List of usage examples for java.lang Math sqrt
@HotSpotIntrinsicCandidate public static double sqrt(double a)
From source file:com.example.PJS.java
public static double NORMSDIST(double z) { double sign = 1; if (z < 0) sign = -1;/* w w w.j a va 2 s . com*/ return 0.5 * (1.0 + sign * erf(Math.abs(z) / Math.sqrt(2))); }
From source file:br.unicamp.ic.recod.gpsi.applications.gpsiOVOClassifierFromFiles.java
public gpsiOVOClassifierFromFiles(String datasetPath, gpsiDatasetReader datasetReader, Byte[] classLabels, String outputPath, String programsPath, double errorScore) throws Exception { super(datasetPath, datasetReader, classLabels, outputPath, errorScore); int nClasses, i, j; gpsiClassifier[][] classifiers;/*from w ww.j a va 2 s . c om*/ File dir = new File(programsPath + "5/"); BufferedReader reader; File[] files = dir.listFiles((File dir1, String name) -> name.toLowerCase().endsWith(".program")); nClasses = (int) Math.ceil(Math.sqrt(2 * files.length)); classifiers = new gpsiClassifier[nClasses - 1][]; String[] labels; for (i = 0; i < classifiers.length; i++) classifiers[i] = new gpsiClassifier[classifiers.length - i]; for (File program : files) { reader = new BufferedReader(new FileReader(program)); labels = program.getName().split("[_.]"); i = Integer.parseInt(labels[0]) - 1; j = Integer.parseInt(labels[1]) - i - 2; classifiers[i][j] = new gpsiClassifier( new gpsiScalarSpectralIndexDescriptor( new gpsiStringParserVoxelCombiner(null, reader.readLine())), new gpsi1NNToMomentScalarClassificationAlgorithm(new Mean())); reader.close(); } ensemble = new gpsiOVOEnsembleMethod(classifiers); }
From source file:com.opengamma.analytics.financial.model.option.DistributionFromImpliedVolatility.java
public DistributionFromImpliedVolatility(final double forward, final double maturity, final Function1D<Double, Double> impliedVolFunction) { Validate.isTrue(maturity > 0.0, "maturity <= 0"); Validate.isTrue(forward > 0.0, "forward <= 0"); Validate.notNull(impliedVolFunction, "implied vol function"); _f = forward;//www. j av a 2s . com _volFunc = impliedVolFunction; _rootT = Math.sqrt(maturity); }
From source file:Main.java
private static int computeInitialSampleSize(BitmapFactory.Options options, int minSideLength, int maxNumOfPixels) { double w = options.outWidth; double h = options.outHeight; int lowerBound = (maxNumOfPixels == -1) ? 1 : (int) Math.ceil(Math.sqrt(w * h / maxNumOfPixels)); int upperBound = (minSideLength == -1) ? 128 : (int) Math.min(Math.floor(w / minSideLength), Math.floor(h / minSideLength)); if (upperBound < lowerBound) { // return the larger one when there is no overlapping zone. return lowerBound; }// ww w . j av a 2s . c o m if ((maxNumOfPixels == -1) && (minSideLength == -1)) { return 1; } else if (minSideLength == -1) { return lowerBound; } else { return upperBound; } }
From source file:edu.byu.nlp.stats.GammaDistribution.java
/** * self-contained gamma generator. Multiply result with scale parameter (or * divide by rate parameter). After Teh (npbayes). * /*from w w w . j a va2 s.c o m*/ * Taken From knowceans. */ public static double sample(double shape, RandomGenerator rnd) { Preconditions.checkArgument(shape > 0.0); Preconditions.checkNotNull(rnd); if (shape == 1.0) { /* Exponential */ return -Math.log(rnd.nextDouble()); } else if (shape < 1.0) { /* Use Johnk's generator */ double cc = 1.0 / shape; double dd = 1.0 / (1.0 - shape); while (true) { double xx = Math.pow(rnd.nextDouble(), cc); double yy = xx + Math.pow(rnd.nextDouble(), dd); if (yy <= 1.0) { // FIXME: assertion error for rr = 0.010817814317923407 // assert yy != 0 && xx / yy > 0 : "rr = " + rr; // INFO: this if is a hack if (yy != 0 && xx / yy > 0) { return -Math.log(rnd.nextDouble()) * xx / yy; } } } } else { /* rr > 1.0 */ /* Use bests algorithm */ double bb = shape - 1.0; double cc = 3.0 * shape - 0.75; while (true) { double uu = rnd.nextDouble(); double vv = rnd.nextDouble(); double ww = uu * (1.0 - uu); double yy = Math.sqrt(cc / ww) * (uu - 0.5); double xx = bb + yy; if (xx >= 0) { double zz = 64.0 * ww * ww * ww * vv * vv; assert zz > 0 && bb != 0 && xx / bb > 0; if ((zz <= (1.0 - 2.0 * yy * yy / xx)) || (Math.log(zz) <= 2.0 * (bb * Math.log(xx / bb) - yy))) { return xx; } } } } }
From source file:com.clican.pluto.dataprocess.dpl.function.impl.SharpeRatio.java
public Object calculate(List<Map<String, Object>> rowSet) throws CalculationException, PrefixAndSuffixException { if (rowSet.size() == 0) { throw new CalculationException("SharpeRatio??"); }/*from w ww . j a va2 s. c o m*/ double[] values = new double[rowSet.size()]; double sum = 0; for (int i = 0; i < rowSet.size(); i++) { Map<String, Object> row = rowSet.get(i); Double value = valuePas.getValue(row); values[i] = value; sum += value; } double avg = sum / (rowSet.size()); Variance var = new Variance(false); Double result = Math.sqrt(var.evaluate(values, avg)); if (log.isDebugEnabled()) { log.debug("FRR[" + avg + "],STDEV[" + result + "]"); } return avg / result; }
From source file:es.udc.gii.common.eaf.util.EAFMath.java
public static double perpendicularDistance(List<Double> pI, List<Double> pJ) { double[] pJarray = new double[pJ.size()]; for (int i = 0; i < pJ.size(); i++) { pJarray[i] = pJ.get(i);/* w ww . ja va 2 s . c o m*/ } double pJmodule = (StatUtils.sumSq(pJarray) != 0.0 ? Math.sqrt(StatUtils.sumSq(pJarray)) : 0.0); return (pJmodule != 0.0 ? innerProduct(pI, pJ) / pJmodule : 0.0); }
From source file:com.facebook.stats.cardinality.TestHyperLogLog.java
@Test(groups = "slow") public void testError() throws Exception { DescriptiveStatistics stats = new DescriptiveStatistics(); int buckets = 2048; for (int i = 0; i < 10000; ++i) { HyperLogLog estimator = new HyperLogLog(buckets); Set<Long> randomSet = makeRandomSet(5 * buckets); for (Long value : randomSet) { estimator.add(value);/* www. jav a2 s .co m*/ } double error = (estimator.estimate() - randomSet.size()) * 1.0 / randomSet.size(); stats.addValue(error); } assertTrue(stats.getMean() < 1e-2); assertTrue(stats.getStandardDeviation() < 1.04 / Math.sqrt(buckets)); }
From source file:com.opengamma.analytics.financial.model.option.pricing.tree.NormalBinomialTreeBuilder.java
@Override protected DoublesPair getCentralNodePair(final double dt, final double sigma, final double forward, final double centreLevel) { final double sigma2dt = sigma * sigma * dt; final double b = 2 * centreLevel; final double c = forward * (2 * centreLevel - forward) - sigma2dt; final double root = b * b - 4 * c; Validate.isTrue(root >= 0, "can't find upper node - root negative"); final double upper = (b + Math.sqrt(root)) / 2; final double lower = 2 * centreLevel - upper; return new DoublesPair(lower, upper); }
From source file:com.clican.pluto.dataprocess.dpl.function.impl.StandardDeviation.java
public Object calculate(List<Map<String, Object>> rowSet) throws CalculationException, PrefixAndSuffixException { if (rowSet.size() == 0) { throw new CalculationException("SharpeRatio??"); }//from ww w .j a v a 2 s . co m double[] values = new double[rowSet.size()]; double sum = 0; for (int i = 0; i < rowSet.size(); i++) { Map<String, Object> row = rowSet.get(i); Double value = valuePas.getValue(row); values[i] = value; sum += value; } double avg = sum / rowSet.size(); Variance var = new Variance(false); return Math.sqrt(var.evaluate(values, avg)); }