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 Logistic distribution.
31 *
32 * @see <a href="http://en.wikipedia.org/wiki/Logistic_distribution">Logistic Distribution (Wikipedia)</a>
33 * @see <a href="http://mathworld.wolfram.com/LogisticDistribution.html">Logistic Distribution (Mathworld)</a>
34 */
35 public class LogisticDistribution extends AbstractRealDistribution {
36
37 /** Serializable version identifier. */
38 private static final long serialVersionUID = 20141003L;
39
40 /** The location parameter. */
41 private final double mu;
42 /** The scale parameter. */
43 private final double s;
44
45 /**
46 * Build a new instance.
47 *
48 * @param mu location parameter
49 * @param s scale parameter (must be positive)
50 * @throws MathIllegalArgumentException if {@code beta <= 0}
51 */
52 public LogisticDistribution(double mu, double s)
53 throws MathIllegalArgumentException {
54 if (s <= 0.0) {
55 throw new MathIllegalArgumentException(LocalizedCoreFormats.NOT_POSITIVE_SCALE,
56 s);
57 }
58
59 this.mu = mu;
60 this.s = s;
61 }
62
63 /**
64 * Access the location parameter, {@code mu}.
65 *
66 * @return the location parameter.
67 */
68 public double getLocation() {
69 return mu;
70 }
71
72 /**
73 * Access the scale parameter, {@code s}.
74 *
75 * @return the scale parameter.
76 */
77 public double getScale() {
78 return s;
79 }
80
81 /** {@inheritDoc} */
82 @Override
83 public double density(double x) {
84 double z = (x - mu) / s;
85 double v = FastMath.exp(-z);
86 return 1 / s * v / ((1.0 + v) * (1.0 + v));
87 }
88
89 /** {@inheritDoc} */
90 @Override
91 public double cumulativeProbability(double x) {
92 double z = 1 / s * (x - mu);
93 return 1.0 / (1.0 + FastMath.exp(-z));
94 }
95
96 /** {@inheritDoc} */
97 @Override
98 public double inverseCumulativeProbability(double p) throws MathIllegalArgumentException {
99 MathUtils.checkRangeInclusive(p, 0, 1);
100
101 if (p == 0) {
102 return 0.0;
103 } else if (p == 1) {
104 return Double.POSITIVE_INFINITY;
105 }
106 return s * Math.log(p / (1.0 - p)) + mu;
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 (MathUtils.PI_SQUARED / 3.0) * (1.0 / (s * s));
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 }