/*
* UniformDistribution.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.math.distributions;
import dr.math.UnivariateFunction;
import dr.util.DataTable;
/**
* uniform distribution.
*
* @author Andrew Rambaut
* @author Alexei Drummond
* @version $Id: UniformDistribution.java,v 1.3 2005/07/11 14:06:25 rambaut Exp $
*/
public class UniformDistribution implements Distribution {
//
// Public stuff
//
/*
* Constructor
*/
public UniformDistribution(double lower, double upper) {
this.lower = lower;
this.upper = upper;
}
public double pdf(double x) {
return pdf(x, lower, upper);
}
public double logPdf(double x) {
return logPdf(x, lower, upper);
}
public double cdf(double x) {
return cdf(x, lower, upper);
}
public double quantile(double y) {
return quantile(y, lower, upper);
}
public double mean() {
return mean(lower, upper);
}
public double variance() {
return variance(lower, upper);
}
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 lower;
}
public final double getUpperBound() {
return upper;
}
};
/**
* probability density function of the uniform distribution
*
* @param x argument
* @param lower the lower bound of the uniform distribution
* @param upper the upper bound of the uniform distribution
* @return pdf value
*/
public static double pdf(double x, double lower, double upper) {
return (x >= lower && x <= upper ? 1.0 / (upper - lower) : 0.0);
}
/**
* the natural log of the probability density function of the uniform distribution
*
* @param x argument
* @param lower the lower bound of the uniform distribution
* @param upper the upper bound of the uniform distribution
* @return log pdf value
*/
public static double logPdf(double x, double lower, double upper) {
if (x < lower || x > upper) return Double.NEGATIVE_INFINITY;
// improve numerical stability:
return - Math.log(upper - lower);
// return Math.log(pdf(x, lower, upper));
}
/**
* cumulative density function of the uniform distribution
*
* @param x argument
* @param lower the lower bound of the uniform distribution
* @param upper the upper bound of the uniform distribution
* @return cdf value
*/
public static double cdf(double x, double lower, double upper) {
if (x < lower) return 0.0;
if (x > upper) return 1.0;
return (x - lower) / (upper - lower);
}
/**
* quantile (inverse cumulative density function) of the uniform distribution
*
* @param y argument
* @param lower the lower bound of the uniform distribution
* @param upper the upper bound of the uniform distribution
* @return icdf value
*/
public static double quantile(double y, double lower, double upper) {
if (!(y >= 0.0 && y <= 1.0)) throw new IllegalArgumentException("y must in range [0,1]");
return (y * (upper - lower)) + lower;
}
/**
* mean of the uniform distribution
*
* @param lower the lower bound of the uniform distribution
* @param upper the upper bound of the uniform distribution
* @return mean
*/
public static double mean(double lower, double upper) {
return (upper + lower) / 2;
}
/**
* variance of the uniform distribution
*
* @param lower the lower bound of the uniform distribution
* @param upper the upper bound of the uniform distribution
* @return variance
*/
public static double variance(double lower, double upper) {
return (upper - lower) * (upper - lower) / 12;
}
// Private
private final double upper;
private final double lower;
}