/*
* 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.abs;
import static java.lang.Math.exp;
import static java.lang.Math.log;
import static java.lang.Math.signum;
import static jdistlib.math.Constants.M_LN2;
import jdistlib.generic.GenericDistribution;
import jdistlib.rng.RandomEngine;
/**
* Laplace distribution, from VGAM package
*
*/
public class Laplace extends GenericDistribution {
public static final double density(double x, double location, double scale, boolean give_log) {
if (Double.isNaN(location) || Double.isInfinite(scale)) return location + scale;
double v = -abs(x - location) / scale - M_LN2 - log(scale);
return give_log ? v : exp(v);
}
public static final double cumulative(double x, double location, double scale, boolean lower_tail, boolean log_p) {
if (Double.isNaN(location) || Double.isInfinite(scale)) return location + scale;
x = (x - location) / scale;
double p = x < 0 ? 0.5 * exp(x) : 1 - 0.5 * exp(-x);
if (!lower_tail) p = 1 - p;
if (log_p) p = log(p);
return p;
}
public static final double quantile(double p, double location, double scale, boolean lower_tail, boolean log_p) {
if (log_p) p = exp(p);
if (!lower_tail) p = 1 - p;
return location - signum(p-0.5) * scale * (M_LN2 + log(p < 0.5 ? p : 1 - p));
}
public static final double random(double location, double scale, RandomEngine random) {
double u1 = random.nextDouble();
u1 = ((int) (134217728 * u1) + random.nextDouble()) / 134217728;
return location - signum(u1-0.5) * scale * (M_LN2 + log(u1 < 0.5 ? u1 : 1 - u1));
}
public static final double[] random(int n, double location, double scale, RandomEngine random) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random(location, scale, random);
return rand;
}
protected double location, scale;
public Laplace(double location, double scale) {
this.location = location; this.scale = scale;
}
@Override
public double density(double x, boolean log) {
return density(x, location, scale, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
return cumulative(p, location, scale, lower_tail, log_p);
}
@Override
public double quantile(double q, boolean lower_tail, boolean log_p) {
return quantile(q, location, scale, lower_tail, log_p);
}
@Override
public double random() {
return random(location, scale, random);
}
}
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