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// $Id$ |
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/* |
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Copyright (C) 2023 Peter Johansson |
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This file is part of the yat library, https://dev.thep.lu.se/trac/yat |
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <https://www.gnu.org/licenses/>. |
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*/ |
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#include <config.h> |
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#include "ln_pdf.h" |
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#include <gsl/gsl_math.h> |
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#include <gsl/gsl_sf_gamma.h> |
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#include <cassert> |
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#include <cmath> |
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|
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namespace theplu { |
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namespace yat { |
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namespace statistics { |
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double bernoulli_ln_pdf(unsigned int k, double p) |
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{ |
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assert(k == 0 || k == 1); |
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assert(p > 0.0 && p < 1.0); |
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// pdf = p^k * (1-p)^(1-k) |
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if (k) |
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return std::log(p); |
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return std::log(1.0 - p); |
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} |
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|
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double binomial_ln_pdf(unsigned int k, double p, unsigned int n) |
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{ |
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assert(p > 0.0 && p < 1.0); |
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assert(k <= n); |
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|
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// pdf = choose(n, k) * p^k * (1-p)^(n-k) |
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return gsl_sf_lnchoose(n,k) + k * std::log(p) + (n-k) * std::log(1.0-p); |
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} |
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double exponential_ln_pdf(double x, double m) |
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{ |
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assert(m > 0); |
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// pdf = 1.0/m * exp(-x/m) |
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return -std::log(m) - x/m; |
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} |
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double gaussian_ln_pdf(double x, double s) |
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{ |
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assert(s > 0); |
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// pdf = 1/(s sqrt(2pi)) * exp(-1/2 * (x/s)^2) |
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return -std::log(s) - 0.5 * (M_LN2 + M_LNPI + std::pow(x/s, 2)); |
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} |
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double geometric_ln_pdf(unsigned int k, double p) |
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{ |
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assert(p > 0 && p < 1.0); |
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assert(k>0); |
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// pdf = p*(1.0-p)^k-1 |
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return std::log(p) + (k-1)*std::log(1.0-p); |
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} |
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double hypergeometric_ln_pdf(unsigned int k, unsigned int n1, |
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unsigned int n2, unsigned int t) |
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{ |
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assert(k <= n1); |
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assert(k <= t); |
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assert(t-k <= n2); |
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assert(t <= n1+n2); |
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// pdf = choose(n1,k)*choose(n2,t-k)/choose(n1+n2,t) |
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return gsl_sf_lnchoose(n1, k) + gsl_sf_lnchoose(n2, t-k) - |
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gsl_sf_lnchoose(n1+n2, t); |
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} |
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double negative_binomial_ln_pdf(unsigned int k, double p, double n) |
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{ |
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assert(p > 0 && p < 1.0); |
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// pdf = Sigma(n+k) / Sigma(k+1)Sigma(n) * p^n * (1-p)^k |
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return gsl_sf_lngamma(n+k) - gsl_sf_lngamma(k+1) - gsl_sf_lngamma(n) + |
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n * std::log(p) + k * std::log(1.0-p); |
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} |
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double negative_hypergeometric_ln_pdf(unsigned int k, unsigned int n1, |
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unsigned int n2, unsigned int t) |
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{ |
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return gsl_sf_lnchoose(k+t+1, k) + gsl_sf_lnchoose(n1+n2-t-k, n1-k) - |
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gsl_sf_lnchoose(n1+n2, n1); |
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} |
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double poisson_ln_pdf(unsigned int k, double m) |
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{ |
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assert(m > 0); |
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// pdf = m^k exp(-m) / k! |
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return k*std::log(m) - m - gsl_sf_lnfact(k); |
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} |
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double ugaussian_ln_pdf(double x) |
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{ |
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// pdf = 1/(sqrt(2pi)) * exp(-1/2 * x^2) |
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return - 0.5 * (M_LN2 + M_LNPI + x*x); |
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} |
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}}} // of namespace utility, yat, and thep |