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+/*
+ * 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.CombinatoricsUtils;
+import org.apache.commons.math3.util.FastMath;
+import org.apache.commons.math3.util.ResizableDoubleArray;
+
+/**
+ * Implementation of the exponential distribution.
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/Exponential_distribution">Exponential distribution
+ * (Wikipedia)</a>
+ * @see <a href="http://mathworld.wolfram.com/ExponentialDistribution.html">Exponential distribution
+ * (MathWorld)</a>
+ */
+public class ExponentialDistribution extends AbstractRealDistribution {
+ /**
+ * Default inverse cumulative probability accuracy.
+ *
+ * @since 2.1
+ */
+ public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
+
+ /** Serializable version identifier */
+ private static final long serialVersionUID = 2401296428283614780L;
+
+ /**
+ * Used when generating Exponential samples. Table containing the constants q_i = sum_{j=1}^i
+ * (ln 2)^j/j! = ln 2 + (ln 2)^2/2 + ... + (ln 2)^i/i! until the largest representable fraction
+ * below 1 is exceeded.
+ *
+ * <p>Note that 1 = 2 - 1 = exp(ln 2) - 1 = sum_{n=1}^infty (ln 2)^n / n! thus q_i -> 1 as i ->
+ * +inf, so the higher i, the closer to one we get (the series is not alternating).
+ *
+ * <p>By trying, n = 16 in Java is enough to reach 1.0.
+ */
+ private static final double[] EXPONENTIAL_SA_QI;
+
+ /** The mean of this distribution. */
+ private final double mean;
+
+ /** The logarithm of the mean, stored to reduce computing time. * */
+ private final double logMean;
+
+ /** Inverse cumulative probability accuracy. */
+ private final double solverAbsoluteAccuracy;
+
+ /** Initialize tables. */
+ static {
+ /** Filling EXPONENTIAL_SA_QI table. Note that we don't want qi = 0 in the table. */
+ final double LN2 = FastMath.log(2);
+ double qi = 0;
+ int i = 1;
+
+ /**
+ * ArithmeticUtils provides factorials up to 20, so let's use that limit together with
+ * Precision.EPSILON to generate the following code (a priori, we know that there will be 16
+ * elements, but it is better to not hardcode it).
+ */
+ final ResizableDoubleArray ra = new ResizableDoubleArray(20);
+
+ while (qi < 1) {
+ qi += FastMath.pow(LN2, i) / CombinatoricsUtils.factorial(i);
+ ra.addElement(qi);
+ ++i;
+ }
+
+ EXPONENTIAL_SA_QI = ra.getElements();
+ }
+
+ /**
+ * Create an exponential distribution with the given mean.
+ *
+ * <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 mean mean of this distribution.
+ */
+ public ExponentialDistribution(double mean) {
+ this(mean, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ }
+
+ /**
+ * Create an exponential distribution with the given mean.
+ *
+ * <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 mean Mean of this distribution.
+ * @param inverseCumAccuracy Maximum absolute error in inverse cumulative probability estimates
+ * (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}).
+ * @throws NotStrictlyPositiveException if {@code mean <= 0}.
+ * @since 2.1
+ */
+ public ExponentialDistribution(double mean, double inverseCumAccuracy) {
+ this(new Well19937c(), mean, inverseCumAccuracy);
+ }
+
+ /**
+ * Creates an exponential distribution.
+ *
+ * @param rng Random number generator.
+ * @param mean Mean of this distribution.
+ * @throws NotStrictlyPositiveException if {@code mean <= 0}.
+ * @since 3.3
+ */
+ public ExponentialDistribution(RandomGenerator rng, double mean)
+ throws NotStrictlyPositiveException {
+ this(rng, mean, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ }
+
+ /**
+ * Creates an exponential distribution.
+ *
+ * @param rng Random number generator.
+ * @param mean Mean of this distribution.
+ * @param inverseCumAccuracy Maximum absolute error in inverse cumulative probability estimates
+ * (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}).
+ * @throws NotStrictlyPositiveException if {@code mean <= 0}.
+ * @since 3.1
+ */
+ public ExponentialDistribution(RandomGenerator rng, double mean, double inverseCumAccuracy)
+ throws NotStrictlyPositiveException {
+ super(rng);
+
+ if (mean <= 0) {
+ throw new NotStrictlyPositiveException(LocalizedFormats.MEAN, mean);
+ }
+ this.mean = mean;
+ logMean = FastMath.log(mean);
+ solverAbsoluteAccuracy = inverseCumAccuracy;
+ }
+
+ /**
+ * Access the mean.
+ *
+ * @return the mean.
+ */
+ public double getMean() {
+ return mean;
+ }
+
+ /** {@inheritDoc} */
+ public double density(double x) {
+ final double logDensity = logDensity(x);
+ return logDensity == Double.NEGATIVE_INFINITY ? 0 : FastMath.exp(logDensity);
+ }
+
+ /** {@inheritDoc} * */
+ @Override
+ public double logDensity(double x) {
+ if (x < 0) {
+ return Double.NEGATIVE_INFINITY;
+ }
+ return -x / mean - logMean;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The implementation of this method is based on:
+ *
+ * <ul>
+ * <li><a href="http://mathworld.wolfram.com/ExponentialDistribution.html">Exponential
+ * Distribution</a>, equation (1).
+ * </ul>
+ */
+ public double cumulativeProbability(double x) {
+ double ret;
+ if (x <= 0.0) {
+ ret = 0.0;
+ } else {
+ ret = 1.0 - FastMath.exp(-x / mean);
+ }
+ return ret;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>Returns {@code 0} when {@code p= = 0} and {@code Double.POSITIVE_INFINITY} when {@code p
+ * == 1}.
+ */
+ @Override
+ public double inverseCumulativeProbability(double p) throws OutOfRangeException {
+ double ret;
+
+ if (p < 0.0 || p > 1.0) {
+ throw new OutOfRangeException(p, 0.0, 1.0);
+ } else if (p == 1.0) {
+ ret = Double.POSITIVE_INFINITY;
+ } else {
+ ret = -mean * FastMath.log(1.0 - p);
+ }
+
+ return ret;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p><strong>Algorithm Description</strong>: this implementation uses the <a
+ * href="http://www.jesus.ox.ac.uk/~clifford/a5/chap1/node5.html">Inversion Method</a> to
+ * generate exponentially distributed random values from uniform deviates.
+ *
+ * @return a random value.
+ * @since 2.2
+ */
+ @Override
+ public double sample() {
+ // Step 1:
+ double a = 0;
+ double u = random.nextDouble();
+
+ // Step 2 and 3:
+ while (u < 0.5) {
+ a += EXPONENTIAL_SA_QI[0];
+ u *= 2;
+ }
+
+ // Step 4 (now u >= 0.5):
+ u += u - 1;
+
+ // Step 5:
+ if (u <= EXPONENTIAL_SA_QI[0]) {
+ return mean * (a + u);
+ }
+
+ // Step 6:
+ int i = 0; // Should be 1, be we iterate before it in while using 0
+ double u2 = random.nextDouble();
+ double umin = u2;
+
+ // Step 7 and 8:
+ do {
+ ++i;
+ u2 = random.nextDouble();
+
+ if (u2 < umin) {
+ umin = u2;
+ }
+
+ // Step 8:
+ } while (u > EXPONENTIAL_SA_QI[i]); // Ensured to exit since EXPONENTIAL_SA_QI[MAX] = 1
+
+ return mean * (a + umin * EXPONENTIAL_SA_QI[0]);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected double getSolverAbsoluteAccuracy() {
+ return solverAbsoluteAccuracy;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For mean parameter {@code k}, the mean is {@code k}.
+ */
+ public double getNumericalMean() {
+ return getMean();
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For mean parameter {@code k}, the variance is {@code k^2}.
+ */
+ public double getNumericalVariance() {
+ final double m = getMean();
+ return m * m;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The lower bound of the support is always 0 no matter the mean parameter.
+ *
+ * @return lower bound of the support (always 0)
+ */
+ public double getSupportLowerBound() {
+ return 0;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The upper bound of the support is always positive infinity no matter the mean parameter.
+ *
+ * @return upper bound of the support (always Double.POSITIVE_INFINITY)
+ */
+ public double getSupportUpperBound() {
+ return Double.POSITIVE_INFINITY;
+ }
+
+ /** {@inheritDoc} */
+ public boolean isSupportLowerBoundInclusive() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ public boolean isSupportUpperBoundInclusive() {
+ return false;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+}