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Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java')
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diff --git a/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java b/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java new file mode 100644 index 0000000..a3ccd97 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/UniformRealDistribution.java @@ -0,0 +1,234 @@ +/* + * 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.math3.distribution; + +import org.apache.commons.math3.exception.NumberIsTooLargeException; +import org.apache.commons.math3.exception.OutOfRangeException; +import org.apache.commons.math3.exception.util.LocalizedFormats; +import org.apache.commons.math3.random.RandomGenerator; +import org.apache.commons.math3.random.Well19937c; + +/** + * Implementation of the uniform real distribution. + * + * @see <a href="http://en.wikipedia.org/wiki/Uniform_distribution_(continuous)" >Uniform + * distribution (continuous), at Wikipedia</a> + * @since 3.0 + */ +public class UniformRealDistribution extends AbstractRealDistribution { + /** + * Default inverse cumulative probability accuracy. + * + * @deprecated as of 3.2 not used anymore, will be removed in 4.0 + */ + @Deprecated public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9; + + /** Serializable version identifier. */ + private static final long serialVersionUID = 20120109L; + + /** Lower bound of this distribution (inclusive). */ + private final double lower; + + /** Upper bound of this distribution (exclusive). */ + private final double upper; + + /** + * Create a standard uniform real distribution with lower bound (inclusive) equal to zero and + * upper bound (exclusive) equal to one. + * + * <p><b>Note:</b> this constructor will implicitly create an instance of {@link Well19937c} as + * random generator to be used for sampling only (see {@link #sample()} and {@link + * #sample(int)}). In case no sampling is needed for the created distribution, it is advised to + * pass {@code null} as random generator via the appropriate constructors to avoid the + * additional initialisation overhead. + */ + public UniformRealDistribution() { + this(0, 1); + } + + /** + * Create a uniform real distribution using the given lower and upper bounds. + * + * <p><b>Note:</b> this constructor will implicitly create an instance of {@link Well19937c} as + * random generator to be used for sampling only (see {@link #sample()} and {@link + * #sample(int)}). In case no sampling is needed for the created distribution, it is advised to + * pass {@code null} as random generator via the appropriate constructors to avoid the + * additional initialisation overhead. + * + * @param lower Lower bound of this distribution (inclusive). + * @param upper Upper bound of this distribution (exclusive). + * @throws NumberIsTooLargeException if {@code lower >= upper}. + */ + public UniformRealDistribution(double lower, double upper) throws NumberIsTooLargeException { + this(new Well19937c(), lower, upper); + } + + /** + * Create a uniform distribution. + * + * @param lower Lower bound of this distribution (inclusive). + * @param upper Upper bound of this distribution (exclusive). + * @param inverseCumAccuracy Inverse cumulative probability accuracy. + * @throws NumberIsTooLargeException if {@code lower >= upper}. + * @deprecated as of 3.2, inverse CDF is now calculated analytically, use {@link + * #UniformRealDistribution(double, double)} instead. + */ + @Deprecated + public UniformRealDistribution(double lower, double upper, double inverseCumAccuracy) + throws NumberIsTooLargeException { + this(new Well19937c(), lower, upper); + } + + /** + * Creates a uniform distribution. + * + * @param rng Random number generator. + * @param lower Lower bound of this distribution (inclusive). + * @param upper Upper bound of this distribution (exclusive). + * @param inverseCumAccuracy Inverse cumulative probability accuracy. + * @throws NumberIsTooLargeException if {@code lower >= upper}. + * @since 3.1 + * @deprecated as of 3.2, inverse CDF is now calculated analytically, use {@link + * #UniformRealDistribution(RandomGenerator, double, double)} instead. + */ + @Deprecated + public UniformRealDistribution( + RandomGenerator rng, double lower, double upper, double inverseCumAccuracy) { + this(rng, lower, upper); + } + + /** + * Creates a uniform distribution. + * + * @param rng Random number generator. + * @param lower Lower bound of this distribution (inclusive). + * @param upper Upper bound of this distribution (exclusive). + * @throws NumberIsTooLargeException if {@code lower >= upper}. + * @since 3.1 + */ + public UniformRealDistribution(RandomGenerator rng, double lower, double upper) + throws NumberIsTooLargeException { + super(rng); + if (lower >= upper) { + throw new NumberIsTooLargeException( + LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND, lower, upper, false); + } + + this.lower = lower; + this.upper = upper; + } + + /** {@inheritDoc} */ + public double density(double x) { + if (x < lower || x > upper) { + return 0.0; + } + return 1 / (upper - lower); + } + + /** {@inheritDoc} */ + public double cumulativeProbability(double x) { + if (x <= lower) { + return 0; + } + if (x >= upper) { + return 1; + } + return (x - lower) / (upper - lower); + } + + /** {@inheritDoc} */ + @Override + public double inverseCumulativeProbability(final double p) throws OutOfRangeException { + if (p < 0.0 || p > 1.0) { + throw new OutOfRangeException(p, 0, 1); + } + return p * (upper - lower) + lower; + } + + /** + * {@inheritDoc} + * + * <p>For lower bound {@code lower} and upper bound {@code upper}, the mean is {@code 0.5 * + * (lower + upper)}. + */ + public double getNumericalMean() { + return 0.5 * (lower + upper); + } + + /** + * {@inheritDoc} + * + * <p>For lower bound {@code lower} and upper bound {@code upper}, the variance is {@code (upper + * - lower)^2 / 12}. + */ + public double getNumericalVariance() { + double ul = upper - lower; + return ul * ul / 12; + } + + /** + * {@inheritDoc} + * + * <p>The lower bound of the support is equal to the lower bound parameter of the distribution. + * + * @return lower bound of the support + */ + public double getSupportLowerBound() { + return lower; + } + + /** + * {@inheritDoc} + * + * <p>The upper bound of the support is equal to the upper bound parameter of the distribution. + * + * @return upper bound of the support + */ + public double getSupportUpperBound() { + return upper; + } + + /** {@inheritDoc} */ + public boolean isSupportLowerBoundInclusive() { + return true; + } + + /** {@inheritDoc} */ + public boolean isSupportUpperBoundInclusive() { + return true; + } + + /** + * {@inheritDoc} + * + * <p>The support of this distribution is connected. + * + * @return {@code true} + */ + public boolean isSupportConnected() { + return true; + } + + /** {@inheritDoc} */ + @Override + public double sample() { + final double u = random.nextDouble(); + return u * upper + (1 - u) * lower; + } +} |