weka.classifiers.functions.pace
Class Maths

java.lang.Object
  weka.classifiers.functions.pace.Maths

public class Maths

extends java.lang.Object

Class for some utility mathematical or statistical functions.

Field Summary

static int	chisqDistribution Distribution type: chi-squared
static double	logPSI The constant - log( sqrt(2 pi) )
static int	normalDistribution Distribution type: noraml
static double	PSI The constant 1 / sqrt(2 pi)
static int	undefinedDistribution Distribution type: undefined

Constructor Summary

Maths()

Method Summary

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.
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 distribution
static 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

Methods inherited from class java.lang.Object

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

Field Detail

PSI

public static final double PSI

The constant 1 / sqrt(2 pi)

See Also:

Constant Field Values

logPSI

public static final double logPSI

The constant - log( sqrt(2 pi) )

See Also:

Constant Field Values

undefinedDistribution

public static final int undefinedDistribution

Distribution type: undefined

See Also:

Constant Field Values

normalDistribution

public static final int normalDistribution

Distribution type: noraml

See Also:

Constant Field Values

chisqDistribution

public static final int chisqDistribution

Distribution type: chi-squared

See Also:

Constant Field Values

Constructor Detail

Maths

public Maths()

Method Detail

hypot

public static double hypot(double a,
                           double b)

sqrt(a^2 + b^2) without under/overflow.

square

public static double square(double x)

Returns the square of a value

Parameters:

x -

Returns:

the square

pnorm

public static double pnorm(double x)

Returns the cumulative probability of the standard normal.

Parameters:

x - the quantile

pnorm

public static double pnorm(double x,
                           double mean,
                           double sd)

Returns the cumulative probability of a normal distribution.

Parameters:

x - the quantile

mean - the mean of the normal distribution

sd - the standard deviation of the normal distribution.

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 quantiles

mean - the means of the normal distributions

sd - the standard deviation of the normal distribution.

Returns:

the cumulative probability

dnorm

public static double dnorm(double x)

Returns the density of the standard normal.

Parameters:

x - the quantile

Returns:

the density

dnorm

public static double dnorm(double x,
                           double mean,
                           double sd)

Returns the density value of a standard normal.

Parameters:

x - the quantile

mean - the mean of the normal distribution

sd - the standard deviation of the normal distribution.

Returns:

the density

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 quantile

mean - the means of the normal distributions

sd - the standard deviation of the normal distribution.

Returns:

the density

dnormLog

public static double dnormLog(double x)

Returns the log-density of the standard normal.

Parameters:

x - the quantile

Returns:

the density

dnormLog

public static double dnormLog(double x,
                              double mean,
                              double sd)

Returns the log-density value of a standard normal.

Parameters:

x - the quantile

mean - the mean of the normal distribution

sd - the standard deviation of the normal distribution.

Returns:

the density

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 quantile

mean - the means of the normal distributions

sd - the standard deviation of the normal distribution.

Returns:

the density

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 sample

mean - the mean of the normal distribution

sd - the standard deviation of the normal distribution.

random - the random stream

Returns:

the sample

pchisq

public static double pchisq(double x)

Returns the cumulative probability of the Chi-squared distribution

Parameters:

x - the quantile

pchisq

public static double pchisq(double x,
                            double ncp)

Returns the cumulative probability of the noncentral Chi-squared distribution.

Parameters:

x - the quantile

ncp - the noncentral parameter

pchisq

public static DoubleVector pchisq(double x,
                                  DoubleVector ncp)

Returns the cumulative probability of a set of noncentral Chi-squared distributions.

Parameters:

x - the quantile

ncp - the noncentral parameters

dchisq

public static double dchisq(double x)

Returns the density of the Chi-squared distribution.

Parameters:

x - the quantile

Returns:

the density

dchisq

public static double dchisq(double x,
                            double ncp)

Returns the density of the noncentral Chi-squared distribution.

Parameters:

x - the quantile

ncp - the noncentral parameter

dchisq

public static DoubleVector dchisq(double x,
                                  DoubleVector ncp)

Returns the density of the noncentral Chi-squared distribution.

Parameters:

x - the quantile

ncp - the noncentral parameters

dchisqLog

public static double dchisqLog(double x)

Returns the log-density of the noncentral Chi-square distribution.

Parameters:

x - the quantile

Returns:

the density

dchisqLog

public static double dchisqLog(double x,
                               double ncp)

Returns the log-density value of a noncentral Chi-square distribution.

Parameters:

x - the quantile

ncp - the noncentral parameter

Returns:

the density

dchisqLog

public static DoubleVector dchisqLog(double x,
                                     DoubleVector ncp)

Returns the log-density of a set of noncentral Chi-squared distributions.

Parameters:

x - the quantile

ncp - the noncentral parameters

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 sample

ncp - the noncentral parameter

random - the random stream

Returns:

the sample