LogisticDistribution.java

  1. /*
  2.  * Licensed to the Apache Software Foundation (ASF) under one or more
  3.  * contributor license agreements.  See the NOTICE file distributed with
  4.  * this work for additional information regarding copyright ownership.
  5.  * The ASF licenses this file to You under the Apache License, Version 2.0
  6.  * (the "License"); you may not use this file except in compliance with
  7.  * the License.  You may obtain a copy of the License at
  8.  *
  9.  *      http://www.apache.org/licenses/LICENSE-2.0
  10.  *
  11.  * Unless required by applicable law or agreed to in writing, software
  12.  * distributed under the License is distributed on an "AS IS" BASIS,
  13.  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  14.  * See the License for the specific language governing permissions and
  15.  * limitations under the License.
  16.  */
  17. package org.apache.commons.math3.distribution;

  19. import org.apache.commons.math3.exception.NotStrictlyPositiveException;
  20. import org.apache.commons.math3.exception.OutOfRangeException;
  21. import org.apache.commons.math3.exception.util.LocalizedFormats;
  22. import org.apache.commons.math3.random.RandomGenerator;
  23. import org.apache.commons.math3.random.Well19937c;
  24. import org.apache.commons.math3.util.FastMath;
  25. import org.apache.commons.math3.util.MathUtils;

  27. /**
  28.  * This class implements the Logistic distribution.
  29.  *
  30.  * @see <a href="http://en.wikipedia.org/wiki/Logistic_distribution">Logistic Distribution (Wikipedia)</a>
  31.  * @see <a href="http://mathworld.wolfram.com/LogisticDistribution.html">Logistic Distribution (Mathworld)</a>
  32.  *
  33.  * @since 3.4
  34.  */
  35. public class LogisticDistribution extends AbstractRealDistribution {

  37.     /** Serializable version identifier. */
  38.     private static final long serialVersionUID = 20141003;

  40.     /** The location parameter. */
  41.     private final double mu;
  42.     /** The scale parameter. */
  43.     private final double s;

  45.     /**
  46.      * Build a new instance.
  47.      * <p>
  48.      * <b>Note:</b> this constructor will implicitly create an instance of
  49.      * {@link Well19937c} as random generator to be used for sampling only (see
  50.      * {@link #sample()} and {@link #sample(int)}). In case no sampling is
  51.      * needed for the created distribution, it is advised to pass {@code null}
  52.      * as random generator via the appropriate constructors to avoid the
  53.      * additional initialisation overhead.
  54.      *
  55.      * @param mu location parameter
  56.      * @param s scale parameter (must be positive)
  57.      * @throws NotStrictlyPositiveException if {@code beta <= 0}
  58.      */
  59.     public LogisticDistribution(double mu, double s) {
  60.         this(new Well19937c(), mu, s);
  61.     }

  63.     /**
  64.      * Build a new instance.
  65.      *
  66.      * @param rng Random number generator
  67.      * @param mu location parameter
  68.      * @param s scale parameter (must be positive)
  69.      * @throws NotStrictlyPositiveException if {@code beta <= 0}
  70.      */
  71.     public LogisticDistribution(RandomGenerator rng, double mu, double s) {
  72.         super(rng);

  74.         if (s <= 0.0) {
  75.             throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, s);
  76.         }

  78.         this.mu = mu;
  79.         this.s = s;
  80.     }

  82.     /**
  83.      * Access the location parameter, {@code mu}.
  84.      *
  85.      * @return the location parameter.
  86.      */
  87.     public double getLocation() {
  88.         return mu;
  89.     }

  91.     /**
  92.      * Access the scale parameter, {@code s}.
  93.      *
  94.      * @return the scale parameter.
  95.      */
  96.     public double getScale() {
  97.         return s;
  98.     }

  100.     /** {@inheritDoc} */
  101.     public double density(double x) {
  102.         double z = (x - mu) / s;
  103.         double v = FastMath.exp(-z);
  104.         return 1 / s * v / ((1.0 + v) * (1.0 + v));
  105.     }

  107.     /** {@inheritDoc} */
  108.     public double cumulativeProbability(double x) {
  109.         double z = 1 / s * (x - mu);
  110.         return 1.0 / (1.0 + FastMath.exp(-z));
  111.     }

  113.     @Override
  114.     public double inverseCumulativeProbability(double p) throws OutOfRangeException {
  115.         if (p < 0.0 || p > 1.0) {
  116.             throw new OutOfRangeException(p, 0.0, 1.0);
  117.         } else if (p == 0) {
  118.             return 0.0;
  119.         } else if (p == 1) {
  120.             return Double.POSITIVE_INFINITY;
  121.         }
  122.         return s * Math.log(p / (1.0 - p)) + mu;
  123.     }

  125.     /** {@inheritDoc} */
  126.     public double getNumericalMean() {
  127.         return mu;
  128.     }

  130.     /** {@inheritDoc} */
  131.     public double getNumericalVariance() {
  132.         return (MathUtils.PI_SQUARED / 3.0) * (1.0 / (s * s));
  133.     }

  135.     /** {@inheritDoc} */
  136.     public double getSupportLowerBound() {
  137.         return Double.NEGATIVE_INFINITY;
  138.     }

  140.     /** {@inheritDoc} */
  141.     public double getSupportUpperBound() {
  142.         return Double.POSITIVE_INFINITY;
  143.     }

  145.     /** {@inheritDoc} */
  146.     public boolean isSupportLowerBoundInclusive() {
  147.         return false;
  148.     }

  150.     /** {@inheritDoc} */
  151.     public boolean isSupportUpperBoundInclusive() {
  152.         return false;
  153.     }

  155.     /** {@inheritDoc} */
  156.     public boolean isSupportConnected() {
  157.         return true;
  158.     }

  160. }
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