package scientific.stats.continuous
import std.math.*
import std.unittest.*
import std.unittest.testmacro.*
import scientific.numbers.*
import scientific.stats.random.*
/*
* Log of Probability density function
*/
public func dgammaLogPDF(x: Float64, a: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (a <= 0.0) {
throw IllegalArgumentException("dgammaLogPDF: shape parameter out of bound.")
}
let temp = abs(y)
return (a - 1.0) * log(temp) - log(2.0) - gammaLog(a) - temp - log(scale)
}
/*
* Probability density function
*/
public func dgammaPDF(x: Float64, a: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (a <= 0.0) {
throw IllegalArgumentException("dgammaPDF: shape parameter out of bound.")
}
return exp(dgammaLogPDF(x, a, loc: loc, scale: scale))
}
/*
* Sample
*/
public func dgammaSample(r: Random, a: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (a <= 0.0) {
throw IllegalArgumentException("betaprimeLogPDF: shape parameter out of bound.")
}
let r1 = r.nextFloat64()
let r2 = gamSample(r, a)
var res = 0.0
if (r1 >= 0.5) {
res = r2
} else {
res = -r2
}
return res * scale + loc
}
/*
* Mean
*/
public func dgammaMean(a: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (a <= 0.0) {
throw IllegalArgumentException("dgammaMean: shape parameter out of bound.")
}
return loc
}
/*
* Var
*/
public func dgammaVar(a: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (a <= 0.0) {
throw IllegalArgumentException("dgammaVar: shape parameter out of bound.")
}
let temp = a * (a + 1.0)
return temp * scale * scale
}
@Test
public class TestDgamma {
@TestCase
func testDgamma(): Unit {
@Assert(approxEqual(dgammaLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -2.579441541679836, atol:1e-13))
@Assert(approxEqual(dgammaMean(2.0, loc: 1.0, scale: 2.0), 1.0, atol:1e-13))
@Assert(approxEqual(dgammaVar(2.0, loc: 1.0, scale: 2.0), 24.0, atol:1e-13))
}
}