org.lcsim.math.probability

Class BivariateDistribution

java.lang.Object

org.lcsim.math.probability.BivariateDistribution

public class BivariateDistribution
extends Object

Calculate the probability integral for a set of bins in the x-y plane of a bivariate normal distribution (i.e., a 2D Gaussian probability).

The evaluation of the probability integrals is described in:

Alan Genz, "Numerical Computation of Rectangular Bivariate and Trivariate Normal and t Probabilities" in Statistics and Computing 14, 151 (2004).

The integration code is adapted from the FORTRAN source at:

http://www.math.wsu.edu/faculty/genz/homepage

Author:

Richard Partridge

Field Summary

Fields

Modifier and Type	Field and Description
private double	_dx
private double	_dy
private double[]	_h
private double[]	_k
private int	_nx
private int	_ny
private double[]	_w12
private double[]	_w20
private double[]	_w6
private double[]	_x12
private double[]	_x20
private double[]	_x6
private double	_xmin
private double	_ymin

Constructor Summary

Constructors

Constructor and Description
BivariateDistribution()

Method Summary

Methods

Modifier and Type	Method and Description
double[][]	Calculate(double x0, double y0, double sigx, double sigy, double rho) Integrate the Gaussian probability distribution over each x-y bins, which must be defined before calling this method.
private double	GenzCalc(double dh, double dk, double rho)
void	xBins(int nx, double xmin, double dx) Set the locations of the x-coordinate bins
void	yBins(int ny, double ymin, double dy) Set the locations of the y-coordinate bins

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

_nx

private int _nx

_ny

private int _ny

_xmin

private double _xmin

_ymin

private double _ymin

_dx

private double _dx

_dy

private double _dy

_h

private double[] _h

_k

private double[] _k

_w6

private double[] _w6

_x6

private double[] _x6

_w12

private double[] _w12

_x12

private double[] _x12

_w20

private double[] _w20

_x20

private double[] _x20

Constructor Detail

BivariateDistribution

public BivariateDistribution()

Method Detail

xBins

public void xBins(int nx,
         double xmin,
         double dx)

Set the locations of the x-coordinate bins

Parameters:

nx - number of x coordinate bins

xmin - minimum x coordinate

dx - width of x coordinate bins

yBins

public void yBins(int ny,
         double ymin,
         double dy)

Set the locations of the y-coordinate bins

Parameters:

ny - number of y coordinate bins

ymin - minimum y coordinate

dy - width of y coordinate bins

Calculate

public double[][] Calculate(double x0,
                   double y0,
                   double sigx,
                   double sigy,
                   double rho)

Integrate the Gaussian probability distribution over each x-y bins, which must be defined before calling this method.

The output is a double array that gives the binned probability distribution. The first array index is used to indicate the bin in x and the second array index is used to indicate the bin in y.

Parameters:

x0 - mean x coordinate of Gaussian distribution

y0 - mean y coordinate of Gaussian distribution

sigx - x coordinate standard deviation

sigy - y coordinate standard deviation

rho - x-y correlation coefficient

Returns:

probability distribution

GenzCalc

private double GenzCalc(double dh,
              double dk,
              double rho)