random-fu 0.2.4.0 → 0.2.5.0

raw patch · 5 files changed

+55/−7 lines, 5 filesdep +math-functionsdep −gamma

Dependencies added: math-functions

Dependencies removed: gamma

Files

• random-fu.cabal +3/−2
• src/Data/Random/Distribution/ChiSquare.hs +2/−2
• src/Data/Random/Distribution/Gamma.hs +3/−3
• src/Data/Random/Distribution/T.hs +46/−0
• src/Data/Random/Distribution/Uniform.hs +1/−0

@@ -1,5 +1,5 @@ name:                   random-fu-version:                0.2.4.0+version:                0.2.5.0 stability:              provisional  cabal-version:          >= 1.6@@ -76,6 +76,7 @@                         Data.Random.Distribution.Pareto                         Data.Random.Distribution.Poisson                         Data.Random.Distribution.Rayleigh+                        Data.Random.Distribution.T                         Data.Random.Distribution.Triangular                         Data.Random.Distribution.Uniform                         Data.Random.Distribution.Weibull@@ -99,7 +100,7 @@   else     build-depends:      mtl == 1.*   -  build-depends:        gamma,+  build-depends:        math-functions,                         monad-loops >= 0.3.0.1,                         random-shuffle,                         random-source == 0.3.*,

@@ -8,7 +8,7 @@ import Data.Random.Distribution import Data.Random.Distribution.Gamma -import Math.Gamma (p)+import Numeric.SpecFunctions  chiSquare :: Distribution ChiSquare t => Integer -> RVar t chiSquare = rvar . ChiSquare@@ -25,4 +25,4 @@         | otherwise = fail "chi-square distribution: degrees of freedom must be positive"  instance (Real t, Distribution ChiSquare t) => CDF ChiSquare t where-    cdf (ChiSquare n) x = p (0.5 * fromInteger n) (0.5 * realToFrac x)+    cdf (ChiSquare n) x = incompleteGamma (0.5 * fromInteger n) (0.5 * realToFrac x)

@@ -21,7 +21,7 @@  import Data.Ratio -import Math.Gamma (p)+import Numeric.SpecFunctions  -- |derived from  Marsaglia & Tang, "A Simple Method for generating gamma -- variables", ACM Transactions on Mathematical Software, Vol 26, No 3 (2000), p363-372.@@ -80,11 +80,11 @@     rvarT (Gamma a b) = mtGamma a b  instance (Real a, Distribution Gamma a) => CDF Gamma a where-    cdf (Gamma a b) x = p (realToFrac a) (realToFrac x / realToFrac b)+    cdf (Gamma a b) x = incompleteGamma (realToFrac a) (realToFrac x / realToFrac b)  instance (Integral a, Floating b, Ord b, Distribution Normal b, Distribution StdUniform b) => Distribution (Erlang a) b where     rvarT (Erlang a) = mtGamma (fromIntegral a) 1  instance (Integral a, Real b, Distribution (Erlang a) b) => CDF (Erlang a) b where-    cdf (Erlang a) x = p (fromIntegral a) (realToFrac x)+    cdf (Erlang a) x = incompleteGamma (fromIntegral a) (realToFrac x) 

@@ -0,0 +1,46 @@+{-# LANGUAGE MultiParamTypeClasses #-}+{-# LANGUAGE FlexibleInstances     #-}+{-# LANGUAGE FlexibleContexts      #-}+{-# LANGUAGE UndecidableInstances  #-}++{-# OPTIONS_GHC -Wall                      #-}+{-# OPTIONS_GHC -fno-warn-name-shadowing   #-}+{-# OPTIONS_GHC -fno-warn-type-defaults    #-}+{-# OPTIONS_GHC -fno-warn-unused-do-bind   #-}+{-# OPTIONS_GHC -fno-warn-missing-methods  #-}+{-# OPTIONS_GHC -fno-warn-orphans          #-}++module Data.Random.Distribution.T where++import Data.RVar+import Data.Random.Distribution+import Data.Random.Distribution.ChiSquare+import Data.Random.Distribution.Normal++import Numeric.SpecFunctions++t :: Distribution T a => Integer -> RVar a+t = rvar . T++tT :: Distribution T a => Integer -> RVarT m a+tT = rvarT . T++newtype T a = T Integer+    deriving (Eq, Ord, Show)++instance (Floating a, Distribution Normal a, Distribution ChiSquare a) => Distribution T a where+    rvarT (T n)+        | n > 0     = do+            x <- stdNormalT+            y <- chiSquareT n+            return (x * sqrt (fromInteger n / y))+        | otherwise = fail "Student's t-distribution: degrees of freedom must be positive"++instance (Real a, Distribution T a) => CDF T a where+    cdf (T n) t = incompleteBeta v2 v2 x+        where+            v = fromIntegral n+            v2 = 0.5 * v+            tD = realToFrac t+            u = sqrt (tD*tD + v)+            x = (tD + u) / (u + u)

@@ -30,6 +30,7 @@     , floatStdUniform     , doubleStdUniform     +    , boundedStdUniformCDF     , realStdUniformCDF     , realUniformCDF     ) where