1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 /*
19 * This is not the original file distributed by the Apache Software Foundation
20 * It has been modified by the Hipparchus project
21 */
22 package org.hipparchus.distribution.continuous;
23
24 import org.hipparchus.exception.LocalizedCoreFormats;
25 import org.hipparchus.exception.MathIllegalArgumentException;
26 import org.hipparchus.util.FastMath;
27 import org.hipparchus.util.MathUtils;
28
29 /**
30 * This class implements the Laplace distribution.
31 *
32 * @see <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution (Wikipedia)</a>
33 */
34 public class LaplaceDistribution extends AbstractRealDistribution {
35
36 /** Serializable version identifier. */
37 private static final long serialVersionUID = 20141003L;
38
39 /** The location parameter. */
40 private final double mu;
41 /** The scale parameter. */
42 private final double beta;
43
44 /**
45 * Build a new instance.
46 *
47 * @param mu location parameter
48 * @param beta scale parameter (must be positive)
49 * @throws MathIllegalArgumentException if {@code beta <= 0}
50 */
51 public LaplaceDistribution(double mu, double beta)
52 throws MathIllegalArgumentException {
53 if (beta <= 0.0) {
54 throw new MathIllegalArgumentException(LocalizedCoreFormats.NOT_POSITIVE_SCALE, beta);
55 }
56
57 this.mu = mu;
58 this.beta = beta;
59 }
60
61 /**
62 * Access the location parameter, {@code mu}.
63 *
64 * @return the location parameter.
65 */
66 public double getLocation() {
67 return mu;
68 }
69
70 /**
71 * Access the scale parameter, {@code beta}.
72 *
73 * @return the scale parameter.
74 */
75 public double getScale() {
76 return beta;
77 }
78
79 /** {@inheritDoc} */
80 @Override
81 public double density(double x) {
82 return FastMath.exp(-FastMath.abs(x - mu) / beta) / (2.0 * beta);
83 }
84
85 /** {@inheritDoc} */
86 @Override
87 public double cumulativeProbability(double x) {
88 if (x <= mu) {
89 return FastMath.exp((x - mu) / beta) / 2.0;
90 } else {
91 return 1.0 - FastMath.exp((mu - x) / beta) / 2.0;
92 }
93 }
94
95 /** {@inheritDoc} */
96 @Override
97 public double inverseCumulativeProbability(double p) throws MathIllegalArgumentException {
98 MathUtils.checkRangeInclusive(p, 0, 1);
99
100 if (p == 0) {
101 return Double.NEGATIVE_INFINITY;
102 } else if (p == 1) {
103 return Double.POSITIVE_INFINITY;
104 }
105 double x = (p > 0.5) ? -Math.log(2.0 - 2.0 * p) : Math.log(2.0 * p);
106 return mu + beta * x;
107 }
108
109 /** {@inheritDoc} */
110 @Override
111 public double getNumericalMean() {
112 return mu;
113 }
114
115 /** {@inheritDoc} */
116 @Override
117 public double getNumericalVariance() {
118 return 2.0 * beta * beta;
119 }
120
121 /** {@inheritDoc} */
122 @Override
123 public double getSupportLowerBound() {
124 return Double.NEGATIVE_INFINITY;
125 }
126
127 /** {@inheritDoc} */
128 @Override
129 public double getSupportUpperBound() {
130 return Double.POSITIVE_INFINITY;
131 }
132
133 /** {@inheritDoc} */
134 @Override
135 public boolean isSupportConnected() {
136 return true;
137 }
138
139 }