ExponentialDist.java

/*
 * Class:        ExponentialDist
 * Description:  exponential distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       
 * @since
 *
 *
 * Licensed 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 umontreal.ssj.probdist;
 
import umontreal.ssj.util.Num;

public class ExponentialDist extends ContinuousDistribution {
   private double lambda;

   public ExponentialDist() {
      setLambda(1.0);
   }

   public ExponentialDist(double lambda) {
      setLambda(lambda);
   }
 
   public double density(double x) {
      return density(lambda, x);
   }
 
   public double cdf(double x) {
      return cdf(lambda, x);
   }
 
   public double barF(double x) {
      return barF(lambda, x);
   }
 
   public double inverseF(double u) {
      return inverseF(lambda, u);
   }
 
   public double getMean() {
      return ExponentialDist.getMean(lambda);
   }
 
   public double getVariance() {
      return ExponentialDist.getVariance(lambda);
   }
 
   public double getStandardDeviation() {
      return ExponentialDist.getStandardDeviation(lambda);
   }

   public static double density(double lambda, double x) {
      if (lambda <= 0)
         throw new IllegalArgumentException("lambda <= 0");
      return x < 0 ? 0 : lambda * Math.exp(-lambda * x);
   }

   public static double cdf(double lambda, double x) {
      if (lambda <= 0)
         throw new IllegalArgumentException("lambda <= 0");
      if (x <= 0.0)
         return 0.0;
      double y = lambda * x;
      if (y >= XBIG)
         return 1.0;
      return -Math.expm1(-y);
   }

   public static double barF(double lambda, double x) {
      if (lambda <= 0)
         throw new IllegalArgumentException("lambda <= 0");
      if (x <= 0.0)
         return 1.0;
      if (lambda * x >= XBIGM)
         return 0.0;
      return Math.exp(-lambda * x);
   }

   public static double inverseF(double lambda, double u) {
      if (lambda <= 0)
         throw new IllegalArgumentException("lambda <= 0");
      if (u < 0.0 || u > 1.0)
         throw new IllegalArgumentException("u not in [0,1]");
      if (u >= 1.0)
         return Double.POSITIVE_INFINITY;
      if (u <= 0.0)
         return 0.0;
      return -Math.log1p(-u) / lambda;
   }

   public static double[] getMLE(double[] x, int n) {
      if (n <= 0)
         throw new IllegalArgumentException("n <= 0");
 
      double parameters[];
      double sum = 0.0;
      parameters = new double[1];
      for (int i = 0; i < n; i++)
         sum += x[i];
      parameters[0] = (double) n / sum;
 
      return parameters;
   }

   public static ExponentialDist getInstanceFromMLE(double[] x, int n) {
      double parameters[] = getMLE(x, n);
      return new ExponentialDist(parameters[0]);
   }

   public static double getMean(double lambda) {
      if (lambda <= 0.0)
         throw new IllegalArgumentException("lambda <= 0");
 
      return (1 / lambda);
   }

   public static double getVariance(double lambda) {
      if (lambda <= 0.0)
         throw new IllegalArgumentException("lambda <= 0");
 
      return (1 / (lambda * lambda));
   }

   public static double getStandardDeviation(double lambda) {
      if (lambda <= 0.0)
         throw new IllegalArgumentException("lambda <= 0");
 
      return (1 / lambda);
   }

   public double getLambda() {
      return lambda;
   }

   public void setLambda(double lambda) {
      if (lambda <= 0)
         throw new IllegalArgumentException("lambda <= 0");
      this.lambda = lambda;
      supportA = 0.0;
   }

   public double[] getParams() {
      double[] retour = { lambda };
      return retour;
   }

   public String toString() {
      return getClass().getSimpleName() + " : lambda = " + lambda;
   }
 
}