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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) 2014
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.random.RandomFactory;
import de.lmu.ifi.dbs.elki.utilities.exceptions.ExceptionMessages;
import de.lmu.ifi.dbs.elki.utilities.exceptions.NotImplementedException;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.DoubleParameter;
/**
* Chi distribution.
*
* @author Erich Schubert
*
* @apiviz.composedOf ChiSquaredDistribution
*/
public class ChiDistribution extends AbstractDistribution {
/**
* Degrees of freedom. Usually integer.
*/
private double dof;
/**
* Chi squared distribution (for random generation)
*/
private ChiSquaredDistribution chisq;
/**
* Constructor.
*
* @param dof Degrees of freedom. Usually integer.
*/
public ChiDistribution(double dof) {
this(dof, (Random) null);
}
/**
* Constructor.
*
* @param dof Degrees of freedom. Usually integer.
* @param random Random number generator.
*/
public ChiDistribution(double dof, Random random) {
super(random);
this.dof = dof;
this.chisq = new ChiSquaredDistribution(dof, random);
}
/**
* Constructor.
*
* @param dof Degrees of freedom. Usually integer.
* @param random Random number generator.
*/
public ChiDistribution(double dof, RandomFactory random) {
super(random);
this.dof = dof;
this.chisq = new ChiSquaredDistribution(dof, random);
}
@Override
public double nextRandom() {
return Math.sqrt(chisq.nextRandom());
}
@Override
public double pdf(double val) {
return pdf(val, dof);
}
/**
* PDF function
*
* @param val Value
* @param dof Degrees of freedom
* @return Pdf value
*/
public static double pdf(double val, double dof) {
if (val < 0) {
return 0.0;
}
return Math.sqrt(ChiSquaredDistribution.pdf(val, dof));
}
@Override
public double cdf(double val) {
return cdf(val, dof);
}
/**
* Cumulative density function.
*
* @param val Value
* @param dof Degrees of freedom.
* @return CDF value
*/
public static double cdf(double val, double dof) {
return GammaDistribution.regularizedGammaP(dof * .5, val * val * .5);
}
// FIXME: implement!
@Override
public double quantile(double val) {
throw new NotImplementedException(ExceptionMessages.UNSUPPORTED_NOT_YET);
}
@Override
public String toString() {
return "ChiDistribution(dof=" + dof + ")";
}
/**
* Parameterization class
*
* @author Erich Schubert
*
* @apiviz.exclude
*/
public static class Parameterizer extends AbstractDistribution.Parameterizer {
/** Parameters. */
double dof;
@Override
protected void makeOptions(Parameterization config) {
super.makeOptions(config);
DoubleParameter dofP = new DoubleParameter(ChiSquaredDistribution.Parameterizer.DOF_ID);
if (config.grab(dofP)) {
dof = dofP.doubleValue();
}
}
@Override
protected ChiDistribution makeInstance() {
return new ChiDistribution(dof, rnd);
}
}
}
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