#lang typed/racket/base (require (for-syntax racket/base racket/syntax racket/string) racket/performance-hint "../../flonum.rkt" "../utils.rkt" "impl/delta-dist.rkt" "dist-struct.rkt") (provide (all-defined-out)) (begin-encourage-inline (: flprobability (Flonum Any Any -> Flonum)) (define (flprobability p log? 1-p?) (cond [1-p? (if log? (fllog1p (- p)) (- 1.0 p))] [else (if log? (fllog p) p)])) (: flprobability-zero? (Flonum Any Any -> Boolean)) (define (flprobability-zero? p log? 1-p?) (cond [1-p? (if log? (fl= p 0.0) (fl= p 1.0))] [else (if log? (fl= p -inf.0) (fl= p 0.0))])) (: flprobability-one? (Flonum Any Any -> Boolean)) (define (flprobability-one? p log? 1-p?) (cond [1-p? (if log? (fl= p -inf.0) (fl= p 0.0))] [else (if log? (fl= p 0.0) (fl= p 1.0))])) ) ;; =================================================================================================== (define-syntax (define-real-dist: stx) (syntax-case stx (:) [(_ name type-name struct-name ([arg-names : arg-types] ...) struct-opts ...) (let ([arg-name-lst (syntax->list #'(arg-names ...))]) (with-syntax* ([(struct-proc-names ...) (map (λ (arg-name) (format-id #'struct-name "~a-~a" #'struct-name arg-name)) arg-name-lst)] [(proc-names ...) (map (λ (arg-name) (format-id #'name "~a-~a" #'name arg-name)) arg-name-lst)]) (syntax/loc stx (begin-encourage-inline (struct: (In Out) struct-name ordered-dist ([arg-names : arg-types] ...) struct-opts ... #:property prop:custom-print-quotable 'never #:property prop:custom-write (λ (v port mode) (pretty-print-constructor 'name (list (struct-proc-names v) ...) port mode))) (define-type type-name (struct-name Real Flonum)) (: proc-names (type-name -> arg-types)) ... (define (proc-names v) (struct-proc-names v)) ...))))])) ;; =================================================================================================== ;; One-sided scale family distributions (e.g. exponential) (define-syntax-rule (make-one-sided-scale-flpdf standard-flpdf) (λ: ([s : Float] [x : Float] [log? : Any]) (cond [(fl= s 0.0) (fldelta-pdf 0.0 x log?)] [(and (s . fl> . 0.0) (x . fl< . 0.0)) (if log? -inf.0 0.0)] [(and (s . fl< . 0.0) (x . fl> . 0.0)) (if log? -inf.0 0.0)] [else (let ([q (standard-flpdf (fl/ x s) log?)]) (if log? (fl- q (fllog (flabs s))) (fl/ q (flabs s))))]))) (define-syntax-rule (make-one-sided-scale-flcdf standard-flcdf) (λ: ([s : Float] [x : Float] [log? : Any] [1-p? : Any]) (cond [(fl= s 0.0) (fldelta-cdf 0.0 x log? 1-p?)] [(and (s . fl> . 0.0) (x . fl< . 0.0)) (cond [1-p? (if log? 0.0 1.0)] [else (if log? -inf.0 0.0)])] [(and (s . fl< . 0.0) (x . fl> . 0.0)) (cond [1-p? (if log? -inf.0 0.0)] [else (if log? 0.0 1.0)])] [else (standard-flcdf (fl/ x s) log? (if (s . fl> . 0.0) 1-p? (not 1-p?)))]))) (define-syntax-rule (make-one-sided-scale-flinv-cdf standard-flinv-cdf) (λ: ([s : Float] [q : Float] [log? : Any] [1-p? : Any]) (cond [(fl= s 0.0) (fldelta-inv-cdf 0.0 q log? 1-p?)] [(not (flprobability? q log?)) +nan.0] [else (fl* s (standard-flinv-cdf q log? 1-p?))]))) (define-syntax-rule (make-one-sided-scale-flrandom standard-flinv-cdf) (λ: ([s : Float]) (fl* s (standard-flinv-cdf (fl* 0.5 (random)) #f ((random) . fl> . 0.5))))) ;; =================================================================================================== ;; Location-scale family distributions (e.g. Cauchy, logistic, normal) (define-syntax-rule (make-symmetric-location-scale-flpdf standard-flpdf) (λ: ([c : Float] [s : Float] [x : Float] [log? : Any]) (cond [(fl= s 0.0) (fldelta-pdf c x log?)] [else (let ([q (standard-flpdf (flabs (fl/ (fl- x c) s)) log?)]) (if log? (fl- q (fllog (flabs s))) (fl/ q (flabs s))))]))) (define-syntax-rule (make-symmetric-location-scale-flcdf standard-flcdf) (λ: ([c : Float] [s : Float] [x : Float] [log? : Any] [1-p? : Any]) (cond [(fl= s 0.0) (fldelta-cdf c x log? 1-p?)] [else (let ([x (fl/ (fl- x c) s)]) (standard-flcdf (if 1-p? (- x) x) log?))]))) (define-syntax-rule (make-symmetric-location-scale-flinv-cdf standard-flinv-cdf) (λ: ([c : Float] [s : Float] [q : Float] [log? : Any] [1-p? : Any]) (cond [(fl= s 0.0) (fldelta-inv-cdf c q log? 1-p?)] [(not (flprobability? q log?)) +nan.0] [else (let* ([x (standard-flinv-cdf q log?)] [x (if 1-p? (- x) x)]) (fl+ (fl* x s) c))]))) (define-syntax-rule (make-symmetric-location-scale-flrandom standard-flinv-cdf) (λ: ([c : Float] [s : Float]) (define x (standard-flinv-cdf (fl* 0.5 (random)) #f)) (fl+ c (fl* s (if ((random) . fl> . 0.5) x (- x))))))