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 genhalflogisticLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("genhalflogisticLogPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > (1.0/k)) {
throw IllegalArgumentException("genhalflogisticLogPDF: input value out of bound.")
}
let t = 1.0 - k * y
return log(2.0) + (1.0/k - 1.0) * log(t) - 2.0 * log(1.0 + pow(t, 1.0/k)) - log(scale)
}
/*
* Probability density function
*/
public func genhalflogisticPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("genhalflogisticPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > (1.0/k)) {
throw IllegalArgumentException("genhalflogisticPDF: input value out of bound.")
}
return exp(genhalflogisticLogPDF(x, k, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func genhalflogisticCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("genhalflogisticCDF: shape parameter out of bound.")
}
if (y < 0.0 || y > (1.0/k)) {
throw IllegalArgumentException("genhalflogisticCDF: input value out of bound.")
}
let val1 = 1.0 / k
let val2 = 1.0 - k * y
let temp = pow(val2, val1)
return (1.0 - temp) / (1.0 + temp)
}
/*
* Log of Cumulative probability density function
*/
public func genhalflogisticLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("genhalflogisticLogCDF: shape parameter out of bound.")
}
if (y < 0.0 || y > (1.0/k)) {
throw IllegalArgumentException("genhalflogisticLogCDF: input value out of bound.")
}
let temp = genhalflogisticCDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("genhalflogisticLogCDF: return-value too small.")
}
return log(temp)
}
/*
* ppf
*/
public func genhalflogisticPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("genhalflogisticPPF: quantile out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("genhalflogisticPPF: shape parameter out of bound.")
}
let t = (1.0 - q) / (1.0 + q)
let res = 1.0 / k * (1.0 - pow(t, k))
return res * scale + loc
}
@Test
public class TestGenhalflogistic {
@TestCase
func testGenhalflogistic(): Unit {
@Assert(approxEqual(genhalflogisticLogPDF(1.8, 2.0, loc: 1.0, scale: 2.0), 0.06543885741205324, atol:1e-13))
@Assert(approxEqual(genhalflogisticLogCDF(1.8, 2.0, loc: 1.0, scale: 2.0), -0.9624236501192067, atol:1e-13))
@Assert(approxEqual(genhalflogisticPPF(0.2, 2.0, loc: 1.0, scale: 2.0), 1.5555555555555554, atol:1e-13))
}
}