/*
* 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.math.distribution;
import java.io.Serializable;
import org.apache.commons.math.MathException;
/**
* The default implementation of {@link ExponentialDistribution}.
*
* @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
*/
public class ExponentialDistributionImpl extends AbstractContinuousDistribution
implements ExponentialDistribution, Serializable {
/** Serializable version identifier */
private static final long serialVersionUID = 2401296428283614780L;
/** The mean of this distribution. */
private double mean;
/**
* Create a exponential distribution with the given mean.
* @param mean mean of this distribution.
*/
public ExponentialDistributionImpl(double mean) {
super();
setMean(mean);
}
/**
* Modify the mean.
* @param mean the new mean.
* @throws IllegalArgumentException if mean
is not positive.
*/
public void setMean(double mean) {
if (mean <= 0.0) {
throw new IllegalArgumentException("mean must be positive.");
}
this.mean = mean;
}
/**
* Access the mean.
* @return the mean.
*/
public double getMean() {
return mean;
}
/**
* For this disbution, X, this method returns P(X < x).
*
* The implementation of this method is based on:
*
p
.
*
* Returns 0 for p=0 and Double.POSITIVE_INFINITY
for p=1.
p
* @throws MathException if the inverse cumulative probability can not be
* computed due to convergence or other numerical errors.
* @throws IllegalArgumentException if p < 0 or p > 1.
*/
public double inverseCumulativeProbability(double p) throws MathException {
double ret;
if (p < 0.0 || p > 1.0) {
throw new IllegalArgumentException
("probability argument must be between 0 and 1 (inclusive)");
} else if (p == 1.0) {
ret = Double.POSITIVE_INFINITY;
} else {
ret = -getMean() * Math.log(1.0 - p);
}
return ret;
}
/**
* Access the domain value lower bound, based on p
, used to
* bracket a CDF root.
*
* @param p the desired probability for the critical value
* @return domain value lower bound, i.e.
* P(X < lower bound) < p
*/
protected double getDomainLowerBound(double p) {
return 0;
}
/**
* Access the domain value upper bound, based on p
, used to
* bracket a CDF root.
*
* @param p the desired probability for the critical value
* @return domain value upper bound, i.e.
* P(X < upper bound) > p
*/
protected double getDomainUpperBound(double p) {
// NOTE: exponential is skewed to the left
// NOTE: therefore, P(X < μ) > .5
if (p < .5) {
// use mean
return getMean();
} else {
// use max
return Double.MAX_VALUE;
}
}
/**
* Access the initial domain value, based on p
, used to
* bracket a CDF root.
*
* @param p the desired probability for the critical value
* @return initial domain value
*/
protected double getInitialDomain(double p) {
// TODO: try to improve on this estimate
// Exponential is skewed to the left, therefore, P(X < μ) > .5
if (p < .5) {
// use 1/2 mean
return getMean() * .5;
} else {
// use mean
return getMean();
}
}
}