/*
* 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/
*/
package jdistlib;
import static java.lang.Math.exp;
import static java.lang.Math.log;
import static java.lang.Math.log1p;
import static java.lang.Math.pow;
import static jdistlib.math.MathFunctions.logspace_sub;
import jdistlib.generic.GenericDistribution;
import jdistlib.rng.RandomEngine;
/**
* Kumaraswamy distribution
* @author Roby Joehanes
*
*/
public class Kumaraswamy extends GenericDistribution {
public static final double density(double x, double a, double b, boolean give_log) {
if (a <= 0 || b <= 0) return Double.NaN;
if (x < 0 || x > 1) return 0;
x = log(a) + log(b) + (a - 1) * log(x) + (b - 1) * log1p(-pow(x, a));
return give_log ? x : exp(x);
}
public static final double cumulative(double x, double a, double b, boolean lower_tail, boolean log_p) {
if (a <= 0 || b <= 0) return Double.NaN;
if (x < 0) return 0;
if (x > 1) return 1;
x = b * log1p(-pow(x, a));
return log_p ? (lower_tail ? logspace_sub(0, x) : x) : (lower_tail ? 1 - exp(x) : x);
}
public static final double quantile(double p, double a, double b, boolean lower_tail, boolean log_p) {
if (a <= 0 || b <= 0) return Double.NaN;
if (log_p) {
if (p > 0) return Double.NaN;
if (p == 0) return lower_tail ? 1 : 0;
if (p == Double.NEGATIVE_INFINITY) return lower_tail ? 0 : 1;
} else {
if (p < 0 || p > 1) return Double.NaN;
if (p == 0) return lower_tail ? 0 : 1;
if (p == 1) return lower_tail ? 1 : 0;
}
if (log_p) p = exp(p);
return !lower_tail ? pow(1-pow(1-p, 1.0/b), 1.0/a) : pow(1-pow(p, 1.0/b), 1.0/a);
}
public static final double random(double a, double b, RandomEngine random) {
if (a <= 0 || b <= 0) return Double.NaN;
double u1 = random.nextDouble();
u1 = (int) (134217728 * u1) + random.nextDouble();
u1 = pow(1-pow(u1 / 134217728, 1.0/b), 1.0/a);
return u1;
}
public static final double[] random(int n, double a, double b, RandomEngine random) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random(a, b, random);
return rand;
}
protected double a, b;
public Kumaraswamy(double a, double b) {
this.a = a; this.b = b;
}
@Override
public double density(double x, boolean log) {
return density((int) x, a, b, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
return cumulative((int) p, a, b, lower_tail, log_p);
}
@Override
public double quantile(double q, boolean lower_tail, boolean log_p) {
return quantile(q, a, b, lower_tail, log_p);
}
@Override
public double random() {
return random(a, b, random);
}
}
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