Package | Description |
---|---|
org.apache.commons.math3.analysis.integration |
Numerical integration (quadrature) algorithms for univariate real functions.
|
org.apache.commons.math3.exception |
Specialized exceptions for algorithms errors.
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org.apache.commons.math3.linear |
Linear algebra support.
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org.apache.commons.math3.ode |
This package provides classes to solve Ordinary Differential Equations problems.
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org.apache.commons.math3.optimization.linear |
This package provides optimization algorithms for linear constrained problems.
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org.apache.commons.math3.stat.inference |
Classes providing hypothesis testing and confidence interval
construction.
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org.apache.commons.math3.util |
Convenience routines and common data structures used throughout the commons-math library.
|
Modifier and Type | Method and Description |
---|---|
protected double |
RombergIntegrator.doIntegrate()
Method for implementing actual integration algorithms in derived
classes.
|
protected double |
SimpsonIntegrator.doIntegrate()
Method for implementing actual integration algorithms in derived
classes.
|
protected abstract double |
BaseAbstractUnivariateIntegrator.doIntegrate()
Method for implementing actual integration algorithms in derived
classes.
|
protected double |
TrapezoidIntegrator.doIntegrate()
Method for implementing actual integration algorithms in derived
classes.
|
protected double |
LegendreGaussIntegrator.doIntegrate()
Method for implementing actual integration algorithms in derived
classes.
|
double |
UnivariateIntegrator.integrate(int maxEval,
UnivariateFunction f,
double min,
double max)
Integrate the function in the given interval.
|
double |
BaseAbstractUnivariateIntegrator.integrate(int maxEval,
UnivariateFunction f,
double lower,
double upper)
Integrate the function in the given interval.
|
Modifier and Type | Class and Description |
---|---|
class |
TooManyEvaluationsException
Exception to be thrown when the maximal number of evaluations is exceeded.
|
Modifier and Type | Method and Description |
---|---|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator minv,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator minv,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
boolean goodb,
double shift)
Returns the solution to the system (A - shift · I) · x = b.
|
RealVector |
IterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solve(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solve(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
abstract RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
ConjugateGradient.solveInPlace(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealLinearOperator minv,
RealVector b,
RealVector x,
boolean goodb,
double shift)
Returns an estimate of the solution to the linear system (A - shift
· I) · x = b.
|
abstract RealVector |
IterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
PreconditionedIterativeLinearSolver.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x0)
Returns an estimate of the solution to the linear system A · x =
b.
|
RealVector |
SymmLQ.solveInPlace(RealLinearOperator a,
RealVector b,
RealVector x)
Returns an estimate of the solution to the linear system A · x =
b.
|
Modifier and Type | Method and Description |
---|---|
void |
AbstractIntegrator.computeDerivatives(double t,
double[] y,
double[] yDot)
Compute the derivatives and check the number of evaluations.
|
Modifier and Type | Method and Description |
---|---|
protected void |
SimplexSolver.doIteration(org.apache.commons.math3.optimization.linear.SimplexTableau tableau)
Runs one iteration of the Simplex method on the given model.
|
PointValuePair |
SimplexSolver.doOptimize()
Perform the bulk of optimization algorithm.
|
protected void |
AbstractLinearOptimizer.incrementIterationsCounter()
Increment the iterations counter by 1.
|
protected void |
SimplexSolver.solvePhase1(org.apache.commons.math3.optimization.linear.SimplexTableau tableau)
Solves Phase 1 of the Simplex method.
|
Modifier and Type | Method and Description |
---|---|
double |
OneWayAnova.anovaPValue(Collection<double[]> categoryData)
Computes the ANOVA P-value for a collection of
double[]
arrays. |
boolean |
OneWayAnova.anovaTest(Collection<double[]> categoryData,
double alpha)
Performs an ANOVA test, evaluating the null hypothesis that there
is no difference among the means of the data categories.
|
double |
ChiSquareTest.chiSquareTest(double[] expected,
long[] observed)
Returns the observed significance level, or
p-value, associated with a
Chi-square goodness of fit test comparing the
observed
frequency counts to those in the expected array. |
static double |
TestUtils.chiSquareTest(double[] expected,
long[] observed) |
boolean |
ChiSquareTest.chiSquareTest(double[] expected,
long[] observed,
double alpha)
Performs a
Chi-square goodness of fit test evaluating the null hypothesis that the
observed counts conform to the frequency distribution described by the expected
counts, with significance level
alpha . |
static boolean |
TestUtils.chiSquareTest(double[] expected,
long[] observed,
double alpha) |
double |
ChiSquareTest.chiSquareTest(long[][] counts)
Returns the observed significance level, or
p-value, associated with a
chi-square test of independence based on the input
counts
array, viewed as a two-way table. |
static double |
TestUtils.chiSquareTest(long[][] counts) |
boolean |
ChiSquareTest.chiSquareTest(long[][] counts,
double alpha)
Performs a
chi-square test of independence evaluating the null hypothesis that the
classifications represented by the counts in the columns of the input 2-way table
are independent of the rows, with significance level
alpha . |
static boolean |
TestUtils.chiSquareTest(long[][] counts,
double alpha) |
double |
ChiSquareTest.chiSquareTestDataSetsComparison(long[] observed1,
long[] observed2)
Returns the observed significance level, or
p-value, associated with a Chi-Square two sample test comparing
bin frequency counts in
observed1 and
observed2 . |
static double |
TestUtils.chiSquareTestDataSetsComparison(long[] observed1,
long[] observed2) |
boolean |
ChiSquareTest.chiSquareTestDataSetsComparison(long[] observed1,
long[] observed2,
double alpha)
Performs a Chi-Square two sample test comparing two binned data
sets.
|
static boolean |
TestUtils.chiSquareTestDataSetsComparison(long[] observed1,
long[] observed2,
double alpha) |
double |
TTest.homoscedasticTTest(double[] sample1,
double[] sample2)
Returns the observed significance level, or
p-value, associated with a two-sample, two-tailed t-test
comparing the means of the input arrays, under the assumption that
the two samples are drawn from subpopulations with equal variances.
|
static double |
TestUtils.homoscedasticTTest(double[] sample1,
double[] sample2) |
boolean |
TTest.homoscedasticTTest(double[] sample1,
double[] sample2,
double alpha)
Performs a
two-sided t-test evaluating the null hypothesis that
sample1
and sample2 are drawn from populations with the same mean,
with significance level alpha , assuming that the
subpopulation variances are equal. |
static boolean |
TestUtils.homoscedasticTTest(double[] sample1,
double[] sample2,
double alpha) |
protected double |
TTest.homoscedasticTTest(double m1,
double m2,
double v1,
double v2,
double n1,
double n2)
Computes p-value for 2-sided, 2-sample t-test, under the assumption
of equal subpopulation variances.
|
double |
TTest.homoscedasticTTest(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2)
Returns the observed significance level, or
p-value, associated with a two-sample, two-tailed t-test
comparing the means of the datasets described by two StatisticalSummary
instances, under the hypothesis of equal subpopulation variances.
|
static double |
TestUtils.homoscedasticTTest(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2) |
double |
MannWhitneyUTest.mannWhitneyUTest(double[] x,
double[] y)
Returns the asymptotic observed significance level, or
p-value, associated with a Mann-Whitney
U statistic comparing mean for two independent samples.
|
static double |
TestUtils.oneWayAnovaPValue(Collection<double[]> categoryData) |
static boolean |
TestUtils.oneWayAnovaTest(Collection<double[]> categoryData,
double alpha) |
double |
TTest.pairedTTest(double[] sample1,
double[] sample2)
Returns the observed significance level, or
p-value, associated with a paired, two-sample, two-tailed t-test
based on the data in the input arrays.
|
static double |
TestUtils.pairedTTest(double[] sample1,
double[] sample2) |
boolean |
TTest.pairedTTest(double[] sample1,
double[] sample2,
double alpha)
Performs a paired t-test evaluating the null hypothesis that the
mean of the paired differences between
sample1 and
sample2 is 0 in favor of the two-sided alternative that the
mean paired difference is not equal to 0, with significance level
alpha . |
static boolean |
TestUtils.pairedTTest(double[] sample1,
double[] sample2,
double alpha) |
double |
TTest.tTest(double[] sample1,
double[] sample2)
Returns the observed significance level, or
p-value, associated with a two-sample, two-tailed t-test
comparing the means of the input arrays.
|
static double |
TestUtils.tTest(double[] sample1,
double[] sample2) |
boolean |
TTest.tTest(double[] sample1,
double[] sample2,
double alpha)
Performs a
two-sided t-test evaluating the null hypothesis that
sample1
and sample2 are drawn from populations with the same mean,
with significance level alpha . |
static boolean |
TestUtils.tTest(double[] sample1,
double[] sample2,
double alpha) |
double |
TTest.tTest(double mu,
double[] sample)
Returns the observed significance level, or
p-value, associated with a one-sample, two-tailed t-test
comparing the mean of the input array with the constant
mu . |
static double |
TestUtils.tTest(double mu,
double[] sample) |
boolean |
TTest.tTest(double mu,
double[] sample,
double alpha)
Performs a
two-sided t-test evaluating the null hypothesis that the mean of the population from
which
sample is drawn equals mu . |
static boolean |
TestUtils.tTest(double mu,
double[] sample,
double alpha) |
protected double |
TTest.tTest(double m,
double mu,
double v,
double n)
Computes p-value for 2-sided, 1-sample t-test.
|
protected double |
TTest.tTest(double m1,
double m2,
double v1,
double v2,
double n1,
double n2)
Computes p-value for 2-sided, 2-sample t-test.
|
double |
TTest.tTest(double mu,
StatisticalSummary sampleStats)
Returns the observed significance level, or
p-value, associated with a one-sample, two-tailed t-test
comparing the mean of the dataset described by
sampleStats
with the constant mu . |
static double |
TestUtils.tTest(double mu,
StatisticalSummary sampleStats) |
boolean |
TTest.tTest(double mu,
StatisticalSummary sampleStats,
double alpha)
Performs a
two-sided t-test evaluating the null hypothesis that the mean of the
population from which the dataset described by
stats is
drawn equals mu . |
static boolean |
TestUtils.tTest(double mu,
StatisticalSummary sampleStats,
double alpha) |
double |
TTest.tTest(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2)
Returns the observed significance level, or
p-value, associated with a two-sample, two-tailed t-test
comparing the means of the datasets described by two StatisticalSummary
instances.
|
static double |
TestUtils.tTest(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2) |
boolean |
TTest.tTest(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2,
double alpha)
Performs a
two-sided t-test evaluating the null hypothesis that
sampleStats1 and sampleStats2 describe
datasets drawn from populations with the same mean, with significance
level alpha . |
static boolean |
TestUtils.tTest(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2,
double alpha) |
double |
WilcoxonSignedRankTest.wilcoxonSignedRankTest(double[] x,
double[] y,
boolean exactPValue)
Returns the observed significance level, or
p-value, associated with a
Wilcoxon signed ranked statistic comparing mean for two related
samples or repeated measurements on a single sample.
|
Modifier and Type | Method and Description |
---|---|
void |
IterationManager.incrementIterationCount()
Increments the iteration count by one, and throws an exception if the
maximum number of iterations is reached.
|
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