#lang scheme/base
;;; PLT Scheme Science Collection
;;; random-distributions/exponential.ss
;;; Copyright (c) 2004-2008 M. Douglas Williams
;;;
;;; This library is free software; you can redistribute it and/or
;;; modify it under the terms of the GNU Lesser General Public
;;; License as published by the Free Software Foundation; either
;;; version 2.1 of the License, or (at your option) any later version.
;;;
;;; This library is distributed in the hope that it will be useful,
;;; but WITHOUT ANY WARRANTY; without even the implied warranty of
;;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
;;; Lesser General Public License for more details.
;;;
;;; You should have received a copy of the GNU Lesser General Public
;;; License along with this library; if not, write to the Free
;;; Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
;;; 02111-1307 USA.
;;;
;;; -------------------------------------------------------------------
;;;
;;; This code in based on the Random Number Distributions in the GNU
;;; Scientific Library (GSL).
;;;
;;; Version  Date      Description
;;; 0.9.0    08/07/04  This is the initial release of the exponential
;;;                    distribution routines ported from GSL. (Doug
;;;                    Williams)
;;; 1.0.0    09/28/04  Marked as ready for Release 1.0.  Added
;;;                    contracts for functions.  (Doug Williams)
;;; 2.0.0    11/19/07  Added unchecked versions of functions and
;;;                    getting ready for PLT Scheme 4.0 (Doug Williams)
;;; 3.0.0    06/09/08  Changes required for V4.0.  (Doug Williams)

(require (lib "contract.ss"))

(provide
 (rename-out (random-exponential unchecked-random-exponential)
             (exponential-pdf unchecked-exponential-pdf)
             (exponential-cdf unchecked-exponential-cdf)))

(provide/contract
 (random-exponential
  (case-> (-> random-source? (>/c 0.0)
              (>=/c 0.0))
          (-> (>/c 0.0) (>=/c 0.0))))
 (exponential-pdf
  (-> real? (>/c 0.0) (>=/c 0.0)))
 (exponential-cdf
  (-> real? (>/c 0.0) (real-in 0.0 1.0))))

(require "../random-source.ss")

;;; random-exponential: random-source x real -> real
;;; random-exponential: real -> real
;; This function returns a random variate from the exponential
;; distribution with mean mu.
(define random-exponential
  (case-lambda
    ((r mu)
     (let ((u (unchecked-random-uniform r)))
       (* (- mu) (log u))))
    ((mu)
     (random-exponential (current-random-source) mu))))

;;; exponential-pdf: real x real -> real
;;; This function computes the probability  density p(x) at x for an
;;; exponential distribution with mean mu.
(define (exponential-pdf x mu)
  (if (< x 0)
      0
      (/ (exp (/ (- x) mu)) mu)))

;;; exponential-cdf: real x real -> real
;;; This function computer the cummulative density d(x) at x for an
;;; exponential distribution with mean mu.
(define (exponential-cdf x mu)
  (if (< x 0)
      0
      (- 1.0 (exp (/ (- x) mu)))))