Package edu.cmu.tetrad.util

Class ProbUtils

java.lang.Object
edu.cmu.tetrad.util.ProbUtils
public class ProbUtils extends Object

Implements a number of important functions from probability and statistics.> 0

We don't know who wrote this class; we didn't. All we added was the documentation. -Joe Ramsey, jdramsey@andrew.cmu.edu> 0

Version:
$Id: $Id
Author:
Unknown, but thanks

  • Method Summary

    Modifier and Type
    Method
    Description
    static int
    bernoulliRand(double p)
    bernoulliRand.
    static double
    betaCdf(double x, double pin, double qin)
    Incomplete Beta function.
    static double
    betaPdf(double x, double a, double b)
    betaPdf.
    static double
    betaQuantile(double alpha, double p, double q)
    betaQuantile.
    static double
    betaRand(double a, double b)
    Beta distribution random generator.
    static double
    binomialCdf(int k, int n, double p)
    Binomial cumulative distribution function.
    static double
    binomialPmf(int k, int n, double p)
    binomialPmf.
    static int
    binomialQuantile(double x, int n, double p)
    binomialQuantile.
    static int
    binomialRand(int n, double pp)
    Binomial random generator from Numerical Recipes
    static double
    biNormalCdf(double ah, double ak, double r)
    Bivariate normal CDF.
    static double
    cauchyCdf(double x)
    Cauchy CDF
    static double
    cauchyPdf(double x)
    cauchyPdf.
    static double
    cauchyQuantile(double x)
    cauchyQuantile.
    static double
    cauchyRand()
    Cauchy random generator.
    static double
    chisqCdf(double x, double df)
    chisqCdf.
    static double
    chisqPdf(double x, double v)
    chisqPdf.
    static double
    chisqQuantile(double p, double v)
    chisqQuantile.
    static double
    chisqRand(double df)
    Chi square random generator.
    static double
    fCdf(double x, double df1, double df2)
    F CDF.
    static double
    fPdf(double x, double a, double b)
    fPdf.
    static double
    fQuantile(double p, double df1, double df2)
    fQuantile.
    static double
    fRand(double ndf, double ddf)
    F distribution random generator.
    static double
    gammaCdf(double a, double x)
    compute complementary gamma cdf by its continued fraction expansion
    static double
    gammaPdf(double x, double a)
    gammaPdf.
    static double
    gammaQuantile(double a, double p)
    gammaQuantile.
    static double
    gammaRand(double a)
    Gamma random generator.
    static double
    lngamma(double xx)
    This is a more literal (that is, exact) copy of the log gamma method from Numerical Recipes than the following one.
    static double
    logbeta(double p, double q)
    Calculates the log beta function of p and q.
    static double
    multinormalProb(double[] a, double[] b, double[][] cov)
    Compute the probability over a rectangular region with correlation matrix c.
    static double
    normalCdf(double y)
    Normal cumulative distribution function (the value which results by integrating the normal distribution function from negative infinity up to y).
    static double
    normalPdf(double x)
    normalPdf.
    static double
    normalQuantile(double p)
    normalQuantile.
    static double
    normalRand()
    Normal random generator
    static double
    poissonCdf(int k, double y)
    poissonCdf.
    static double
    poissonPmf(int k, double lambda)
    poissonPmf.
    static int
    poissonQuantile(double x, double l)
    poissonQuantile.
    static int
    poissonRand(double xm)
    Poisson random generator from Numerical Recipes
    static double
    tCdf(double x, double df)
    CACM Algorithm 395, by G.
    static double
    tPdf(double x, double a)
    tPdf.
    static double
    tQuantile(double pp, double n)
    CACM Algorithm 396, by G.
    static double
    tRand(double df)
    T distribution random generator.
    static double
    uniformRand()
    uniformRand.
    static void
    uniformSeeds(long a, long b)
    uniformSeeds.

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • normalCdf

      public static double normalCdf(double y)
      Normal cumulative distribution function (the value which results by integrating the normal distribution function from negative infinity up to y).
      Parameters:
      y - the upper limit of integration.
      Returns:
      the area accumulated in the integration.

    • lngamma

      public static double lngamma(double xx)
      This is a more literal (that is, exact) copy of the log gamma method from Numerical Recipes than the following one. It was created by cutting and pasting from the PDF version of the book and then converting C syntax to Java. The static double array above goes with this. Converted to Java by Frank Wimberly
      Parameters:
      xx - a double
      Returns:
      the value ln[?(xx)] for xx > 0

    • logbeta

      public static double logbeta(double p, double q)
      Calculates the log beta function of p and q.
      Parameters:
      p - a double
      q - a double
      Returns:
      a double

    • betaCdf

      public static double betaCdf(double x, double pin, double qin)
      Incomplete Beta function. Translated from FORTRAN july 1977 edition. w. fullerton, c3, los alamos scientific lab. based on bosten and battiste, remark on algorithm 179, comm. acm, v 17, p 153, (1974).
      Parameters:
      x - upper limit of integration. x must be in (0,1) inclusive.
      pin - first beta distribution parameter. p must be gt 0.0.
      qin - second beta distribution parameter. q must be gt 0.0.
      Returns:
      result.

    • binomialCdf

      public static double binomialCdf(int k, int n, double p)
      Binomial cumulative distribution function.
      Parameters:
      k - a int
      n - a int
      p - a double
      Returns:
      a double

    • cauchyCdf

      public static double cauchyCdf(double x)
      Cauchy CDF
      Parameters:
      x - a double
      Returns:
      a double

    • fCdf

      public static double fCdf(double x, double df1, double df2)
      F CDF.
      Parameters:
      x - a double
      df1 - a double
      df2 - a double
      Returns:
      a double

    • gammaCdf

      public static double gammaCdf(double a, double x)
      compute complementary gamma cdf by its continued fraction expansion
      Parameters:
      a - a double
      x - a double
      Returns:
      a double

    • chisqCdf

      public static double chisqCdf(double x, double df)

      chisqCdf.

      Parameters:
      x - a double
      df - a double
      Returns:
      a double

    • poissonCdf

      public static double poissonCdf(int k, double y)

      poissonCdf.

      Parameters:
      k - a int
      y - a double
      Returns:
      a double

    • tCdf

      public static double tCdf(double x, double df)
      CACM Algorithm 395, by G. W. Hill
      Parameters:
      x - a double
      df - a double
      Returns:
      a double

    • betaQuantile

      public static double betaQuantile(double alpha, double p, double q)

      betaQuantile.

      Parameters:
      alpha - a double
      p - a double
      q - a double
      Returns:
      a double

    • binomialQuantile

      public static int binomialQuantile(double x, int n, double p)

      binomialQuantile.

      Parameters:
      x - a double
      n - a int
      p - a double
      Returns:
      a int

    • cauchyQuantile

      public static double cauchyQuantile(double x)

      cauchyQuantile.

      Parameters:
      x - a double
      Returns:
      a double

    • chisqQuantile

      public static double chisqQuantile(double p, double v)

      chisqQuantile.

      Parameters:
      p - a double
      v - a double
      Returns:
      a double

    • fQuantile

      public static double fQuantile(double p, double df1, double df2)

      fQuantile.

      Parameters:
      p - a double
      df1 - a double
      df2 - a double
      Returns:
      a double

    • gammaQuantile

      public static double gammaQuantile(double a, double p)

      gammaQuantile.

      Parameters:
      a - a double
      p - a double
      Returns:
      a double

    • normalQuantile

      public static double normalQuantile(double p)

      normalQuantile.

      Parameters:
      p - a double
      Returns:
      a double

    • poissonQuantile

      public static int poissonQuantile(double x, double l)

      poissonQuantile.

      Parameters:
      x - a double
      l - a double
      Returns:
      a int

    • tQuantile

      public static double tQuantile(double pp, double n)
      CACM Algorithm 396, by G. W. Hill
      Parameters:
      pp - a double
      n - a double
      Returns:
      a double

    • betaPdf

      public static double betaPdf(double x, double a, double b)

      betaPdf.

      Parameters:
      x - a double
      a - a double
      b - a double
      Returns:
      a double

    • binomialPmf

      public static double binomialPmf(int k, int n, double p)

      binomialPmf.

      Parameters:
      k - a int
      n - a int
      p - a double
      Returns:
      a double

    • cauchyPdf

      public static double cauchyPdf(double x)

      cauchyPdf.

      Parameters:
      x - a double
      Returns:
      a double

    • chisqPdf

      public static double chisqPdf(double x, double v)

      chisqPdf.

      Parameters:
      x - a double
      v - a double
      Returns:
      a double

    • fPdf

      public static double fPdf(double x, double a, double b)

      fPdf.

      Parameters:
      x - a double
      a - a double
      b - a double
      Returns:
      a double

    • gammaPdf

      public static double gammaPdf(double x, double a)

      gammaPdf.

      Parameters:
      x - a double
      a - a double
      Returns:
      a double

    • normalPdf

      public static double normalPdf(double x)

      normalPdf.

      Parameters:
      x - a double
      Returns:
      a double

    • poissonPmf

      public static double poissonPmf(int k, double lambda)

      poissonPmf.

      Parameters:
      k - a int
      lambda - a double
      Returns:
      a double

    • tPdf

      public static double tPdf(double x, double a)

      tPdf.

      Parameters:
      x - a double
      a - a double
      Returns:
      a double

    • uniformSeeds

      public static void uniformSeeds(long a, long b)

      uniformSeeds.

      Parameters:
      a - a long
      b - a long

    • uniformRand

      public static double uniformRand()

      uniformRand.

      Returns:
      a double

    • bernoulliRand

      public static int bernoulliRand(double p)

      bernoulliRand.

      Parameters:
      p - a double
      Returns:
      a int

    • poissonRand

      public static int poissonRand(double xm)
      Poisson random generator from Numerical Recipes
      Parameters:
      xm - a double
      Returns:
      a int

    • binomialRand

      public static int binomialRand(int n, double pp)
      Binomial random generator from Numerical Recipes
      Parameters:
      n - a int
      pp - a double
      Returns:
      a int

    • normalRand

      public static double normalRand()
      Normal random generator
      Returns:
      a double

    • cauchyRand

      public static double cauchyRand()
      Cauchy random generator.
      Returns:
      a double

    • gammaRand

      public static double gammaRand(double a)
      Gamma random generator.
      Parameters:
      a - a double
      Returns:
      a double

    • chisqRand

      public static double chisqRand(double df)
      Chi square random generator.
      Parameters:
      df - a double
      Returns:
      a double

    • tRand

      public static double tRand(double df)
      T distribution random generator.
      Parameters:
      df - a double
      Returns:
      a double

    • betaRand

      public static double betaRand(double a, double b)
      Beta distribution random generator.
      Parameters:
      a - a double
      b - a double
      Returns:
      a double

    • fRand

      public static double fRand(double ndf, double ddf)
      F distribution random generator.
      Parameters:
      ndf - a double
      ddf - a double
      Returns:
      a double

    • biNormalCdf

      public static double biNormalCdf(double ah, double ak, double r)
      Bivariate normal CDF. Adapted from statlib, file general/gaut.c, by Ajay Shah. Adaptation for Java found here --November 1st 2003, Ricardo Silva
      Parameters:
      ah - upper bound 1
      ak - upper bound 1
      r - correlatiohn
      Returns:
      a double

    • multinormalProb

      public static double multinormalProb(double[] a, double[] b, double[][] cov)
      Compute the probability over a rectangular region with correlation matrix c. Algorithm extracted from Alan Genz: Numerical Computation of Multivariate Normal Probabilities; revised version published in J. Comp. Graph Stat. 1 (1992), pp. 141-149. http://www.math.wsu.edu/faculty/genz/homepage Warning: this method has the side effect of changing the order of the elements in the arrays given as input. --November 3st 2003, Ricardo Silva
      Parameters:
      a - lower bounds (use Double.NEGATIVE_INFINITY if necessary)
      b - upper bounds (use Double.POSITIVE_INFINITY if necessary)
      cov - an array of double objects
      Returns:
      a double