomDeg = getDegreesOfFreedom(leftSummary, rightSummary);
    distribution = new TDistribution(freedomDeg);

    return new DistributionBasedComparisonResult(statistic, distribution);
}

From source file:cz.cuni.mff.d3s.spl.interpretation.WelchTestInterpretation.java

/** {@inheritDoc} */
@Override/* www .j a va  2  s  . c  o m*/
public ComparisonResult compare(DataSnapshot data, double value) {
    BenchmarkRunSummary snapshotSummary = computeMergedStatistic(data);

    statistic = getStatistic(snapshotSummary, value);

    double freedomDeg = snapshotSummary.getSize() - 1;
    distribution = new TDistribution(freedomDeg);

    return new DistributionBasedComparisonResult(statistic, distribution);
}

From source file:jasima.core.random.continuous.DblTDist.java

public DblTDist(double degreesOfFreedom) {
    super();
    setDistribution(new TDistribution(degreesOfFreedom));
}

From source file:iad.stat.distribution.DistributionCalc.java

private void calculateStudent(boolean twoTailed) {
    tstud = new TDistribution(degreesOfFredom);
    if (twoTailed) {
        studentPValue = (1 - tstud.cumulativeProbability(Math.abs(zScore))) * 2;
    } else {/*from   w w w.  j a  v  a2 s.  c  o m*/
        studentPValue = 1 - tstud.cumulativeProbability(Math.abs(zScore));
    }
}

From source file:PCC.java

public double pvalue(double corel, double n) {
    double t = Math.abs(corel * Math.sqrt((n - 2.0) / (1.0 - (corel * corel))));
    TDistribution tdist = new TDistribution(n - 2);
    double pvalue = 2 * (1.0 - tdist.cumulativeProbability(t));
    return pvalue;
}

From source file:it.cnr.jatecs.indexing.tsr.ConfWeight.java

private ConfidenceInterval p(int xt, int n) {
    //this Z value is the result of phi.inverseCumulativeProbability(0.5+0.95/2.0);
    //on a normally distributed prob. mass function N(0,1)
    double Z2 = 3.84;
    RealDistribution phi = null;//  w  w w .ja  v a 2  s  .  c  om
    if (n < 30) {
        //the # degrees of freedom of a t-student is n-1
        //in the article is not specified what happens if n=1
        //I will here assume it becomes 1
        int degrees_freedom = Math.max(n - 1, 1);
        phi = new TDistribution(degrees_freedom);

        //Z for confindence interval of 0.95
        double Z = phi.inverseCumulativeProbability(0.5 + 0.95 / 2.0);
        Z2 = Z * Z;
    }

    double p = (xt + 0.5 * Z2) / (n + Z2);

    double amplitude = 0.5 * Z2 * Math.sqrt((p * (1.0 - p)) / (n + Z2));

    ConfidenceInterval interval = new ConfidenceInterval();
    interval.center = p;
    interval.amplitude = amplitude;
    interval.range_min = p - amplitude;
    interval.range_max = p + amplitude;

    return interval;
}