/*
* SkewNormalDistributionModel.java
*
* Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard
*
* This file is part of BEAST.
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* BEAST is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* BEAST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with BEAST; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package dr.inference.distribution;
import dr.inference.model.AbstractModel;
import dr.inference.model.Model;
import dr.inference.model.Parameter;
import dr.inference.model.Variable;
import dr.math.UnivariateFunction;
import dr.math.distributions.NormalDistribution;
import org.w3c.dom.Document;
import org.w3c.dom.Element;
/**
* A class that acts as a model for skew-normally distributed data.
*
* @author Marc A. Suchard
*/
public class SkewNormalDistributionModel extends AbstractModel implements ParametricDistributionModel {
public static final String SKEW_NORMAL_DISTRIBUTION_MODEL = "skewNormalDistributionModel";
/**
* Constructor.
*/
public SkewNormalDistributionModel(Variable<Double> location, Variable<Double> scale, Variable<Double> shape) {
super(SKEW_NORMAL_DISTRIBUTION_MODEL);
this.location = location;
this.scale = scale;
this.shape = shape;
addVariable(location);
location.addBounds(new Parameter.DefaultBounds(Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY, 1));
addVariable(scale);
scale.addBounds(new Parameter.DefaultBounds(Double.POSITIVE_INFINITY, 0.0, 1));
addVariable(shape);
shape.addBounds(new Parameter.DefaultBounds(Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY, 1));
}
private double shift(double x) {
return (x - location.getValue(0)) / scale.getValue(0);
}
// *****************************************************************
// Interface Distribution
// *****************************************************************
public double pdf(double x) {
double delta = shift(x);
return 2.0 / scale.getValue(0) * NormalDistribution.pdf(delta, 0, 1) * NormalDistribution.cdf(shape.getValue(0) * delta, 0, 1);
}
public double logPdf(double x) {
return Math.log(pdf(x));
}
public double cdf(double x) {
throw new IllegalArgumentException("Not yet implement");
// return NormalDistribution.cdf(x, mean(), getStdev());
}
public double quantile(double y) {
throw new IllegalArgumentException("Not yet implement");
}
public double mean() {
throw new IllegalArgumentException("Not yet implement");
}
public double variance() {
throw new IllegalArgumentException("Not yet implement");
}
public final UnivariateFunction getProbabilityDensityFunction() {
return pdfFunction;
}
private final UnivariateFunction pdfFunction = new UnivariateFunction() {
public final double evaluate(double x) {
return pdf(x);
}
public final double getLowerBound() {
return Double.NEGATIVE_INFINITY;
}
public final double getUpperBound() {
return Double.POSITIVE_INFINITY;
}
};
// *****************************************************************
// Interface Model
// *****************************************************************
public void handleModelChangedEvent(Model model, Object object, int index) {
// no intermediates need to be recalculated...
}
protected final void handleVariableChangedEvent(Variable variable, int index, Parameter.ChangeType type) {
// no intermediates need to be recalculated...
}
protected void storeState() {
} // no additional state needs storing
protected void restoreState() {
} // no additional state needs restoring
protected void acceptState() {
} // no additional state needs accepting
public Element createElement(Document document) {
throw new RuntimeException("Not implemented!");
}
// *****************************************************************
// Interface DensityModel
// *****************************************************************
@Override
public double logPdf(double[] x) {
return logPdf(x[0]);
}
@Override
public Variable<Double> getLocationVariable() {
return location;
}
// **************************************************************
// Private instance variables
// **************************************************************
private final Variable<Double> location;
private final Variable<Double> scale;
private final Variable<Double> shape;
}