| /* |
| * 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.statistics.distribution; |
| |
| /** |
| * Implementation of the <a href="http://en.wikipedia.org/wiki/Logistic_distribution">Logistic distribution</a>. |
| */ |
| public class LogisticDistribution extends AbstractContinuousDistribution { |
| /** Support lower bound. */ |
| private static final double SUPPORT_LO = Double.NEGATIVE_INFINITY; |
| /** Support upper bound. */ |
| private static final double SUPPORT_HI = Double.POSITIVE_INFINITY; |
| /** π<sup>2</sup>/3. */ |
| private static final double PI_SQUARED_OVER_THREE = Math.PI * Math.PI / 3; |
| /** Location parameter. */ |
| private final double mu; |
| /** Scale parameter. */ |
| private final double scale; |
| /** Inverse of "scale". */ |
| private final double oneOverScale; |
| |
| /** |
| * Creates a distribution. |
| * |
| * @param mu Location parameter. |
| * @param scale Scale parameter (must be positive). |
| * @throws IllegalArgumentException if {@code scale <= 0}. |
| */ |
| public LogisticDistribution(double mu, |
| double scale) { |
| if (scale <= 0) { |
| throw new DistributionException(DistributionException.NOT_STRICTLY_POSITIVE, |
| scale); |
| } |
| |
| this.mu = mu; |
| this.scale = scale; |
| this.oneOverScale = 1 / scale; |
| } |
| |
| /** |
| * Gets the location parameter. |
| * |
| * @return the location parameter. |
| */ |
| public double getLocation() { |
| return mu; |
| } |
| |
| /** |
| * Gets the scale parameter. |
| * |
| * @return the scale parameter. |
| */ |
| public double getScale() { |
| return scale; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double density(double x) { |
| if (x <= SUPPORT_LO || |
| x >= SUPPORT_HI) { |
| return 0; |
| } |
| |
| final double z = oneOverScale * (x - mu); |
| final double v = Math.exp(-z); |
| return oneOverScale * v / ((1 + v) * (1 + v)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double logDensity(double x) { |
| if (x <= SUPPORT_LO || |
| x >= SUPPORT_HI) { |
| return Double.NEGATIVE_INFINITY; |
| } |
| |
| final double z = oneOverScale * (x - mu); |
| final double v = Math.exp(-z); |
| return -Math.log(scale) - z - 2 * Math.log(1 + v); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double cumulativeProbability(double x) { |
| final double z = oneOverScale * (x - mu); |
| return 1 / (1 + Math.exp(-z)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double survivalProbability(double x) { |
| final double z = oneOverScale * (x - mu); |
| return 1 / (1 + Math.exp(z)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double inverseCumulativeProbability(double p) { |
| if (p < 0 || |
| p > 1) { |
| throw new DistributionException(DistributionException.INVALID_PROBABILITY, p); |
| } else if (p == 0) { |
| return SUPPORT_LO; |
| } else if (p == 1) { |
| return SUPPORT_HI; |
| } else { |
| return scale * Math.log(p / (1 - p)) + mu; |
| } |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double getMean() { |
| return getLocation(); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double getVariance() { |
| return scale * scale * PI_SQUARED_OVER_THREE; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double getSupportLowerBound() { |
| return SUPPORT_LO; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double getSupportUpperBound() { |
| return SUPPORT_HI; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public boolean isSupportConnected() { |
| return true; |
| } |
| } |