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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.FastMath;
+import org.apache.commons.math3.util.MathUtils;
+
+/**
+ * This class implements the Logistic distribution.
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/Logistic_distribution">Logistic Distribution
+ * (Wikipedia)</a>
+ * @see <a href="http://mathworld.wolfram.com/LogisticDistribution.html">Logistic Distribution
+ * (Mathworld)</a>
+ * @since 3.4
+ */
+public class LogisticDistribution extends AbstractRealDistribution {
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 20141003;
+
+ /** The location parameter. */
+ private final double mu;
+
+ /** The scale parameter. */
+ private final double s;
+
+ /**
+ * 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 s scale parameter (must be positive)
+ * @throws NotStrictlyPositiveException if {@code beta <= 0}
+ */
+ public LogisticDistribution(double mu, double s) {
+ this(new Well19937c(), mu, s);
+ }
+
+ /**
+ * Build a new instance.
+ *
+ * @param rng Random number generator
+ * @param mu location parameter
+ * @param s scale parameter (must be positive)
+ * @throws NotStrictlyPositiveException if {@code beta <= 0}
+ */
+ public LogisticDistribution(RandomGenerator rng, double mu, double s) {
+ super(rng);
+
+ if (s <= 0.0) {
+ throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, s);
+ }
+
+ this.mu = mu;
+ this.s = s;
+ }
+
+ /**
+ * Access the location parameter, {@code mu}.
+ *
+ * @return the location parameter.
+ */
+ public double getLocation() {
+ return mu;
+ }
+
+ /**
+ * Access the scale parameter, {@code s}.
+ *
+ * @return the scale parameter.
+ */
+ public double getScale() {
+ return s;
+ }
+
+ /** {@inheritDoc} */
+ public double density(double x) {
+ double z = (x - mu) / s;
+ double v = FastMath.exp(-z);
+ return 1 / s * v / ((1.0 + v) * (1.0 + v));
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(double x) {
+ double z = 1 / s * (x - mu);
+ return 1.0 / (1.0 + FastMath.exp(-z));
+ }
+
+ /** {@inheritDoc} */
+ @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 0.0;
+ } else if (p == 1) {
+ return Double.POSITIVE_INFINITY;
+ }
+ return s * Math.log(p / (1.0 - p)) + mu;
+ }
+
+ /** {@inheritDoc} */
+ public double getNumericalMean() {
+ return mu;
+ }
+
+ /** {@inheritDoc} */
+ public double getNumericalVariance() {
+ return (MathUtils.PI_SQUARED / 3.0) * (1.0 / (s * s));
+ }
+
+ /** {@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;
+ }
+}