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breeze.stats.distributions.ApacheDistributionWrapper.scala Maven / Gradle / Ivy

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package breeze.stats
package distributions

/*
 Copyright 2014 Chris Stucchio

 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.
*/

import org.apache.commons.math3.distribution.{AbstractIntegerDistribution => ApacheIntegerDistribution, AbstractRealDistribution => ApacheRealDistribution, FDistribution => ApacheFDistribution}

trait ApacheContinuousDistribution extends ContinuousDistr[Double] with HasCdf with HasInverseCdf {
  protected val inner: ApacheRealDistribution

  def unnormalizedLogPdf(x: Double) = math.log(inner.density(x))
  override def pdf(x: Double) = inner.density(x)
  lazy val logNormalizer = 1.0
  def draw() = inner.sample()
  def drawMany(n: Int): Array[Double] = inner.sample(n)
  def probability(x: Double, y: Double) = inner.probability(x,y)
  def inverseCdf(p: Double) = inner.inverseCumulativeProbability(p)
  def mean: Double = inner.getNumericalMean()
  def variance: Double = inner.getNumericalVariance()

  override def cdf(x: Double): Double = inner.cumulativeProbability(x)
}

trait ApacheDiscreteDistribution extends DiscreteDistr[Int] {
  protected val inner: ApacheIntegerDistribution
  def probabilityOf(x: Int) = inner.probability(x)
  def draw() = inner.sample()
  def drawMany(n: Int): Array[Int] = inner.sample(n)
}




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