List of usage examples for java.lang Math log
@HotSpotIntrinsicCandidate public static double log(double a)
From source file:blackscholes.EuropeanCall.java
public double ValuationMethod() { NormalDistribution N = new NormalDistribution(); double _b = r - b; double d1 = (Math.log(S / X) + (b + 0.5 * Math.pow(sigma, 2)) * T) / (sigma * Math.sqrt(T)); double d2 = d1 - sigma * Math.sqrt(T); double Nd1 = N.cumulativeProbability(d1); double Nd2 = N.cumulativeProbability(d2); return S * Nd1 - X * Nd2 * Math.exp((b - r) * T); }
From source file:bide.prior.PriorBeta.java
public static double logPdf(double x, double alpha, double beta) { double z = recomputeZ(alpha, beta); double logX = Math.log(x); double log1mX = Math.log1p(-x); return ((alpha - 1) * logX + (beta - 1) * log1mX - z); }
From source file:com.opengamma.analytics.math.TrigonometricFunctionUtils.java
public static double asinh(final double x) { return Math.log(x + Math.sqrt(x * x + 1)); }
From source file:Main.java
/** * Returns the closest power-of-two number less than or equal to x. * //from w w w .j av a 2 s . com * @param x * @return the closest power-of-two number less then or equal to x */ public static int prevPow2(int x) { if (x < 1) throw new IllegalArgumentException("x must be greater or equal 1"); return (int) Math.pow(2, Math.floor(Math.log(x) / Math.log(2))); }
From source file:brickhouse.udf.bloom.BloomFactory.java
public static Filter NewBloomInstance(int expectedNumberOfElements, double falsePositiveProbability) { return NewBloomInstance(Math.ceil(-(Math.log(falsePositiveProbability) / Math.log(2))) / Math.log(2), // c = k / ln(2) expectedNumberOfElements, (int) Math.ceil(-(Math.log(falsePositiveProbability) / Math.log(2)))); // k = ceil(-log_2(false prob.)) }
From source file:Main.java
public static int nextExp2(int n) { double e = Math.log((double) n) / Math.log(2.0); int p = (int) Math.ceil(e); double f = n / Math.pow(2.0, (double) p); if (f == 0.5) { p = p - 1;/* w ww.j a v a 2 s . c o m*/ } return p; }
From source file:dsp.unige.figures.ChannelHelper.java
/** * Returns hartley-Shannon capacity in bps, given Bandwidth (in Hz) and * Signal to Noise Ratio.//from ww w . j a v a2s. co m * * @param B the channel's bandwidth * @param s Signal level in dB * @param n Noise level in dB * @return Shannon max. theoretical information rate in bps. */ static public double getHSCapacity(int B, double s, double n) { System.out.println("ChannelHelper.getHSCapacity() B=" + B + " kHz"); return B * Math.log(1 + Math.pow(10, (s - n) / 10)) / Math.log(2); }
From source file:br.unicamp.ic.recod.gpsi.measures.gpsiNormalBhattacharyyaDistanceScore.java
@Override public double score(double[][][] input) { Mean mean = new Mean(); Variance var = new Variance(); double mu0, sigs0, mu1, sigs1; double dist[][] = new double[2][]; dist[0] = MatrixUtils.createRealMatrix(input[0]).getColumn(0); dist[1] = MatrixUtils.createRealMatrix(input[1]).getColumn(0); mu0 = mean.evaluate(dist[0]);// www. ja va2s . c om sigs0 = var.evaluate(dist[0]) + Double.MIN_VALUE; mu1 = mean.evaluate(dist[1]); sigs1 = var.evaluate(dist[1]) + Double.MIN_VALUE; double distance = (Math.log((sigs0 / sigs1 + sigs1 / sigs0 + 2) / 4) + (Math.pow(mu1 - mu0, 2.0) / (sigs0 + sigs1))) / 4; return distance == Double.POSITIVE_INFINITY ? 0 : distance; }
From source file:com.linkedin.pinot.core.segment.creator.impl.fwd.SingleValueUnsortedForwardIndexCreator.java
public static int getNumOfBits(int dictionarySize) { if (dictionarySize < 2) { return 1; }/* www .ja v a 2s .co m*/ int ret = (int) Math.ceil(Math.log(dictionarySize) / Math.log(2)); if (ret == 0) { ret = 1; } return ret; }
From source file:com.opengamma.analytics.financial.interestrate.ContinuousInterestRate.java
@Override public InterestRate fromPeriodic(final PeriodicInterestRate periodic) { Validate.notNull(periodic);/* ww w .java 2 s. co m*/ final int m = periodic.getCompoundingPeriodsPerYear(); return new ContinuousInterestRate(m * Math.log(1 + periodic.getRate() / m)); }