Examples with Differentiable de.lab4inf.math.Differentiable used on opensource projects

Example 6 with Differentiable

use of de.lab4inf.math.Differentiable in project symja_android_library by axkr.

the class ProbabilityDistribution method quantileFischer.

/**
 * Calculate the quantile xp for the student distribution. E.g. if p=cdf(xp) return xp.
 *
 * @param n 1.st degree of freedom for the Fischer f-function
 * @param m 2.nd degree of freedom for the Fischer f-function
 * @param p the cdf
 * @return xp with cdf(xp)=p
 */
public static double quantileFischer(final int n, final int m, final double p) {
    checkProbabilty(p);
    double x;
    // if(p<0.5) return 1.0/quantileFischer(m,n,1-p);
    // create the error function err(x) = cdf(x) - p
    // used for the Newton iteration.
    final Differentiable fct = new FischerError(n, m, p);
    final double x0 = 0, x1 = 1, f0 = fct.f(x0), f1 = fct.f(x1);
    if (f0 == 0) {
        return x0;
    } else if (f1 == 0) {
        return x1;
    }
    // find an initial starting guess
    x = 1;
    x = quantile(x, fct);
    return x;
}