Class CutoffFinder

java.lang.Object
edu.cmu.tetrad.util.CutoffFinder

public class CutoffFinder extends Object
Provides a static method for finding the cutoff value for a symmetric probability distribution function about the origin.
Author:
josephramsey
  • Constructor Details

    • CutoffFinder

      public CutoffFinder()
  • Method Details

    • getCutoff

      public static double getCutoff(Function f, double xUpperBound, double alpha, double deltaX)
      Assumes f is a positive symmetric function between x1 and x2 about 0. Integrates from 0 in the direction of x2 in intervals of deltaX until an area of .5 * (1 - alpha) has been accumulated. Returns the x value at the iteration where this amount of area has been accumulated.

      This is helpful for finding cutoff levels for normal curves, distributions of correlation coefficients, Student's t, etc. It returns significance level cutoffs.

      Parameters:
      f - a function
      xUpperBound - an upper bound for the integration.
      alpha - the significance level.
      deltaX - the amount the integration jumps forward each time.
      Returns:
      the cutoff value for these conditions.