com.davidbracewell.math.distribution.NormalDistribution.java Source code

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Here is the source code for com.davidbracewell.math.distribution.NormalDistribution.java

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/*
 * (c) 2005 David B. Bracewell
 *
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 */

package com.davidbracewell.math.distribution;

import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;

import java.util.Objects;

/**
 * <p>
 * Calculates the probability of a REAL value using a Normal Distribution that
 * was built from a Continuous Estimator. The default probability is 0 and
 * default log probability is log2(Double.MIN_VALUE).
 * </p>
 *
 * @author David B. Bracewell
 */
public class NormalDistribution extends Distribution {

    private static final long serialVersionUID = 4801944404621040636L;

    private final double mean;
    private final double stddev;
    private final double var;
    private final RandomGenerator random = new Well19937c();
    private static final double TWO_PI = 2d * Math.PI;

    /**
     * Default Constructor
     *
     * @param mean   The mean of the distribution
     * @param stddev The standard deviation of the distribution
     */
    public NormalDistribution(double mean, double stddev) {
        super(0d);
        this.mean = mean;
        this.stddev = stddev;
        this.var = Math.pow(stddev, 2);
    }

    @Override
    public double probability(double x) {
        return 1d / Math.sqrt(TWO_PI * var) * Math.exp(-Math.pow(x - mean, 2) / (2 * var));
    }

    @Override
    public String toString() {
        return "NormalDistribution [mean=" + mean + ", stddev=" + stddev + "]";
    }

    @Override
    public double logProbability(double x) {
        return Math.log(probability(x));
    }

    @Override
    public int hashCode() {
        return Objects.hash(mean, stddev);
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null || getClass() != obj.getClass()) {
            return false;
        }
        final NormalDistribution other = (NormalDistribution) obj;
        return Objects.equals(this.mean, other.mean) && Objects.equals(this.stddev, other.stddev);
    }

    @Override
    public double sample() {
        return 0;
    }

    /**
     * Gets mean.
     *
     * @return the mean
     */
    public double getMean() {
        return mean;
    }

    /**
     * Gets stddev.
     *
     * @return the stddev
     */
    public double getStandardDeviation() {
        return stddev;
    }

    /**
     * Gets var.
     *
     * @return the var
     */
    public double getVar() {
        return var;
    }
}//END OF NormalDistribution