package scientific.stats.continuous
import std.math.*
import std.unittest.*
import std.unittest.testmacro.*
import scientific.numbers.*
import scientific.stats.normal.*
import scientific.stats.random.*
/*
* Log of Probability density function
*/
public func halfnormLogPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfnormLogPDF: input value out of bound.")
}
let res = 0.5 * log(2.0) - 0.5 * log(Float64.getPI()) - 0.5 * y * y
return res - log(scale)
}
/*
* Probability density function
*/
public func halfnormPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfnormPDF: input value out of bound.")
}
let temp = halfnormLogPDF(x, loc: loc, scale: scale)
return exp(temp)
}
/*
* Cumulative probability density function
*/
public func halfnormCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfnormPDF: input value out of bound.")
}
return normalCDF(y) * 2.0 - 1.0
}
/*
* Cumulative probability density function
*/
public func halfnormLogCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("halfnormLogCDF: input value out of bound.")
}
let temp = halfnormCDF(x, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("halfnormLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func halfnormPPF(q: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("halfnormPPF: quantile out of bound.")
}
let res = normalPPF(0.5 * (1.0 + q))
return res * scale + loc
}
/*
* Sample
*/
public func halfnormSample(r: Random, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let res = abs(normalSampleFloat64(r))
return res * scale + loc
}
/*
* compute the mean
*/
public func halfnormMean(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return sqrt(2.0 / Float64.getPI()) * scale + loc
}
/*
* compute the var
*/
public func halfnormVar(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return (1.0 - 2.0 / Float64.getPI()) * scale * scale
}
/*
* compute the std
*/
public func halfnormStd(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let temp = halfnormVar(loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("halfnormStd: return-value too small.")
}
return sqrt(temp)
}
@Test
public class TestHalfnorm {
@TestCase
func testHalfnorm(): Unit {
@Assert(approxEqual(halfnormLogPDF(3.0, loc: 2.0, scale: 1.0), -0.7257913526447274, atol:1e-13))
@Assert(approxEqual(halfnormLogCDF(3.0, loc: 2.0, scale: 1.0), -0.38171514630212616, atol:1e-13))
@Assert(approxEqual(halfnormPPF(0.7, loc: 2.0, scale: 1.0), 3.03643338949379, atol:1e-8))
@Assert(approxEqual(halfnormMean(loc: 2.0, scale: 1.0), 2.7978845608028653, atol:1e-13))
@Assert(approxEqual(halfnormVar(loc: 2.0, scale: 1.0), 0.3633802276324186, atol:1e-13))
}
}