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 invweibullLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("invweibullLogPDF: shape parameter out of bound.")
}
if (y <= 0.0) {
throw IllegalArgumentException("invweibullLogPDF: input value out of bound.")
}
let temp = log(k) - (k + 1.0) * log(y) - pow(y, -k)
return temp - log(scale)
}
/*
* Probability density function
*/
public func invweibullPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("invweibullPDF: shape parameter out of bound.")
}
if (y <= 0.0) {
throw IllegalArgumentException("invweibullPDF: input value out of bound.")
}
return exp(invweibullLogPDF(x, k, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func invweibullCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("invweibullCDF: shape parameter out of bound.")
}
if (y <= 0.0) {
throw IllegalArgumentException("invweibullCDF: input value out of bound.")
}
let t = pow(y, -k)
let res = exp(-t)
return res
}
/*
* Log of Cumulative probability density function
*/
public func invweibullLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("invweibullLogCDF: shape parameter out of bound.")
}
if (y <= 0.0) {
throw IllegalArgumentException("invweibullLogCDF: input value out of bound.")
}
let temp = invweibullCDF(x, k, loc:loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("invweibullLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func invweibullPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("invweibullPPF: quantile out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("invweibullLogCDF: shape parameter out of bound.")
}
let temp = pow(-log(q), -1.0 / k)
return temp * scale + loc
}
@Test
public class TestInvweibull {
@TestCase
func testInvweibull(): Unit {
@Assert(approxEqual(invweibullLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -1.9205584583201643, atol:1e-13))
@Assert(approxEqual(invweibullLogCDF(2.0, 2.0, loc: 1.0, scale: 2.0), -4.0, atol:1e-13))
@Assert(approxEqual(invweibullPPF(0.2, 2.0, loc: 1.0, scale: 2.0), 2.5764960317864576, atol:1e-13))
}
}