/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000 The R Development Core Team
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, a copy is available at
* http://www.r-project.org/Licenses/
*
* DESCRIPTION
*
* The density of the exponential distribution.
*/
package jdistlib;
import jdistlib.generic.GenericDistribution;
import jdistlib.math.MathFunctions;
import jdistlib.rng.RandomEngine;
import static java.lang.Math.*;
import static jdistlib.math.Constants.*;
public class Exponential extends GenericDistribution {
public static final double density(double x, double scale, boolean give_log)
{
if (Double.isNaN(x) || Double.isNaN(scale))
return x + scale;
if (scale <= 0) return Double.NaN;
if (x < 0.)
return (give_log ? Double.NEGATIVE_INFINITY : 0.);
return (give_log ? (-x / scale) - log(scale) : exp(-x / scale) / scale);
}
public static final double cumulative(double x, double scale, boolean lower_tail, boolean log_p)
{
if (Double.isNaN(x) || Double.isNaN(scale))
return x + scale;
if (scale < 0) return Double.NaN;
if (x <= 0.)
return (log_p ? Double.NEGATIVE_INFINITY : 0.);
/* same as weibull( shape = 1): */
x = -(x / scale);
if (lower_tail)
return (log_p
/* log(1 - exp(x)) for x < 0 : */
? (x > -M_LN2 ? log(-expm1(x)) : log1p(-exp(x)))
: -expm1(x));
/* else: !lower_tail */
//return R_D_exp(x);
return (log_p ? (x) : exp(x));
}
public static final double quantile(double p, double scale, boolean lower_tail, boolean log_p)
{
if (Double.isNaN(p) || Double.isNaN(scale))
return p + scale;
if (scale < 0) return Double.NaN;
//R_Q_P01_check(p);
if ((log_p && p > 0) || (!log_p && (p < 0 || p > 1)) )
return Double.NaN;
if (p == (lower_tail ? (log_p ? Double.NEGATIVE_INFINITY : 0.) : (log_p ? 0. : 1.))) return 0;
//return - scale * R_DT_Clog(p);
// R_DT_Clog(p) (lower_tail? log_p ? ((p) > -M_LN2 ? log(-expm1(p)) : log1p(-exp(p))) : log1p(-p): (log_p ? (p) : log(p)))
return - scale * (lower_tail? log_p ? ((p) > -M_LN2 ? log(-expm1(p)) : log1p(-exp(p))) : log1p(-p): (log_p ? (p) : log(p)));
}
public static final double random(double scale, RandomEngine random)
{
if (MathFunctions.isInfinite(scale) || scale <= 0.0) {
if(scale == 0.) return 0.;
return Double.NaN;
}
return scale * random_standard(random);
}
public static final double random_standard(RandomEngine random)
{
/* q[k-1] = sum(log(2)^k / k!) k=1,..,n, */
/* The highest n (here 16) is determined by q[n-1] = 1.0 */
/* within standard precision */
final double q[] = new double[] {
0.6931471805599453,
0.9333736875190459,
0.9888777961838675,
0.9984959252914960,
0.9998292811061389,
0.9999833164100727,
0.9999985691438767,
0.9999998906925558,
0.9999999924734159,
0.9999999995283275,
0.9999999999728814,
0.9999999999985598,
0.9999999999999289,
0.9999999999999968,
0.9999999999999999,
1.0000000000000000
};
double a = 0.;
double u = random.nextDouble(); /* precaution if u = 0 is ever returned */
while(u <= 0. || u >= 1.) u = random.nextDouble();
for (;;) {
u += u;
if (u > 1.)
break;
a += q[0];
}
u -= 1.;
if (u <= q[0])
return a + u;
int i = 0;
double ustar = random.nextDouble(), umin = ustar;
do {
ustar = random.nextDouble();
if (umin > ustar)
umin = ustar;
i++;
} while (u > q[i]);
return a + umin * q[0];
}
public static final double[] random(int n, double scale, RandomEngine random) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random(scale, random);
return rand;
}
public static final double[] random_standard(int n, RandomEngine random) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random_standard(random);
return rand;
}
protected double scale;
public Exponential(double scale) {
this.scale = scale;
}
@Override
public double density(double x, boolean log) {
return density(x, scale, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
return cumulative(p, scale, lower_tail, log_p);
}
@Override
public double quantile(double q, boolean lower_tail, boolean log_p) {
return quantile(q, scale, lower_tail, log_p);
}
@Override
public double random() {
return random(scale, random);
}
}
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