001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.math3.distribution; 018 019import org.apache.commons.math3.exception.NotStrictlyPositiveException; 020import org.apache.commons.math3.exception.NumberIsTooSmallException; 021import org.apache.commons.math3.exception.util.LocalizedFormats; 022import org.apache.commons.math3.random.RandomGenerator; 023import org.apache.commons.math3.random.Well19937c; 024import org.apache.commons.math3.special.Gamma; 025import org.apache.commons.math3.util.FastMath; 026 027/** 028 * This class implements the Nakagami distribution. 029 * 030 * @see <a href="http://en.wikipedia.org/wiki/Nakagami_distribution">Nakagami Distribution (Wikipedia)</a> 031 * 032 * @since 3.4 033 */ 034public class NakagamiDistribution extends AbstractRealDistribution { 035 036 /** Default inverse cumulative probability accuracy. */ 037 public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9; 038 039 /** Serializable version identifier. */ 040 private static final long serialVersionUID = 20141003; 041 042 /** The shape parameter. */ 043 private final double mu; 044 /** The scale parameter. */ 045 private final double omega; 046 /** Inverse cumulative probability accuracy. */ 047 private final double inverseAbsoluteAccuracy; 048 049 /** 050 * Build a new instance. 051 * <p> 052 * <b>Note:</b> this constructor will implicitly create an instance of 053 * {@link Well19937c} as random generator to be used for sampling only (see 054 * {@link #sample()} and {@link #sample(int)}). In case no sampling is 055 * needed for the created distribution, it is advised to pass {@code null} 056 * as random generator via the appropriate constructors to avoid the 057 * additional initialisation overhead. 058 * 059 * @param mu shape parameter 060 * @param omega scale parameter (must be positive) 061 * @throws NumberIsTooSmallException if {@code mu < 0.5} 062 * @throws NotStrictlyPositiveException if {@code omega <= 0} 063 */ 064 public NakagamiDistribution(double mu, double omega) { 065 this(mu, omega, DEFAULT_INVERSE_ABSOLUTE_ACCURACY); 066 } 067 068 /** 069 * Build a new instance. 070 * <p> 071 * <b>Note:</b> this constructor will implicitly create an instance of 072 * {@link Well19937c} as random generator to be used for sampling only (see 073 * {@link #sample()} and {@link #sample(int)}). In case no sampling is 074 * needed for the created distribution, it is advised to pass {@code null} 075 * as random generator via the appropriate constructors to avoid the 076 * additional initialisation overhead. 077 * 078 * @param mu shape parameter 079 * @param omega scale parameter (must be positive) 080 * @param inverseAbsoluteAccuracy the maximum absolute error in inverse 081 * cumulative probability estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}). 082 * @throws NumberIsTooSmallException if {@code mu < 0.5} 083 * @throws NotStrictlyPositiveException if {@code omega <= 0} 084 */ 085 public NakagamiDistribution(double mu, double omega, double inverseAbsoluteAccuracy) { 086 this(new Well19937c(), mu, omega, inverseAbsoluteAccuracy); 087 } 088 089 /** 090 * Build a new instance. 091 * 092 * @param rng Random number generator 093 * @param mu shape parameter 094 * @param omega scale parameter (must be positive) 095 * @param inverseAbsoluteAccuracy the maximum absolute error in inverse 096 * cumulative probability estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}). 097 * @throws NumberIsTooSmallException if {@code mu < 0.5} 098 * @throws NotStrictlyPositiveException if {@code omega <= 0} 099 */ 100 public NakagamiDistribution(RandomGenerator rng, double mu, double omega, double inverseAbsoluteAccuracy) { 101 super(rng); 102 103 if (mu < 0.5) { 104 throw new NumberIsTooSmallException(mu, 0.5, true); 105 } 106 if (omega <= 0) { 107 throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, omega); 108 } 109 110 this.mu = mu; 111 this.omega = omega; 112 this.inverseAbsoluteAccuracy = inverseAbsoluteAccuracy; 113 } 114 115 /** 116 * Access the shape parameter, {@code mu}. 117 * 118 * @return the shape parameter. 119 */ 120 public double getShape() { 121 return mu; 122 } 123 124 /** 125 * Access the scale parameter, {@code omega}. 126 * 127 * @return the scale parameter. 128 */ 129 public double getScale() { 130 return omega; 131 } 132 133 /** {@inheritDoc} */ 134 @Override 135 protected double getSolverAbsoluteAccuracy() { 136 return inverseAbsoluteAccuracy; 137 } 138 139 /** {@inheritDoc} */ 140 public double density(double x) { 141 if (x <= 0) { 142 return 0.0; 143 } 144 return 2.0 * FastMath.pow(mu, mu) / (Gamma.gamma(mu) * FastMath.pow(omega, mu)) * 145 FastMath.pow(x, 2 * mu - 1) * FastMath.exp(-mu * x * x / omega); 146 } 147 148 /** {@inheritDoc} */ 149 public double cumulativeProbability(double x) { 150 return Gamma.regularizedGammaP(mu, mu * x * x / omega); 151 } 152 153 /** {@inheritDoc} */ 154 public double getNumericalMean() { 155 return Gamma.gamma(mu + 0.5) / Gamma.gamma(mu) * FastMath.sqrt(omega / mu); 156 } 157 158 /** {@inheritDoc} */ 159 public double getNumericalVariance() { 160 double v = Gamma.gamma(mu + 0.5) / Gamma.gamma(mu); 161 return omega * (1 - 1 / mu * v * v); 162 } 163 164 /** {@inheritDoc} */ 165 public double getSupportLowerBound() { 166 return 0; 167 } 168 169 /** {@inheritDoc} */ 170 public double getSupportUpperBound() { 171 return Double.POSITIVE_INFINITY; 172 } 173 174 /** {@inheritDoc} */ 175 public boolean isSupportLowerBoundInclusive() { 176 return true; 177 } 178 179 /** {@inheritDoc} */ 180 public boolean isSupportUpperBoundInclusive() { 181 return false; 182 } 183 184 /** {@inheritDoc} */ 185 public boolean isSupportConnected() { 186 return true; 187 } 188 189}