{-# LANGUAGE OverloadedStrings #-}
{-# LANGUAGE DeriveDataTypeable, DeriveGeneric #-}
-- |
-- Module    : Statistics.Distribution.Uniform
-- Copyright : (c) 2011 Aleksey Khudyakov
-- License   : BSD3
--
-- Maintainer  : bos@serpentine.com
-- Stability   : experimental
-- Portability : portable
--
-- Variate distributed uniformly in the interval.
module Statistics.Distribution.Uniform
    (
      UniformDistribution
    -- * Constructors
    , uniformDistr
    , uniformDistrE
    -- ** Accessors
    , uniformA
    , uniformB
    ) where

import Control.Applicative
import Data.Data           (Data, Typeable)
import GHC.Generics        (Generic)
import qualified System.Random.MWC       as MWC

import qualified Statistics.Distribution as D
import Statistics.Internal



-- | Uniform distribution from A to B
data UniformDistribution = UniformDistribution {
      UniformDistribution -> Double
uniformA :: {-# UNPACK #-} !Double -- ^ Low boundary of distribution
    , UniformDistribution -> Double
uniformB :: {-# UNPACK #-} !Double -- ^ Upper boundary of distribution
    } deriving (UniformDistribution -> UniformDistribution -> Bool
(UniformDistribution -> UniformDistribution -> Bool)
-> (UniformDistribution -> UniformDistribution -> Bool)
-> Eq UniformDistribution
forall a. (a -> a -> Bool) -> (a -> a -> Bool) -> Eq a
/= :: UniformDistribution -> UniformDistribution -> Bool
$c/= :: UniformDistribution -> UniformDistribution -> Bool
== :: UniformDistribution -> UniformDistribution -> Bool
$c== :: UniformDistribution -> UniformDistribution -> Bool
Eq, Typeable, Typeable UniformDistribution
DataType
Constr
Typeable UniformDistribution
-> (forall (c :: * -> *).
    (forall d b. Data d => c (d -> b) -> d -> c b)
    -> (forall g. g -> c g)
    -> UniformDistribution
    -> c UniformDistribution)
-> (forall (c :: * -> *).
    (forall b r. Data b => c (b -> r) -> c r)
    -> (forall r. r -> c r) -> Constr -> c UniformDistribution)
-> (UniformDistribution -> Constr)
-> (UniformDistribution -> DataType)
-> (forall (t :: * -> *) (c :: * -> *).
    Typeable t =>
    (forall d. Data d => c (t d)) -> Maybe (c UniformDistribution))
-> (forall (t :: * -> * -> *) (c :: * -> *).
    Typeable t =>
    (forall d e. (Data d, Data e) => c (t d e))
    -> Maybe (c UniformDistribution))
-> ((forall b. Data b => b -> b)
    -> UniformDistribution -> UniformDistribution)
-> (forall r r'.
    (r -> r' -> r)
    -> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r)
-> (forall r r'.
    (r' -> r -> r)
    -> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r)
-> (forall u.
    (forall d. Data d => d -> u) -> UniformDistribution -> [u])
-> (forall u.
    Int -> (forall d. Data d => d -> u) -> UniformDistribution -> u)
-> (forall (m :: * -> *).
    Monad m =>
    (forall d. Data d => d -> m d)
    -> UniformDistribution -> m UniformDistribution)
-> (forall (m :: * -> *).
    MonadPlus m =>
    (forall d. Data d => d -> m d)
    -> UniformDistribution -> m UniformDistribution)
-> (forall (m :: * -> *).
    MonadPlus m =>
    (forall d. Data d => d -> m d)
    -> UniformDistribution -> m UniformDistribution)
-> Data UniformDistribution
UniformDistribution -> DataType
UniformDistribution -> Constr
(forall b. Data b => b -> b)
-> UniformDistribution -> UniformDistribution
(forall d b. Data d => c (d -> b) -> d -> c b)
-> (forall g. g -> c g)
-> UniformDistribution
-> c UniformDistribution
(forall b r. Data b => c (b -> r) -> c r)
-> (forall r. r -> c r) -> Constr -> c UniformDistribution
forall a.
Typeable a
-> (forall (c :: * -> *).
    (forall d b. Data d => c (d -> b) -> d -> c b)
    -> (forall g. g -> c g) -> a -> c a)
-> (forall (c :: * -> *).
    (forall b r. Data b => c (b -> r) -> c r)
    -> (forall r. r -> c r) -> Constr -> c a)
-> (a -> Constr)
-> (a -> DataType)
-> (forall (t :: * -> *) (c :: * -> *).
    Typeable t =>
    (forall d. Data d => c (t d)) -> Maybe (c a))
-> (forall (t :: * -> * -> *) (c :: * -> *).
    Typeable t =>
    (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c a))
-> ((forall b. Data b => b -> b) -> a -> a)
-> (forall r r'.
    (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> a -> r)
-> (forall r r'.
    (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> a -> r)
-> (forall u. (forall d. Data d => d -> u) -> a -> [u])
-> (forall u. Int -> (forall d. Data d => d -> u) -> a -> u)
-> (forall (m :: * -> *).
    Monad m =>
    (forall d. Data d => d -> m d) -> a -> m a)
-> (forall (m :: * -> *).
    MonadPlus m =>
    (forall d. Data d => d -> m d) -> a -> m a)
-> (forall (m :: * -> *).
    MonadPlus m =>
    (forall d. Data d => d -> m d) -> a -> m a)
-> Data a
forall u.
Int -> (forall d. Data d => d -> u) -> UniformDistribution -> u
forall u.
(forall d. Data d => d -> u) -> UniformDistribution -> [u]
forall r r'.
(r -> r' -> r)
-> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r
forall r r'.
(r' -> r -> r)
-> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r
forall (m :: * -> *).
Monad m =>
(forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
forall (m :: * -> *).
MonadPlus m =>
(forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
forall (c :: * -> *).
(forall b r. Data b => c (b -> r) -> c r)
-> (forall r. r -> c r) -> Constr -> c UniformDistribution
forall (c :: * -> *).
(forall d b. Data d => c (d -> b) -> d -> c b)
-> (forall g. g -> c g)
-> UniformDistribution
-> c UniformDistribution
forall (t :: * -> *) (c :: * -> *).
Typeable t =>
(forall d. Data d => c (t d)) -> Maybe (c UniformDistribution)
forall (t :: * -> * -> *) (c :: * -> *).
Typeable t =>
(forall d e. (Data d, Data e) => c (t d e))
-> Maybe (c UniformDistribution)
$cUniformDistribution :: Constr
$tUniformDistribution :: DataType
gmapMo :: (forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
$cgmapMo :: forall (m :: * -> *).
MonadPlus m =>
(forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
gmapMp :: (forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
$cgmapMp :: forall (m :: * -> *).
MonadPlus m =>
(forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
gmapM :: (forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
$cgmapM :: forall (m :: * -> *).
Monad m =>
(forall d. Data d => d -> m d)
-> UniformDistribution -> m UniformDistribution
gmapQi :: Int -> (forall d. Data d => d -> u) -> UniformDistribution -> u
$cgmapQi :: forall u.
Int -> (forall d. Data d => d -> u) -> UniformDistribution -> u
gmapQ :: (forall d. Data d => d -> u) -> UniformDistribution -> [u]
$cgmapQ :: forall u.
(forall d. Data d => d -> u) -> UniformDistribution -> [u]
gmapQr :: (r' -> r -> r)
-> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r
$cgmapQr :: forall r r'.
(r' -> r -> r)
-> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r
gmapQl :: (r -> r' -> r)
-> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r
$cgmapQl :: forall r r'.
(r -> r' -> r)
-> r -> (forall d. Data d => d -> r') -> UniformDistribution -> r
gmapT :: (forall b. Data b => b -> b)
-> UniformDistribution -> UniformDistribution
$cgmapT :: (forall b. Data b => b -> b)
-> UniformDistribution -> UniformDistribution
dataCast2 :: (forall d e. (Data d, Data e) => c (t d e))
-> Maybe (c UniformDistribution)
$cdataCast2 :: forall (t :: * -> * -> *) (c :: * -> *).
Typeable t =>
(forall d e. (Data d, Data e) => c (t d e))
-> Maybe (c UniformDistribution)
dataCast1 :: (forall d. Data d => c (t d)) -> Maybe (c UniformDistribution)
$cdataCast1 :: forall (t :: * -> *) (c :: * -> *).
Typeable t =>
(forall d. Data d => c (t d)) -> Maybe (c UniformDistribution)
dataTypeOf :: UniformDistribution -> DataType
$cdataTypeOf :: UniformDistribution -> DataType
toConstr :: UniformDistribution -> Constr
$ctoConstr :: UniformDistribution -> Constr
gunfold :: (forall b r. Data b => c (b -> r) -> c r)
-> (forall r. r -> c r) -> Constr -> c UniformDistribution
$cgunfold :: forall (c :: * -> *).
(forall b r. Data b => c (b -> r) -> c r)
-> (forall r. r -> c r) -> Constr -> c UniformDistribution
gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b)
-> (forall g. g -> c g)
-> UniformDistribution
-> c UniformDistribution
$cgfoldl :: forall (c :: * -> *).
(forall d b. Data d => c (d -> b) -> d -> c b)
-> (forall g. g -> c g)
-> UniformDistribution
-> c UniformDistribution
$cp1Data :: Typeable UniformDistribution
Data, (forall x. UniformDistribution -> Rep UniformDistribution x)
-> (forall x. Rep UniformDistribution x -> UniformDistribution)
-> Generic UniformDistribution
forall x. Rep UniformDistribution x -> UniformDistribution
forall x. UniformDistribution -> Rep UniformDistribution x
forall a.
(forall x. a -> Rep a x) -> (forall x. Rep a x -> a) -> Generic a
$cto :: forall x. Rep UniformDistribution x -> UniformDistribution
$cfrom :: forall x. UniformDistribution -> Rep UniformDistribution x
Generic)

instance Show UniformDistribution where
  showsPrec :: Int -> UniformDistribution -> ShowS
showsPrec Int
i (UniformDistribution Double
a Double
b) = String -> Double -> Double -> Int -> ShowS
forall a b. (Show a, Show b) => String -> a -> b -> Int -> ShowS
defaultShow2 String
"uniformDistr" Double
a Double
b Int
i
instance Read UniformDistribution where
  readPrec :: ReadPrec UniformDistribution
readPrec = String
-> (Double -> Double -> Maybe UniformDistribution)
-> ReadPrec UniformDistribution
forall a b r.
(Read a, Read b) =>
String -> (a -> b -> Maybe r) -> ReadPrec r
defaultReadPrecM2 String
"uniformDistr" Double -> Double -> Maybe UniformDistribution
uniformDistrE

-- | Create uniform distribution.
uniformDistr :: Double -> Double -> UniformDistribution
uniformDistr :: Double -> Double -> UniformDistribution
uniformDistr Double
a Double
b = UniformDistribution
-> (UniformDistribution -> UniformDistribution)
-> Maybe UniformDistribution
-> UniformDistribution
forall b a. b -> (a -> b) -> Maybe a -> b
maybe (String -> UniformDistribution
forall a. HasCallStack => String -> a
error String
errMsg) UniformDistribution -> UniformDistribution
forall a. a -> a
id (Maybe UniformDistribution -> UniformDistribution)
-> Maybe UniformDistribution -> UniformDistribution
forall a b. (a -> b) -> a -> b
$ Double -> Double -> Maybe UniformDistribution
uniformDistrE Double
a Double
b

-- | Create uniform distribution.
uniformDistrE :: Double -> Double -> Maybe UniformDistribution
uniformDistrE :: Double -> Double -> Maybe UniformDistribution
uniformDistrE Double
a Double
b
  | Double
b Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
< Double
a     = UniformDistribution -> Maybe UniformDistribution
forall a. a -> Maybe a
Just (UniformDistribution -> Maybe UniformDistribution)
-> UniformDistribution -> Maybe UniformDistribution
forall a b. (a -> b) -> a -> b
$ Double -> Double -> UniformDistribution
UniformDistribution Double
b Double
a
  | Double
a Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
< Double
b     = UniformDistribution -> Maybe UniformDistribution
forall a. a -> Maybe a
Just (UniformDistribution -> Maybe UniformDistribution)
-> UniformDistribution -> Maybe UniformDistribution
forall a b. (a -> b) -> a -> b
$ Double -> Double -> UniformDistribution
UniformDistribution Double
a Double
b
  | Bool
otherwise = Maybe UniformDistribution
forall a. Maybe a
Nothing
-- NOTE: failure is in default branch to guard against NaNs.

errMsg :: String
errMsg :: String
errMsg = String
"Statistics.Distribution.Uniform.uniform: wrong parameters"


instance D.Distribution UniformDistribution where
  cumulative :: UniformDistribution -> Double -> Double
cumulative (UniformDistribution Double
a Double
b) Double
x
    | Double
x Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
< Double
a     = Double
0
    | Double
x Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
> Double
b     = Double
1
    | Bool
otherwise = (Double
x Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a) Double -> Double -> Double
forall a. Fractional a => a -> a -> a
/ (Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a)

instance D.ContDistr UniformDistribution where
  density :: UniformDistribution -> Double -> Double
density (UniformDistribution Double
a Double
b) Double
x
    | Double
x Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
< Double
a     = Double
0
    | Double
x Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
> Double
b     = Double
0
    | Bool
otherwise = Double
1 Double -> Double -> Double
forall a. Fractional a => a -> a -> a
/ (Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a)
  quantile :: UniformDistribution -> Double -> Double
quantile (UniformDistribution Double
a Double
b) Double
p
    | Double
p Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
>= Double
0 Bool -> Bool -> Bool
&& Double
p Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
<= Double
1 = Double
a Double -> Double -> Double
forall a. Num a => a -> a -> a
+ (Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a) Double -> Double -> Double
forall a. Num a => a -> a -> a
* Double
p
    | Bool
otherwise        =
      String -> Double
forall a. HasCallStack => String -> a
error (String -> Double) -> String -> Double
forall a b. (a -> b) -> a -> b
$ String
"Statistics.Distribution.Uniform.quantile: p must be in [0,1] range. Got: "String -> ShowS
forall a. [a] -> [a] -> [a]
++Double -> String
forall a. Show a => a -> String
show Double
p
  complQuantile :: UniformDistribution -> Double -> Double
complQuantile (UniformDistribution Double
a Double
b) Double
p
    | Double
p Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
>= Double
0 Bool -> Bool -> Bool
&& Double
p Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
<= Double
1 = Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
+ (Double
a Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
b) Double -> Double -> Double
forall a. Num a => a -> a -> a
* Double
p
    | Bool
otherwise        =
      String -> Double
forall a. HasCallStack => String -> a
error (String -> Double) -> String -> Double
forall a b. (a -> b) -> a -> b
$ String
"Statistics.Distribution.Uniform.complQuantile: p must be in [0,1] range. Got: "String -> ShowS
forall a. [a] -> [a] -> [a]
++Double -> String
forall a. Show a => a -> String
show Double
p

instance D.Mean UniformDistribution where
  mean :: UniformDistribution -> Double
mean (UniformDistribution Double
a Double
b) = Double
0.5 Double -> Double -> Double
forall a. Num a => a -> a -> a
* (Double
a Double -> Double -> Double
forall a. Num a => a -> a -> a
+ Double
b)

instance D.Variance UniformDistribution where
  -- NOTE: 1/sqrt 12 is not constant folded (#4101) so it's written as
  --       numerical constant. (Also FIXME!)
  stdDev :: UniformDistribution -> Double
stdDev   (UniformDistribution Double
a Double
b) = Double
0.2886751345948129 Double -> Double -> Double
forall a. Num a => a -> a -> a
* (Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a)
  variance :: UniformDistribution -> Double
variance (UniformDistribution Double
a Double
b) = Double
d Double -> Double -> Double
forall a. Num a => a -> a -> a
* Double
d Double -> Double -> Double
forall a. Fractional a => a -> a -> a
/ Double
12 where d :: Double
d = Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a

instance D.MaybeMean UniformDistribution where
    maybeMean :: UniformDistribution -> Maybe Double
maybeMean = Double -> Maybe Double
forall a. a -> Maybe a
Just (Double -> Maybe Double)
-> (UniformDistribution -> Double)
-> UniformDistribution
-> Maybe Double
forall b c a. (b -> c) -> (a -> b) -> a -> c
. UniformDistribution -> Double
forall d. Mean d => d -> Double
D.mean

instance D.MaybeVariance UniformDistribution where
    maybeStdDev :: UniformDistribution -> Maybe Double
maybeStdDev   = Double -> Maybe Double
forall a. a -> Maybe a
Just (Double -> Maybe Double)
-> (UniformDistribution -> Double)
-> UniformDistribution
-> Maybe Double
forall b c a. (b -> c) -> (a -> b) -> a -> c
. UniformDistribution -> Double
forall d. Variance d => d -> Double
D.stdDev

instance D.Entropy UniformDistribution where
  entropy :: UniformDistribution -> Double
entropy (UniformDistribution Double
a Double
b) = Double -> Double
forall a. Floating a => a -> a
log (Double
b Double -> Double -> Double
forall a. Num a => a -> a -> a
- Double
a)

instance D.MaybeEntropy UniformDistribution where
  maybeEntropy :: UniformDistribution -> Maybe Double
maybeEntropy = Double -> Maybe Double
forall a. a -> Maybe a
Just (Double -> Maybe Double)
-> (UniformDistribution -> Double)
-> UniformDistribution
-> Maybe Double
forall b c a. (b -> c) -> (a -> b) -> a -> c
. UniformDistribution -> Double
forall d. Entropy d => d -> Double
D.entropy

instance D.ContGen UniformDistribution where
    genContVar :: UniformDistribution -> Gen (PrimState m) -> m Double
genContVar (UniformDistribution Double
a Double
b) Gen (PrimState m)
gen = (Double, Double) -> Gen (PrimState m) -> m Double
forall a (m :: * -> *).
(Variate a, PrimMonad m) =>
(a, a) -> Gen (PrimState m) -> m a
MWC.uniformR (Double
a,Double
b) Gen (PrimState m)
gen