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 gompertzLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("gompertzLogPDF: shape parameter out of bound.")
}
if (y < 0.0) {
throw IllegalArgumentException("gompertzLogPDF: input value out of bound.")
}
return log(k) + y - k * (exp(y) - 1.0) - log(scale)
}
/*
* Probability density function
*/
public func gompertzPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("gompertzPDF: shape parameter out of bound.")
}
if (y < 0.0) {
throw IllegalArgumentException("gompertzPDF: input value out of bound.")
}
return exp(gompertzLogPDF(x, k, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func gompertzCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("gompertzCDF: shape parameter out of bound.")
}
if (y < 0.0) {
throw IllegalArgumentException("gompertzCDF: input value out of bound.")
}
let temp = k - k * exp(y)
return 1.0 - exp(temp)
}
/*
* Log of Cumulative probability density function
*/
public func gompertzLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("gompertzLogCDF: shape parameter out of bound.")
}
if (y < 0.0) {
throw IllegalArgumentException("gompertzLogCDF: input value out of bound.")
}
let temp = gompertzCDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("gompertzLogCDF: return-value too small.")
}
return log(temp)
}
/*
* ppf
*/
public func gompertzPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("gompertzPPF: quantile out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("gompertzPPF: shape parameter out of bound.")
}
let t = 1.0 / k * log(1.0 - q)
let res = log(1.0 - t)
return res * scale + loc
}
@Test
public class TestGompertz {
@TestCase
func testGompertz(): Unit {
@Assert(approxEqual(gompertzLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -0.7974425414002563, atol:1e-13))
@Assert(approxEqual(gompertzLogCDF(2.0, 2.0, loc: 1.0, scale: 2.0), -0.3191447713509225, atol:1e-13))
@Assert(approxEqual(gompertzPPF(0.2, 2.0, loc: 1.0, scale: 2.0), 1.21155005565436, atol:1e-13))
}
}