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Quantile.java
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97 lines (81 loc) · 2.57 KB
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/*
* Copyright 1990-2008, Mark Little, University of Newcastle upon Tyne
* and others contributors as indicated
* by the @authors tag. All rights reserved.
* See the copyright.txt in the distribution for a
* full listing of individual contributors.
* This copyrighted material is made available to anyone wishing to use,
* modify, copy, or redistribute it subject to the terms and conditions
* of the GNU Lesser General Public License, v. 2.1.
* This program is distributed in the hope that it will be useful, but WITHOUT A
* WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A
* PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.
* You should have received a copy of the GNU Lesser General Public License,
* v.2.1 along with this distribution; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
* MA 02110-1301, USA.
*
* (C) 1990-2008,
*/
package org.javasim.stats;
/**
* Provides a means of obtaining the p-quantile of a distribution, i.e., the
* value below which p-percent of the distribution lies.
*/
public class Quantile extends PrecisionHistogram
{
/**
* Create with 95% probability.
*/
public Quantile()
{
qProb = 0.95;
}
/**
* Create with the specified probability. If the probability it greater than
* 100% (1.0) or less than or equal to 0% then throw an exception.
*
* @param q the probability to use for this instance.
*/
public Quantile(double q) throws IllegalArgumentException
{
qProb = q;
if ((q <= 0.0) || (q > 1.0))
throw new IllegalArgumentException("Quantile::Quantile ( " + q
+ " ) : bad value.");
}
/**
* @return the p-quantile.
*/
public double getValue ()
{
double pSamples = numberOfSamples() * qProb;
long nEntries = 0;
Bucket ptr = Head, trail = null;
while ((nEntries < pSamples) && (ptr != null))
{
nEntries += ptr.size();
trail = ptr;
ptr = ptr.cdr();
}
return trail.name();
}
/**
* @return the p-quantile percentage.
*/
public double range ()
{
return qProb;
}
/**
* Print out the quantile information.
*/
public void print ()
{
System.out.println("Quantile precentage : " + qProb);
System.out.println("Value below which percentage occurs "
+ this.getValue());
super.print();
}
private double qProb;
}