HypoExponentialDistEqual.java

/*
 * Class:        HypoExponentialDistEqual
 * Description:  Hypo-exponential distribution
 * Environment:  Java
 * Software:     SSJ
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       Richard Simard
 * @since        February 2014
 *
 *
 * 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 java.util.Formatter;
import java.util.Locale;
import umontreal.ssj.util.*;
import umontreal.ssj.functions.MathFunction;

public class HypoExponentialDistEqual extends HypoExponentialDist {
   private double m_h;
   private int m_n;
   private int m_k;

   public HypoExponentialDistEqual(int n, int k, double h) {
      super(null);
      setParams(n, k, h);
   }
 
   public double density(double x) {
      return density(m_n, m_k, m_h, x);
   }
 
   public double cdf(double x) {
      return cdf(m_n, m_k, m_h, x);
   }
 
   public double barF(double x) {
      return barF(m_n, m_k, m_h, x);
   }
 
   public double inverseF(double u) {
      return inverseF(m_n, m_k, m_h, u);
   }

   public static double density(int n, int k, double h, double x) {
      if (x < 0)
         return 0;
      double r = -Math.expm1(-h * x);
      double v = BetaDist.density(k, n - k + 1, r);
      return h * v * Math.exp(-h * x);
   }

   public static double cdf(int n, int k, double h, double x) {
      if (x <= 0)
         return 0;
      double r = -Math.expm1(-h * x);
      double u = BetaDist.cdf(k, n - k + 1, r);
      return u;
   }

   public static double barF(int n, int k, double h, double x) {
      if (x <= 0)
         return 1.0;
      double r = Math.exp(-h * x);
      double v = BetaDist.cdf(n - k + 1, k, r);
      return v;
   }

   public static double inverseF(int n, int k, double h, double u) {
      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;
 
      double z = BetaDist.inverseF(k, n - k + 1, u);
      return -Math.log1p(-z) / h;
   }

   public double[] getParams() {
      double[] par = new double[] { m_n, m_k, m_h };
      return par;
   }
 
   public void setParams(int n, int k, double h) {
      m_n = n;
      m_k = k;
      m_h = h;
      m_lambda = new double[k];
      for (int i = 0; i < k; i++) {
         m_lambda[i] = (n - i) * h;
      }
   }
 
   public String toString() {
      StringBuilder sb = new StringBuilder();
      Formatter formatter = new Formatter(sb, Locale.US);
      formatter.format(getClass().getSimpleName() + " : params = {" + PrintfFormat.NEWLINE);
      formatter.format("   %d, %d, %f", m_n, m_k, m_h);
      formatter.format("}%n");
      return sb.toString();
   }
}