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package org.apache.commons.math3.distribution;

import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.FastMath;

Implementation of the triangular real distribution.
See Also:
Since:3.0
/** * Implementation of the triangular real distribution. * * @see <a href="http://en.wikipedia.org/wiki/Triangular_distribution"> * Triangular distribution (Wikipedia)</a> * * @since 3.0 */
public class TriangularDistribution extends AbstractRealDistribution {
Serializable version identifier.
/** Serializable version identifier. */
private static final long serialVersionUID = 20120112L;
Lower limit of this distribution (inclusive).
/** Lower limit of this distribution (inclusive). */
private final double a;
Upper limit of this distribution (inclusive).
/** Upper limit of this distribution (inclusive). */
private final double b;
Mode of this distribution.
/** Mode of this distribution. */
private final double c;
Inverse cumulative probability accuracy.
/** Inverse cumulative probability accuracy. */
private final double solverAbsoluteAccuracy;
Creates a triangular real distribution using the given lower limit, upper limit, and mode.

Note: this constructor will implicitly create an instance of Well19937c as random generator to be used for sampling only (see AbstractRealDistribution.sample() and AbstractRealDistribution.sample(int)). In case no sampling is needed for the created distribution, it is advised to pass null as random generator via the appropriate constructors to avoid the additional initialisation overhead.

Params:
  • a – Lower limit of this distribution (inclusive).
  • b – Upper limit of this distribution (inclusive).
  • c – Mode of this distribution.
Throws:
/** * Creates a triangular real distribution using the given lower limit, * upper limit, and mode. * <p> * <b>Note:</b> this constructor will implicitly create an instance of * {@link Well19937c} as random generator to be used for sampling only (see * {@link #sample()} and {@link #sample(int)}). In case no sampling is * needed for the created distribution, it is advised to pass {@code null} * as random generator via the appropriate constructors to avoid the * additional initialisation overhead. * * @param a Lower limit of this distribution (inclusive). * @param b Upper limit of this distribution (inclusive). * @param c Mode of this distribution. * @throws NumberIsTooLargeException if {@code a >= b} or if {@code c > b}. * @throws NumberIsTooSmallException if {@code c < a}. */
public TriangularDistribution(double a, double c, double b) throws NumberIsTooLargeException, NumberIsTooSmallException { this(new Well19937c(), a, c, b); }
Creates a triangular distribution.
Params:
  • rng – Random number generator.
  • a – Lower limit of this distribution (inclusive).
  • b – Upper limit of this distribution (inclusive).
  • c – Mode of this distribution.
Throws:
Since:3.1
/** * Creates a triangular distribution. * * @param rng Random number generator. * @param a Lower limit of this distribution (inclusive). * @param b Upper limit of this distribution (inclusive). * @param c Mode of this distribution. * @throws NumberIsTooLargeException if {@code a >= b} or if {@code c > b}. * @throws NumberIsTooSmallException if {@code c < a}. * @since 3.1 */
public TriangularDistribution(RandomGenerator rng, double a, double c, double b) throws NumberIsTooLargeException, NumberIsTooSmallException { super(rng); if (a >= b) { throw new NumberIsTooLargeException( LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND, a, b, false); } if (c < a) { throw new NumberIsTooSmallException( LocalizedFormats.NUMBER_TOO_SMALL, c, a, true); } if (c > b) { throw new NumberIsTooLargeException( LocalizedFormats.NUMBER_TOO_LARGE, c, b, true); } this.a = a; this.c = c; this.b = b; solverAbsoluteAccuracy = FastMath.max(FastMath.ulp(a), FastMath.ulp(b)); }
Returns the mode c of this distribution.
Returns:the mode c of this distribution
/** * Returns the mode {@code c} of this distribution. * * @return the mode {@code c} of this distribution */
public double getMode() { return c; }
{@inheritDoc}

For this distribution, the returned value is not really meaningful, since exact formulas are implemented for the computation of the inverseCumulativeProbability(double) (no solver is invoked).

For lower limit a and upper limit b, the current implementation returns max(ulp(a), ulp(b).

/** * {@inheritDoc} * * <p> * For this distribution, the returned value is not really meaningful, * since exact formulas are implemented for the computation of the * {@link #inverseCumulativeProbability(double)} (no solver is invoked). * </p> * <p> * For lower limit {@code a} and upper limit {@code b}, the current * implementation returns {@code max(ulp(a), ulp(b)}. * </p> */
@Override protected double getSolverAbsoluteAccuracy() { return solverAbsoluteAccuracy; }
{@inheritDoc} For lower limit a, upper limit b and mode c, the PDF is given by
  • 2 * (x - a) / [(b - a) * (c - a)] if a <= x < c,
  • 2 / (b - a) if x = c,
  • 2 * (b - x) / [(b - a) * (b - c)] if c < x <= b,
  • 0 otherwise.
/** * {@inheritDoc} * * For lower limit {@code a}, upper limit {@code b} and mode {@code c}, the * PDF is given by * <ul> * <li>{@code 2 * (x - a) / [(b - a) * (c - a)]} if {@code a <= x < c},</li> * <li>{@code 2 / (b - a)} if {@code x = c},</li> * <li>{@code 2 * (b - x) / [(b - a) * (b - c)]} if {@code c < x <= b},</li> * <li>{@code 0} otherwise. * </ul> */
public double density(double x) { if (x < a) { return 0; } if (a <= x && x < c) { double divident = 2 * (x - a); double divisor = (b - a) * (c - a); return divident / divisor; } if (x == c) { return 2 / (b - a); } if (c < x && x <= b) { double divident = 2 * (b - x); double divisor = (b - a) * (b - c); return divident / divisor; } return 0; }
{@inheritDoc} For lower limit a, upper limit b and mode c, the CDF is given by
  • 0 if x < a,
  • (x - a)^2 / [(b - a) * (c - a)] if a <= x < c,
  • (c - a) / (b - a) if x = c,
  • 1 - (b - x)^2 / [(b - a) * (b - c)] if c < x <= b,
  • 1 if x > b.
/** * {@inheritDoc} * * For lower limit {@code a}, upper limit {@code b} and mode {@code c}, the * CDF is given by * <ul> * <li>{@code 0} if {@code x < a},</li> * <li>{@code (x - a)^2 / [(b - a) * (c - a)]} if {@code a <= x < c},</li> * <li>{@code (c - a) / (b - a)} if {@code x = c},</li> * <li>{@code 1 - (b - x)^2 / [(b - a) * (b - c)]} if {@code c < x <= b},</li> * <li>{@code 1} if {@code x > b}.</li> * </ul> */
public double cumulativeProbability(double x) { if (x < a) { return 0; } if (a <= x && x < c) { double divident = (x - a) * (x - a); double divisor = (b - a) * (c - a); return divident / divisor; } if (x == c) { return (c - a) / (b - a); } if (c < x && x <= b) { double divident = (b - x) * (b - x); double divisor = (b - a) * (b - c); return 1 - (divident / divisor); } return 1; }
{@inheritDoc} For lower limit a, upper limit b, and mode c, the mean is (a + b + c) / 3.
/** * {@inheritDoc} * * For lower limit {@code a}, upper limit {@code b}, and mode {@code c}, * the mean is {@code (a + b + c) / 3}. */
public double getNumericalMean() { return (a + b + c) / 3; }
{@inheritDoc} For lower limit a, upper limit b, and mode c, the variance is (a^2 + b^2 + c^2 - a * b - a * c - b * c) / 18.
/** * {@inheritDoc} * * For lower limit {@code a}, upper limit {@code b}, and mode {@code c}, * the variance is {@code (a^2 + b^2 + c^2 - a * b - a * c - b * c) / 18}. */
public double getNumericalVariance() { return (a * a + b * b + c * c - a * b - a * c - b * c) / 18; }
{@inheritDoc} The lower bound of the support is equal to the lower limit parameter a of the distribution.
Returns:lower bound of the support
/** * {@inheritDoc} * * The lower bound of the support is equal to the lower limit parameter * {@code a} of the distribution. * * @return lower bound of the support */
public double getSupportLowerBound() { return a; }
{@inheritDoc} The upper bound of the support is equal to the upper limit parameter b of the distribution.
Returns:upper bound of the support
/** * {@inheritDoc} * * The upper bound of the support is equal to the upper limit parameter * {@code b} of the distribution. * * @return upper bound of the support */
public double getSupportUpperBound() { return b; }
{@inheritDoc}
/** {@inheritDoc} */
public boolean isSupportLowerBoundInclusive() { return true; }
{@inheritDoc}
/** {@inheritDoc} */
public boolean isSupportUpperBoundInclusive() { return true; }
{@inheritDoc} The support of this distribution is connected.
Returns:true
/** * {@inheritDoc} * * The support of this distribution is connected. * * @return {@code true} */
public boolean isSupportConnected() { return true; }
{@inheritDoc}
/** {@inheritDoc} */
@Override public double inverseCumulativeProbability(double p) throws OutOfRangeException { if (p < 0 || p > 1) { throw new OutOfRangeException(p, 0, 1); } if (p == 0) { return a; } if (p == 1) { return b; } if (p < (c - a) / (b - a)) { return a + FastMath.sqrt(p * (b - a) * (c - a)); } return b - FastMath.sqrt((1 - p) * (b - a) * (b - c)); } }