package scientific.stats.continuous
import std.math.*
import std.unittest.*
import std.unittest.testmacro.*
import scientific.numbers.*
import scientific.stats.random.*
public func expit<T>(x: T): T where T <: Float<T> {
return T.fromFloat(1.0) / (T.fromFloat(1.0) + exp(T.fromFloat(0.0) - x))
}
public func logit<T>(x: T): T where T <: Float<T> {
return log(x / (T.fromFloat(1.0) - x))
}
/*
* Log of Probability density function
*/
public func logisticLogPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
let res = - y - 2.0 * log(1.0 + exp(-y))
return res - log(scale)
}
/*
* Probability density function
*/
public func logisticPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
let temp = logisticLogPDF(x, loc: loc, scale: scale)
return exp(temp)
}
/*
* Cumulative probability density function
*/
public func logisticCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
let res = expit(y)
return res
}
/*
* Cumulative probability density function
*/
public func logisticLogCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
let temp = logisticCDF(x, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("logisticLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func logisticPPF(q: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("logisticPPF: quantile out of bound.")
}
let res = logit(q)
return res * scale + loc
}
/*
* compute the mean
*/
public func logisticMean(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return loc
}
/*
* compute the var
*/
public func logisticVar(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return Float64.getPI() * Float64.getPI() / 3.0 * scale * scale
}
/*
* compute the std
*/
public func logisticStd(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let temp = halfnormVar(loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("logisticStd: return-value too small.")
}
return sqrt(temp)
}
@Test
public class TestLogistic {
@TestCase
func testLogistic(): Unit {
@Assert(approxEqual(logisticLogPDF(3.0, loc: 2.0, scale: 1.0), -1.6265233750364456, atol:1e-13))
@Assert(approxEqual(logisticLogCDF(3.0, loc: 2.0, scale: 1.0), -0.31326168751822286, atol:1e-13))
@Assert(approxEqual(logisticPPF(0.7, loc: 2.0, scale: 1.0), 2.8472978603872034, atol:1e-13))
}
}