NakagamiDistribution.java
- /*
- * 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
- *
- * https://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.
- */
- /*
- * This is not the original file distributed by the Apache Software Foundation
- * It has been modified by the Hipparchus project
- */
- package org.hipparchus.distribution.continuous;
- import org.hipparchus.exception.LocalizedCoreFormats;
- import org.hipparchus.exception.MathIllegalArgumentException;
- import org.hipparchus.special.Gamma;
- import org.hipparchus.util.FastMath;
- /**
- * This class implements the Nakagami distribution.
- *
- * @see <a href="http://en.wikipedia.org/wiki/Nakagami_distribution">Nakagami Distribution (Wikipedia)</a>
- */
- public class NakagamiDistribution extends AbstractRealDistribution {
- /** Serializable version identifier. */
- private static final long serialVersionUID = 20141003;
- /** The shape parameter. */
- private final double mu;
- /** The scale parameter. */
- private final double omega;
- /**
- * Build a new instance.
- *
- * @param mu shape parameter
- * @param omega scale parameter (must be positive)
- * @throws MathIllegalArgumentException if {@code mu < 0.5}
- * @throws MathIllegalArgumentException if {@code omega <= 0}
- */
- public NakagamiDistribution(double mu, double omega)
- throws MathIllegalArgumentException {
- this(mu, omega, DEFAULT_SOLVER_ABSOLUTE_ACCURACY);
- }
- /**
- * Build a new instance.
- *
- * @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_SOLVER_ABSOLUTE_ACCURACY}).
- * @throws MathIllegalArgumentException if {@code mu < 0.5}
- * @throws MathIllegalArgumentException if {@code omega <= 0}
- */
- public NakagamiDistribution(double mu,
- double omega,
- double inverseAbsoluteAccuracy)
- throws MathIllegalArgumentException {
- super(inverseAbsoluteAccuracy);
- if (mu < 0.5) {
- throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_TOO_SMALL,
- mu, 0.5);
- }
- if (omega <= 0) {
- throw new MathIllegalArgumentException(LocalizedCoreFormats.NOT_POSITIVE_SCALE, omega);
- }
- this.mu = mu;
- this.omega = omega;
- }
- /**
- * 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
- public double density(double x) {
- if (x <= 0) {
- return 0.0;
- }
- return 2.0 * FastMath.pow(mu, mu) / (Gamma.gamma(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 Gamma.regularizedGammaP(mu, mu * x * x / omega);
- }
- /** {@inheritDoc} */
- @Override
- public double getNumericalMean() {
- return Gamma.gamma(mu + 0.5) / Gamma.gamma(mu) * FastMath.sqrt(omega / mu);
- }
- /** {@inheritDoc} */
- @Override
- public double getNumericalVariance() {
- double v = Gamma.gamma(mu + 0.5) / Gamma.gamma(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;
- }
- }