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Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogLogisticDistribution.java')
-rw-r--r-- | src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogLogisticDistribution.java | 137 |
1 files changed, 137 insertions, 0 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogLogisticDistribution.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogLogisticDistribution.java new file mode 100644 index 00000000..cb75561d --- /dev/null +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/LogLogisticDistribution.java @@ -0,0 +1,137 @@ +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; + +/** + * Log-Logistic distribution also known as Fisk distribution. + * + * @author Erich Schubert + */ +public class LogLogisticDistribution implements Distribution { + /** + * Parameters: scale and shape + */ + double scale, shape; + + /** + * Random number generator + */ + Random random; + + /** + * Constructor. + * + * @param scale Scale + * @param shape Shape + */ + public LogLogisticDistribution(double scale, double shape) { + this(scale, shape, null); + } + + /** + * Constructor. + * + * @param scale Scale + * @param shape Shape + * @param random Random number generator + */ + public LogLogisticDistribution(double scale, double shape, Random random) { + super(); + this.scale = scale; + this.shape = shape; + this.random = random; + } + + /** + * Probability density function. + * + * @param val Value + * @param scale Scale + * @param shape Shape + * @return PDF + */ + public static double pdf(double val, double scale, double shape) { + if(val < 0) { + return 0; + } + val = Math.abs(val / scale); + double f = shape / scale * Math.pow(val, shape - 1.); + double d = 1. + Math.pow(val, shape); + return f / (d * d); + } + + @Override + public double pdf(double val) { + return pdf(val, scale, shape); + } + + /** + * Cumulative density function. + * + * @param val Value + * @param scale Scale + * @param shape Shape + * @return CDF + */ + public static double cdf(double val, double scale, double shape) { + if(val < 0) { + return 0; + } + return 1. / (1. + Math.pow(val / scale, -shape)); + } + + @Override + public double cdf(double val) { + return cdf(val, scale, shape); + } + + /** + * Quantile function. + * + * @param val Value + * @param scale Scale + * @param shape Shape + * @return Quantile + */ + public static double quantile(double val, double scale, double shape) { + return scale * Math.pow(val / (1. - val), 1. / shape); + } + + @Override + public double quantile(double val) { + return quantile(val, scale, shape); + } + + @Override + public double nextRandom() { + double u = random.nextDouble(); + return scale * Math.pow(u / (1. - u), 1. / shape); + } + + @Override + public String toString() { + return "LogLogisticDistribution(scale=" + scale + ", shape=" + shape + ")"; + } +} |