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/*
 * 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.math3.distribution;

import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.MathUtils;

/**
 * This class implements the Logistic distribution.
 *
 * @see Logistic Distribution (Wikipedia)
 * @see Logistic Distribution (Mathworld)
 *
 * @since 3.4
 */
public class LogisticDistribution extends AbstractRealDistribution {

    /** Serializable version identifier. */
    private static final long serialVersionUID = 20141003;

    /** The location parameter. */
    private final double mu;
    /** The scale parameter. */
    private final double s;

    /**
     * Build a new instance.
     * 

* Note: this constructor will implicitly create an instance of * {@link Well19937c} as random generator to be used for sampling only (see * {@link #sample()} and {@link #sample(int)}). In case no sampling is * needed for the created distribution, it is advised to pass {@code null} * as random generator via the appropriate constructors to avoid the * additional initialisation overhead. * * @param mu location parameter * @param s scale parameter (must be positive) * @throws NotStrictlyPositiveException if {@code beta <= 0} */ public LogisticDistribution(double mu, double s) { this(new Well19937c(), mu, s); } /** * Build a new instance. * * @param rng Random number generator * @param mu location parameter * @param s scale parameter (must be positive) * @throws NotStrictlyPositiveException if {@code beta <= 0} */ public LogisticDistribution(RandomGenerator rng, double mu, double s) { super(rng); if (s <= 0.0) { throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, s); } this.mu = mu; this.s = s; } /** * Access the location parameter, {@code mu}. * * @return the location parameter. */ public double getLocation() { return mu; } /** * Access the scale parameter, {@code s}. * * @return the scale parameter. */ public double getScale() { return s; } /** {@inheritDoc} */ public double density(double x) { double z = (x - mu) / s; double v = FastMath.exp(-z); return 1 / s * v / ((1.0 + v) * (1.0 + v)); } /** {@inheritDoc} */ public double cumulativeProbability(double x) { double z = 1 / s * (x - mu); return 1.0 / (1.0 + FastMath.exp(-z)); } /** {@inheritDoc} */ @Override public double inverseCumulativeProbability(double p) throws OutOfRangeException { if (p < 0.0 || p > 1.0) { throw new OutOfRangeException(p, 0.0, 1.0); } else if (p == 0) { return 0.0; } else if (p == 1) { return Double.POSITIVE_INFINITY; } return s * Math.log(p / (1.0 - p)) + mu; } /** {@inheritDoc} */ public double getNumericalMean() { return mu; } /** {@inheritDoc} */ public double getNumericalVariance() { return (MathUtils.PI_SQUARED / 3.0) * (1.0 / (s * s)); } /** {@inheritDoc} */ public double getSupportLowerBound() { return Double.NEGATIVE_INFINITY; } /** {@inheritDoc} */ public double getSupportUpperBound() { return Double.POSITIVE_INFINITY; } /** {@inheritDoc} */ public boolean isSupportLowerBoundInclusive() { return false; } /** {@inheritDoc} */ public boolean isSupportUpperBoundInclusive() { return false; } /** {@inheritDoc} */ public boolean isSupportConnected() { return true; } }





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