/*
* 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; version 3 of the License.
*
* 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.evd;
import jdistlib.Beta;
import jdistlib.generic.GenericDistribution;
import jdistlib.math.MathFunctions;
import jdistlib.rng.RandomEngine;
import static java.lang.Math.*;
/**
* Extreme distribution.
* Taken from EVD package of R
*
*/
public class Extreme extends GenericDistribution {
public static final double density(double x, GenericDistribution dist, int mlen, boolean largest, boolean log) {
if (mlen <= 0)
return Double.NaN;
double dens = dist.density(x, true);
if (MathFunctions.isInfinite(dens))
return Double.NEGATIVE_INFINITY;
double cum = dist.cumulative(x, true, log);
if (!largest) cum = 1 - cum;
cum = (mlen - 1) * log(cum);
x = log(mlen) + dens + cum;
return !log ? exp(x) : x;
}
public static final double cumulative(double q, GenericDistribution dist, int mlen, boolean largest, boolean lower_tail) {
if (mlen <= 0)
return Double.NaN;
double distn = dist.cumulative(q, lower_tail, false);
if (!largest) distn = 1 - distn;
q = pow(distn, mlen);
return largest != lower_tail ? 1 - q : q;
}
public static final double quantile(double p, GenericDistribution dist, int mlen, boolean largest, boolean lower_tail) {
if (mlen <= 0)
return Double.NaN;
if (!lower_tail) p = 1 - p;
return largest ? dist.quantile(pow(p, 1.0/mlen), lower_tail, false)
: dist.quantile(1-pow(1-p, 1.0/mlen), lower_tail, false);
}
public static final double random(GenericDistribution dist, int mlen, boolean largest, RandomEngine random) {
return largest ?
dist.quantile(Beta.random(mlen, 1, random), true, false) :
dist.quantile(Beta.random(1, mlen, random), true, false);
}
public static final double[] random(int n, GenericDistribution dist, int mlen, boolean largest, RandomEngine random) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random(dist, mlen, largest, random);
return rand;
}
protected int mlen;
protected boolean largest;
protected GenericDistribution dist;
public Extreme(GenericDistribution dist, int mlen, boolean largest) {
this.dist = dist; this.mlen = mlen; this.largest = largest;
}
@Override
public double density(double x, boolean log) {
return density(x, dist, mlen, largest, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
p = cumulative(p, dist, mlen, largest, lower_tail);
return log_p ? log(p) : p;
}
@Override
public double quantile(double q, boolean lower_tail, boolean log_p) {
if (log_p) q = exp(q);
return quantile(q, dist, mlen, largest, lower_tail);
}
@Override
public double random() {
return random(dist, mlen, largest, random);
}
}
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