/*
 *  Mathlib : A C Library of Special Functions
 *  Copyright (C) 1998   Ross Ihaka
 *  Copyright (C) 2000-9 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/
 */
package jdistlib;

import static java.lang.Math.*;
import static jdistlib.math.Constants.*;
import jdistlib.generic.GenericDistribution;
import jdistlib.math.MathFunctions;
import jdistlib.rng.RandomEngine;

public class LogNormal extends GenericDistribution{
	public static final double density(double x, double meanlog, double sdlog, boolean give_log) {
		double y;
		if (Double.isNaN(x) || Double.isNaN(meanlog) || Double.isNaN(sdlog)) return x + meanlog + sdlog;
		if(sdlog <= 0) {
			if(sdlog < 0) return Double.NaN;
			// sdlog == 0 :
			return (log(x) == meanlog) ? Double.POSITIVE_INFINITY : (give_log ? Double.NEGATIVE_INFINITY : 0.);
		}

		if(x <= 0) return (give_log ? Double.NEGATIVE_INFINITY : 0.);
		y = (log(x) - meanlog) / sdlog;
		return (give_log ?
				-(M_LN_SQRT_2PI   + 0.5 * y * y + log(x * sdlog)) :
					M_1_SQRT_2PI * exp(-0.5 * y * y)  /	 (x * sdlog));
		/* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */
	}

	public static final double cumulative(double x, double meanlog, double sdlog, boolean lower_tail, boolean log_p) {
		if (Double.isNaN(x) || Double.isNaN(meanlog) || Double.isNaN(sdlog)) return x + meanlog + sdlog;
		if(sdlog < 0) return Double.NaN;
		if (x > 0) return Normal.cumulative(log(x), meanlog, sdlog, lower_tail, log_p);
		// return R_DT_0;
		return (lower_tail ? (log_p ? Double.NEGATIVE_INFINITY : 0.) : (log_p ? 0. : 1.));
	}

	public static final double quantile(double p, double meanlog, double sdlog, boolean lower_tail, boolean log_p) {
		if (Double.isNaN(p) || Double.isNaN(meanlog) || Double.isNaN(sdlog)) return p + meanlog + sdlog;
		//R_Q_P01_boundaries(p, 0, ML_POSINF);
		if (log_p) {
			if(p > 0)
				return Double.NaN;
			if(p == 0) /* upper bound*/
				return lower_tail ? Double.POSITIVE_INFINITY : 0;
			if(p == Double.NEGATIVE_INFINITY)
				return lower_tail ? 0 : Double.POSITIVE_INFINITY;
		}
		else { /* !log_p */
			if(p < 0 || p > 1)
				return Double.NaN;
			if(p == 0)
				return lower_tail ? 0 : Double.POSITIVE_INFINITY;
			if(p == 1)
				return lower_tail ? Double.POSITIVE_INFINITY : 0;
		}
		return exp(Normal.quantile(p, meanlog, sdlog, lower_tail, log_p));
	}

	public static final double random(double meanlog, double sdlog, RandomEngine random) {
		if(Double.isNaN(meanlog) || MathFunctions.isInfinite(sdlog) || sdlog < 0.) return Double.NaN;
		return exp(Normal.random(meanlog, sdlog, random));
	}

	public static final double[] random(int n, double meanlog, double sdlog, RandomEngine random) {
		double[] rand = new double[n];
		for (int i = 0; i < n; i++)
			rand[i] = random(meanlog, sdlog, random);
		return rand;
	}

	protected double meanlog, sdlog;

	/**
	 * Constructor for standard Logistic (location = 0, scale = 1)
	 */
	public LogNormal() {
		this(0, 1);
	}

	public LogNormal(double meanlog, double sdlog) {
		this.meanlog = meanlog; this.sdlog = sdlog;
	}

	@Override
	public double density(double x, boolean log) {
		return density(x, meanlog, sdlog, log);
	}

	@Override
	public double cumulative(double p, boolean lower_tail, boolean log_p) {
		return cumulative(p, meanlog, sdlog, lower_tail, log_p);
	}

	@Override
	public double quantile(double q, boolean lower_tail, boolean log_p) {
		return quantile(q, meanlog, sdlog, lower_tail, log_p);
	}

	@Override
	public double random() {
		return random(meanlog, sdlog, random);
	}
}

 

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