/*
* 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 jdistlib.generic.GenericDistribution;
import jdistlib.math.MathFunctions;
import jdistlib.rng.RandomEngine;
public class Uniform extends GenericDistribution {
public static final double density(double x, double a, double b, boolean give_log) {
if (Double.isNaN(x) || Double.isNaN(a) || Double.isNaN(b)) return x + a + b;
if (b <= a) return Double.NaN;
if (a <= x && x <= b) return give_log ? -log(b - a) : 1. / (b - a);
return (give_log ? Double.NEGATIVE_INFINITY : 0.);
}
public static final double cumulative(double x, double a, double b, boolean lower_tail, boolean log_p) {
if (Double.isNaN(x) || Double.isNaN(a) || Double.isNaN(b)) return x + a + b;
if (b < a || MathFunctions.isInfinite(a) || MathFunctions.isInfinite(b)) return Double.NaN;
if (x >= b) return (lower_tail ? (log_p ? 0. : 1.) : (log_p ? Double.NEGATIVE_INFINITY : 0.));
if (x <= a) return (lower_tail ? (log_p ? Double.NEGATIVE_INFINITY : 0.) : (log_p ? 0. : 1.));
if (lower_tail) {
x = (x - a) / (b - a);
return (log_p ? log(x) : (x));
}
x = (b - x) / (b - a);
return (log_p ? log(x) : (x));
}
public static final double quantile(double p, double a, double b, boolean lower_tail, boolean log_p) {
if (Double.isNaN(p) || Double.isNaN(a) || Double.isNaN(b)) return p + a + b;
//R_Q_P01_check(p);
if ((log_p && p > 0) || (!log_p && (p < 0 || p > 1)) ) return Double.NaN;
if (MathFunctions.isInfinite(a) || MathFunctions.isInfinite(b) || b < a) return Double.NaN;
if (b == a) return a;
//return a + R_DT_qIv(p) * (b - a);
p = (log_p ? (lower_tail ? exp(p) : - expm1(p)) : (lower_tail ? (p) : (0.5 - (p) + 0.5)));
return a + p * (b - a);
}
public static final double random(double a, double b, RandomEngine random) {
if (MathFunctions.isInfinite(a) || MathFunctions.isInfinite(b) || b < a) return Double.NaN;
if (a == b)
return a;
else {
double u;
/* This is true of all builtin generators, but protect against user-supplied ones */
do {u = random.nextDouble();} while (u <= 0 || u >= 1);
return a + (b - a) * u;
}
}
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 Uniform(double a, double b)
{ this.a = a; this.b = b; }
@Override
public double density(double x, boolean log) {
return density(x, a, b, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
return cumulative(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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