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 semicircularLogPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("semicircularLogPDF: input value out of bound.")
}
let res = log(2.0) - log(Float64.getPI()) + 0.5 * log(1.0 - y * y)
return res - log(scale)
}
/*
* Probability density function
*/
public func semicircularPDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("semicircularPDF: input value out of bound.")
}
let temp = semicircularLogPDF(x, loc: loc, scale: scale)
return exp(temp)
}
/*
* Cumulative probability density function
*/
public func semicircularCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("semicircularCDF: input value out of bound.")
}
let res = 0.5 + 1.0 / Float64.getPI() * (y * sqrt(1.0 - y * y) + asin(y))
return res
}
/*
* Cumulative probability density function
*/
public func semicircularLogCDF(x: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < -1.0 || y > 1.0) {
throw IllegalArgumentException("semicircularLogCDF: input value out of bound.")
}
let temp = semicircularCDF(x, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("semicircularLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func semicircularPPF(q: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("semicircularPPF: quantile out of bound.")
}
let res = rdistPPF(q, 3.0)
return res * scale + loc
}
/*
* compute the mean
*/
public func semicircularMean(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return loc
}
/*
* compute the var
*/
public func semicircularVar(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
return 0.25 * scale * scale
}
/*
* compute the std
*/
public func semicircularStd(loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let temp = halfnormVar(loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("semicircularStd: return-value too small.")
}
return sqrt(temp)
}
@Test
public class TestSemicircular {
@TestCase
func testSemicircular(): Unit {
@Assert(approxEqual(semicircularLogPDF(2.0, loc: 2.0, scale: 1.0), -0.4515827052894548, atol:1e-13))
@Assert(approxEqual(semicircularLogCDF(2.0, loc: 2.0, scale: 1.0), -0.6931471805599453, atol:1e-13))
@Assert(approxEqual(semicircularPPF(0.7, loc: 2.0, scale: 1.0), 2.3196915097905038, atol:1e-6))
}
}