STK_Law_Uniform.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_Uniform.h"
#endif
 
//
namespace STK
{
namespace Law
{
 
#ifndef IS_RTKPP_LIB
 
/* Generate a pseudo Uniform random variate. */
Real Uniform::rand() const
{
  return ((range_ <= 1.) || (a_ <=1.)) ? a_ + range_ * generator.randUnif()
                                       : a_ * (1. + generator.randUnif()*range_/a_) ;
}
/* Give the value of the pdf at x.
 *  @param x a real value
 **/
Real Uniform::pdf( Real const& x) const
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a_)||(x > b_)) return 0.;
  return 1./range_;
}
/* Give the value of the log-pdf at x.
 *  @param x a real value
 **/
Real Uniform::lpdf( Real const& x) const
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a_)||(x > b_)) return -Arithmetic<Real>::infinity();
  return -std::log(range_);
}
/* The cumulative distribution function is
 * \f[
 *  F(t; a,b)= \frac{t - a}{b-a}
 * \f]
 *  @param t a real value
 **/
Real Uniform::cdf( Real const& t) const
{
  if (!Arithmetic<Real>::isFinite(t) ) return t;
  if (t <= a_) return 0.;
  if (t >= b_) return 1.;
  return (b_ - t)/range_;
}
 
/* The inverse cumulative distribution function is
 * \f[
 * F^{-1}(p; \lambda) = p (b-a) + a.
 * \f]
 *  @param p a probability
 **/
Real Uniform::icdf( Real const& p) const
{
  // check parameter
  if ((p > 1.) || (p < 0.))
    STKDOMAIN_ERROR_1ARG(Exponential::icdf,p,invalid argument);
 
  if (!Arithmetic<Real>::isFinite(p) ) return p;
  if (p == 1.) return b_;
  if (p == 0.) return a_;
  return a_ + p * range_;
}
 
/* Generate a pseudo Uniform random variate with the specified
 *  parameter.
 *  @param scale the scale of the distribution
 **/
Real Uniform::rand( Real const& a, Real const& b)
{
  return( (b-a <= 1.) ? a + (b-a) * generator.randUnif()
                      : a + generator.rand(b-a));
}
/* Give the value of the pdf at x.
 *  @param x a real value
 *  @param scale the scale of the distribution
 **/
Real Uniform::pdf( Real const& x, Real const& a, Real const& b)
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a)||(x > b)) return 0.;
  return 1./(b-a);
}
/* Give the value of the log-pdf at x.
 *  @param x a real value
 *  @param scale the scale of the distribution
 **/
Real Uniform::lpdf( Real const& x, Real const& a, Real const& b)
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a)||(x > b)) return -Arithmetic<Real>::infinity();
  return -std::log(b-a);
}
 
Real Uniform::cdf(const Real& t, const Real& a, const Real& b)
{ return (b - t)/(b-a);}
 
 
Real Uniform::icdf(const Real& p, const Real& a, const Real& b)
{ return std::max(a,std::min((1.-p) * a + p * b, b));}
 
#endif /* !IS_RTKPP_LIB */
 
} // namespace Law
 
} // namespace STK