201410.mbox/raw/%3c20141018201048.EA4ED2388C9D@eris.apache.org%3e

+    /*
+     * 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;
+
+    /**
+     * This class implements the Laplace distribution.
+     *
+     * @see <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution (Wikipedia)</a>
+     *
+     * @since 3.4
+     */
+    public class LaplaceDistribution extends AbstractRealDistribution {
+
+        /** Serializable version identifier. */
+        private static final long serialVersionUID = 20141003;
+
+        /** The location parameter. */
+        private final double mu;
+        /** The scale parameter. */
+        private final double beta;
+
+        /**
+         * Build a new instance.
+         *
+         * @param mu location parameter
+         * @param beta scale parameter (must be positive)
+         * @throws NotStrictlyPositiveException if {@code beta <= 0}
+         */
+        public LaplaceDistribution(double mu, double beta) {
+            this(new Well19937c(), mu, beta);
+        }
+
+        /**
+         * Build a new instance.
+         *
+         * @param rng Random number generator
+         * @param mu location parameter
+         * @param beta scale parameter (must be positive)
+         * @throws NotStrictlyPositiveException if {@code beta <= 0}
+         */
+        public LaplaceDistribution(RandomGenerator rng, double mu, double beta) {
+            super(rng);
+
+            if (beta <= 0.0) {
+                throw new NotStrictlyPositiveException(LocalizedFormats.NOT_POSITIVE_SCALE, beta);
+            }
+
+            this.mu = mu;
+            this.beta = beta;
+        }
+
+        /**
+         * Access the location parameter, {@code mu}.
+         *
+         * @return the location parameter.
+         */
+        public double getLocation() {
+            return mu;
+        }
+
+        /**
+         * Access the scale parameter, {@code beta}.
+         *
+         * @return the scale parameter.
+         */
+        public double getScale() {
+            return beta;
+        }
+
+        /** {@inheritDoc} */
+        public double density(double x) {
+            return FastMath.exp(-FastMath.abs(x - mu) / beta) / (2.0 * beta);
+        }
+
+        /** {@inheritDoc} */
+        public double cumulativeProbability(double x) {
+            if (x <= mu) {
+                return FastMath.exp((x - mu) / beta) / 2.0;
+            } else {
+                return 1.0 - FastMath.exp((mu - x) / beta) / 2.0;
+            }
+        }
+
+        @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;
+            }
+            double x = (p > 0.5) ? -Math.log(2.0 - 2.0 * p) : Math.log(2.0 * p);
+            return mu + beta * x;
+        }
+
+        /** {@inheritDoc} */
+        public double getNumericalMean() {
+            return mu;
+        }
+
+        /** {@inheritDoc} */
+        public double getNumericalVariance() {
+            return 2.0 * beta * beta;
+        }
+
+        /** {@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;
+        }
+
+    }
+