Package | Description |
---|---|
org.apache.commons.math3.analysis.integration |
Numerical integration (quadrature) algorithms for univariate real functions.
|
org.apache.commons.math3.analysis.solvers |
Root finding algorithms, for univariate real functions.
|
org.apache.commons.math3.dfp |
Decimal floating point library for Java
|
org.apache.commons.math3.distribution |
Implementations of common discrete and continuous distributions.
|
org.apache.commons.math3.exception |
Specialized exceptions for algorithms errors.
|
org.apache.commons.math3.linear |
Linear algebra support.
|
org.apache.commons.math3.ode |
This package provides classes to solve Ordinary Differential Equations problems.
|
org.apache.commons.math3.ode.nonstiff |
This package provides classes to solve non-stiff Ordinary Differential Equations problems.
|
org.apache.commons.math3.stat.correlation |
Correlations/Covariance computations.
|
org.apache.commons.math3.stat.inference |
Classes providing hypothesis testing and confidence interval
construction.
|
Constructor and Description |
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BaseAbstractUnivariateIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Construct an integrator with given accuracies and iteration counts.
|
BaseAbstractUnivariateIntegrator(int minimalIterationCount,
int maximalIterationCount)
Construct an integrator with given iteration counts.
|
LegendreGaussIntegrator(int n,
double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Build a Legendre-Gauss integrator with given accuracies and iterations counts.
|
RombergIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Build a Romberg integrator with given accuracies and iterations counts.
|
RombergIntegrator(int minimalIterationCount,
int maximalIterationCount)
Build a Romberg integrator with given iteration counts.
|
SimpsonIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Build a Simpson integrator with given accuracies and iterations counts.
|
SimpsonIntegrator(int minimalIterationCount,
int maximalIterationCount)
Build a Simpson integrator with given iteration counts.
|
TrapezoidIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Build a trapezoid integrator with given accuracies and iterations counts.
|
TrapezoidIntegrator(int minimalIterationCount,
int maximalIterationCount)
Build a trapezoid integrator with given iteration counts.
|
Constructor and Description |
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BracketingNthOrderBrentSolver(double relativeAccuracy,
double absoluteAccuracy,
double functionValueAccuracy,
int maximalOrder)
Construct a solver.
|
BracketingNthOrderBrentSolver(double relativeAccuracy,
double absoluteAccuracy,
int maximalOrder)
Construct a solver.
|
BracketingNthOrderBrentSolver(double absoluteAccuracy,
int maximalOrder)
Construct a solver.
|
Constructor and Description |
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BracketingNthOrderBrentSolverDFP(Dfp relativeAccuracy,
Dfp absoluteAccuracy,
Dfp functionValueAccuracy,
int maximalOrder)
Construct a solver.
|
Constructor and Description |
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TriangularDistribution(double a,
double c,
double b)
Create a triangular real distribution using the given lower limit,
upper limit, and mode.
|
Modifier and Type | Class and Description |
---|---|
class |
NotPositiveException
Exception to be thrown when the argument is negative.
|
class |
NotStrictlyPositiveException
Exception to be thrown when the argument is negative.
|
Modifier and Type | Class and Description |
---|---|
class |
NonPositiveDefiniteMatrixException
Exception to be thrown when a positive definite matrix is expected.
|
Modifier and Type | Method and Description |
---|---|
protected void |
AbstractIntegrator.sanityChecks(ExpandableStatefulODE equations,
double t)
Check the integration span.
|
Modifier and Type | Method and Description |
---|---|
protected double |
AdaptiveStepsizeIntegrator.filterStep(double h,
boolean forward,
boolean acceptSmall)
Filter the integration step.
|
protected void |
AdaptiveStepsizeIntegrator.sanityChecks(ExpandableStatefulODE equations,
double t)
Check the integration span.
|
Modifier and Type | Method and Description |
---|---|
double |
StorelessCovariance.getCovariance(int xIndex,
int yIndex)
Get the covariance for an individual element of the covariance matrix.
|
RealMatrix |
StorelessCovariance.getCovarianceMatrix()
Returns the covariance matrix
|
double[][] |
StorelessCovariance.getData()
Return the covariance matrix as two-dimensional array.
|
Modifier and Type | Method and Description |
---|---|
double |
TTest.homoscedasticT(double[] sample1,
double[] sample2)
Computes a 2-sample t statistic, under the hypothesis of equal
subpopulation variances.
|
static double |
TestUtils.homoscedasticT(double[] sample1,
double[] sample2) |
double |
TTest.homoscedasticT(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2)
Computes a 2-sample t statistic, comparing the means of the datasets
described by two
StatisticalSummary instances, under the
assumption of equal subpopulation variances. |
static double |
TestUtils.homoscedasticT(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2) |
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) |
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 |
TTest.pairedT(double[] sample1,
double[] sample2)
Computes a paired, 2-sample t-statistic based on the data in the input
arrays.
|
static double |
TestUtils.pairedT(double[] sample1,
double[] sample2) |
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.t(double[] sample1,
double[] sample2)
Computes a 2-sample t statistic, without the hypothesis of equal
subpopulation variances.
|
static double |
TestUtils.t(double[] sample1,
double[] sample2) |
double |
TTest.t(double mu,
double[] observed)
Computes a
t statistic given observed values and a comparison constant.
|
static double |
TestUtils.t(double mu,
double[] observed) |
double |
TTest.t(double mu,
StatisticalSummary sampleStats)
|
static double |
TestUtils.t(double mu,
StatisticalSummary sampleStats) |
double |
TTest.t(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2)
Computes a 2-sample t statistic , comparing the means of the datasets
described by two
StatisticalSummary instances, without the
assumption of equal subpopulation variances. |
static double |
TestUtils.t(StatisticalSummary sampleStats1,
StatisticalSummary sampleStats2) |
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) |
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) |
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