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 triangLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k < 0.0 || k > 1.0) {
throw IllegalArgumentException("triangLogPDF: shape parameter out of bound.")
}
let temp = triangPDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("triangLogPDF: return-value too small.")
}
return log(temp)
}
/*
* Probability density function
*/
public func triangPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k < 0.0 || k > 1.0) {
throw IllegalArgumentException("triangPDF: shape parameter out of bound.")
}
var res = 0.0
if (k == 0.0) {
res = 2.0 - 2.0 * y
} else if (y < k) {
res = 2.0 * y / k
} else if (y >= k && k != 1.0) {
res = 2.0 * (1.0 - y) / (1.0 - k)
} else {
res = 2.0 * y
}
return res / scale
}
/*
* Cumulative probability density function
*/
public func triangCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k < 0.0 || k > 1.0) {
throw IllegalArgumentException("triangCDF: shape parameter out of bound.")
}
var res = 0.0
if (k == 0.0) {
res = 2.0 * y - y * y
} else if (y < k) {
res = y * y / k
} else if (y >= k && k != 1.0) {
res = (y * y - 2.0 * y + k) / (k - 1.0)
} else {
res = y * y
}
return res
}
/*
* Log of Cumulative probability density function
*/
public func triangLogCDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (k < 0.0 || k > 1.0) {
throw IllegalArgumentException("triangLogCDF: shape parameter out of bound.")
}
let temp = triangCDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("triangLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func triangPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (k < 0.0 || k > 1.0) {
throw IllegalArgumentException("triangPPF: shape parameter out of bound.")
}
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("triangPPF: quantile out of bound.")
}
var res = 0.0
if (q < k) {
res = sqrt(k * q)
} else {
res = 1.0 - sqrt((1.0 - k) * (1.0 - q))
}
return res * scale + loc
}
@Test
public class TestTriang {
@TestCase
func testTriang(): Unit {
@Assert(approxEqual(triangLogPDF(2.0, 0.2, loc: 1.0, scale: 2.0), -0.4700036292457355, atol:1e-13))
@Assert(approxEqual(triangLogCDF(2.0, 0.2, loc: 1.0, scale: 2.0), -0.3746934494414107, atol:1e-13))
@Assert(approxEqual(triangPPF(0.2, 0.2, loc: 1.0, scale: 2.0), 1.4, atol:1e-13))
}
}