UniformDist.java

/*
 * Class:        UniformDist
 * Description:  uniform distribution over the reals
 * 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;

public class UniformDist extends ContinuousDistribution {
   private double a;
   private double b;

   public UniformDist() {
      setParams(0.0, 1.0);
   }

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

   public static double density(double a, double b, double x) {
      if (b <= a)
         throw new IllegalArgumentException("b <= a");
      if (x <= a || x >= b)
         return 0.0;
      return 1.0 / (b - a);
   }

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

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

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

   public static double[] getMLE(double[] x, int n) {
      if (n <= 0)
         throw new IllegalArgumentException("n <= 0");
 
      double parameters[] = new double[2];
      parameters[0] = Double.POSITIVE_INFINITY;
      parameters[1] = Double.NEGATIVE_INFINITY;
      for (int i = 0; i < n; i++) {
         if (x[i] < parameters[0])
            parameters[0] = x[i];
         if (x[i] > parameters[1])
            parameters[1] = x[i];
      }
 
      return parameters;
   }

   public static UniformDist getInstanceFromMLE(double[] x, int n) {
      double parameters[] = getMLE(x, n);
      return new UniformDist(parameters[0], parameters[1]);
   }

   public static double getMean(double a, double b) {
      if (b <= a)
         throw new IllegalArgumentException("b <= a");
 
      return ((a + b) / 2);
   }

   public static double getVariance(double a, double b) {
      if (b <= a)
         throw new IllegalArgumentException("b <= a");
 
      return ((b - a) * (b - a) / 12);
   }

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

   public double getA() {
      return a;
   }

   public double getB() {
      return b;
   }

   public void setParams(double a, double b) {
      if (b <= a)
         throw new IllegalArgumentException("b <= a");
      this.a = a;
      this.b = b;
      supportA = a;
      supportB = b;
   }

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

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