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 foldcauchyLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("foldcauchyLogPDF: input value out of bound.")
}
if (k < 0.0) {
throw IllegalArgumentException("foldcauchyLogPDF: shape parameter out of bound.")
}
let temp = foldcauchyPDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("foldcauchyLogPDF: return-value too small.")
}
return log(temp)
}
/*
* Probability density function
*/
public func foldcauchyPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("foldcauchyPDF: input value out of bound.")
}
if (k < 0.0) {
throw IllegalArgumentException("foldcauchyPDF: shape parameter out of bound.")
}
let t1 = 1.0 / (Float64.getPI() * (1.0 + (y - k) * (y - k)))
let t2 = 1.0 / (Float64.getPI() * (1.0 + (y + k) * (y + k)))
return (t1 + t2) / scale
}
/*
* Log of cumulative probability density function
*/
public func foldcauchyLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("foldcauchyLogCDF: shape parameter out of bound.")
}
let temp = foldcauchyCDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("foldcauchyLogCDF: return-value too small.")
}
return log(temp)
}
/*
* Cumulative probability density function
*/
public func foldcauchyCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("foldcauchyCDF: shape parameter out of bound.")
}
return 1.0 / Float64.getPI() * (atan(y - k) + atan(y + k))
}
@Test
public class TestFoldCauchy {
@TestCase
func testFoldcauchy(): Unit {
@Assert(approxEqual(foldcauchyLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -2.6461582744540975, atol:1e-13))
@Assert(approxEqual(foldcauchyLogCDF(2.0, 2.0, loc: 1.0, scale: 2.0), -2.717372011180594, atol:1e-13))
}
}