#lang racket ;;; Science Collection ;;; random-distributions/flat.rkt ;;; Copyright (c) 2004-2011 M. Douglas Williams ;;; ;;; This file is part of the Science Collection. ;;; ;;; The Science Collection 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 3 of the License ;;; or (at your option) any later version. ;;; ;;; The Science Collection is distributed in the hope that it will be useful, ;;; but WITHOUT 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 the Science Collection. If not, see ;;; <http://www.gnu.org/licenses/>. ;;; ;;; ------------------------------------------------------------------- ;;; ;;; This code implements a flat (uniform) distribution. It is based on ;;; the Random Number Distributions in the GNU Scientific Library. ;;; ;;; Version Date Description ;;; 0.9.0 08/06/04 This is the initial release of the flat ;;; distribution routines. (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) ;;; 4.0.0 08/16/11 Changed the header and restructured the code. (MDW) ;;; 4.1.0 10/11/11 Added the cdf-Q function. (MDW) (require "../random-source.rkt") ;;; random-flat: random-source x real x real -> real ;;; random-flat: real x real -> real ;;; This function returns a random variate from the flat (uniform) ;;; distribution from a to b. (define random-flat (case-lambda ((r a b) (when (<= b a) (error 'random-flat "null range [~a, ~a]" a b)) (let ((u (unchecked-random-uniform r))) (+ (* a (- 1 u)) (* b u)))) ((a b) (random-flat (current-random-source) a b)))) ;;; flat-pdf: real x real x real-> real ;;; This function computes the probability density p(x) at x for a ;;; flat (uniform) distribution from a to b. (define (flat-pdf x a b) (if (< x a) 0.0 (if (<= x b) (/ 1.0 (- b a)) 0.0))) ;;; flat-cdf: real x real x real-> real ;;; This function computes the cummulative density d(x) at x for a ;;; flat (uniform) distribution from a to b. (define (flat-cdf-P x a b) (if (< x a) 0.0 (if (<= x b) (/ (- x a) (- b a)) 1.0))) (define (flat-cdf-Q x a b) (if (< x a) 1.0 (if (> x b) 0.0 (/ (- b x) (- b a))))) (define flat-cdf flat-cdf-P) ;;; Module Contracts (provide (rename-out (random-flat unchecked-random-flat) (flat-pdf unchecked-flat-pdf) (flat-cdf-P unchecked-flat-cdf-P) (flat-cdf-Q unchecked-flat-cdf-Q) (flat-cdf unchecked-flat-cdf))) (provide/contract ; (random-flat ; (case-> (->i ((r random-source?) ; (a real?) ; (b (a) (>/c a))) ; (result () real?)) ; (->i ((a real?) ; (b (a) (>/c a))) ; (result () real?)))) (random-flat (case-> (-> random-source? real? real? real?) (-> real? real? real?))) (flat-pdf (->i ((x real?) (a real?) (b (a) (>/c a))) (result () (>=/c 0.0)))) (flat-cdf-P (->i ((x real?) (a real?) (b (a) (>=/c a))) (result () (real-in 0.0 1.0)))) (flat-cdf-Q (->i ((x real?) (a real?) (b (a) (>=/c a))) (result () (real-in 0.0 1.0)))) (flat-cdf (->i ((x real?) (a real?) (b (a) (>=/c a))) (result () (real-in 0.0 1.0)))))