/*
Copyright (C) 2001 Kyle Siegrist, Dawn Duehring
This program is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the Free
Software Foundation; either version 2 of the License, or (at your option)
any later version.
This program 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 General Public License for
more details. You should have received a copy of the GNU General Public
License along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
package distributions;
/**Gamma distribution with a specified shape parameter and scale parameter*/
public class GammaDistribution extends Distribution{
//Parameters
private double shape, scale, c;
/**General Constructor: creates a new gamma distribution with shape parameter
k and scale parameter b*/
public GammaDistribution(double k, double b){
setParameters(k, b);
}
/**Default Constructor: creates a new gamma distribution with shape parameter
1 and scale parameter 1*/
public GammaDistribution(){
this(1, 1);
}
/**Set parameters and assign the default partition*/
public void setParameters(double k, double b){
double upperBound;
//Correct invalid parameters
if(k < 0) k = 1;
if(b < 0) b = 1;
shape = k;
scale = b;
//Normalizing constant
c = shape * Math.log(scale) + logGamma(shape);
//Assign default partition:
upperBound = getMean() + 4 * getSD();
super.setParameters(0, upperBound, 0.01 * upperBound, CONTINUOUS);
}
/** Get shape parameters*/
public double getShape(){
return shape;
}
/** Get scale parameters*/
public double getScale(){
return scale;
}
/**Density function */
public double getDensity(double x){
if (x < 0) return 0;
else if (x == 0 & shape < 1) return Double.POSITIVE_INFINITY;
else if (x == 0 & shape == 1) return Math.exp(-c);
else if (x == 0 & shape > 1) return 0;
else return Math.exp(-c + (shape - 1) * Math.log(x) - x / scale);
}
/** Maximum value of getDensity function*/
public double getMaxDensity(){
double mode;
if (shape < 1) mode = 0.01; else mode = scale * (shape - 1);
return getDensity(mode);
}
/** Mean */
public double getMean(){
return shape * scale;
}
/**Variance*/
public double getVariance(){
return shape * scale * scale;
}
/** Cumulative distribution function*/
public double getCDF(double x){
return gammaCDF(x / scale, shape);
}
/** Simulate a value*/
public double simulate(){
/*If shape parameter k is an integer, simulate as the k'th arrival time
in a Poisson proccess
*/
if (shape == Math.rint(shape)){
double sum = 0;
for (int i = 1; i <= shape; i++){
sum = sum - scale * Math.log(1 - Math.random());
}
return sum;
}
else return super.simulate();
}
}