1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
|
/*
* 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;
}
}
|
