Java StatToolbox.sample_variance Examples

Example #1

File: bartMachine_b_hyperparams.java Project: kamleshbhatt/bartMachine

  /** Computes <code>hyper_sigsq_mu</code> and <code>hyper_lambda</code>. */
  protected void calculateHyperparameters() {
    hyper_mu_mu = 0;
    hyper_sigsq_mu = Math.pow(YminAndYmaxHalfDiff / (hyper_k * Math.sqrt(num_trees)), 2);

    if (sample_var_y == null) {
      sample_var_y = StatToolbox.sample_variance(y_trans);
    }

    // calculate lambda from q
    double ten_pctile_chisq_df_hyper_nu = 0;
    ChiSquaredDistributionImpl chi_sq_dist = new ChiSquaredDistributionImpl(hyper_nu);
    try {
      ten_pctile_chisq_df_hyper_nu = chi_sq_dist.inverseCumulativeProbability(1 - hyper_q);
    } catch (MathException e) {
      System.err.println(
          "Could not calculate inverse cum prob density for chi sq df = "
              + hyper_nu
              + " with q = "
              + hyper_q);
      System.exit(0);
    }

    hyper_lambda = ten_pctile_chisq_df_hyper_nu / hyper_nu * sample_var_y;
  }