defmodule Distribution.Nakagami do # Copyright 2019 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 """ The Nakagami distribution. """ defstruct [:pars, name: "nakagami"] @type t() :: %__MODULE__{ pars: [number()] | nil, name: String.t } end defimpl Distribution, for: Distribution.Nakagami do import Distribution.Nakagami alias Distribution.Nakagami import Exboost.Math, only: [tgamma: 1] @spec nakagami(scale::number(),shape::number()) :: ((...) -> number) defp nakagami(scale,shape) do fn -> u = :rand.uniform() scale*:math.sqrt(Exboost.Math.gamma_p_inv(shape,u)/shape) end end @spec nakagamiCDF(scale :: float,shape :: float) :: (number -> number) defp nakagamiCDF(scale,shape) when scale>0 and shape>0 do fn x -> Exboost.Math.tgamma_lower(shape,shape*(x/scale)*(x/scale)) end end defp nakagamiCDF(_scale,_shape), do: raise ArithmeticError, "Nakagami is only defined for positive scale and shape" def skewness(%Nakagami{pars: nil}) do fn [_scale,shape] -> g = tgamma(shape) g1_2 = tgamma(shape+0.5) g1 = tgamma(shape+1.0) g3_2 = tgamma(shape+1.5) num = 2*g1_2*g1_2*g1_2 + g*g*( g3_2 - 3*shape*g1_2 ) den = g*g*g*:math.pow(shape*(1.0-shape*g1_2*g1_2/g1/g1),1.5) num/den end end def kurtosis(%Nakagami{pars: nil}) do fn [_scale,shape] -> g = tgamma(shape) g1_2 = tgamma(shape+0.5) g2 = tgamma(shape+2.0) gdouble = tgamma(2*shape) num = -6*g1_2*g1_2*g1_2*g1_2 - 3*shape*shape*g*g*g*g + g*g*g*g2 + :math.pow(2,3-4*shape)*(4*shape-1)*:math.pi*gdouble*gdouble den = :math.pow(abs(g1_2*g1_2 - shape*g*g),2) num/den end end def size(%Nakagami{}), do: 2 def cdf(%Nakagami{pars: nil}), do: fn x, [scale,shape] -> nakagamiCDF(scale,shape).(x) end def pdf(%Nakagami{pars: nil}), do: raise Distribution.FunctionNotSupportedError, message: "pdf is not supported for the Nakagami distribution" def random(%Nakagami{pars: [scale,shape]}), do: nakagami(scale, shape).() def name(model), do: model.name end defimpl Inspect, for: Distribution.Nakagami do import Inspect.Algebra def inspect(dict, opts) do case dict.pars do nil -> "#Nakagami<>" [scale,shape] -> concat ["#Nakagami<", to_doc("scale=#{scale}, shape=#{shape}", opts), ">"] list -> concat ["#Nakagami<", to_doc(list, opts), ">"] end end end