UniformRealDistribution.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.NumberIsTooLargeException;
- 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;
- /**
- * Implementation of the uniform real distribution.
- *
- * @see <a href="http://en.wikipedia.org/wiki/Uniform_distribution_(continuous)"
- * >Uniform distribution (continuous), at Wikipedia</a>
- *
- * @since 3.0
- */
- public class UniformRealDistribution extends AbstractRealDistribution {
- /** Default inverse cumulative probability accuracy.
- * @deprecated as of 3.2 not used anymore, will be removed in 4.0
- */
- @Deprecated
- public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
- /** Serializable version identifier. */
- private static final long serialVersionUID = 20120109L;
- /** Lower bound of this distribution (inclusive). */
- private final double lower;
- /** Upper bound of this distribution (exclusive). */
- private final double upper;
- /**
- * Create a standard uniform real distribution with lower bound (inclusive)
- * equal to zero and upper bound (exclusive) equal to one.
- * <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.
- */
- public UniformRealDistribution() {
- this(0, 1);
- }
- /**
- * Create a uniform real distribution using the given lower and upper
- * bounds.
- * <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 lower Lower bound of this distribution (inclusive).
- * @param upper Upper bound of this distribution (exclusive).
- * @throws NumberIsTooLargeException if {@code lower >= upper}.
- */
- public UniformRealDistribution(double lower, double upper)
- throws NumberIsTooLargeException {
- this(new Well19937c(), lower, upper);
- }
- /**
- * Create a uniform distribution.
- *
- * @param lower Lower bound of this distribution (inclusive).
- * @param upper Upper bound of this distribution (exclusive).
- * @param inverseCumAccuracy Inverse cumulative probability accuracy.
- * @throws NumberIsTooLargeException if {@code lower >= upper}.
- * @deprecated as of 3.2, inverse CDF is now calculated analytically, use
- * {@link #UniformRealDistribution(double, double)} instead.
- */
- @Deprecated
- public UniformRealDistribution(double lower, double upper, double inverseCumAccuracy)
- throws NumberIsTooLargeException {
- this(new Well19937c(), lower, upper);
- }
- /**
- * Creates a uniform distribution.
- *
- * @param rng Random number generator.
- * @param lower Lower bound of this distribution (inclusive).
- * @param upper Upper bound of this distribution (exclusive).
- * @param inverseCumAccuracy Inverse cumulative probability accuracy.
- * @throws NumberIsTooLargeException if {@code lower >= upper}.
- * @since 3.1
- * @deprecated as of 3.2, inverse CDF is now calculated analytically, use
- * {@link #UniformRealDistribution(RandomGenerator, double, double)}
- * instead.
- */
- @Deprecated
- public UniformRealDistribution(RandomGenerator rng,
- double lower,
- double upper,
- double inverseCumAccuracy){
- this(rng, lower, upper);
- }
- /**
- * Creates a uniform distribution.
- *
- * @param rng Random number generator.
- * @param lower Lower bound of this distribution (inclusive).
- * @param upper Upper bound of this distribution (exclusive).
- * @throws NumberIsTooLargeException if {@code lower >= upper}.
- * @since 3.1
- */
- public UniformRealDistribution(RandomGenerator rng,
- double lower,
- double upper)
- throws NumberIsTooLargeException {
- super(rng);
- if (lower >= upper) {
- throw new NumberIsTooLargeException(
- LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
- lower, upper, false);
- }
- this.lower = lower;
- this.upper = upper;
- }
- /** {@inheritDoc} */
- public double density(double x) {
- if (x < lower || x > upper) {
- return 0.0;
- }
- return 1 / (upper - lower);
- }
- /** {@inheritDoc} */
- public double cumulativeProbability(double x) {
- if (x <= lower) {
- return 0;
- }
- if (x >= upper) {
- return 1;
- }
- return (x - lower) / (upper - lower);
- }
- @Override
- public double inverseCumulativeProbability(final double p)
- throws OutOfRangeException {
- if (p < 0.0 || p > 1.0) {
- throw new OutOfRangeException(p, 0, 1);
- }
- return p * (upper - lower) + lower;
- }
- /**
- * {@inheritDoc}
- *
- * For lower bound {@code lower} and upper bound {@code upper}, the mean is
- * {@code 0.5 * (lower + upper)}.
- */
- public double getNumericalMean() {
- return 0.5 * (lower + upper);
- }
- /**
- * {@inheritDoc}
- *
- * For lower bound {@code lower} and upper bound {@code upper}, the
- * variance is {@code (upper - lower)^2 / 12}.
- */
- public double getNumericalVariance() {
- double ul = upper - lower;
- return ul * ul / 12;
- }
- /**
- * {@inheritDoc}
- *
- * The lower bound of the support is equal to the lower bound parameter
- * of the distribution.
- *
- * @return lower bound of the support
- */
- public double getSupportLowerBound() {
- return lower;
- }
- /**
- * {@inheritDoc}
- *
- * The upper bound of the support is equal to the upper bound parameter
- * of the distribution.
- *
- * @return upper bound of the support
- */
- public double getSupportUpperBound() {
- return upper;
- }
- /** {@inheritDoc} */
- public boolean isSupportLowerBoundInclusive() {
- return true;
- }
- /** {@inheritDoc} */
- public boolean isSupportUpperBoundInclusive() {
- return true;
- }
- /**
- * {@inheritDoc}
- *
- * The support of this distribution is connected.
- *
- * @return {@code true}
- */
- public boolean isSupportConnected() {
- return true;
- }
- /** {@inheritDoc} */
- @Override
- public double sample() {
- final double u = random.nextDouble();
- return u * upper + (1 - u) * lower;
- }
- }