module Statistics.Distribution.Gamma
(
GammaDistribution
, gammaDistr
, improperGammaDistr
, gdShape
, gdScale
) where
import Data.Typeable (Typeable)
import Numeric.MathFunctions.Constants (m_pos_inf, m_NaN)
import Numeric.SpecFunctions (incompleteGamma, invIncompleteGamma)
import Statistics.Distribution.Poisson.Internal as Poisson
import qualified Statistics.Distribution as D
import qualified System.Random.MWC.Distributions as MWC
data GammaDistribution = GD {
gdShape :: !Double
, gdScale :: !Double
} deriving (Eq, Read, Show, Typeable)
gammaDistr :: Double
-> Double
-> GammaDistribution
gammaDistr k theta
| k <= 0 = error $ msg ++ "shape must be positive. Got " ++ show k
| theta <= 0 = error $ msg ++ "scale must be positive. Got " ++ show theta
| otherwise = improperGammaDistr k theta
where msg = "Statistics.Distribution.Gamma.gammaDistr: "
improperGammaDistr :: Double
-> Double
-> GammaDistribution
improperGammaDistr = GD
instance D.Distribution GammaDistribution where
cumulative = cumulative
instance D.ContDistr GammaDistribution where
density = density
quantile = quantile
instance D.Variance GammaDistribution where
variance (GD a l) = a * l * l
instance D.Mean GammaDistribution where
mean (GD a l) = a * l
instance D.MaybeMean GammaDistribution where
maybeMean = Just . D.mean
instance D.MaybeVariance GammaDistribution where
maybeStdDev = Just . D.stdDev
maybeVariance = Just . D.variance
instance D.ContGen GammaDistribution where
genContVar (GD a l) = MWC.gamma a l
density :: GammaDistribution -> Double -> Double
density (GD a l) x
| a < 0 || l <= 0 = m_NaN
| x <= 0 = 0
| a == 0 = if x == 0 then m_pos_inf else 0
| x == 0 = if a < 1 then m_pos_inf else if a > 1 then 0 else 1/l
| a < 1 = Poisson.probability (x/l) a * a / x
| otherwise = Poisson.probability (x/l) (a1) / l
cumulative :: GammaDistribution -> Double -> Double
cumulative (GD k l) x
| x <= 0 = 0
| otherwise = incompleteGamma k (x/l)
quantile :: GammaDistribution -> Double -> Double
quantile (GD k l) p
| p == 0 = 0
| p == 1 = 1/0
| p > 0 && p < 1 = l * invIncompleteGamma k p
| otherwise =
error $ "Statistics.Distribution.Gamma.quantile: p must be in [0,1] range. Got: "++show p