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Exponential.java
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/* * Copyright (c) 2005, Regents of the University of California * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * * Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * * Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * * Neither the name of the University of California, Berkeley nor * the names of its contributors may be used to endorse or promote * products derived from this software without specific prior * written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED * OF THE POSSIBILITY OF SUCH DAMAGE. */ package blog.distrib; import blog.*; import java.util.*; import common.Util;
| An Exponential distribution with parameter lambda over non-negative reals. The probability of x is lambda e^(-lambdax). |
public class Exponential extends AbstractCondProbDistrib {
| Creates a new Exponential with parameter lambda |
public Exponential(List params) {
if (!(params.get(0) instanceof Number)) {
throw new IllegalArgumentException
("The first parameter to Exponential "
+ "must be of class Number, "
+ "not " + params.get(0).getClass() + ".");
}
lambda = ((Number)params.get(0)).doubleValue() ;
}
| Returns the probability of x under this distribution |
public double getProb(List args, Object value) {
if (!(value instanceof Number)) {
throw new IllegalArgumentException
("The Exponential CPD is a distribution over Numbers, "
+ "not " + value.getClass() + ".");
} else {
double x = ((Number)value).doubleValue();
return (lambda * Math.exp((- lambda) * x));
}
}
| Returns the log of the probability of x under this distribution. |
public double getLogProb(List args, Object value) {
if (!(value instanceof Number)) {
throw new IllegalArgumentException
("The Exponential CPD is a distribution over Numbers, "
+ "not " + value.getClass() + ".");
} else {
double x = ((Number)value).doubleValue();
return (Math.log(lambda) - (lambda * x));
}
}
| Returns a double sampled according to this distribution. Takes constant time. (Reference: A Guide to Simulation, 2nd Ed. Bratley, Paul, Bennett L. Fox and Linus E. Schrage.) |
public Object sampleVal(List args, Type childType) {
return new Double(-(Math.log(Util.random()) / lambda));
}
private double lambda;
}
This file was generated on Tue Jun 08 17:53:47 PDT 2010 from file Exponential.java
by the ilog.language.tools.Hilite Java tool written by Hassan Aït-Kaci