STK_Law_Exponential.cpp

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
 This program is free software; you can redistribute it and/or modify
 it under the terms of the GNU Lesser 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 Lesser General Public License for more details.
 
 You should have received a copy of the GNU Lesser General Public
 License along with this program; if not, write to the
 Free Software Foundation, Inc.,
 59 Temple Place,
 Suite 330,
 Boston, MA 02111-1307
 USA
 
 Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 */
 
/*
 * Project:  stkpp::STatistiK::Law
 * created on: 23 janv. 2013
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef IS_RTKPP_LIB
#include "../include/STK_Law_Exponential.h"
#endif
 
namespace STK
{
 
namespace Law
{
 
#ifndef IS_RTKPP_LIB
 
/*
 *  Generate a pseudo Exponential random variate.
 */
Real Exponential::rand() const
{  return Law::generator.randExp() * scale_;}
 
/*
 *  Give the value of the pdf at x.
 */
Real Exponential::pdf( Real const& x) const
{
  // NA value
  if (isNA(x)) return Arithmetic<Real>::NA();
  // trivial cases
  if (x<0) return 0.0;
  if (Arithmetic<Real>::isInfinite(x)) return 0.0;
  // compute result
  return std::exp(-x/scale_) / scale_;
}
 
/*
 * Give the value of the log-pdf at x.
 */
Real Exponential::lpdf( Real const& x) const
{
  // NA value
  if (isNA(x)) return Arithmetic<Real>::NA();
  // trivial cases
  if (x<0) return -Arithmetic<Real>::infinity();
  if (Arithmetic<Real>::isInfinite(x)) return -Arithmetic<Real>::infinity();
  // compute result
  return (-x / scale_) - std::log(scale_) ;
}
 
/*
 * The cumulative distribution function at t.
 */
Real Exponential::cdf( Real const& t) const
{
  // NA value
  if (isNA(t)) return Arithmetic<Real>::NA();
  // trivial cases
  if (t <= 0.) return 0.0;
  if (Arithmetic<Real>::isInfinite(t)) return 1.0; /* t= +inf */
 
  return 1.-exp(-t/scale_);
}
 
/*
 * The inverse cumulative distribution function at p.
 */
Real Exponential::icdf( Real const& p) const
{
  // check NA value
  if (isNA(p)) return Arithmetic<Real>::NA();
  // check parameter
  if ((p > 1.) || (p < 0.))
    STKDOMAIN_ERROR_1ARG(Exponential::icdf,p,invalid argument);
 // trivial cases
 if (p == 0.)  return 0.0;
 if (p == 1.)  return Arithmetic<Real>::infinity();
  // result
  return (- scale_ * log(1.-p));
}
 
/*
 *  Generate a pseudo Exponential random variate with the specified parameters.
 *  (static)
 */
Real Exponential::rand( Real const& scale)
{
  // check parameters
  if ( scale <= 0 )
    STKDOMAIN_ERROR_1ARG(Exponential::rand,scale,invalid argument);
  return generator.randExp() * scale;
}
 
/*
 *  Give the value of the pdf at x.
 */
Real Exponential::pdf( Real const& x, Real const& scale)
{
  // NA value
  if (isNA(x)) return Arithmetic<Real>::NA();
  // trivial cases
  if (x<0) return 0.0;
  if (Arithmetic<Real>::isInfinite(x)) return 0.0;
  // compute result
  return std::exp(-x/scale) / scale;
}
 
/*
 * Give the value of the log-pdf at x.
 */
Real Exponential::lpdf( Real const& x, Real const& scale)
{
  // NA value
  if (isNA(x)) return Arithmetic<Real>::NA();
  // trivial cases
  if (x<0) return -Arithmetic<Real>::infinity();
  if (Arithmetic<Real>::isInfinite(x)) return -Arithmetic<Real>::infinity();
  // compute result
  return (-x / scale) - std::log(scale) ;
}
 
/* Compute he cumulative distribution function
 *  @param t a real value
 *  @param scale the scale of the distribution
 **/
Real Exponential::cdf( Real const& t, Real const& scale)
{
  // NA value
  if (isNA(t)) return Arithmetic<Real>::NA();
  // trivial cases
  if (t <= 0.) return 0.0;
  if (Arithmetic<Real>::isInfinite(t)) return 1.0; /* t= +inf */
 
  return(1.-exp(-t/scale));
}
 
/* Compute rhe inverse cumulative distribution function
 *  @param p a probability
 *  @param scale the scale of the distribution
 **/
Real Exponential::icdf( Real const& p, Real const& scale)
{
  // check NA value
  if (isNA(p)) return Arithmetic<Real>::NA();
 
  // check parameter
  if ((p > 1.) || (p < 0.))
    STKDOMAIN_ERROR_1ARG(Exponential::icdf,p,invalid argument);
 // trivial cases
 if (p == 0.)  return 0.0;
 if (p == 1.)  return Arithmetic<Real>::infinity();
  // result
  return(- scale * log(1.-p));
}
#endif
 
} // namespace Law
 
} // namespace STK