/*
* 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 Logistic extends GenericDistribution {
public static final double density(double x, double location, double scale, boolean give_log) {
double e, f;
if (Double.isNaN(x) || Double.isNaN(location) || Double.isNaN(scale)) return x + location + scale;
if (scale <= 0.0) return Double.NaN;
x = abs((x - location) / scale);
e = exp(-x);
f = 1.0 + e;
return give_log ? -(x + log(scale * f * f)) : e / (scale * f * f);
}
/* Compute log(1 + exp(x)) without overflow (and fast for x > 18)
For the two cutoffs, consider
curve(log1p(exp(x)) - x, 33.1, 33.5, n=2^10)
curve(x+exp(-x) - log1p(exp(x)), 15, 25, n=2^11)
*/
private static final double log1pexp(double x) {
if(x <= 18.) return log1p(exp(x));
if(x > 33.3) return x;
// else: 18.0 < x <= 33.3 :
return x + exp(-x);
}
public static final double cumulative(double x, double location, double scale, boolean lower_tail, boolean log_p) {
if (Double.isNaN(x) || Double.isNaN(location) || Double.isNaN(scale)) return x + location + scale;
if (scale <= 0.0) return Double.NaN;
x = (x - location) / scale;
if (Double.isNaN(x)) return Double.NaN;
//R_P_bounds_Inf_01(x);
if(MathFunctions.isInfinite(x)) {
if (x > 0) return (lower_tail ? (log_p ? 0. : 1.) : (log_p ? Double.NEGATIVE_INFINITY : 0.));
/* x < 0 */return (lower_tail ? (log_p ? Double.NEGATIVE_INFINITY : 0.) : (log_p ? 0. : 1.));
}
return log_p ?
-log1pexp(lower_tail ? -x : x) :
1 / (1 + exp(lower_tail ? -x : x));
}
public static final double quantile(double p, double location, double scale, boolean lower_tail, boolean log_p) {
if (Double.isNaN(p) || Double.isNaN(location) || Double.isNaN(scale)) return p + location + scale;
//R_Q_P01_boundaries(p, ML_NEGINF, ML_POSINF);
if (log_p) {
if(p > 0)
return Double.NaN;
if(p == 0) /* upper bound*/
return lower_tail ? Double.POSITIVE_INFINITY : Double.NEGATIVE_INFINITY;
if(p == Double.NEGATIVE_INFINITY)
return lower_tail ? Double.NEGATIVE_INFINITY : Double.POSITIVE_INFINITY;
}
else { /* !log_p */
if(p < 0 || p > 1)
return Double.NaN;
if(p == 0)
return lower_tail ? Double.NEGATIVE_INFINITY : Double.POSITIVE_INFINITY;
if(p == 1)
return lower_tail ? Double.POSITIVE_INFINITY : Double.NEGATIVE_INFINITY;
}
if (scale < 0.) return Double.NaN;
if (scale == 0.) return location;
/* p := logit(p) = log( p / (1-p) ) : */
if(log_p) {
if(lower_tail)
//p = p - R_Log1_Exp(p);
p = p - ((p) > -M_LN2 ? log(-expm1(p)) : log1p(-exp(p)));
else
//p = R_Log1_Exp(p) - p;
p = ((p) > -M_LN2 ? log(-expm1(p)) : log1p(-exp(p))) - p;
}
else
p = log(lower_tail ? (p / (1. - p)) : ((1. - p) / p));
return location + scale * p;
}
public static final double random(double location, double scale, RandomEngine random) {
if (Double.isNaN(location) || MathFunctions.isInfinite(scale)) return Double.NaN;
if (scale == 0. || MathFunctions.isInfinite(location)) return location;
double u = random.nextDouble();
return location + scale * log(u / (1. - u));
}
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;
/**
* Constructor for standard Logistic (location = 0, scale = 1)
*/
public Logistic() {
this(0, 1);
}
public Logistic(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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