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 rdistLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("rdistLogPDF: shape parameter out of bound.")
}
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("rdistLogPDF: input value out of bound.")
}
let res = (0.5 * k - 1.0) * log(1.0 - y * y) - betaLog(0.5, 0.5 * k)
return res - log(scale)
}
/*
* Probability density function
*/
public func rdistPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("rdistPDF: shape parameter out of bound.")
}
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("rdistPDF: input value out of bound.")
}
return exp(rdistLogPDF(x, k, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func rdistCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("rdistPDF: shape parameter out of bound.")
}
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("rdistPDF: input value out of bound.")
}
let res = betaCDF(0.5 * (y + 1.0), 0.5 * k, 0.5 * k)
return res
}
/*
* Log of Cumulative probability density function
*/
public func rdistLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k <= 0.0) {
throw IllegalArgumentException("rdistLogCDF: shape parameter out of bound.")
}
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("rdistLogCDF: input value out of bound.")
}
let temp = rdistCDF(x, k, loc:loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("rdistLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func rdistPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("rdistPPF: quantile out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("rdistPPF: shape parameter out of bound.")
}
let res = 2.0 * betaPPF(q, 0.5 * k, 0.5 * k) - 1.0
return res * scale + loc
}
@Test
public class TestRdist {
@TestCase
func testRdist(): Unit {
@Assert(approxEqual(rdistLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -1.3862943611198906, atol:1e-13))
@Assert(approxEqual(rdistLogCDF(2.0, 2.0, loc: 1.0, scale: 2.0), -0.2876820724517809, atol:1e-13))
@Assert(approxEqual(rdistPPF(0.2, 2.0, loc: 1.0, scale: 2.0), -0.2, atol:1e-6))
}
}