/* * 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.math4.distribution; import org.apache.commons.math4.exception.NotStrictlyPositiveException; import org.apache.commons.math4.exception.NumberIsTooSmallException; import org.apache.commons.math4.exception.util.LocalizedFormats; import org.apache.commons.numbers.gamma.Gamma; import org.apache.commons.numbers.gamma.RegularizedGamma; import org.apache.commons.math4.util.FastMath; /** * This class implements the Nakagami distribution. * * @see <a href="http://en.wikipedia.org/wiki/Nakagami_distribution">Nakagami Distribution (Wikipedia)</a> * * @since 3.4 */ public class NakagamiDistribution extends AbstractRealDistribution { /** Default inverse cumulative probability accuracy. */ public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9; /** Serializable version identifier. */ private static final long serialVersionUID = 20160311L; /** The shape parameter. */ private final double mu; /** The scale parameter. */ private final double omega; /** Inverse cumulative probability accuracy. */ private final double inverseAbsoluteAccuracy; /** * Creates a distribution. * * @param mu shape parameter * @param omega scale parameter (must be positive) * @throws NumberIsTooSmallException if {@code mu < 0.5} * @throws NotStrictlyPositiveException if {@code omega <= 0} */ public NakagamiDistribution(double mu, double omega) { this(mu, omega, DEFAULT_INVERSE_ABSOLUTE_ACCURACY); } /** * Creates a distribution. * * @param mu shape parameter * @param omega scale parameter (must be positive) * @param inverseAbsoluteAccuracy the maximum absolute error in inverse * cumulative probability estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}). * @throws NumberIsTooSmallException if {@code mu < 0.5} * @throws NotStrictlyPositiveException if {@code omega <= 0} */ public NakagamiDistribution(double mu, double omega, double inverseAbsoluteAccuracy) { if (mu < 0.5) { throw new NumberIsTooSmallException(mu, 0.5, true); } if (omega <= 0) { throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, omega); } this.mu = mu; this.omega = omega; this.inverseAbsoluteAccuracy = inverseAbsoluteAccuracy; } /** * Access the shape parameter, {@code mu}. * * @return the shape parameter. */ public double getShape() { return mu; } /** * Access the scale parameter, {@code omega}. * * @return the scale parameter. */ public double getScale() { return omega; } /** {@inheritDoc} */ @Override protected double getSolverAbsoluteAccuracy() { return inverseAbsoluteAccuracy; } /** {@inheritDoc} */ @Override public double density(double x) { if (x <= 0) { return 0.0; } return 2.0 * FastMath.pow(mu, mu) / (Gamma.value(mu) * FastMath.pow(omega, mu)) * FastMath.pow(x, 2 * mu - 1) * FastMath.exp(-mu * x * x / omega); } /** {@inheritDoc} */ @Override public double cumulativeProbability(double x) { return RegularizedGamma.P.value(mu, mu * x * x / omega); } /** {@inheritDoc} */ @Override public double getNumericalMean() { return Gamma.value(mu + 0.5) / Gamma.value(mu) * FastMath.sqrt(omega / mu); } /** {@inheritDoc} */ @Override public double getNumericalVariance() { double v = Gamma.value(mu + 0.5) / Gamma.value(mu); return omega * (1 - 1 / mu * v * v); } /** {@inheritDoc} */ @Override public double getSupportLowerBound() { return 0; } /** {@inheritDoc} */ @Override public double getSupportUpperBound() { return Double.POSITIVE_INFINITY; } /** {@inheritDoc} */ @Override public boolean isSupportConnected() { return true; } }