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 wrapcauchyLogPDF(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("wrapcauchyLogPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 2.0 * Float64.getPI()) {
throw IllegalArgumentException("wrapcauchyLogPDF: input value out of bound.")
}
let temp = wrapcauchyPDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("wrapcauchyLogPDF: return-value too small.")
}
return log(temp)
}
/*
* Probability density function
*/
public func wrapcauchyPDF(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("wrapcauchyPDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 2.0 * Float64.getPI()) {
throw IllegalArgumentException("wrapcauchyLogPDF: input value out of bound.")
}
let res = (1.0 - k * k) / (2.0 * Float64.getPI() * (1.0 + k * k - 2.0 * k * cos(y)))
return res / scale
}
/*
* Cumulative probability density function
*/
public func wrapcauchyCDF(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("wrapcauchyCDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 2.0 * Float64.getPI()) {
throw IllegalArgumentException("wrapcauchyLogPDF: input value out of bound.")
}
var res = 0.0
let t = (1.0 + k) / (1.0 - k)
if (y < Float64.getPI()) {
res = 1.0 / Float64.getPI() * atan(t * tan(0.5 * y))
} else {
res = 1.0 - 1.0 / Float64.getPI() * atan(t * tan((2.0 * Float64.getPI() - y) / 2.0))
}
return res
}
/*
* Log of Cumulative probability density function
*/
public func wrapcauchyLogCDF(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("wrapcauchyLogCDF: shape parameter out of bound.")
}
if (y < 0.0 || y > 2.0 * Float64.getPI()) {
throw IllegalArgumentException("wrapcauchyLogPDF: input value out of bound.")
}
let temp = wrapcauchyCDF(x, k, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("wrapcauchyLogCDF: return-value too small.")
}
return log(temp)
}
/*
* PPF
*/
public func wrapcauchyPPF(q: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (k <= 0.0 || k >= 1.0) {
throw IllegalArgumentException("wrapcauchyPPF: shape parameter out of bound.")
}
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("wrapcauchyPPF: quantile out of bound.")
}
var res = 0.0
let t = (1.0 - k) / (1.0 + k)
if (q < 0.5) {
res = 2.0 * atan(t * tan(Float64.getPI() * q))
} else {
res = 2.0 * Float64.getPI() - 2.0 * atan(t * tan(Float64.getPI() * (1.0 - q)))
}
return res * scale + loc
}
@Test
public class TestWrapCauchy {
@TestCase
func testWrapcauchy(): Unit {
@Assert(approxEqual(wrapcauchyLogPDF(2.0, 0.2, loc: 1.0, scale: 2.0), -2.1992843009410437, atol:1e-13))
@Assert(approxEqual(wrapcauchyLogCDF(2.0, 0.2, loc: 1.0, scale: 2.0), -2.1504610604374745, atol:1e-13))
@Assert(approxEqual(wrapcauchyPPF(0.2, 0.2, loc: 1.0, scale: 2.0), 2.804235486010719, atol:1e-13))
}
}