/* * 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.NumberIsTooLargeException; import org.apache.commons.math4.exception.OutOfRangeException; import org.apache.commons.math4.exception.util.LocalizedFormats; import org.apache.commons.rng.UniformRandomProvider; import org.apache.commons.rng.sampling.distribution.ContinuousSampler; import org.apache.commons.rng.sampling.distribution.ContinuousUniformSampler; /** * 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 { /** Serializable version identifier. */ private static final long serialVersionUID = 20160311L; /** 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. */ public UniformRealDistribution() { this(0, 1); } /** * Creates a uniform distribution. * * @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 { if (lower >= upper) { throw new NumberIsTooLargeException( LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND, lower, upper, false); } this.lower = lower; this.upper = upper; } /** {@inheritDoc} */ @Override public double density(double x) { if (x < lower || x > upper) { return 0.0; } return 1 / (upper - lower); } /** {@inheritDoc} */ @Override 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} * * For lower bound {@code lower} and upper bound {@code upper}, the mean is * {@code 0.5 * (lower + upper)}. */ @Override public double getNumericalMean() { return 0.5 * (lower + upper); } /** * {@inheritDoc} * * For lower bound {@code lower} and upper bound {@code upper}, the * variance is {@code (upper - lower)^2 / 12}. */ @Override public double getNumericalVariance() { double ul = upper - lower; return ul * ul / 12; } /** * {@inheritDoc} * * The lower bound of the support is equal to the lower bound parameter * of the distribution. * * @return lower bound of the support */ @Override public double getSupportLowerBound() { return lower; } /** * {@inheritDoc} * * The upper bound of the support is equal to the upper bound parameter * of the distribution. * * @return upper bound of the support */ @Override public double getSupportUpperBound() { return upper; } /** * {@inheritDoc} * * The support of this distribution is connected. * * @return {@code true} */ @Override public boolean isSupportConnected() { return true; } /** {@inheritDoc} */ @Override public RealDistribution.Sampler createSampler(final UniformRandomProvider rng) { return new RealDistribution.Sampler() { /** * Uniform distribution sampler. */ private final ContinuousSampler sampler = new ContinuousUniformSampler(rng, lower, upper); /**{@inheritDoc} */ @Override public double sample() { return sampler.sample(); } }; } }