
com.metsci.glimpse.util.math.stochastic.pdfcont.PdfContGumbel Maven / Gradle / Ivy
The newest version!
/*
* Copyright (c) 2020, Metron, Inc.
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of Metron, Inc. nor the
* names of its contributors may be used to endorse or promote products
* derived from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL METRON, INC. BE LIABLE FOR ANY
* DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
package com.metsci.glimpse.util.math.stochastic.pdfcont;
import static com.metsci.glimpse.util.GeneralUtils.doublesEqual;
import java.io.BufferedWriter;
import java.io.FileWriter;
import java.io.IOException;
import com.metsci.glimpse.util.math.stochastic.Generator;
import com.metsci.glimpse.util.math.stochastic.StochasticEngineLcp;
/**
* See Wikipedia article
*
* @author osborn
*/
public class PdfContGumbel implements PdfCont
{
private final double _mu;
private final double _beta;
public PdfContGumbel( double mu, double beta )
{
_mu = mu;
_beta = beta;
}
@Override
public double draw( Generator g )
{
return _mu - _beta * Math.log( -Math.log( g.nextDouble( ) ) );
}
@Override
public int hashCode( )
{
final int prime = 20533;
int result = 1;
result = prime * result + Double.hashCode( _mu );
result = prime * result + Double.hashCode( _beta );
return result;
}
@Override
public boolean equals( Object o )
{
if ( o == this ) return true;
if ( o == null ) return false;
if ( o.getClass( ) != this.getClass( ) ) return false;
PdfContGumbel other = ( PdfContGumbel ) o;
return ( doublesEqual( other._mu, _mu )
&& doublesEqual( other._beta, _beta ) );
}
public static void main( String[] args ) throws IOException
{
PdfCont[] pdfs = { new PdfContGumbel( 0.5, 2.0 ),
new PdfContGumbel( 1.0, 2.0 ),
new PdfContGumbel( 1.5, 3.0 ),
new PdfContGumbel( 3.0, 4.0 ) };
StochasticEngineLcp engine = StochasticEngineLcp.createEngine( 2813308004L );
int N = 1000000;
for ( int d = 0; d < pdfs.length; d++ )
{
BufferedWriter writer = new BufferedWriter( new FileWriter( "gumbelValues" + d + ".csv" ) );
for ( int n = 0; n < N; n++ )
{
double y = pdfs[ d ].draw( engine.getGenerator( ) );
writer.write( y + "," );
}
writer.close( );
}
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy