List of usage examples for java.lang Math sqrt
@HotSpotIntrinsicCandidate public static double sqrt(double a)
From source file:edu.umn.msi.tropix.proteomics.itraqquantitation.impl.RMethods.java
/** * From the following R code.//from w w w. j a v a 2 s . c o m * * <pre> * getWeightedPvalue <- function(x, w){ * x_bar <- wtd.mean(x, w) * x_std <- sqrt(wtd.var(x, w)) * z <- x_bar/x_std * pvalue <- pnorm(-abs(z)) * 2 * return(pvalue) * } * </pre> * * @param x * @param w * @return */ public static double getWeightedPValue(final double[] x, final double[] w) { final double xBar = RUtils.weightedMean(x, w); final double xStd = Math.sqrt(RUtils.weightedVariance(x, w)); final double z = xBar / xStd; // System.out.println(z); return RUtils.pnorm(-1 * Math.abs(z)) * 2; }
From source file:com.opengamma.analytics.math.statistics.descriptive.SampleStandardDeviationCalculator.java
/** * @param x The array of data, not null, must contain at least two data points * @return The sample standard deviation *///from ww w .ja v a2 s .c om @Override public Double evaluate(final double[] x) { Validate.notNull(x, "x"); Validate.isTrue(x.length >= 2, "Need at least two points to calculate standard deviation"); return Math.sqrt(VARIANCE.evaluate(x)); }
From source file:Main.java
/** * Merges two consecutive sorted lists in place. * The two sub-lists// ww w.j a v a 2s.c om * <code>list.get(0), ..., list.get(split-1)</code> and * <code>list.get(split), ..., list.get(list.size() - 1)</code> * must be sorted. The results are undefined otherwise. * @param list The <code>List</code> to sort. * @param split The number of elements in the first sub-list. */ public static <T extends Comparable<? super T>> void merge(List<T> list, int split) { int n = list.size(); if (0 < split && split < n) { merge(list, 0, split, n - 1, (int) Math.sqrt(split), 0); } }
From source file:com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianVegaCE.java
public GaussianVegaCE(final double sigma) { _base = new GaussianCharacteristicExponent(-0.5 * sigma * sigma, sigma); _div = new GaussianCharacteristicExponent(-sigma, Math.sqrt(2 * sigma)); }
From source file:bots.mctsbot.ai.bots.util.Gaussian.java
public final static Gaussian maxOf(Gaussian g1, Gaussian g2) { double a = Math.sqrt(g1.variance + g2.variance); if (a == 0) { return new Gaussian(Math.max(g1.mean, g2.mean), 0); }//from www . ja v a2 s . c o m double alpha = (g1.mean - g2.mean) / a; double bigPhiAlpha = bigPhi(alpha); double bigPhiMinAlpha = 1 - bigPhiAlpha; double smallPhiAlpha = smallPhi(alpha); double aSmallPhiAlpha = a * smallPhiAlpha; double mean = g1.mean * bigPhiAlpha + g2.mean * bigPhiMinAlpha + aSmallPhiAlpha; double stddev = (g1.mean * g1.mean + g1.variance) * bigPhiAlpha + (g2.mean * g2.mean + g2.variance) * bigPhiMinAlpha + (g1.mean + g2.mean) * aSmallPhiAlpha - mean * mean; return new Gaussian(mean, Math.max(0, stddev)); }
From source file:Main.java
private static double transformLon(double x, double y) { double ret = 300.0 + x + 2.0 * y + 0.1 * x * x + 0.1 * x * y + 0.1 * Math.sqrt(Math.abs(x)); ret += (20.0 * Math.sin(6.0 * x * pi) + 20.0 * Math.sin(2.0 * x * pi)) * 2.0 / 3.0; ret += (20.0 * Math.sin(x * pi) + 40.0 * Math.sin(x / 3.0 * pi)) * 2.0 / 3.0; ret += (150.0 * Math.sin(x / 12.0 * pi) + 300.0 * Math.sin(x / 30.0 * pi)) * 2.0 / 3.0; return ret;//from w ww. j a va 2s . c o m }
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:com.opengamma.analytics.math.statistics.descriptive.PopulationStandardDeviationCalculator.java
/** * @param x The array of data, not null, must contain at least two data points * @return The population standard deviation *//*from ww w . ja v a2 s .c o m*/ @Override public Double evaluate(final double[] x) { Validate.notNull(x, "x"); Validate.isTrue(x.length > 1, "Need at least two points to calculate standard deviation"); return Math.sqrt(VARIANCE.evaluate(x)); }
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:eu.fbk.utils.lsa.util.Anvur.java
public static void main(String[] args) throws Exception { String logConfig = System.getProperty("log-config"); if (logConfig == null) { logConfig = "log-config.txt"; }//from www . j a v a 2 s . c o m PropertyConfigurator.configure(logConfig); /* if (args.length != 2) { log.println("Usage: java -mx512M eu.fbk.utils.lsa.util.Anvur in-file out-dir"); System.exit(1); } File l = new File(args[1]); if (!l.exists()) { l.mkdir(); } List<String[]> list = readText(new File(args[0])); String oldCategory = ""; for (int i=0;i<list.size();i++) { String[] s = list.get(i); if (!oldCategory.equals(s[0])) { File f = new File(args[1] + File.separator + s[0]); boolean b = f.mkdir(); logger.debug(f + " created " + b); } File g = new File(args[1] + File.separator + s[0] + File.separator + s[1] + ".txt"); logger.debug("writing " + g + "..."); PrintWriter pw = new PrintWriter(new FileWriter(g)); //pw.println(tokenize(s[1].substring(0, s[1].indexOf(".")).replace('_', ' ') + " " + s[2])); if (s.length == 5) { pw.println(tokenize(s[1].substring(0, s[1].indexOf(".")).replace('_', ' ') + " " + s[2] + " " + s[4].replace('_', ' '))); } else { pw.println(tokenize(s[1].substring(0, s[1].indexOf(".")).replace('_', ' ') + " " + s[2])); } pw.flush(); pw.close(); } // end for i */ if (args.length != 7) { System.out.println(args.length); System.out.println( "Usage: java -mx2G eu.fbk.utils.lsa.util.Anvur input threshold size dim idf in-file-csv fields\n\n"); System.exit(1); } // DecimalFormat dec = new DecimalFormat("#.00"); File Ut = new File(args[0] + "-Ut"); File Sk = new File(args[0] + "-S"); File r = new File(args[0] + "-row"); File c = new File(args[0] + "-col"); File df = new File(args[0] + "-df"); double threshold = Double.parseDouble(args[1]); int size = Integer.parseInt(args[2]); int dim = Integer.parseInt(args[3]); boolean rescaleIdf = Boolean.parseBoolean(args[4]); //"author_check"0, "authors"1, "title"2, "year"3, "pubtype"4, "publisher"5, "journal"6, "volume"7, "number"8, "pages"9, "abstract"10, "nauthors", "citedby" String[] labels = { "author_check", "authors", "title", "year", "pubtype", "publisher", "journal", "volume", "number", "pages", "abstract", "nauthors", "citedby" //author_id authors title year pubtype publisher journal volume number pages abstract nauthors citedby }; String name = buildName(labels, args[6]); File bwf = new File(args[5] + name + "-bow.txt"); PrintWriter bw = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(bwf), "UTF-8"))); File bdf = new File(args[5] + name + "-bow.csv"); PrintWriter bd = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(bdf), "UTF-8"))); File lwf = new File(args[5] + name + "-ls.txt"); PrintWriter lw = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(lwf), "UTF-8"))); File ldf = new File(args[5] + name + "-ls.csv"); PrintWriter ld = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(ldf), "UTF-8"))); File blwf = new File(args[5] + name + "-bow+ls.txt"); PrintWriter blw = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(blwf), "UTF-8"))); File bldf = new File(args[5] + name + "-bow+ls.csv"); PrintWriter bld = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(bldf), "UTF-8"))); File logf = new File(args[5] + name + ".log"); PrintWriter log = new PrintWriter( new BufferedWriter(new OutputStreamWriter(new FileOutputStream(logf), "UTF-8"))); //System.exit(0); LSM lsm = new LSM(Ut, Sk, r, c, df, dim, rescaleIdf); LSSimilarity lss = new LSSimilarity(lsm, size); List<String[]> list = readText(new File(args[5])); // author_check authors title year pubtype publisher journal volume number pages abstract nauthors citedby //header for (int i = 0; i < list.size(); i++) { String[] s1 = list.get(i); String t1 = s1[0].toLowerCase(); bw.print("\t"); lw.print("\t"); blw.print("\t"); bw.print(i + "(" + s1[0] + ")"); lw.print(i + "(" + s1[0] + ")"); blw.print(i + "(" + s1[0] + ")"); } // end for i bw.print("\n"); lw.print("\n"); blw.print("\n"); for (int i = 0; i < list.size(); i++) { logger.info(i + "\t"); String[] s1 = list.get(i); String t1 = buildText(s1, args[6]); BOW bow1 = new BOW(t1); logger.info(bow1); Vector d1 = lsm.mapDocument(bow1); d1.normalize(); log.println("d1:" + d1); Vector pd1 = lsm.mapPseudoDocument(d1); pd1.normalize(); log.println("pd1:" + pd1); Vector m1 = merge(pd1, d1); log.println("m1:" + m1); // write the orginal line for (int j = 0; j < s1.length; j++) { bd.print(s1[j]); bd.print("\t"); ld.print(s1[j]); ld.print("\t"); bld.print(s1[j]); bld.print("\t"); } // write the bow, ls, and bow+ls vectors bd.println(d1); ld.println(pd1); bld.println(m1); bw.print(i + "(" + s1[0] + ")"); lw.print(i + "(" + s1[0] + ")"); blw.print(i + "(" + s1[0] + ")"); for (int j = 0; j < i + 1; j++) { bw.print("\t"); lw.print("\t"); blw.print("\t"); } // end for j for (int j = i + 1; j < list.size(); j++) { logger.info(i + "\t" + j); String[] s2 = list.get(j); String t2 = buildText(s2, args[6]); BOW bow2 = new BOW(t2); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") t1:" + t1); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") t2:" + t2); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") bow1:" + bow1); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") bow2:" + bow2); Vector d2 = lsm.mapDocument(bow2); d2.normalize(); log.println("d2:" + d2); Vector pd2 = lsm.mapPseudoDocument(d2); pd2.normalize(); log.println("pd2:" + pd2); Vector m2 = merge(pd2, d2); log.println("m2:" + m2); float cosVSM = d1.dotProduct(d2) / (float) Math.sqrt(d1.dotProduct(d1) * d2.dotProduct(d2)); float cosLSM = pd1.dotProduct(pd2) / (float) Math.sqrt(pd1.dotProduct(pd1) * pd2.dotProduct(pd2)); float cosBOWLSM = m1.dotProduct(m2) / (float) Math.sqrt(m1.dotProduct(m1) * m2.dotProduct(m2)); bw.print("\t"); bw.print(dec.format(cosVSM)); lw.print("\t"); lw.print(dec.format(cosLSM)); blw.print("\t"); blw.print(dec.format(cosBOWLSM)); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") bow\t" + cosVSM); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") ls:\t" + cosLSM); log.println(i + ":" + j + "(" + s1[0] + ":" + s2[0] + ") bow+ls:\t" + cosBOWLSM); } bw.print("\n"); lw.print("\n"); blw.print("\n"); } // end for i logger.info("wrote " + bwf); logger.info("wrote " + bwf); logger.info("wrote " + bdf); logger.info("wrote " + lwf); logger.info("wrote " + ldf); logger.info("wrote " + blwf); logger.info("wrote " + bldf); logger.info("wrote " + logf); ld.close(); bd.close(); bld.close(); bw.close(); lw.close(); blw.close(); log.close(); }