[apps/proba] Implement Fisher formulae

This commit is contained in:
Léa Saviot
2020-01-10 17:36:06 +01:00
parent 93c96186c4
commit 55a4e3d94c
4 changed files with 78 additions and 4 deletions

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@@ -1,10 +1,13 @@
#include "fisher_distribution.h"
#include <poincare/normal_distribution.h>
#include <poincare/beta_function.h>
#include <poincare/regularized_incomplete_beta_function.h>
#include <cmath>
#include <float.h>
namespace Probability {
static inline double maxDouble(double x, double y) { return x > y ? x : y; }
float FisherDistribution::xMin() const {
return -k_displayLeftMarginRatio * xMax();
}
@@ -39,7 +42,15 @@ I18n::Message FisherDistribution::parameterDefinitionAtIndex(int index) {
}
float FisherDistribution::evaluateAtAbscissa(float x) const {
return 1.0; //TODO LEA Poincare::FisherDistribution::EvaluateAtAbscissa(x, m_parameter1, m_parameter2);
if (x < 0.0f) {
return NAN;
}
const float d1 = m_parameter1;
const float d2 = m_parameter2;
const float f = d1*x/(d1*x+d2);
const float numerator = std::pow(f, d1/2.0f) * std::pow(1.0f - f, d2/2.0f);
const float denominator = x * Poincare::BetaFunction(d1/2.0f, d2/2.0f);
return numerator / denominator;
}
bool FisherDistribution::authorizedValueAtIndex(float x, int index) const {
@@ -53,11 +64,22 @@ void FisherDistribution::setParameterAtIndex(float f, int index) {
}
double FisherDistribution::cumulativeDistributiveFunctionAtAbscissa(double x) const {
return 1.0; //TODO LEA
const double d1 = m_parameter1;
const double d2 = m_parameter2;
return Poincare::RegularizedIncompleteBetaFunction(d1/2.0, d2/2.0, d1*x/(d1*x+d2));
}
double FisherDistribution::cumulativeDistributiveInverseForProbability(double * probability) {
return 1.0; //TODO LEA
/* We have to compute the values of the interval in which to look for x.
* We cannot put xMin because xMin is < 0 for display purposes, and negative
* values are not accepted.
* The maximum of the interval: we want */
if (*probability < DBL_EPSILON) {
return 0.0;
}
return cumulativeDistributiveInverseForProbabilityUsingIncreasingFunctionRoot(probability, DBL_EPSILON, maxDouble(xMax(), 100.0)); // Ad-hoc value;
}
}

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@@ -30,6 +30,7 @@ poincare_src += $(addprefix poincare/src/,\
poincare_src += $(addprefix poincare/src/,\
init.cpp \
beta_function.cpp \
binomial_distribution.cpp \
erf_inv.cpp \
exception_checkpoint.cpp \

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@@ -0,0 +1,37 @@
#ifndef POINCARE_BETA_FUNCTION_H
#define POINCARE_BETA_FUNCTION_H
/*
* zlib License
*
* Regularized Incomplete Beta Function
*
* Copyright (c) 2016, 2017 Lewis Van Winkle
* http://CodePlea.com
*
* This software is provided 'as-is', without any express or implied
* warranty. In no event will the authors be held liable for any damages
* arising from the use of this software.
*
* Permission is granted to anyone to use this software for any purpose,
* including commercial applications, and to alter it and redistribute it
* freely, subject to the following restrictions:
*
* 1. The origin of this software must not be misrepresented; you must not
* claim that you wrote the original software. If you use this software
* in a product, an acknowledgement in the product documentation would be
* appreciated but is not required.
* 2. Altered source versions must be plainly marked as such, and must not be
* misrepresented as being the original software.
* 3. This notice may not be removed or altered from any source distribution.
*/
// WARNING: this code has been modified
namespace Poincare {
double BetaFunction(double a, double b);
}
#endif

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@@ -0,0 +1,14 @@
#include <poincare/beta_function.h>
#include <math.h>
#include <cmath>
namespace Poincare {
double BetaFunction(double a, double b) {
if (a < 0.0 || b < 0.0) {
return NAN;
}
return std::exp(std::lgamma(a) + std::lgamma(b) - std::lgamma(a+b));
}
}