Import Debian changes 0.6.0~beta2-1

elki (0.6.0~beta2-1) unstable; urgency=low

  * New upstream beta release.
  * 3DPC extension is not yet included.

1 files changed, 165 insertions, 0 deletions

diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogNormalDistribution.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogNormalDistribution.java
new file mode 100644
index 00000000..4c3d9aa0
--- /dev/null
+++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogNormalDistribution.java
@@ -0,0 +1,165 @@
+package de.lmu.ifi.dbs.elki.math.statistics.distribution;
+
+/*
+ This file is part of ELKI:
+ Environment for Developing KDD-Applications Supported by Index-Structures
+
+ Copyright (C) 2013
+ Ludwig-Maximilians-Universität München
+ Lehr- und Forschungseinheit für Datenbanksysteme
+ ELKI Development Team
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU Affero General Public License as published by
+ the Free Software Foundation, either version 3 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 Affero General Public License for more details.
+
+ You should have received a copy of the GNU Affero General Public License
+ along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+import java.util.Random;
+
+import de.lmu.ifi.dbs.elki.math.MathUtil;
+import de.lmu.ifi.dbs.elki.utilities.Alias;
+
+/**
+ * Log-Normal distribution.
+ * 
+ * The parameterization of this class is somewhere inbetween of GNU R and SciPy.
+ * Similar to GNU R we use the logmean and logstddev. Similar to Scipy, we also
+ * have a location parameter that shifts the distribution.
+ * 
+ * Our implementation maps to SciPy's as follows:
+ * <tt>scipy.stats.lognorm(logstddev, shift, math.exp(logmean))</tt>
+ * 
+ * @author Erich Schubert
+ */
+@Alias({ "lognormal" })
+public class LogNormalDistribution implements Distribution {
+  /**
+   * Mean value for the generator
+   */
+  private double logmean;
+
+  /**
+   * Standard deviation
+   */
+  private double logstddev;
+
+  /**
+   * Additional shift factor
+   */
+  private double shift = 0.;
+
+  /**
+   * The random generator.
+   */
+  private Random random;
+
+  /**
+   * Constructor for Log-Normal distribution
+   * 
+   * @param logmean Mean
+   * @param logstddev Standard Deviation
+   * @param shift Shifting offset
+   * @param random Random generator
+   */
+  public LogNormalDistribution(double logmean, double logstddev, double shift, Random random) {
+    super();
+    this.logmean = logmean;
+    this.logstddev = logstddev;
+    this.shift = shift;
+    this.random = random;
+  }
+
+  /**
+   * Constructor.
+   * 
+   * @param logmean Mean
+   * @param logstddev Standard deviation
+   * @param shift Shifting offset
+   */
+  public LogNormalDistribution(double logmean, double logstddev, double shift) {
+    this(logmean, logstddev, shift, null);
+  }
+
+  @Override
+  public double pdf(double val) {
+    return pdf(val - shift, logmean, logstddev);
+  }
+
+  @Override
+  public double cdf(double val) {
+    return cdf(val - shift, logmean, logstddev);
+  }
+
+  @Override
+  public double quantile(double val) {
+    return quantile(val, logmean, logstddev) + shift;
+  }
+
+  /**
+   * Probability density function of the normal distribution.
+   * 
+   * <pre>
+   * 1/(SQRT(2*pi)*sigma*x) * e^(-log(x-mu)^2/2sigma^2)
+   * </pre>
+   * 
+   * 
+   * @param x The value.
+   * @param mu The mean.
+   * @param sigma The standard deviation.
+   * @return PDF of the given normal distribution at x.
+   */
+  public static double pdf(double x, double mu, double sigma) {
+    if (x <= 0.) {
+      return 0.;
+    }
+    final double x_mu = Math.log(x) - mu;
+    final double sigmasq = sigma * sigma;
+    return 1 / (MathUtil.SQRTTWOPI * sigma * x) * Math.exp(-.5 * x_mu * x_mu / sigmasq);
+  }
+
+  /**
+   * Cumulative probability density function (CDF) of a normal distribution.
+   * 
+   * @param x value to evaluate CDF at
+   * @param mu Mean value
+   * @param sigma Standard deviation.
+   * @return The CDF of the given normal distribution at x.
+   */
+  public static double cdf(double x, double mu, double sigma) {
+    if (x <= 0.) {
+      return 0.;
+    }
+    return .5 * (1 + NormalDistribution.erf((Math.log(x) - mu) / (MathUtil.SQRT2 * sigma)));
+  }
+
+  /**
+   * Inverse cumulative probability density function (probit) of a normal
+   * distribution.
+   * 
+   * @param x value to evaluate probit function at
+   * @param mu Mean value
+   * @param sigma Standard deviation.
+   * @return The probit of the given normal distribution at x.
+   */
+  public static double quantile(double x, double mu, double sigma) {
+    return Math.exp(mu + sigma * NormalDistribution.standardNormalQuantile(x));
+  }
+
+  @Override
+  public double nextRandom() {
+    return Math.exp(logmean + random.nextGaussian() * logstddev) + shift;
+  }
+
+  @Override
+  public String toString() {
+    return "LogNormalDistribution(logmean=" + logmean + ", logstddev=" + logstddev + ", shift=" + shift + ")";
+  }
+}