org.apache.commons.math.random
Class EmpiricalDistributionImpl

java.lang.Object
  org.apache.commons.math.random.EmpiricalDistributionImpl

All Implemented Interfaces:

java.io.Serializable, EmpiricalDistribution

public class EmpiricalDistributionImpl
extends java.lang.Object
implements java.io.Serializable, EmpiricalDistribution

Implements EmpiricalDistribution interface. This implementation uses what amounts to the Variable Kernel Method with Gaussian smoothing:

Digesting the input file

1. Pass the file once to compute min and max.
2. Divide the range from min-max into binCount "bins."
3. Pass the data file again, computing bin counts and univariate statistics (mean, std dev.) for each of the bins
4. Divide the interval (0,1) into subintervals associated with the bins, with the length of a bin's subinterval proportional to its count.

Generating random values from the distribution

1. Generate a uniformly distributed value in (0,1)
2. Select the subinterval to which the value belongs.
3. Generate a random Gaussian value with mean = mean of the associated bin and std dev = std dev of associated bin.

USAGE NOTES:

• The binCount is set by default to 1000. A good rule of thumb is to set the bin count to approximately the length of the input file divided by 10.
• The input file must be a plain text file containing one valid numeric entry per line.

Version:

$Id: EmpiricalDistributionImpl.java 1179951 2011-10-07 07:33:21Z luc $

See Also:

Serialized Form

Field Summary

static int

DEFAULT_BIN_COUNT Default bin count

Constructor Summary

EmpiricalDistributionImpl()
Creates a new EmpiricalDistribution with the default bin count.

EmpiricalDistributionImpl(int binCount)
Creates a new EmpiricalDistribution with the specified bin count.

EmpiricalDistributionImpl(int binCount, RandomDataImpl randomData)
Creates a new EmpiricalDistribution with the specified bin count using the provided RandomDataImpl instance as the source of random data.

EmpiricalDistributionImpl(int binCount, RandomGenerator generator)
Creates a new EmpiricalDistribution with the specified bin count using the provided RandomGenerator as the source of random data.

EmpiricalDistributionImpl(RandomDataImpl randomData)
Creates a new EmpiricalDistribution with default bin count using the provided RandomDataImpl as the source of random data.

EmpiricalDistributionImpl(RandomGenerator generator)
Creates a new EmpiricalDistribution with default bin count using the provided RandomGenerator as the source of random data.

Method Summary

int	getBinCount() Returns the number of bins.
java.util.List<SummaryStatistics>	getBinStats() Returns a List of SummaryStatistics instances containing statistics describing the values in each of the bins.
double[]	getGeneratorUpperBounds() Returns a fresh copy of the array of upper bounds of the subintervals of [0,1] used in generating data from the empirical distribution.
double	getNextValue() Generates a random value from this distribution.
StatisticalSummary	getSampleStats() Returns a StatisticalSummary describing this distribution.
double[]	getUpperBounds() Returns a fresh copy of the array of upper bounds for the bins.
boolean	isLoaded() Property indicating whether or not the distribution has been loaded.
void	load(double[] in) Computes the empirical distribution from the provided array of numbers.
void	load(java.io.File file) Computes the empirical distribution from the input file.
void	load(java.net.URL url) Computes the empirical distribution using data read from a URL.
void	reSeed(long seed) Reseeds the random number generator used by getNextValue().

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_BIN_COUNT

public static final int DEFAULT_BIN_COUNT

Default bin count

See Also:

Constant Field Values

Constructor Detail

EmpiricalDistributionImpl

public EmpiricalDistributionImpl()

Creates a new EmpiricalDistribution with the default bin count.

EmpiricalDistributionImpl

public EmpiricalDistributionImpl(int binCount)

Creates a new EmpiricalDistribution with the specified bin count.

Parameters:

binCount - number of bins

EmpiricalDistributionImpl

public EmpiricalDistributionImpl(int binCount,
                                 RandomGenerator generator)

Creates a new EmpiricalDistribution with the specified bin count using the provided RandomGenerator as the source of random data.

Parameters:

binCount - number of bins

generator - random data generator (may be null, resulting in default JDK generator)

Since:

3.0

EmpiricalDistributionImpl

public EmpiricalDistributionImpl(RandomGenerator generator)

Creates a new EmpiricalDistribution with default bin count using the provided RandomGenerator as the source of random data.

Parameters:

generator - random data generator (may be null, resulting in default JDK generator)

Since:

3.0

EmpiricalDistributionImpl

public EmpiricalDistributionImpl(int binCount,
                                 RandomDataImpl randomData)

Creates a new EmpiricalDistribution with the specified bin count using the provided RandomDataImpl instance as the source of random data.

Parameters:

binCount - number of bins

randomData - random data generator (may be null, resulting in default JDK generator)

Since:

3.0

EmpiricalDistributionImpl

public EmpiricalDistributionImpl(RandomDataImpl randomData)

Creates a new EmpiricalDistribution with default bin count using the provided RandomDataImpl as the source of random data.

Parameters:

randomData - random data generator (may be null, resulting in default JDK generator)

Since:

3.0

Method Detail

load

public void load(double[] in)
          throws NullArgumentException

Computes the empirical distribution from the provided array of numbers.

Specified by:

load in interface EmpiricalDistribution

Parameters:

in - the input data array

Throws:

NullArgumentException - if in is null

load

public void load(java.net.URL url)
          throws java.io.IOException,
                 NullArgumentException

Computes the empirical distribution using data read from a URL.

Specified by:

load in interface EmpiricalDistribution

Parameters:

url - url of the input file

Throws:

java.io.IOException - if an IO error occurs

NullArgumentException - if url is null

load

public void load(java.io.File file)
          throws java.io.IOException,
                 NullArgumentException

Computes the empirical distribution from the input file.

Specified by:

load in interface EmpiricalDistribution

Parameters:

file - the input file

Throws:

java.io.IOException - if an IO error occurs

NullArgumentException - if file is null

getNextValue

public double getNextValue()
                    throws MathIllegalStateException

Generates a random value from this distribution.

Specified by:

getNextValue in interface EmpiricalDistribution

Returns:

the random value.

Throws:

MathIllegalStateException - if the distribution has not been loaded

getSampleStats

public StatisticalSummary getSampleStats()

Returns a StatisticalSummary describing this distribution. Preconditions:

• the distribution must be loaded before invoking this method

Specified by:

getSampleStats in interface EmpiricalDistribution

Returns:

the sample statistics

Throws:

java.lang.IllegalStateException - if the distribution has not been loaded

getBinCount

public int getBinCount()

Returns the number of bins.

Specified by:

getBinCount in interface EmpiricalDistribution

Returns:

the number of bins.

getBinStats

public java.util.List<SummaryStatistics> getBinStats()

Returns a List of SummaryStatistics instances containing statistics describing the values in each of the bins. The list is indexed on the bin number.

Specified by:

getBinStats in interface EmpiricalDistribution

Returns:

List of bin statistics.

getUpperBounds

public double[] getUpperBounds()

Returns a fresh copy of the array of upper bounds for the bins. Bins are:
[min,upperBounds[0]],(upperBounds[0],upperBounds[1]],..., (upperBounds[binCount-2], upperBounds[binCount-1] = max].

Note: In versions 1.0-2.0 of commons-math, this method incorrectly returned the array of probability generator upper bounds now returned by getGeneratorUpperBounds().

Specified by:

getUpperBounds in interface EmpiricalDistribution

Returns:

array of bin upper bounds

Since:

2.1

getGeneratorUpperBounds

public double[] getGeneratorUpperBounds()

Returns a fresh copy of the array of upper bounds of the subintervals of [0,1] used in generating data from the empirical distribution. Subintervals correspond to bins with lengths proportional to bin counts.

In versions 1.0-2.0 of commons-math, this array was (incorrectly) returned by getUpperBounds().

Returns:

array of upper bounds of subintervals used in data generation

Since:

2.1

isLoaded

public boolean isLoaded()

Property indicating whether or not the distribution has been loaded.

Specified by:

isLoaded in interface EmpiricalDistribution

Returns:

true if the distribution has been loaded

reSeed

public void reSeed(long seed)

Reseeds the random number generator used by getNextValue().

Parameters:

seed - random generator seed

Since:

3.0