Package weka.core.matrix

Class Maths

java.lang.Object
weka.core.matrix.Maths
All Implemented Interfaces:
RevisionHandler
public class Maths extends Object implements RevisionHandler
Utility class.

Adapted from the JAMA package.

Version:
$Revision: 5953 $
Author:
The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final int
    chisqDistribution
    Distribution type: chi-squared
    static final double
    logPSI
    The constant - log( sqrt(2 pi) )
    static final int
    normalDistribution
    Distribution type: noraml
    static final double
    PSI
    The constant 1 / sqrt(2 pi)
    static final int
    undefinedDistribution
    Distribution type: undefined

  • Constructor Summary

    Constructors
    Constructor
    Description
    Maths()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    dchisq(double x)
    Returns the density of the Chi-squared distribution.
    static double
    dchisq(double x, double ncp)
    Returns the density of the noncentral Chi-squared distribution.
    static DoubleVector
    dchisq(double x, DoubleVector ncp)
    Returns the density of the noncentral Chi-squared distribution.
    static double
    dchisqLog(double x)
    Returns the log-density of the noncentral Chi-square distribution.
    static double
    dchisqLog(double x, double ncp)
    Returns the log-density value of a noncentral Chi-square distribution.
    static DoubleVector
    dchisqLog(double x, DoubleVector ncp)
    Returns the log-density of a set of noncentral Chi-squared distributions.
    static double
    dnorm(double x)
    Returns the density of the standard normal.
    static double
    dnorm(double x, double mean, double sd)
    Returns the density value of a standard normal.
    static DoubleVector
    dnorm(double x, DoubleVector mean, double sd)
    Returns the density values of a set of normal distributions with different means.
    static double
    dnormLog(double x)
    Returns the log-density of the standard normal.
    static double
    dnormLog(double x, double mean, double sd)
    Returns the log-density value of a standard normal.
    static DoubleVector
    dnormLog(double x, DoubleVector mean, double sd)
    Returns the log-density values of a set of normal distributions with different means.
    String
    getRevision()
    Returns the revision string.
    static double
    hypot(double a, double b)
    sqrt(a^2 + b^2) without under/overflow.
    static double
    pchisq(double x)
    Returns the cumulative probability of the Chi-squared distribution
    static double
    pchisq(double x, double ncp)
    Returns the cumulative probability of the noncentral Chi-squared distribution.
    static DoubleVector
    pchisq(double x, DoubleVector ncp)
    Returns the cumulative probability of a set of noncentral Chi-squared distributions.
    static double
    pnorm(double x)
    Returns the cumulative probability of the standard normal.
    static double
    pnorm(double x, double mean, double sd)
    Returns the cumulative probability of a normal distribution.
    static DoubleVector
    pnorm(double x, DoubleVector mean, double sd)
    Returns the cumulative probability of a set of normal distributions with different means.
    static DoubleVector
    rchisq(int n, double ncp, Random random)
    Generates a sample of a Chi-square distribution.
    static DoubleVector
    rnorm(int n, double mean, double sd, Random random)
    Generates a sample of a normal distribution.
    static double
    square(double x)
    Returns the square of a value

    Methods inherited from class java.lang.Object

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

  • Field Details

    • PSI

      public static final double PSI
      The constant 1 / sqrt(2 pi)
      See Also:

    • logPSI

      public static final double logPSI
      The constant - log( sqrt(2 pi) )
      See Also:

    • undefinedDistribution

      public static final int undefinedDistribution
      Distribution type: undefined
      See Also:

    • normalDistribution

      public static final int normalDistribution
      Distribution type: noraml
      See Also:

    • chisqDistribution

      public static final int chisqDistribution
      Distribution type: chi-squared
      See Also:

  • Constructor Details

    • Maths

      public Maths()

  • Method Details

    • hypot

      public static double hypot(double a, double b)
      sqrt(a^2 + b^2) without under/overflow.

    • square

      public static double square(double x)
      Returns the square of a value
      Parameters:
      x -
      Returns:
      the square

    • pnorm

      public static double pnorm(double x)
      Returns the cumulative probability of the standard normal.
      Parameters:
      x - the quantile

    • pnorm

      public static double pnorm(double x, double mean, double sd)
      Returns the cumulative probability of a normal distribution.
      Parameters:
      x - the quantile
      mean - the mean of the normal distribution
      sd - the standard deviation of the normal distribution.

    • pnorm

      public static DoubleVector pnorm(double x, DoubleVector mean, double sd)
      Returns the cumulative probability of a set of normal distributions with different means.
      Parameters:
      x - the vector of quantiles
      mean - the means of the normal distributions
      sd - the standard deviation of the normal distribution.
      Returns:
      the cumulative probability

    • dnorm

      public static double dnorm(double x)
      Returns the density of the standard normal.
      Parameters:
      x - the quantile
      Returns:
      the density

    • dnorm

      public static double dnorm(double x, double mean, double sd)
      Returns the density value of a standard normal.
      Parameters:
      x - the quantile
      mean - the mean of the normal distribution
      sd - the standard deviation of the normal distribution.
      Returns:
      the density

    • dnorm

      public static DoubleVector dnorm(double x, DoubleVector mean, double sd)
      Returns the density values of a set of normal distributions with different means.
      Parameters:
      x - the quantile
      mean - the means of the normal distributions
      sd - the standard deviation of the normal distribution.
      Returns:
      the density

    • dnormLog

      public static double dnormLog(double x)
      Returns the log-density of the standard normal.
      Parameters:
      x - the quantile
      Returns:
      the density

    • dnormLog

      public static double dnormLog(double x, double mean, double sd)
      Returns the log-density value of a standard normal.
      Parameters:
      x - the quantile
      mean - the mean of the normal distribution
      sd - the standard deviation of the normal distribution.
      Returns:
      the density

    • dnormLog

      public static DoubleVector dnormLog(double x, DoubleVector mean, double sd)
      Returns the log-density values of a set of normal distributions with different means.
      Parameters:
      x - the quantile
      mean - the means of the normal distributions
      sd - the standard deviation of the normal distribution.
      Returns:
      the density

    • rnorm

      public static DoubleVector rnorm(int n, double mean, double sd, Random random)
      Generates a sample of a normal distribution.
      Parameters:
      n - the size of the sample
      mean - the mean of the normal distribution
      sd - the standard deviation of the normal distribution.
      random - the random stream
      Returns:
      the sample

    • pchisq

      public static double pchisq(double x)
      Returns the cumulative probability of the Chi-squared distribution
      Parameters:
      x - the quantile

    • pchisq

      public static double pchisq(double x, double ncp)
      Returns the cumulative probability of the noncentral Chi-squared distribution.
      Parameters:
      x - the quantile
      ncp - the noncentral parameter

    • pchisq

      public static DoubleVector pchisq(double x, DoubleVector ncp)
      Returns the cumulative probability of a set of noncentral Chi-squared distributions.
      Parameters:
      x - the quantile
      ncp - the noncentral parameters

    • dchisq

      public static double dchisq(double x)
      Returns the density of the Chi-squared distribution.
      Parameters:
      x - the quantile
      Returns:
      the density

    • dchisq

      public static double dchisq(double x, double ncp)
      Returns the density of the noncentral Chi-squared distribution.
      Parameters:
      x - the quantile
      ncp - the noncentral parameter

    • dchisq

      public static DoubleVector dchisq(double x, DoubleVector ncp)
      Returns the density of the noncentral Chi-squared distribution.
      Parameters:
      x - the quantile
      ncp - the noncentral parameters

    • dchisqLog

      public static double dchisqLog(double x)
      Returns the log-density of the noncentral Chi-square distribution.
      Parameters:
      x - the quantile
      Returns:
      the density

    • dchisqLog

      public static double dchisqLog(double x, double ncp)
      Returns the log-density value of a noncentral Chi-square distribution.
      Parameters:
      x - the quantile
      ncp - the noncentral parameter
      Returns:
      the density

    • dchisqLog

      public static DoubleVector dchisqLog(double x, DoubleVector ncp)
      Returns the log-density of a set of noncentral Chi-squared distributions.
      Parameters:
      x - the quantile
      ncp - the noncentral parameters

    • rchisq

      public static DoubleVector rchisq(int n, double ncp, Random random)
      Generates a sample of a Chi-square distribution.
      Parameters:
      n - the size of the sample
      ncp - the noncentral parameter
      random - the random stream
      Returns:
      the sample

    • getRevision

      public String getRevision()
      Returns the revision string.
      Specified by:
      getRevision in interface RevisionHandler
      Returns:
      the revision