/*
* RapidMiner
*
* Copyright (C) 2001-2014 by RapidMiner and the contributors
*
* Complete list of developers available at our web site:
*
* http://rapidminer.com
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see http://www.gnu.org/licenses/.
*/
package com.rapidminer.tools.math.distribution;
import com.rapidminer.tools.Tools;
/**
* This class represents a gaussian normal distribution.
*
* @author Tobias Malbrecht, Sebastian Land
<<<<<<< NormalDistribution.java
* @version $Id: NormalDistribution.java,v 1.3.2.3 2009-04-08 14:40:23 tobiasmalbrecht Exp $
=======
>>>>>>> 1.3.2.2
*/
public class NormalDistribution extends ContinuousDistribution {
private static final long serialVersionUID = -1819042904676198636L;
private static final double BOUND_FACTOR = 5;
private static final double SQRT_FACTOR = Math.sqrt(2 * Math.PI);
protected double mean;
protected double standardDeviation;
public NormalDistribution(double mean, double standardDeviation) {
this.mean = mean;
this.standardDeviation = standardDeviation;
}
public String getAttributeName() {
return null;
}
public static double getProbability(double mean, double standardDeviation, double value) {
double base = (value - mean) / standardDeviation;
return Math.exp(-0.5 * (base * base)) / (standardDeviation * SQRT_FACTOR);
}
public static double getLogProbability(double mean, double standardDeviation, double value) {
double base = (value - mean) / standardDeviation;
return - Math.log(standardDeviation * SQRT_FACTOR) - 0.5 * (base * base);
}
public static final double getLowerBound(double mean, double standardDeviation) {
return mean - BOUND_FACTOR * standardDeviation;
}
public static final double getUpperBound(double mean, double standardDeviation) {
return mean + BOUND_FACTOR * standardDeviation;
}
@Override
public double getProbability(double value) {
return getProbability(mean, standardDeviation, value);
}
public double getMean() {
return mean;
}
public double getStandardDeviation() {
return standardDeviation;
}
public double getVariance() {
return standardDeviation * standardDeviation;
}
@Override
public double getLowerBound() {
return getLowerBound(mean, standardDeviation);
}
@Override
public double getUpperBound() {
return getUpperBound(mean, standardDeviation);
}
@Override
public String toString() {
return ("Normal distribution --> mean: " + Tools.formatNumber(mean) + ", standard deviation: " + Tools.formatNumber(standardDeviation));
}
public int getNumberOfParameters() {
return 2;
}
public String getParameterName(int index) {
if (index == 0)
return "mean";
return "standard deviation";
}
public double getParameterValue(int index) {
if (index == 0)
return mean;
return standardDeviation;
}
}