1 package nl.tudelft.simulation.jstats.distributions; 2 3 import org.djutils.exceptions.Throw; 4 5 import nl.tudelft.simulation.jstats.math.ProbMath; 6 import nl.tudelft.simulation.jstats.streams.StreamInterface; 7 8 /** 9 * The Pearson5 distribution with a shape parameter α and a scale parameter β. The distribution is sometimes called 10 * the inverse gamma distribution, because if X ~ PT5(α, β) if and only if Y = 1 / X ~ gamma(α, 1/β). For 11 * more information on this distribution see <a href="https://en.wikipedia.org/wiki/Inverse-gamma_distribution"> 12 * https://en.wikipedia.org/wiki/Inverse-gamma_distribution</a> 13 * <p> 14 * Copyright (c) 2002-2024 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See 15 * for project information <a href="https://simulation.tudelft.nl/" target="_blank"> https://simulation.tudelft.nl</a>. The DSOL 16 * project is distributed under a three-clause BSD-style license, which can be found at 17 * <a href="https://https://simulation.tudelft.nl/dsol/docs/latest/license.html" target="_blank"> 18 * https://https://simulation.tudelft.nl/dsol/docs/latest/license.html</a>. 19 * </p> 20 * @author <a href="https://www.linkedin.com/in/peterhmjacobs">Peter Jacobs </a> 21 * @author <a href="https://www.tudelft.nl/averbraeck">Alexander Verbraeck</a> 22 */ 23 public class DistPearson5 extends DistContinuous 24 { 25 /** */ 26 private static final long serialVersionUID = 1L; 27 28 /** dist is the internal gamma distribution for calculation. */ 29 private final DistGamma dist; 30 31 /** alpha is the shape parameter α of the distribution. */ 32 private final double alpha; 33 34 /** beta is the scale parameter β of the distribution. */ 35 private final double beta; 36 37 /** 38 * constructs a new Pearson5 distribution. 39 * @param stream StreamInterface; the random number stream 40 * @param alpha double; the shape parameter α of the distribution 41 * @param beta double; the scale parameter β of the distribution 42 * @throws IllegalArgumentException when alpha <= 0 or beta <= 0 43 */ 44 public DistPearson5(final StreamInterface stream, final double alpha, final double beta) 45 { 46 super(stream); 47 Throw.when(alpha <= 0.0 || beta <= 0.0, IllegalArgumentException.class, 48 "Pearson5 distribution cannot be created with alpha <= 0.0 or beta <= 0.0"); 49 this.alpha = alpha; 50 this.beta = beta; 51 this.dist = new DistGamma(stream, this.alpha, 1.0d / this.beta); 52 } 53 54 /** {@inheritDoc} */ 55 @Override 56 public double draw() 57 { 58 // according to Law and Kelton, Simulation Modeling and Analysis, 1991 pages 492-493 59 return 1.0d / this.dist.draw(); 60 } 61 62 /** {@inheritDoc} */ 63 @Override 64 public double getProbabilityDensity(final double x) 65 { 66 if (x > 0) 67 { 68 return Math.pow(this.beta, this.alpha) * Math.pow(x, -this.alpha - 1) * Math.exp(-this.beta / x) 69 / ProbMath.gamma(this.alpha); 70 } 71 return 0; 72 } 73 74 /** 75 * Return the shape parameter α of the distribution. 76 * @return double; the shape parameter α of the distribution 77 */ 78 public double getAlpha() 79 { 80 return this.alpha; 81 } 82 83 /** 84 * Return the scale parameter β of the distribution. 85 * @return double; the scale parameter β of the distribution 86 */ 87 public double getBeta() 88 { 89 return this.beta; 90 } 91 92 /** {@inheritDoc} */ 93 @Override 94 public void setStream(final StreamInterface stream) 95 { 96 super.setStream(stream); 97 this.dist.setStream(stream); 98 } 99 100 /** {@inheritDoc} */ 101 @Override 102 public String toString() 103 { 104 return "Pearson5(" + this.alpha + "," + this.beta + ")"; 105 } 106 }