f2dc2027f6
in the original GitHub fork: https://github.com/ntoronto/racket Some things about this are known to be broken (most egregious is that the array tests DO NOT RUN because of a problem in typed/rackunit), about half has no coverage in the tests, and half has no documentation. Fixes and docs are coming. This is committed now to allow others to find errors and inconsistency in the things that appear to be working, and to give the author a (rather incomplete) sense of closure.
62 lines
2.2 KiB
Racket
62 lines
2.2 KiB
Racket
#lang typed/racket/base
|
|
|
|
(require racket/performance-hint
|
|
racket/promise
|
|
"../../flonum.rkt"
|
|
"dist-struct.rkt"
|
|
"utils.rkt")
|
|
|
|
(provide flexponential-pdf
|
|
flexponential-cdf
|
|
flexponential-inv-cdf
|
|
flexponential-random
|
|
Exponential-Dist exponential-dist exponential-dist? exponential-dist-scale)
|
|
|
|
(: flexponential-pdf (Float Float Any -> Float))
|
|
(define flexponential-pdf
|
|
(make-one-sided-scale-flpdf
|
|
(λ: ([x : Float] [log? : Any])
|
|
(if log? (- x) (flexp (- x))))))
|
|
|
|
(: flexponential-cdf (Float Float Any Any -> Float))
|
|
(define flexponential-cdf
|
|
(make-one-sided-scale-flcdf
|
|
(λ: ([x : Float] [log? : Any] [1-p? : Any])
|
|
(cond [1-p? (if log? (- x) (flexp (- x)))]
|
|
[else (if log? (lg1- (- x)) (- (flexpm1 (- x))))]))))
|
|
|
|
(: standard-flexponential-inv-cdf (Float Any Any -> Float))
|
|
(define (standard-flexponential-inv-cdf q log? 1-p?)
|
|
(cond [1-p? (if log? (- q) (- (fllog q)))]
|
|
[else (if log? (- (lg1- q)) (- (fllog1p (- q))))]))
|
|
|
|
(: flexponential-inv-cdf (Float Float Any Any -> Float))
|
|
(define flexponential-inv-cdf (make-one-sided-scale-flinv-cdf standard-flexponential-inv-cdf))
|
|
|
|
(: flexponential-random (Float -> Float))
|
|
(define (flexponential-random s)
|
|
(fl* s (- (fllog (random)))))
|
|
|
|
;; ===================================================================================================
|
|
;; Distribution object
|
|
|
|
(begin-encourage-inline
|
|
|
|
(define-distribution-type: Exponential-Dist (Ordered-Dist Real Flonum)
|
|
exponential-dist ([scale : Flonum]))
|
|
|
|
(: exponential-dist (case-> (-> Exponential-Dist)
|
|
(Real -> Exponential-Dist)))
|
|
(define (exponential-dist [s 1.0])
|
|
(let ([s (fl s)])
|
|
(define pdf (opt-lambda: ([x : Real] [log? : Any #f])
|
|
(flexponential-pdf s (fl x) log?)))
|
|
(define cdf (opt-lambda: ([x : Real] [log? : Any #f] [1-p? : Any #f])
|
|
(flexponential-cdf s (fl x) log? 1-p?)))
|
|
(define inv-cdf (opt-lambda: ([p : Real] [log? : Any #f] [1-p? : Any #f])
|
|
(flexponential-inv-cdf s (fl p) log? 1-p?)))
|
|
(define (random) (flexponential-random s))
|
|
(make-exponential-dist pdf random cdf inv-cdf 0.0 +inf.0 (delay (fl* s (fllog 2.0))) s)))
|
|
|
|
)
|