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 johnsonsuLogPDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (c <= 0.0) {
throw IllegalArgumentException("johnsonsuLogPDF: shape parameter out of bound.")
}
let temp = a + c * log(y + sqrt(1.0 + y * y))
return log(c) - 0.5 * log(1.0 + y * y) + log(normalPDF(temp)) - log(scale)
}
/*
* Probability density function
*/
public func johnsonsuPDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (c <= 0.0) {
throw IllegalArgumentException("johnsonsuPDF: shape parameter out of bound.")
}
return exp(johnsonsuLogPDF(x, a, c, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func johnsonsuCDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (c <= 0.0) {
throw IllegalArgumentException("johnsonsuCDF: shape parameter out of bound.")
}
let temp = a + c * log(y + sqrt(1.0 + y * y))
return normalCDF(temp)
}
/*
* Log of Cumulative probability density function
*/
public func johnsonsuLogCDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (c <= 0.0) {
throw IllegalArgumentException("johnsonsuLogCDF: shape parameter out of bound.")
}
let temp = johnsonsuCDF(x, a, c, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("johnsonsuLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func johnsonsuPPF(q: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("johnsonsuPPF: quantile out of bound.")
}
let r1 = (normalPPF(q) - a) / c
let res = 0.5 * (exp(r1) - exp(-r1))
return res * scale + loc
}
@Test
public class TestJohnsonsu {
@TestCase
func testJohnsonsu(): Unit {
@Assert(approxEqual(johnsonsuLogPDF(2.0, 2.0, 3.0, loc: 1.0, scale: 2.0), -6.554357843708609, atol:1e-13))
@Assert(approxEqual(johnsonsuLogCDF(2.0, 2.0, 3.0, loc: 1.0, scale: 2.0), -0.0002870156673103043, atol:1e-13))
@Assert(approxEqual(johnsonsuPPF(0.2, 2.0, 3.0, loc: 1.0, scale: 2.0), -1.1906753781779535, atol:1e-6))
}
}