/** * Copyright (C) 2001-2017 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; } @Override 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)); } @Override public int getNumberOfParameters() { return 2; } @Override public String getParameterName(int index) { if (index == 0) { return "mean"; } return "standard deviation"; } @Override public double getParameterValue(int index) { if (index == 0) { return mean; } return standardDeviation; } }