Package weka.core.matrix
Class Maths
- java.lang.Object
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- weka.core.matrix.Maths
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- All Implemented Interfaces:
RevisionHandler
public class Maths extends java.lang.Object implements RevisionHandler
Utility class. Adapted from the JAMA package.- Version:
- $Revision: 1.3 $
- Author:
- The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)
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Field Summary
Fields Modifier and Type Field Description static int
chisqDistribution
Distribution type: chi-squaredstatic double
logPSI
The constant - log( sqrt(2 pi) )static int
normalDistribution
Distribution type: noramlstatic double
PSI
The constant 1 / sqrt(2 pi)static int
undefinedDistribution
Distribution type: undefined
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Constructor Summary
Constructors Constructor Description Maths()
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static double
dchisq(double x)
Returns the density of the Chi-squared distribution.static double
dchisq(double x, double ncp)
Returns the density of the noncentral Chi-squared distribution.static DoubleVector
dchisq(double x, DoubleVector ncp)
Returns the density of the noncentral Chi-squared distribution.static double
dchisqLog(double x)
Returns the log-density of the noncentral Chi-square distribution.static double
dchisqLog(double x, double ncp)
Returns the log-density value of a noncentral Chi-square distribution.static DoubleVector
dchisqLog(double x, DoubleVector ncp)
Returns the log-density of a set of noncentral Chi-squared distributions.static double
dnorm(double x)
Returns the density of the standard normal.static double
dnorm(double x, double mean, double sd)
Returns the density value of a standard normal.static DoubleVector
dnorm(double x, DoubleVector mean, double sd)
Returns the density values of a set of normal distributions with different means.static double
dnormLog(double x)
Returns the log-density of the standard normal.static double
dnormLog(double x, double mean, double sd)
Returns the log-density value of a standard normal.static DoubleVector
dnormLog(double x, DoubleVector mean, double sd)
Returns the log-density values of a set of normal distributions with different means.java.lang.String
getRevision()
Returns the revision string.static double
hypot(double a, double b)
sqrt(a^2 + b^2) without under/overflow.static double
pchisq(double x)
Returns the cumulative probability of the Chi-squared distributionstatic double
pchisq(double x, double ncp)
Returns the cumulative probability of the noncentral Chi-squared distribution.static DoubleVector
pchisq(double x, DoubleVector ncp)
Returns the cumulative probability of a set of noncentral Chi-squared distributions.static double
pnorm(double x)
Returns the cumulative probability of the standard normal.static double
pnorm(double x, double mean, double sd)
Returns the cumulative probability of a normal distribution.static DoubleVector
pnorm(double x, DoubleVector mean, double sd)
Returns the cumulative probability of a set of normal distributions with different means.static DoubleVector
rchisq(int n, double ncp, java.util.Random random)
Generates a sample of a Chi-square distribution.static DoubleVector
rnorm(int n, double mean, double sd, java.util.Random random)
Generates a sample of a normal distribution.static double
square(double x)
Returns the square of a value
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Field Detail
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PSI
public static final double PSI
The constant 1 / sqrt(2 pi)- See Also:
- Constant Field Values
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logPSI
public static final double logPSI
The constant - log( sqrt(2 pi) )- See Also:
- Constant Field Values
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undefinedDistribution
public static final int undefinedDistribution
Distribution type: undefined- See Also:
- Constant Field Values
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normalDistribution
public static final int normalDistribution
Distribution type: noraml- See Also:
- Constant Field Values
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chisqDistribution
public static final int chisqDistribution
Distribution type: chi-squared- See Also:
- Constant Field Values
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Method Detail
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hypot
public static double hypot(double a, double b)
sqrt(a^2 + b^2) without under/overflow.
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square
public static double square(double x)
Returns the square of a value- Parameters:
x
-- Returns:
- the square
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pnorm
public static double pnorm(double x)
Returns the cumulative probability of the standard normal.- Parameters:
x
- the quantile
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pnorm
public static double pnorm(double x, double mean, double sd)
Returns the cumulative probability of a normal distribution.- Parameters:
x
- the quantilemean
- the mean of the normal distributionsd
- the standard deviation of the normal distribution.
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pnorm
public static DoubleVector pnorm(double x, DoubleVector mean, double sd)
Returns the cumulative probability of a set of normal distributions with different means.- Parameters:
x
- the vector of quantilesmean
- the means of the normal distributionssd
- the standard deviation of the normal distribution.- Returns:
- the cumulative probability
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dnorm
public static double dnorm(double x)
Returns the density of the standard normal.- Parameters:
x
- the quantile- Returns:
- the density
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dnorm
public static double dnorm(double x, double mean, double sd)
Returns the density value of a standard normal.- Parameters:
x
- the quantilemean
- the mean of the normal distributionsd
- the standard deviation of the normal distribution.- Returns:
- the density
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dnorm
public static DoubleVector dnorm(double x, DoubleVector mean, double sd)
Returns the density values of a set of normal distributions with different means.- Parameters:
x
- the quantilemean
- the means of the normal distributionssd
- the standard deviation of the normal distribution.- Returns:
- the density
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dnormLog
public static double dnormLog(double x)
Returns the log-density of the standard normal.- Parameters:
x
- the quantile- Returns:
- the density
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dnormLog
public static double dnormLog(double x, double mean, double sd)
Returns the log-density value of a standard normal.- Parameters:
x
- the quantilemean
- the mean of the normal distributionsd
- the standard deviation of the normal distribution.- Returns:
- the density
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dnormLog
public static DoubleVector dnormLog(double x, DoubleVector mean, double sd)
Returns the log-density values of a set of normal distributions with different means.- Parameters:
x
- the quantilemean
- the means of the normal distributionssd
- the standard deviation of the normal distribution.- Returns:
- the density
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rnorm
public static DoubleVector rnorm(int n, double mean, double sd, java.util.Random random)
Generates a sample of a normal distribution.- Parameters:
n
- the size of the samplemean
- the mean of the normal distributionsd
- the standard deviation of the normal distribution.random
- the random stream- Returns:
- the sample
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pchisq
public static double pchisq(double x)
Returns the cumulative probability of the Chi-squared distribution- Parameters:
x
- the quantile
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pchisq
public static double pchisq(double x, double ncp)
Returns the cumulative probability of the noncentral Chi-squared distribution.- Parameters:
x
- the quantilencp
- the noncentral parameter
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pchisq
public static DoubleVector pchisq(double x, DoubleVector ncp)
Returns the cumulative probability of a set of noncentral Chi-squared distributions.- Parameters:
x
- the quantilencp
- the noncentral parameters
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dchisq
public static double dchisq(double x)
Returns the density of the Chi-squared distribution.- Parameters:
x
- the quantile- Returns:
- the density
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dchisq
public static double dchisq(double x, double ncp)
Returns the density of the noncentral Chi-squared distribution.- Parameters:
x
- the quantilencp
- the noncentral parameter
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dchisq
public static DoubleVector dchisq(double x, DoubleVector ncp)
Returns the density of the noncentral Chi-squared distribution.- Parameters:
x
- the quantilencp
- the noncentral parameters
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dchisqLog
public static double dchisqLog(double x)
Returns the log-density of the noncentral Chi-square distribution.- Parameters:
x
- the quantile- Returns:
- the density
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dchisqLog
public static double dchisqLog(double x, double ncp)
Returns the log-density value of a noncentral Chi-square distribution.- Parameters:
x
- the quantilencp
- the noncentral parameter- Returns:
- the density
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dchisqLog
public static DoubleVector dchisqLog(double x, DoubleVector ncp)
Returns the log-density of a set of noncentral Chi-squared distributions.- Parameters:
x
- the quantilencp
- the noncentral parameters
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rchisq
public static DoubleVector rchisq(int n, double ncp, java.util.Random random)
Generates a sample of a Chi-square distribution.- Parameters:
n
- the size of the samplencp
- the noncentral parameterrandom
- the random stream- Returns:
- the sample
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getRevision
public java.lang.String getRevision()
Returns the revision string.- Specified by:
getRevision
in interfaceRevisionHandler
- Returns:
- the revision
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