com.insightml.math.distributions.AbstractGaussian.java Source code

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Here is the source code for com.insightml.math.distributions.AbstractGaussian.java

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/*
 * Copyright (C) 2016 Stefan Hen
 *
 * Licensed 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.insightml.math.distributions;

import org.apache.commons.math3.util.FastMath;

import com.insightml.math.Maths;
import com.insightml.math.types.Interval;
import com.insightml.utils.types.AbstractClass;
import com.insightml.utils.ui.SimpleFormatter;

public abstract class AbstractGaussian extends AbstractClass implements IGaussian {

    private static final long serialVersionUID = 885218738915640600L;

    @Override
    public double bhattacharyyaDistance(final IGaussian other) {
        final double var1 = Maths.pow(standardDeviation(), 2);
        final double var2 = Maths.pow(other.standardDeviation(), 2);

        final double left = 1.0 / 4 * FastMath.log(1.0 / 4 * (var1 / var2 + var2 / var1 + 2));
        return left + 1.0 / 4 * (Maths.pow(expectedValue() - other.expectedValue(), 2) / (var1 + var2));
    }

    @Override
    public final double significance(final double precision) {
        final double stddev = standardDeviation();
        return stddev <= precision ? 1 : precision / stddev;
    }

    @Override
    public double position(final double value, final double timesStddev) {
        return confidenceInterval(timesStddev).relativePosition(value);
    }

    @Override
    public final String toStringInterval(final int precision) {
        return toStringInterval(this, Double.NEGATIVE_INFINITY, Double.POSITIVE_INFINITY, 2, precision);
    }

    public static final String toStringInterval(final IContDistribution gaussian, final double min,
            final double max, final int timesStddev, final int precision) {
        final SimpleFormatter format = new SimpleFormatter(precision, false);
        final double stddev = gaussian.standardDeviation();
        if (stddev < 0.01 || Double.isNaN(stddev)) {
            return format.format(gaussian.expectedValue());
        }
        final Interval conf = gaussian.confidenceInterval(timesStddev);
        return format.format(Math.max(min, conf.getStart())) + " \u2013 "
                + format.format(Math.min(max, conf.getEnd()));
    }
}