/*
* 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 org.apache.commons.math4.userguide;
import java.awt.BasicStroke;
import java.awt.Color;
import java.awt.Component;
import java.awt.Font;
import java.awt.GridBagConstraints;
import java.awt.GridBagLayout;
import java.awt.Insets;
import java.util.ArrayList;
import java.util.List;
import javax.swing.BorderFactory;
import javax.swing.BoxLayout;
import javax.swing.JComponent;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.JScrollPane;
import org.apache.commons.math4.distribution.BetaDistribution;
import org.apache.commons.math4.distribution.CauchyDistribution;
import org.apache.commons.math4.distribution.ChiSquaredDistribution;
import org.apache.commons.math4.distribution.ExponentialDistribution;
import org.apache.commons.math4.distribution.FDistribution;
import org.apache.commons.math4.distribution.GammaDistribution;
import org.apache.commons.math4.distribution.LevyDistribution;
import org.apache.commons.math4.distribution.LogNormalDistribution;
import org.apache.commons.math4.distribution.NormalDistribution;
import org.apache.commons.math4.distribution.ParetoDistribution;
import org.apache.commons.math4.distribution.RealDistribution;
import org.apache.commons.math4.distribution.TDistribution;
import org.apache.commons.math4.distribution.WeibullDistribution;
import org.apache.commons.math4.util.FastMath;
import org.apache.commons.math4.userguide.ExampleUtils.ExampleFrame;
import com.xeiam.xchart.Chart;
import com.xeiam.xchart.ChartBuilder;
import com.xeiam.xchart.Series;
import com.xeiam.xchart.SeriesMarker;
import com.xeiam.xchart.StyleManager.ChartType;
import com.xeiam.xchart.StyleManager.LegendPosition;
import com.xeiam.xchart.XChartPanel;
/**
* Displays pdf/cdf for real distributions.
*/
public class RealDistributionComparison {
public static void addPDFSeries(Chart chart, RealDistribution distribution, String desc, int lowerBound, int upperBound) {
// generates Log data
List<Number> xData = new ArrayList<Number>();
List<Number> yData = new ArrayList<Number>();
int samples = 100;
double stepSize = (upperBound - lowerBound) / (double) samples;
for (double x = lowerBound; x <= upperBound; x += stepSize) {
try {
double density = distribution.density(x);
if (! Double.isInfinite(density) && ! Double.isNaN(density)) {
xData.add(x);
yData.add(density);
}
} catch (Exception e) {
// ignore
// some distributions may reject certain values depending on the parameter settings
}
}
Series series = chart.addSeries(desc, xData, yData);
series.setMarker(SeriesMarker.NONE);
series.setLineStyle(new BasicStroke(1.2f));
}
public static void addCDFSeries(Chart chart, RealDistribution distribution, String desc, int lowerBound, int upperBound) {
// generates Log data
List<Number> xData = new ArrayList<Number>();
List<Number> yData = new ArrayList<Number>();
int samples = 100;
double stepSize = (upperBound - lowerBound) / (double) samples;
for (double x = lowerBound; x <= upperBound; x += stepSize) {
double density = distribution.cumulativeProbability(x);
if (! Double.isInfinite(density) && ! Double.isNaN(density)) {
xData.add(x);
yData.add(density);
}
}
Series series = chart.addSeries(desc, xData, yData);
series.setMarker(SeriesMarker.NONE);
series.setLineStyle(new BasicStroke(1.2f));
}
public static Chart createChart(String title, int minX, int maxX, LegendPosition position) {
Chart chart = new ChartBuilder().width(235).height(200).build();
// Customize Chart
chart.setChartTitle(title);
chart.getStyleManager().setChartTitleVisible(true);
chart.getStyleManager().setChartTitleFont(new Font("Arial", Font.PLAIN, 10));
chart.getStyleManager().setLegendPosition(position);
chart.getStyleManager().setLegendVisible(true);
chart.getStyleManager().setLegendFont(new Font("Arial", Font.PLAIN, 10));
chart.getStyleManager().setLegendPadding(6);
chart.getStyleManager().setLegendSeriesLineLength(6);
chart.getStyleManager().setAxisTickLabelsFont(new Font("Arial", Font.PLAIN, 9));
chart.getStyleManager().setXAxisMin(minX);
chart.getStyleManager().setXAxisMax(maxX);
chart.getStyleManager().setChartBackgroundColor(Color.white);
chart.getStyleManager().setChartPadding(4);
chart.getStyleManager().setChartType(ChartType.Line);
return chart;
}
public static JComponent createComponent(String distributionName, int minX, int maxX, String[] seriesText, RealDistribution... series) {
JComponent container = new JPanel();
container.setLayout(new BoxLayout(container, BoxLayout.PAGE_AXIS));
container.add(new JLabel(distributionName));
Chart chart = createChart("PDF", minX, maxX, LegendPosition.InsideNE);
int i = 0;
for (RealDistribution d : series) {
addPDFSeries(chart, d, seriesText[i++], minX, maxX);
}
container.add(new XChartPanel(chart));
chart = createChart("CDF", minX, maxX, LegendPosition.InsideSE);
i = 0;
for (RealDistribution d : series) {
addCDFSeries(chart, d, seriesText[i++], minX, maxX);
}
container.add(new XChartPanel(chart));
container.setBorder(BorderFactory.createLineBorder(Color.black, 1));
return container;
}
@SuppressWarnings("serial")
public static class Display extends ExampleFrame {
private JComponent container;
public Display() {
setTitle("Commons-Math: Real distributions overview");
setSize(1320, 920);
container = new JPanel();
container.setLayout(new GridBagLayout());
GridBagConstraints c = new GridBagConstraints();
c.fill = GridBagConstraints.VERTICAL;
c.gridx = 0;
c.gridy = 0;
c.insets = new Insets(2, 2, 2, 2);
JComponent comp = null;
comp = createComponent("Normal", -5, 5,
new String[] { "μ=0,σ\u00B2=0.2", "μ=0,σ\u00B2=1", "μ=0,σ\u00B2=5", "μ=-2,σ\u00B2=0.5" },
new NormalDistribution(0, FastMath.sqrt(0.2)),
new NormalDistribution(),
new NormalDistribution(0, FastMath.sqrt(5)),
new NormalDistribution(-2, FastMath.sqrt(0.5)));
container.add(comp, c);
c.gridx++;
comp = createComponent("Beta", 0, 1,
new String[] { "α=β=0.5", "α=5,β=1", "α=1,β=3", "α=2,β=2", "α=2,β=5" },
new BetaDistribution(0.5, 0.5),
new BetaDistribution(5, 1),
new BetaDistribution(1, 3),
new BetaDistribution(2, 2),
new BetaDistribution(2, 5));
container.add(comp, c);
c.gridx++;
comp = createComponent("Cauchy", -5, 5,
new String[] { "x=0,γ=0.5", "x=0,γ=1", "x=0,γ=2", "x=-2,γ=1" },
new CauchyDistribution(0, 0.5),
new CauchyDistribution(0, 1),
new CauchyDistribution(0, 2),
new CauchyDistribution(-2, 1));
container.add(comp, c);
c.gridx++;
comp = createComponent("ChiSquared", 0, 5,
new String[] { "k=1", "k=2", "k=3", "k=4", "k=6" },
new ChiSquaredDistribution(1),
new ChiSquaredDistribution(2),
new ChiSquaredDistribution(3),
new ChiSquaredDistribution(4),
new ChiSquaredDistribution(6));
container.add(comp, c);
c.gridy++;
c.gridx = 0;
comp = createComponent("Exponential", 0, 5,
new String[] { "λ=0.5", "λ=1", "λ=1.5", "λ=2.5" },
new ExponentialDistribution(0.5),
new ExponentialDistribution(1),
new ExponentialDistribution(1.5),
new ExponentialDistribution(2.5));
container.add(comp, c);
c.gridx++;
comp = createComponent("Fisher-Snedecor", 0, 5,
new String[] { "d1=1,d2=1", "d1=2,d2=1", "d1=5,d2=2", "d1=100,d2=1", "d1=100,d2=100" },
new FDistribution(1, 1),
new FDistribution(2, 1),
new FDistribution(5, 2),
new FDistribution(100, 1),
new FDistribution(100, 100));
container.add(comp, c);
c.gridx++;
comp = createComponent("Gamma", 0, 20,
new String[] { "k=1,θ=2", "k=2,θ=2", "k=3,θ=2", "k=5,θ=1", "k=9,θ=0.5" },
new GammaDistribution(1, 2),
new GammaDistribution(2, 2),
new GammaDistribution(3, 2),
new GammaDistribution(5, 1),
new GammaDistribution(9, 0.5));
container.add(comp, c);
c.gridx++;
comp = createComponent("Levy", 0, 3,
new String[] { "c=0.5", "c=1", "c=2", "c=4", "c=8" },
new LevyDistribution(0, 0.5),
new LevyDistribution(0, 1),
new LevyDistribution(0, 2),
new LevyDistribution(0, 4),
new LevyDistribution(0, 8));
container.add(comp, c);
c.gridy++;
c.gridx = 0;
comp = createComponent("Log-Normal", 0, 3,
new String[] { "μ=0,σ\u00B2=10", "μ=0,σ\u00B2=1.5", "μ=0,σ\u00B2=1", "μ=0,σ\u00B2=0.5", "μ=0,σ\u00B2=0.25", "μ=0,σ\u00B2=0.125" },
new LogNormalDistribution(0, 10),
new LogNormalDistribution(0, 1.5),
new LogNormalDistribution(0, 1),
new LogNormalDistribution(0, 0.5),
new LogNormalDistribution(0, 0.25),
new LogNormalDistribution(0, 0.125));
container.add(comp, c);
c.gridx++;
comp = createComponent("Pareto", 0, 5,
new String[] { "x=1,α=1", "x=1,α=2", "x=1,α=3", "x=1,α=10" },
new ParetoDistribution(1, 1),
new ParetoDistribution(1, 2),
new ParetoDistribution(1, 3),
new ParetoDistribution(1, 10));
container.add(comp, c);
c.gridx++;
comp = createComponent("Student-T", -5, 5,
new String[] { "df=1", "df=2", "df=5", "df=10000" },
new TDistribution(1),
new TDistribution(2),
new TDistribution(5),
new TDistribution(10000));
container.add(comp, c);
c.gridx++;
comp = createComponent("Weibull", 0, 3,
new String[] { "λ=0.5,k=1", "λ=1,k=1", "λ=1.5,k=1", "λ=5,k=1" },
new WeibullDistribution(0.5, 1),
new WeibullDistribution(1, 1),
new WeibullDistribution(1.5, 1),
new WeibullDistribution(5, 1));
container.add(comp, c);
JScrollPane scrollPane = new JScrollPane(container);
add(scrollPane);
}
@Override
public Component getMainPanel() {
return container;
}
}
public static void main(String[] args) {
ExampleUtils.showExampleFrame(new Display());
}
}