Examples with Normal cern.jet.random.Normal used on opensource projects

Example 11 with Normal

use of cern.jet.random.Normal in project tetrad by cmu-phil.

the class NormalityTests method cramerVonMises.

/**
 * Calculates the Cramer-von-Mises statistic for a variable
 *
 * @param dataSet relevant data set
 * @param variable continuous variable whose normality is in question
 *
 * @return Cramer-von-Mises statistic
 */
public static double cramerVonMises(DataSet dataSet, ContinuousVariable variable) {
    int n = dataSet.getNumRows();
    int columnIndex = dataSet.getColumn(variable);
    Normal idealDistribution = getNormal(dataSet, variable);
    double cvmStatistic = 0.0;
    for (int i = 1; i <= n; i++) {
        double summedTerm = (((2 * i) - 1) / (2 * n)) - idealDistribution.cdf(dataSet.getDouble(i - 1, columnIndex));
        summedTerm *= summedTerm;
        cvmStatistic += summedTerm;
    }
    cvmStatistic += 1 / (12 * n);
    cvmStatistic /= n;
    return cvmStatistic;
}

Example 12 with Normal

use of cern.jet.random.Normal in project tetrad by cmu-phil.

the class NormalityTests method getNormal.

/**
 * Generates an ideal Normal distribution for some variable.
 *
 * @return Ideal Normal distribution for a variable.
 */
private static Normal getNormal(DataSet dataSet, Variable variable) {
    double[] paramsForNormal = normalParams(dataSet, variable);
    double mean = paramsForNormal[0];
    double sd = paramsForNormal[1];
    return new Normal(mean, sd, new MersenneTwister());
}

Example 13 with Normal

use of cern.jet.random.Normal in project tetrad by cmu-phil.

the class DescriptiveStats method getNormal.

/**
 * Generates an ideal Normal distribution for some variable.
 *
 * @return Ideal Normal distribution for a variable.
 */
public static Normal getNormal(double[] data) {
    double[] paramsForNormal = normalParams(data);
    double mean = paramsForNormal[0];
    double sd = paramsForNormal[1];
    return new Normal(mean, sd, new MersenneTwister());
}