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 powerlawLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("powerlawLogPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 1.0) {
throw IllegalArgumentException("powerlawLogPDF: input value out of bound.")
}
let res = log(k) + (k - 1.0) * log(y)
return res - log(scale)
}
/*
* Probability density function
*/
public func powerlawPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("powerlawPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 1.0) {
throw IllegalArgumentException("powerlawPDF: input value out of bound.")
}
return exp(powerlawLogPDF(x, k, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func powerlawCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("powerlawPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 1.0) {
throw IllegalArgumentException("powerlawPDF: input value out of bound.")
}
let res = pow(y, k)
return res
}
/*
* Log of Cumulative probability density function
*/
public func powerlawLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("powerlawLogCDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 1.0) {
throw IllegalArgumentException("powerlawLogCDF: input value out of bound.")
}
let temp = powerlawCDF(x, k, loc:loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("powerlawLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func powerlawPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("powerlawPPF: quantile out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("powerlawPPF: shape parameter out of bound.")
}
let res = pow(q, 1.0 / k)
return res * scale + loc
}
@Test
public class TestPowerlaw {
@TestCase
func testPowerlaw(): Unit {
@Assert(approxEqual(powerlawLogPDF(1.5, 2.0, loc: 1.0, scale: 2.0), -1.3862943611198906, atol:1e-13))
@Assert(approxEqual(powerlawLogCDF(1.5, 2.0, loc: 1.0, scale: 2.0), -2.772588722239781, atol:1e-13))
@Assert(approxEqual(powerlawPPF(0.2, 2.0, loc: 1.0, scale: 2.0), 1.8944271909999157, atol:1e-13))
}
}