PowerDist.java

/*
 * Class:        PowerDist
 * Description:  power 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 PowerDist extends ContinuousDistribution {
   private double a;
   private double b;
   private double c;

   public PowerDist(double a, double b, double c) {
      setParams(a, b, c);
   }

   public PowerDist(double b, double c) {
      setParams(0.0, b, c);
   }

   public PowerDist(double c) {
      setParams(0.0, 1.0, c);
   }
 
   public double density(double x) {
      return density(a, b, c, x);
   }
 
   public double cdf(double x) {
      return cdf(a, b, c, x);
   }
 
   public double barF(double x) {
      return barF(a, b, c, x);
   }
 
   public double inverseF(double u) {
      return inverseF(a, b, c, u);
   }
 
   public double getMean() {
      return PowerDist.getMean(a, b, c);
   }
 
   public double getVariance() {
      return PowerDist.getVariance(a, b, c);
   }
 
   public double getStandardDeviation() {
      return PowerDist.getStandardDeviation(a, b, c);
   }

   public static double density(double a, double b, double c, double x) {
      if (c <= 0.0)
         throw new IllegalArgumentException("c <= 0");
      if (x <= a)
         return 0.0;
      if (x >= b)
         return 0.0;
      double z = (x - a) / (b - a);
      return c * Math.pow(z, c - 1.0) / (b - a);
   }

   public static double cdf(double a, double b, double c, double x) {
      if (c <= 0.0)
         throw new IllegalArgumentException("c <= 0");
      if (x <= a)
         return 0.0;
      if (x >= b)
         return 1.0;
      return Math.pow((x - a) / (b - a), c);
   }

   public static double barF(double a, double b, double c, double x) {
      if (c <= 0.0)
         throw new IllegalArgumentException("c <= 0");
      if (x <= a)
         return 1.0;
      if (x >= b)
         return 0.0;
      return 1.0 - Math.pow((x - a) / (b - a), c);
   }

   public static double inverseF(double a, double b, double c, double u) {
      if (c <= 0.0)
         throw new IllegalArgumentException("c <= 0");
      if (u < 0.0 || u > 1.0)
         throw new IllegalArgumentException("u not in [0, 1]");
      if (u == 0.0)
         return a;
      if (u == 1.0)
         return b;
 
      return a + (b - a) * Math.pow(u, 1.0 / c);
   }

   public static double[] getMLE(double[] x, int n, double a, double b) {
      if (n <= 0)
         throw new IllegalArgumentException("n <= 0");
 
      double d = b - a;
      double somme = 0;
      for (int i = 0; i < n; ++i)
         somme += Math.log((x[i] - a) / d);
 
      double[] parametres = new double[1];
      parametres[0] = -1.0 / (somme / n);
      return parametres;
   }

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

   public static double getMean(double a, double b, double c) {
      return a + (b - a) * c / (c + 1.0);
   }

   public static double getVariance(double a, double b, double c) {
      return (b - a) * (b - a) * c / ((c + 1.0) * (c + 1.0) * (c + 2.0));
   }

   public static double getStandardDeviation(double a, double b, double c) {
      return Math.sqrt(PowerDist.getVariance(a, b, c));
   }

   public double getA() {
      return a;
   }

   public double getB() {
      return b;
   }

   public double getC() {
      return c;
   }

   public void setParams(double a, double b, double c) {
      this.a = a;
      this.b = b;
      this.c = c;
   }

   public double[] getParams() {
      double[] retour = { a, b, c };
      return retour;
   }

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