defmodule Distribution.TriModal do # Copyright 2020 Pieter Rijken # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. @moduledoc """ Bimodal distribution. """ defstruct [:weights,:distribs] @type t() :: %__MODULE__{ weights: [number()] | nil, distribs: [Distribution.t()] | nil, } end defimpl Distribution, for: Distribution.TriModal do import Distribution.TriModal alias Distribution.TriModal def skewness(%TriModal{distribs: nil}), do: raise ArithmeticError, "Skewness not supported for TriModal distribution" def kurtosis(%TriModal{distribs: nil}), do: raise ArithmeticError, "Kurtosis not supported for TriModal distribution" def size(%TriModal{distribs: distribs}), do: 2 + (distribs|>Enum.map(&Distribution.size(&1))|>Enum.sum) def cdf(%TriModal{weights: nil, distribs: distribs}) do fn x,[w1,w2|parameters] -> distribs |> Enum.map(&{&1,Distribution.size(&1)}) |> Enum.reduce({[],parameters},fn {d,size},{result,rest} -> {[{d,Enum.take(rest,size)}|result],Enum.drop(rest,size)} end) |> elem(0) |> Enum.reverse() |> Enum.zip([w1,(1-w1)*w2,(1-w1)*(1-w2)]) |> Enum.map(fn {tup,p} -> Tuple.append(tup,p) end) |> Enum.map(fn {d,pars,p} -> p*Distribution.cdf(d).(x,pars) end) |> Enum.sum end end def pdf(%TriModal{weights: nil, distribs: distribs}) do fn x,[w1,w2|parameters] -> distribs |> Enum.map(&{&1,Distribution.size(&1)}) |> Enum.reduce({[],parameters},fn {d,size},{result,rest} -> {[{d,Enum.take(rest,size)}|result],Enum.drop(rest,size)} end) |> elem(0) |> Enum.reverse() |> Enum.zip([w1,(1-w1)*w2,(1-w1)*(1-w2)]) |> Enum.map(fn {tup,p} -> Tuple.append(tup,p) end) |> Enum.map(fn {d,pars,p} -> p*Distribution.pdf(d).(x,pars) end) |> Enum.sum end end def random(%TriModal{weights: [w1,w2], distribs: distribs}) do distribs |> Enum.zip([w1,(1-w1)*w2,(1-w1)*(1-w2)]) |> Enum.map(fn {d,p} -> p*Distribution.random(d) end) |> Enum.sum end end defimpl Inspect, for: Distribution.TriModal do import Inspect.Algebra def inspect(dict, opts) do case {dict.weights,dict.distribs} do {_,nil} -> "#TriModal<>" {nil,[d1,d2,d3]} -> concat ["#TriModal<", to_doc([d1,d2,d3], opts), ">"] {[w1,w2],[d1,d2,d3]} -> concat ["#TriModal<", "weights=(#{w1},#{(1-w1)*w2},#{(1-w1)*(1-w2)})", "distribs=", to_doc([d1,d2,d3], opts), ">"] end end end