Package com.polytechnik.utils
Class ProbabilityCorrelation
java.lang.Object
com.polytechnik.utils.ProbabilityCorrelation
Probability(or Value) Correlation of p and i.
Actually is the case d=2 of LebesgueQuadratureWithEVData,
the corr is the difference of diagonal and off-diagonal elemets: (diag-offdiag)/(diag+offdiag) elemets,
depnding of flag_probabiliy_correlation flag,
of the matrix returned by either getProbabilityCorrelation or getValueCorrelation
of LebesgueQuadratureWithEVData.
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Field Summary
FieldsModifier and TypeFieldDescriptionfinal double
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.final boolean
If true, probability correlation is calculated, otherwise value correlation.final double
Min/Max eigenvalue.final double
Min/Max eigenvalue.final double
Min/Max eigenvalue.final double
Min/Max eigenvalue.final double
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.final double
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.final double
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.final double
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH.final double
W=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. -
Constructor Summary
ConstructorsModifierConstructorDescriptionProbabilityCorrelation
(double[] QQ, double[] QQp, double[] QQi) Obtain probability correlation from three 2x2 matrices: https://arxiv.org/abs/1709.06759, Appendix C: "Probability Correlation of Variables".ProbabilityCorrelation
(double[] QQ, double[] QQp, double[] QQi, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation) From 2x2 matrices in arbitraty basis, the Q_0(x) is assumed to be a constant, otherwise averages will be incorrect.protected
ProbabilityCorrelation
(double[] QQ, double[] QQp, double[] QQi, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation, double eps_if_selftest_required) From 2x2 matrices in arbitraty basis, if eps_if_selftest_required>0, then unit self-test with this eps is run.ProbabilityCorrelation
(double x0, double x1, double x2, double px0, double px1, double px2, double ix0, double ix1, double ix2, boolean flag_probabiliy_correlation) Probaility Correlation (from monomials moments).ProbabilityCorrelation
(double x0, double x1, double x2, double px0, double px1, double px2, double ix0, double ix1, double ix2, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation) Probaility Correlation (from the moments in arbitrary basis, the Q_0(x) is assumed to be a constant!).protected
ProbabilityCorrelation
(double x0, double x1, double x2, double px0, double px1, double px2, double ix0, double ix1, double ix2, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation, double eps_if_selftest_required) Probaility Correlation (from the moments in arbitrary basis, the Q_0(x) is assumed to be a constant!). -
Method Summary
Modifier and TypeMethodDescriptionstatic void
matchProbabilityCorrelation
(ProbabilityCorrelation a, ProbabilityCorrelation b, double eps) static void
matchProbabilityCorrelationWithOffset
(ProbabilityCorrelation a, double off_pa, ProbabilityCorrelation b, double off_pb, double eps)
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Field Details
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pL
public final double pLMin/Max eigenvalue. -
pH
public final double pHMin/Max eigenvalue. -
iL
public final double iLMin/Max eigenvalue. -
iH
public final double iHMin/Max eigenvalue. -
W
public final double WW=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. corr=(w_pL_iL-w_pL_iH-w_pH_iL+w_pH_iH)/W. -
w_pL_iL
public final double w_pL_iLW=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. corr=(w_pL_iL-w_pL_iH-w_pH_iL+w_pH_iH)/W. -
w_pL_iH
public final double w_pL_iHW=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. corr=(w_pL_iL-w_pL_iH-w_pH_iL+w_pH_iH)/W. -
w_pH_iL
public final double w_pH_iLW=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. corr=(w_pL_iL-w_pL_iH-w_pH_iL+w_pH_iH)/W. -
w_pH_iH
public final double w_pH_iHW=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. corr=(w_pL_iL-w_pL_iH-w_pH_iL+w_pH_iH)/W. -
corr
public final double corrW=w_pL_iL+w_pL_iH+w_pH_iL+w_pH_iH. corr=(w_pL_iL-w_pL_iH-w_pH_iL+w_pH_iH)/W. -
flag_probabiliy_correlation
public final boolean flag_probabiliy_correlationIf true, probability correlation is calculated, otherwise value correlation.
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Constructor Details
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ProbabilityCorrelation
public ProbabilityCorrelation(double[] QQ, double[] QQp, double[] QQi) Obtain probability correlation from three 2x2 matrices: https://arxiv.org/abs/1709.06759, Appendix C: "Probability Correlation of Variables". For probability correlation (flag_probabiliy_correlation=true), no basis functions required, all we need is eigenvalues problem solver M.EV, use a standard one. This is not the case for value correlation. -
ProbabilityCorrelation
public ProbabilityCorrelation(double x0, double x1, double x2, double px0, double px1, double px2, double ix0, double ix1, double ix2, boolean flag_probabiliy_correlation) Probaility Correlation (from monomials moments). -
ProbabilityCorrelation
public ProbabilityCorrelation(double x0, double x1, double x2, double px0, double px1, double px2, double ix0, double ix1, double ix2, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation) Probaility Correlation (from the moments in arbitrary basis, the Q_0(x) is assumed to be a constant!). -
ProbabilityCorrelation
protected ProbabilityCorrelation(double x0, double x1, double x2, double px0, double px1, double px2, double ix0, double ix1, double ix2, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation, double eps_if_selftest_required) Probaility Correlation (from the moments in arbitrary basis, the Q_0(x) is assumed to be a constant!). -
ProbabilityCorrelation
public ProbabilityCorrelation(double[] QQ, double[] QQp, double[] QQi, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation) From 2x2 matrices in arbitraty basis, the Q_0(x) is assumed to be a constant, otherwise averages will be incorrect. Unit selftest is disabled. -
ProbabilityCorrelation
protected ProbabilityCorrelation(double[] QQ, double[] QQp, double[] QQi, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, boolean flag_probabiliy_correlation, double eps_if_selftest_required) From 2x2 matrices in arbitraty basis, if eps_if_selftest_required>0, then unit self-test with this eps is run.
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Method Details
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matchProbabilityCorrelation
public static void matchProbabilityCorrelation(ProbabilityCorrelation a, ProbabilityCorrelation b, double eps) -
matchProbabilityCorrelationWithOffset
public static void matchProbabilityCorrelationWithOffset(ProbabilityCorrelation a, double off_pa, ProbabilityCorrelation b, double off_pb, double eps)
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