// Copyright ©2017 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" "golang.org/x/exp/rand" ) // Triangle represents a triangle distribution (https://en.wikipedia.org/wiki/Triangular_distribution). type Triangle struct { a, b, c float64 Src rand.Source } // NewTriangle constructs a new triangle distribution with lower limit a, upper limit b, and mode c. // Constraints are a < b and a ≤ c ≤ b. // This distribution is uncommon in nature, but may be useful for simulation. func NewTriangle(a, b, c float64) Triangle { checkTriangleParameters(a, b, c) return Triangle{a, b, c, nil} } func checkTriangleParameters(a, b, c float64) { if a >= b { panic("triangle: constraint of a < b violated") } if a > c { panic("triangle: constraint of a <= c violated") } if c > b { panic("triangle: constraint of c <= b violated") } } // CDF computes the value of the cumulative density function at x. func (t Triangle) CDF(x float64) float64 { switch { case x <= t.a: return 0 case x <= t.c: d := x - t.a return (d * d) / ((t.b - t.a) * (t.c - t.a)) case x < t.b: d := t.b - x return 1 - (d*d)/((t.b-t.a)*(t.b-t.c)) default: return 1 } } // Entropy returns the entropy of the distribution. func (t Triangle) Entropy() float64 { return 0.5 + math.Log(t.b-t.a) - math.Ln2 } // ExKurtosis returns the excess kurtosis of the distribution. func (Triangle) ExKurtosis() float64 { return -3.0 / 5.0 } // Fit is not appropriate for Triangle, because the distribution is generally used when there is little data. // LogProb computes the natural logarithm of the value of the probability density function at x. func (t Triangle) LogProb(x float64) float64 { return math.Log(t.Prob(x)) } // Mean returns the mean of the probability distribution. func (t Triangle) Mean() float64 { return (t.a + t.b + t.c) / 3 } // Median returns the median of the probability distribution. func (t Triangle) Median() float64 { if t.c >= (t.a+t.b)/2 { return t.a + math.Sqrt((t.b-t.a)*(t.c-t.a)/2) } return t.b - math.Sqrt((t.b-t.a)*(t.b-t.c)/2) } // Mode returns the mode of the probability distribution. func (t Triangle) Mode() float64 { return t.c } // NumParameters returns the number of parameters in the distribution. func (Triangle) NumParameters() int { return 3 } // Prob computes the value of the probability density function at x. func (t Triangle) Prob(x float64) float64 { switch { case x < t.a: return 0 case x < t.c: return 2 * (x - t.a) / ((t.b - t.a) * (t.c - t.a)) case x == t.c: return 2 / (t.b - t.a) case x <= t.b: return 2 * (t.b - x) / ((t.b - t.a) * (t.b - t.c)) default: return 0 } } // Quantile returns the inverse of the cumulative probability distribution. func (t Triangle) Quantile(p float64) float64 { if p < 0 || p > 1 { panic(badPercentile) } f := (t.c - t.a) / (t.b - t.a) if p < f { return t.a + math.Sqrt(p*(t.b-t.a)*(t.c-t.a)) } return t.b - math.Sqrt((1-p)*(t.b-t.a)*(t.b-t.c)) } // Rand returns a random sample drawn from the distribution. func (t Triangle) Rand() float64 { var rnd float64 if t.Src == nil { rnd = rand.Float64() } else { rnd = rand.New(t.Src).Float64() } return t.Quantile(rnd) } // Skewness returns the skewness of the distribution. func (t Triangle) Skewness() float64 { n := math.Sqrt2 * (t.a + t.b - 2*t.c) * (2*t.a - t.b - t.c) * (t.a - 2*t.b + t.c) d := 5 * math.Pow(t.a*t.a+t.b*t.b+t.c*t.c-t.a*t.b-t.a*t.c-t.b*t.c, 3.0/2.0) return n / d } // StdDev returns the standard deviation of the probability distribution. func (t Triangle) StdDev() float64 { return math.Sqrt(t.Variance()) } // Survival returns the survival function (complementary CDF) at x. func (t Triangle) Survival(x float64) float64 { return 1 - t.CDF(x) } // MarshalParameters implements the ParameterMarshaler interface func (t Triangle) MarshalParameters(p []Parameter) { if len(p) != t.NumParameters() { panic("triangle: improper parameter length") } p[0].Name = "A" p[0].Value = t.a p[1].Name = "B" p[1].Value = t.b p[2].Name = "C" p[2].Value = t.c } // UnmarshalParameters implements the ParameterMarshaler interface func (t *Triangle) UnmarshalParameters(p []Parameter) { if len(p) != t.NumParameters() { panic("triangle: incorrect number of parameters to set") } if p[0].Name != "A" { panic("triangle: " + panicNameMismatch) } if p[1].Name != "B" { panic("triangle: " + panicNameMismatch) } if p[2].Name != "C" { panic("triangle: " + panicNameMismatch) } checkTriangleParameters(p[0].Value, p[1].Value, p[2].Value) t.a = p[0].Value t.b = p[1].Value t.c = p[2].Value } // Variance returns the variance of the probability distribution. func (t Triangle) Variance() float64 { return (t.a*t.a + t.b*t.b + t.c*t.c - t.a*t.b - t.a*t.c - t.b*t.c) / 18 }