コード例 #1
0
ファイル: DataSet.java プロジェクト: qazzcl/jssp
  private List<Vector2D> makeBlobs(int centers, double clusterStd, double min, double max) {

    NormalDistribution dist = new NormalDistribution(random, 0.0, clusterStd, 1e-9);

    double range = max - min;
    Vector2D[] centerPoints = new Vector2D[centers];
    for (int i = 0; i < centers; i++) {
      centerPoints[i] =
          new Vector2D(random.nextDouble() * range + min, random.nextDouble() * range + min);
    }

    int[] nSamplesPerCenter = new int[centers];
    int count = samples / centers;
    Arrays.fill(nSamplesPerCenter, count);

    for (int i = 0; i < samples % centers; i++) {
      nSamplesPerCenter[i]++;
    }

    List<Vector2D> points = new ArrayList<>();
    for (int i = 0; i < centers; i++) {
      for (int j = 0; j < nSamplesPerCenter[i]; j++) {
        points.add(new Vector2D(dist.sample(), dist.sample()).add(centerPoints[i]));
      }
    }
    return points;
  }
  @Override
  protected OperationData process(IDataset input, IMonitor monitor) {

    double theta = 0;
    try {
      theta = ScanMetadata.getTheta(input);
    } catch (Exception e) {
    }

    NormalDistribution beamfootprint =
        new NormalDistribution(
            0, (1e-3 * model.getBeamHeight() / 2 * Math.sqrt(2 * Math.log(2) - 0.5)));
    double areaCorrection =
        2
            * (beamfootprint.cumulativeProbability(
                (model.getFootprint()
                    * Math.sin((theta + model.getAngularFudgeFactor()) * Math.PI / 180))));

    Dataset output = DatasetUtils.cast(input, Dataset.FLOAT64);

    output = Maths.multiply(input, areaCorrection);

    Dataset outputSum =
        DatasetFactory.createFromObject((DatasetUtils.cast(output, Dataset.FLOAT64)).sum());

    return new OperationData(output, outputSum);
  }
コード例 #3
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  @Test
  /** Test of integrator for the sine function. */
  public void testSinFunction() {

    UnivariateFunction f = new Gaussian(10, 2);
    UnivariateIntegrator integrator = new SimpsonIntegrator();
    double a, b, expected, tolerance, result;

    a = 8;
    b = 12;
    expected = 0.68269;
    tolerance = 0.00001;

    tolerance = Math.abs(expected * integrator.getRelativeAccuracy());
    result = integrator.integrate(MAX_EVAL, f, a, b);
    assertEquals(expected, result, tolerance);

    log.info(
        "Result: "
            + result
            + ", tolerance: "
            + tolerance
            + " - Relative accuracy: "
            + integrator.getRelativeAccuracy()
            + " - Absolute accuracy: "
            + integrator.getAbsoluteAccuracy()
            + " - Iterations: "
            + integrator.getIterations());

    NormalDistribution distribution = new NormalDistribution(10, 2);
    result = distribution.cumulativeProbability(a, b);
    log.info("Distribution result: " + result);
  }
コード例 #4
0
ファイル: BGD.java プロジェクト: ramiromagalhaes/jfirn
  /**
   * As described by Bernt Arne Ødegaard in Financial Numerical Recipes in C++.
   *
   * <p>Returns P(X < a, Y < b) where X, Y are gaussian random variables N(0, 1) of the bivariate
   * normal distribution with correlation c in [-1, 1] between X and Y.
   */
  public static double cdf(double a, double b, double c) {
    if (a == Double.NaN || b == Double.NaN || c == Double.NaN) {
      throw new IllegalArgumentException("Arguments must be a number.");
    }

    if (a == Double.NaN) {
      System.out.println("");
    }

    a = handleInfinity(a);
    b = handleInfinity(b);
    c = handleInfinity(c);

    if (a == Double.NaN) {
      System.out.println("");
    }

    if (a <= 0 && b <= 0 && c <= 0) {
      final double aprime = a / FastMath.sqrt(2d * (1d - c * c));
      final double bprime = b / FastMath.sqrt(2d * (1d - c * c));
      double sum = 0;
      for (int i = 0; i < A.length; i++) {
        for (int j = 0; j < A.length; j++) {
          sum += A[i] * A[j] * f(B[i], B[j], aprime, bprime, c);
        }
      }

      sum *= FastMath.sqrt(1d - c * c) / FastMath.PI;

      return sum;
    }

    // a or b may be too big and their multiplication may result in NaN.
    if (c * a * b
        <= 0) { // c is smaller (between [-1, 1]) and will help to avoid NaNs. So we multiply c
      // first.
      if ((a <= 0) && (b >= 0) && (c >= 0)) {
        return normal.cumulativeProbability(a) - cdf(a, -b, -c);
      } else if ((a >= 0) && (b <= 0) && (c >= 0)) {
        return normal.cumulativeProbability(b) - cdf(-a, b, -c);
      } else if ((a >= 0) && (b >= 0) && (c <= 0)) {
        return normal.cumulativeProbability(a)
            + normal.cumulativeProbability(b)
            - 1
            + cdf(-a, -b, c);
      }
    } else if (c * a * b >= 0) {
      final double denum = FastMath.sqrt(a * a - 2d * c * a * b + b * b);
      final double rho1 = ((c * a - b) * FastMath.signum(a)) / denum;
      final double rho2 = ((c * b - a) * FastMath.signum(b)) / denum;
      final double delta = (1d - FastMath.signum(a) * FastMath.signum(b)) / 4d;
      return cdf(a, 0, rho1) + cdf(b, 0, rho2) - delta;
    }

    throw new RuntimeException(
        "Should never get here. Values of [a; b ; c] = [" + a + "; " + b + "; " + c + "].");
  }
コード例 #5
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    private static SparseRealMatrix initializeMatrix(SparseRealMatrix matrix, double sigma) {
      NormalDistribution normRandom = new NormalDistribution(0.0, sigma);
      int r = matrix.getRowDimension();
      int c = matrix.getColumnDimension();

      for (int i = 0; i < r; i++) {
        for (int j = 0; j < c; j++) {
          double x = normRandom.sample();
          matrix.setEntry(i, j, x);
        }
      }
      return matrix;
    }
コード例 #6
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  // ======== per-timeslot activities ========
  @Override
  public void step() {
    // check for end-of-shift
    Shift newShift = shiftSchedule[indexOfShift(getNowInstant())];
    if (newShift != currentShift) {
      log.info(getName() + " start of shift");
      // Take all batteries out of service
      double totalEnergy = getEnergyCharging() + getEnergyInUse();
      setEnergyCharging(getEnergyCharging() + getEnergyInUse());
      setCapacityInUse(0.0);
      setEnergyInUse(0.0);

      // Put the strongest batteries in trucks for the next shift
      if (null != newShift) {
        setCapacityInUse(newShift.getTrucks() * batteryCapacity);
        setEnergyInUse(Math.min(getCapacityInUse(), totalEnergy));
        setEnergyCharging(totalEnergy - getEnergyInUse());
      }
      log.info(
          getName()
              + ": new shift cInUse "
              + capacityInUse
              + ", eInUse "
              + energyInUse
              + ", eCharging "
              + energyCharging);
      currentShift = newShift;
    }

    // discharge batteries on active trucks
    if (null != currentShift) {
      double usage = Math.max(0.0, normal.sample() * truckStd + truckKW * currentShift.getTrucks());
      double deficit = usage - getEnergyInUse();
      log.debug(getName() + ": trucks use " + usage + " kWh");
      if (deficit > 0.0) {
        log.warn(getName() + ": trucks use more energy than available by " + deficit + " kWh");
        addEnergyInUse(deficit);
        addEnergyCharging(-deficit);
      }
      addEnergyInUse(-usage);
    }

    // use energy on chargers, accounting for regulation
    double regulation = getSubscription().getRegulation();
    log.info(getName() + ": regulation " + regulation);
    double energyUsed = useEnergy(regulation);

    // Record energy used
    getSubscription().usePower(energyUsed);
    log.info(
        getName()
            + " cInUse "
            + capacityInUse
            + ", eInUse "
            + energyInUse
            + ", eCharging "
            + energyCharging);
  }
コード例 #7
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  private void initial() {
    NormalDistribution nd = new NormalDistribution();
    String[] seqList = this.sequence.split(";");
    for (String seq : seqList) {
      BaseIsotopomer bIso = new BaseIsotopomer(seq, this.isotopomerWidth);
      TIntDoubleMap chargeScaleMap = new TIntDoubleHashMap();
      int centralCharge = bIso.getCentralChargeState();
      int totalChargeState = (bIso.getMaxChargeState() - centralCharge) * 2;
      double step = 6.0 / totalChargeState;
      // calculate right side of the central charge state (inclusive) to 10+ charge
      double x = 0.0;
      for (int i = centralCharge; i > 8; i--) {
        double factor = nd.density(x);
        x += step;
        chargeScaleMap.put(i, factor);
      }

      // calculate left side of the central charge state (exclusive) to max charge
      x = step;
      for (int i = centralCharge + 1; i <= bIso.getMaxChargeState(); i++) {
        double factor = nd.density(x);
        x += step;
        chargeScaleMap.put(i, factor);
      }

      // build list of Isotopomer
      for (int charge : chargeScaleMap.keys()) {
        ChargedIsotopomer cIso = new ChargedIsotopomer(bIso, charge);
        isotopomerList.add(cIso);

        TDoubleDoubleMap tempPeakMap = cIso.getScaledPeakMap(chargeScaleMap.get(charge));

        for (double mz : tempPeakMap.keys()) {
          double intensity = peakMap.get(mz);
          if (intensity == peakMap.getNoEntryValue()) {
            peakMap.put(mz, tempPeakMap.get(mz));
          } else {
            peakMap.put(mz, intensity + tempPeakMap.get(mz));
          }
        }
      }
    }
  }
コード例 #8
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  // Model "a" with a normal distribution, and test whether cdf(mean(b)) > pvalue
  public boolean significantIncrease(List<Double> a, List<Double> b, double pvalue) {
    double meanA = mean(a);
    double sd = 0;
    for (Double val : a) {
      sd += (val - meanA) * (val - meanA);
    }
    sd = Math.sqrt(sd / (a.size() - 1));

    if (sd <= 0) {
      return true;
    }

    double meanB = mean(b);
    NormalDistribution dist = new NormalDistribution(meanA, sd);
    double p = dist.cumulativeProbability(meanB);

    boolean significant = (p > pvalue);
    System.out.println("p-value=" + p + ", " + (significant ? "increase" : "no increase"));
    return significant;
  }
コード例 #9
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  /** {@inheritDoc} */
  public ConfidenceInterval createInterval(
      int numberOfTrials, int numberOfSuccesses, double confidenceLevel) {
    IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
    final double alpha = (1.0 - confidenceLevel) / 2;
    final NormalDistribution normalDistribution = new NormalDistribution();
    final double z = normalDistribution.inverseCumulativeProbability(1 - alpha);
    final double zSquared = FastMath.pow(z, 2);
    final double mean = (double) numberOfSuccesses / (double) numberOfTrials;

    final double factor = 1.0 / (1 + (1.0 / numberOfTrials) * zSquared);
    final double modifiedSuccessRatio = mean + (1.0 / (2 * numberOfTrials)) * zSquared;
    final double difference =
        z
            * FastMath.sqrt(
                1.0 / numberOfTrials * mean * (1 - mean)
                    + (1.0 / (4 * FastMath.pow(numberOfTrials, 2)) * zSquared));

    final double lowerBound = factor * (modifiedSuccessRatio - difference);
    final double upperBound = factor * (modifiedSuccessRatio + difference);
    return new ConfidenceInterval(lowerBound, upperBound, confidenceLevel);
  }
コード例 #10
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 // Gets a new random-number opSeed just in case we don't already have one.
 // Useful for mock-based testing.
 private void ensureSeeds() {
   if (null == opSeed) {
     opSeed =
         service
             .getRandomSeedRepo()
             .getRandomSeed(LiftTruck.class.getName() + "-" + name, 0, "model");
     evalSeed =
         service
             .getRandomSeedRepo()
             .getRandomSeed(LiftTruck.class.getName() + "-" + name, 0, "eval");
     normal = new NormalDistribution(0.0, 1.0);
     normal.reseedRandomGenerator(opSeed.nextLong());
   }
 }
コード例 #11
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ファイル: StatisticsUtility.java プロジェクト: jaywarrick/JEX
 public static double normalInverseCDF(double pValue, double mean, double sigma) {
   NormalDistribution normDist = new NormalDistribution(mean, sigma);
   double ret = normDist.inverseCumulativeProbability(pValue);
   return ret;
 }
コード例 #12
0
ファイル: StatisticsUtility.java プロジェクト: jaywarrick/JEX
 public static double normalCDF(double x, double mean, double sigma) {
   NormalDistribution normDist = new NormalDistribution(mean, sigma);
   double ret = normDist.cumulativeProbability(x);
   return ret;
 }
コード例 #13
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ファイル: DataSet.java プロジェクト: qazzcl/jssp
 private Vector2D generateNoiseVector(NormalDistribution distribution) {
   return new Vector2D(distribution.sample(), distribution.sample());
 }