defmodule Chi2fit.Distribution.Exponential do
# Copyright 2019 Pieter Rijken
#
# Licensed 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.
@moduledoc """
The exponential distribution.
"""
defstruct [:pars, name: "exponential"]
@type t() :: %__MODULE__{
pars: [number()] | nil,
name: String.t
}
end
defimpl Chi2fit.Distribution, for: Chi2fit.Distribution.Exponential do
alias Chi2fit.Distribution, as: D
import D.Exponential
alias D.Exponential
defp exponential([avg: average]) do
fn ->
u = :rand.uniform()
-average*:math.log(u)
end
end
defp exponential(rate), do: exponential([avg: 1.0/rate])
defp exponentialCDF(rate) when rate >= 0.0, do: fn t -> 1.0 - :math.exp(-rate*t) end
defp exponentialCDF(rate) when rate < 0.0, do: fn _t -> 0.0 end
def skewness(%Exponential{pars: nil}), do: fn _ -> 2 end
def kurtosis(%Exponential{pars: nil}), do: fn _ -> 6 end
def size(%Exponential{}), do: 1
def cdf(%Exponential{pars: nil}), do: fn x, [lambda] -> exponentialCDF(lambda).(x) end
def cdf(%Exponential{pars: [lambda]}), do: fn x -> exponentialCDF(lambda).(x) end
def pdf(%Exponential{pars: nil}), do: fn x, [lambda] -> lambda * :math.exp( -lambda*x ) end
def random(%Exponential{pars: [lambda]}), do: exponential(lambda).()
def random(%Exponential{pars: nil}), do: fn [lambda] -> exponential(lambda).() end
def name(model), do: model.name
end
defimpl Inspect, for: Chi2fit.Distribution.Exponential do
import Inspect.Algebra
def inspect(dict, opts) do
case dict.pars do
nil ->
"#Exponential<>"
[rate] ->
concat ["#Exponential<", to_doc("rate=#{rate}", opts), ">"]
list ->
concat ["#Exponential<", to_doc(list, opts), ">"]
end
end
end