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 loguniformLogPDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (a <= 0.0 || c <= a) {
throw IllegalArgumentException("loguniformLogPDF: shape parameter out of bound.")
}
if (y < a || y > c) {
throw IllegalArgumentException("loguniformLogPDF: input value out of bound.")
}
let temp = loguniformPDF(x, a, c, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("loguniformLogPDF: return-value too small.")
}
return log(temp)
}
/*
* Probability density function
*/
public func loguniformPDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (a <= 0.0 || c <= a) {
throw IllegalArgumentException("loguniformPDF: shape parameter out of bound.")
}
if (y < a || y > c) {
throw IllegalArgumentException("loguniformPDF: input value out of bound.")
}
let res = 1.0 / (y * log(c / a))
return res / scale
}
/*
* Cumulative probability density function
*/
public func loguniformCDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (a <= 0.0 || c <= a) {
throw IllegalArgumentException("loguniformCDF: shape parameter out of bound.")
}
if (y < a || y > c) {
throw IllegalArgumentException("loguniformCDF: input value out of bound.")
}
let res = (log(y) - log(a)) / log(c / a)
return res
}
/*
* Log of Cumulative probability density function
*/
public func loguniformLogCDF(x: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (a <= 0.0 || c <= a) {
throw IllegalArgumentException("loguniformLogCDF: shape parameter out of bound.")
}
if (y < a || y > c) {
throw IllegalArgumentException("loguniformLogCDF: input value out of bound.")
}
let temp = loguniformCDF(x, a, c, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("loguniformLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func loguniformPPF(q: Float64, a: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("loguniformPPF: quantile out of bound.")
}
if (a <= 0.0 || c <= a) {
throw IllegalArgumentException("loguniformPPF: shape parameter out of bound.")
}
let res = a * pow(c / a, q)
return res * scale + loc
}
@Test
public class TestLogUniform {
@TestCase
func testLoguniform(): Unit {
@Assert(approxEqual(loguniformLogPDF(2.0, 0.1, 1.0, loc: 1.0, scale: 2.0), -0.834032445247956, atol:1e-13))
@Assert(approxEqual(loguniformLogCDF(2.0, 0.1, 1.0, loc: 1.0, scale: 2.0), -0.3581474499208454, atol:1e-13))
@Assert(approxEqual(loguniformPPF(0.2, 0.1, 1.0, loc: 1.0, scale: 2.0), 1.3169786384922229, atol:1e-6))
}
}