schrodinger.stats.exponential.scala Maven / Gradle / Ivy

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/*
 * Copyright 2021 Arman Bilge
 *
 * 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.
 */

package schrodinger
package stats

import cats.Applicative
import cats.syntax.all.*
import schrodinger.kernel.Exponential
import schrodinger.math.LogDouble

private trait ExponentialInstances:
  given [F[_]: Applicative]: Exponential[Density[F, LogDouble, _], Double] with
    def exponential = exponential(1)
    def exponential(rate: Double) =
      val logRate = LogDouble(rate)
      Density(x => (logRate * LogDouble.exp(-rate * x)).pure)