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 hypsecantLogPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
let res = hypsecantPDF(x, loc: loc, scale: scale)
if (res < 0.000001) {
throw IllegalArgumentException("hypsecantLogPDF: return-value too small.")
}
return log(res)
}
/*
* Probability density function
*/
public func hypsecantPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
return 1.0 / Float64.getPI() / cosh(y)
}
/*
* Cumulative probability density function
*/
public func hypsecantCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
return 2.0 / Float64.getPI() * atan(exp(y))
}
/*
* Cumulative probability density function
*/
public func hypsecantLogCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
let temp = hypsecantCDF(x, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("hypsecantLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func hypsecantPPF(q: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("hypsecantPPF: quantile out of bound.")
}
let temp = tan(0.5 * Float64.getPI() * q)
let res = log(temp)
return res * scale + loc
}
/*
* compute the mean
*/
public func hypsecantMean(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return loc
}
/*
* compute the var
*/
public func hypsecantVar(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return Float64.getPI() * Float64.getPI() / 4.0 * scale * scale
}
/*
* compute the std
*/
public func hypsecantStd(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let temp = hypsecantVar(loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("hypsecantStd: return-value too small.")
}
return sqrt(temp)
}
@Test
public class TestHypsecant {
@TestCase
func testHypsecant(): Unit {
@Assert(approxEqual(hypsecantLogPDF(3.0, loc: 2.0, scale: 1.0), -1.5785107163324272, atol:1e-13))
@Assert(approxEqual(hypsecantLogCDF(3.0, loc: 2.0, scale: 1.0), -0.254140292843152, atol:1e-13))
@Assert(approxEqual(hypsecantPPF(0.7, loc: 2.0, scale: 1.0), 2.6742754776268165, atol:1e-13))
}
}