org.apache.spark.streamdm.utils
Computes probability of F-ratio.
Computes probability of F-ratio.
the F-ratio
the first number of degrees of freedom
the second number of degrees of freedom
the probability of the F-ratio.
Some constants
Computes standard error for observed values of a binomial random variable.
Computes standard error for observed values of a binomial random variable.
the probability of success
the size of the sample
the standard error
Returns chi-squared probability for given value and degrees of freedom.
Returns chi-squared probability for given value and degrees of freedom. (The probability that the chi-squared variate will be greater than x for the given degrees of freedom.)
the value
the number of degrees of freedom
the chi-squared probability
Returns the error function of the normal distribution.
Returns the error function of the normal distribution. The integral is
x
-
2 | | 2
erf(x) = -------- | exp( - t ) dt.
sqrt(pi) | |
-
0
Implementation:
For 0 <= |x| < 1, erf(x) = x * P4(x**2)/Q5(x**2); otherwise
erf(x) = 1 - erfc(x).Code adapted from the <A HREF="http://www.sci.usq.edu.au/staff/leighb/graph/Top.html"> Java 2D Graph Package 2.4</A>, which in turn is a port from the <A HREF="http://people.ne.mediaone.net/moshier/index.html#Cephes">Cephes 2.2</A> Math Library (C).
Returns the complementary Error function of the normal distribution.
Returns the complementary Error function of the normal distribution.
1 - erf(x) =
inf.
-
2 | | 2
erfc(x) = -------- | exp( - t ) dt
sqrt(pi) | |
-
x
Implementation:
For small x, erfc(x) = 1 - erf(x); otherwise rational
approximations are computed.Code adapted from the <A HREF="http://www.sci.usq.edu.au/staff/leighb/graph/Top.html"> Java 2D Graph Package 2.4</A>, which in turn is a port from the <A HREF="http://people.ne.mediaone.net/moshier/index.html#Cephes">Cephes 2.2</A> Math Library (C).
the argument to the function.
Returns the Gamma function of the argument.
Returns the Incomplete Beta Function evaluated from zero to xx.
Returns the Incomplete Beta Function evaluated from zero to xx.
the alpha parameter of the beta distribution.
the beta parameter of the beta distribution.
the integration end point.
Continued fraction expansion #1 for incomplete beta integral.
Continued fraction expansion #2 for incomplete beta integral.
Returns the Incomplete Gamma function.
Returns the Incomplete Gamma function.
the parameter of the gamma distribution.
the integration end point.
Returns the Complemented Incomplete Gamma function.
Returns the Complemented Incomplete Gamma function.
the parameter of the gamma distribution.
the integration start point.
Returns natural logarithm of gamma function.
Returns natural logarithm of gamma function.
natural logarithm of gamma function
Returns the value, x, for which the area under the Normal (Gaussian) probability density function (integrated from minus infinity to x) is equal to the argument y (assumes mean is zero, variance is one).
Returns the value, x, for which the area under the Normal (Gaussian) probability density function (integrated from minus infinity to x) is equal to the argument y (assumes mean is zero, variance is one).
For small arguments 0 < y < exp(-2), the program computes z = sqrt( -2.0 * log(y) ); then the approximation is x = z - log(z)/z - (1/z) P(1/z) / Q(1/z). There are two rational functions P/Q, one for 0 < y < exp(-32) and the other for y up to exp(-2). For larger arguments, w = y - 0.5, and x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)).
the area under the normal pdf
the z-value
Returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x (assumes mean is zero, variance is one).
Returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x (assumes mean is zero, variance is one).
x
-
1 | | 2
normal(x) = --------- | exp( - t /2 ) dt
sqrt(2pi) | |
-
-inf.
= ( 1 + erf(z) ) / 2
= erfc(z) / 2
where z = x/sqrt(2).
Computation is via the functions errorFunction and errorFunctionComplement.
the z-value
the probability of the z value according to the normal pdf
Evaluates the given polynomial of degree N at x.
Evaluates the given polynomial of degree N at x. Evaluates polynomial when coefficient of N is 1.0. Otherwise same as polevl().
2 N
y = C + C x + C x +...+ C x
0 1 2 N
Coefficients are stored in reverse order:
coef[0] = C , ..., coef[N] = C .
N 0
The function p1evl() assumes that coef[N] = 1.0 and is
omitted from the array. Its calling arguments are
otherwise the same as polevl().In the interest of speed, there are no checks for out of bounds arithmetic.
argument to the polynomial.
the coefficients of the polynomial.
the degree of the polynomial.
Evaluates the given polynomial of degree N at x.
Evaluates the given polynomial of degree N at x.
2 N
y = C + C x + C x +...+ C x
0 1 2 N
Coefficients are stored in reverse order:
coef[0] = C , ..., coef[N] = C .
N 0
In the interest of speed, there are no checks for out of bounds arithmetic.
argument to the polynomial.
the coefficients of the polynomial.
the degree of the polynomial.
Power series for incomplete beta integral.
Power series for incomplete beta integral. Use when b*x is small and x not too close to 1.
Returns the Gamma function computed by Stirling's formula.
Returns the Gamma function computed by Stirling's formula. The polynomial STIR is valid for 33 <= x <= 172.
Class implementing some distributions, tests, etc. The code is mostly adapted from the CERN Jet Java libraries:
Copyright 2001 University of Waikato Copyright 1999 CERN - European Organization for Nuclear Research. Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose is hereby granted without fee, provided that the above copyright notice appear in all copies and that both that copyright notice and this permission notice appear in supporting documentation. CERN and the University of Waikato make no representations about the suitability of this software for any purpose. It is provided "as is" without expressed or implied warranty.
$Revision: 5619 $