stat: imported stat as a subtree

stat/distuv/uniform.go

@@ -0,0 +1,159 @@
+// Copyright ©2014 The gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+package distuv
+
+import (
+	"math"
+	"math/rand"
+)
+
+// UnitUniform is an instantiation of the uniform distribution with Min = 0
+// and Max = 1.
+var UnitUniform = Uniform{Min: 0, Max: 1}
+
+// Uniform represents a continuous uniform distribution (https://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29).
+type Uniform struct {
+	Min    float64
+	Max    float64
+	Source *rand.Rand
+}
+
+// CDF computes the value of the cumulative density function at x.
+func (u Uniform) CDF(x float64) float64 {
+	if x < u.Min {
+		return 0
+	}
+	if x > u.Max {
+		return 1
+	}
+	return (x - u.Min) / (u.Max - u.Min)
+}
+
+// Uniform doesn't have any of the DLogProbD? because the derivative is 0 everywhere
+// except where it's undefined
+
+// Entropy returns the entropy of the distribution.
+func (u Uniform) Entropy() float64 {
+	return math.Log(u.Max - u.Min)
+}
+
+// ExKurtosis returns the excess kurtosis of the distribution.
+func (Uniform) ExKurtosis() float64 {
+	return -6.0 / 5.0
+}
+
+// Uniform doesn't have Fit because it's a bad idea to fit a uniform from data.
+
+// LogProb computes the natural logarithm of the value of the probability density function at x.
+func (u Uniform) LogProb(x float64) float64 {
+	if x < u.Min {
+		return math.Inf(-1)
+	}
+	if x > u.Max {
+		return math.Inf(-1)
+	}
+	return -math.Log(u.Max - u.Min)
+}
+
+// MarshalParameters implements the ParameterMarshaler interface
+func (u Uniform) MarshalParameters(p []Parameter) {
+	if len(p) != u.NumParameters() {
+		panic("uniform: improper parameter length")
+	}
+	p[0].Name = "Min"
+	p[0].Value = u.Min
+	p[1].Name = "Max"
+	p[1].Value = u.Max
+	return
+}
+
+// Mean returns the mean of the probability distribution.
+func (u Uniform) Mean() float64 {
+	return (u.Max + u.Min) / 2
+}
+
+// Median returns the median of the probability distribution.
+func (u Uniform) Median() float64 {
+	return (u.Max + u.Min) / 2
+}
+
+// Uniform doesn't have a mode because it's any value in the distribution
+
+// NumParameters returns the number of parameters in the distribution.
+func (Uniform) NumParameters() int {
+	return 2
+}
+
+// Prob computes the value of the probability density function at x.
+func (u Uniform) Prob(x float64) float64 {
+	if x < u.Min {
+		return 0
+	}
+	if x > u.Max {
+		return 0
+	}
+	return 1 / (u.Max - u.Min)
+}
+
+// Quantile returns the inverse of the cumulative probability distribution.
+func (u Uniform) Quantile(p float64) float64 {
+	if p < 0 || p > 1 {
+		panic(badPercentile)
+	}
+	return p*(u.Max-u.Min) + u.Min
+}
+
+// Rand returns a random sample drawn from the distribution.
+func (u Uniform) Rand() float64 {
+	var rnd float64
+	if u.Source == nil {
+		rnd = rand.Float64()
+	} else {
+		rnd = u.Source.Float64()
+	}
+	return rnd*(u.Max-u.Min) + u.Min
+}
+
+// Skewness returns the skewness of the distribution.
+func (Uniform) Skewness() float64 {
+	return 0
+}
+
+// StdDev returns the standard deviation of the probability distribution.
+func (u Uniform) StdDev() float64 {
+	return math.Sqrt(u.Variance())
+}
+
+// Survival returns the survival function (complementary CDF) at x.
+func (u Uniform) Survival(x float64) float64 {
+	if x < u.Min {
+		return 1
+	}
+	if x > u.Max {
+		return 0
+	}
+	return (u.Max - x) / (u.Max - u.Min)
+}
+
+// UnmarshalParameters implements the ParameterMarshaler interface
+func (u *Uniform) UnmarshalParameters(p []Parameter) {
+	if len(p) != u.NumParameters() {
+		panic("uniform: incorrect number of parameters to set")
+	}
+	if p[0].Name != "Min" {
+		panic("uniform: " + panicNameMismatch)
+	}
+	if p[1].Name != "Max" {
+		panic("uniform: " + panicNameMismatch)
+	}
+
+	u.Min = p[0].Value
+	u.Max = p[1].Value
+}
+
+// Variance returns the variance of the probability distribution.
+func (u Uniform) Variance() float64 {
+	return 1.0 / 12.0 * (u.Max - u.Min) * (u.Max - u.Min)
+}