LaplaceDistribution.java
- /*
- * Licensed to the Apache Software Foundation (ASF) under one or more
- * contributor license agreements. See the NOTICE file distributed with
- * this work for additional information regarding copyright ownership.
- * The ASF licenses this file to You under the Apache License, Version 2.0
- * (the "License"); you may not use this file except in compliance with
- * the License. You may obtain a copy of the License at
- *
- * http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- */
- package org.apache.commons.math3.distribution;
- import org.apache.commons.math3.exception.NotStrictlyPositiveException;
- import org.apache.commons.math3.exception.OutOfRangeException;
- import org.apache.commons.math3.exception.util.LocalizedFormats;
- import org.apache.commons.math3.random.RandomGenerator;
- import org.apache.commons.math3.random.Well19937c;
- import org.apache.commons.math3.util.FastMath;
- /**
- * This class implements the Laplace distribution.
- *
- * @see <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution (Wikipedia)</a>
- *
- * @since 3.4
- */
- public class LaplaceDistribution extends AbstractRealDistribution {
- /** Serializable version identifier. */
- private static final long serialVersionUID = 20141003;
- /** The location parameter. */
- private final double mu;
- /** The scale parameter. */
- private final double beta;
- /**
- * Build a new instance.
- * <p>
- * <b>Note:</b> this constructor will implicitly create an instance of
- * {@link Well19937c} as random generator to be used for sampling only (see
- * {@link #sample()} and {@link #sample(int)}). In case no sampling is
- * needed for the created distribution, it is advised to pass {@code null}
- * as random generator via the appropriate constructors to avoid the
- * additional initialisation overhead.
- *
- * @param mu location parameter
- * @param beta scale parameter (must be positive)
- * @throws NotStrictlyPositiveException if {@code beta <= 0}
- */
- public LaplaceDistribution(double mu, double beta) {
- this(new Well19937c(), mu, beta);
- }
- /**
- * Build a new instance.
- *
- * @param rng Random number generator
- * @param mu location parameter
- * @param beta scale parameter (must be positive)
- * @throws NotStrictlyPositiveException if {@code beta <= 0}
- */
- public LaplaceDistribution(RandomGenerator rng, double mu, double beta) {
- super(rng);
- if (beta <= 0.0) {
- throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, beta);
- }
- this.mu = mu;
- this.beta = beta;
- }
- /**
- * Access the location parameter, {@code mu}.
- *
- * @return the location parameter.
- */
- public double getLocation() {
- return mu;
- }
- /**
- * Access the scale parameter, {@code beta}.
- *
- * @return the scale parameter.
- */
- public double getScale() {
- return beta;
- }
- /** {@inheritDoc} */
- public double density(double x) {
- return FastMath.exp(-FastMath.abs(x - mu) / beta) / (2.0 * beta);
- }
- /** {@inheritDoc} */
- public double cumulativeProbability(double x) {
- if (x <= mu) {
- return FastMath.exp((x - mu) / beta) / 2.0;
- } else {
- return 1.0 - FastMath.exp((mu - x) / beta) / 2.0;
- }
- }
- @Override
- public double inverseCumulativeProbability(double p) throws OutOfRangeException {
- if (p < 0.0 || p > 1.0) {
- throw new OutOfRangeException(p, 0.0, 1.0);
- } else if (p == 0) {
- return Double.NEGATIVE_INFINITY;
- } else if (p == 1) {
- return Double.POSITIVE_INFINITY;
- }
- double x = (p > 0.5) ? -Math.log(2.0 - 2.0 * p) : Math.log(2.0 * p);
- return mu + beta * x;
- }
- /** {@inheritDoc} */
- public double getNumericalMean() {
- return mu;
- }
- /** {@inheritDoc} */
- public double getNumericalVariance() {
- return 2.0 * beta * beta;
- }
- /** {@inheritDoc} */
- public double getSupportLowerBound() {
- return Double.NEGATIVE_INFINITY;
- }
- /** {@inheritDoc} */
- public double getSupportUpperBound() {
- return Double.POSITIVE_INFINITY;
- }
- /** {@inheritDoc} */
- public boolean isSupportLowerBoundInclusive() {
- return false;
- }
- /** {@inheritDoc} */
- public boolean isSupportUpperBoundInclusive() {
- return false;
- }
- /** {@inheritDoc} */
- public boolean isSupportConnected() {
- return true;
- }
- }