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package Statistics::GammaDistribution; |
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60400
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use strict; |
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71
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use warnings; |
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60
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use vars qw ( $VERSION ); |
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2
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1713
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5
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$VERSION = 0.02; |
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7
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sub PI(){ 3.14159265358979323846264338328; } |
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sub E() { 2.71828182845904523536028747135; } |
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10
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sub new |
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{ |
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1
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1
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1
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my ($caller,%args) = @_; |
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1
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33
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my $class = ref($caller) || $caller; |
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1
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3
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my $self = bless {}, $class; |
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1
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5
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$self->_init(%args); |
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1
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return $self; |
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} |
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sub _init |
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{ |
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1
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1
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1
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my ($self,%args) = @_; |
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1
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2
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return $self; |
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} |
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24
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25
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sub get_order |
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26
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{ |
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0
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0
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0
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0
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my ($self) = @_; |
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28
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0
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0
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return $self->{_a}; |
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29
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} |
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31
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sub set_order |
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{ |
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1
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my ($self,$order) = @_; |
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12
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$self->{_a} = $order; |
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12
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$self->{_na} = int($order); |
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12
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return $self->{_a}; |
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} |
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39
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sub rand |
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{ |
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12
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12
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1
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my ($self,$scale) = shift; |
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42
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12
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50
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$scale = 1 unless defined $scale; |
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12
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my $order = $self->{_a}; |
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12
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my $n_order = $self->{_na}; |
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46
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12
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50
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33
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die('Statistics::GammaDistribution::rand() - order of distribution must be set greater than zero using set_order()') |
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47
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unless ((defined $order) && ($order>0)); |
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49
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12
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100
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if ($order == $n_order){ |
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100
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50
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3
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5
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return $scale * _gamma_int($n_order); |
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51
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} elsif ($n_order == 0) { |
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4
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return $scale * _gamma_frac($order); |
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} else { |
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54
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5
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return $scale * (_gamma_int($n_order) + _gamma_frac($order-$n_order)); |
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55
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} |
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56
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} |
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57
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58
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# random number between zero and one, |
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59
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# NOT including zero |
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60
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sub _rand_nonzero |
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{ |
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62
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my $rand; |
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23
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83
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while(!($rand = CORE::rand())) |
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64
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{ |
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65
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# loop |
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66
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} |
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67
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return $rand; |
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68
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} |
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69
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70
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sub _gamma_int |
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71
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{ |
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72
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8
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8
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10
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my $order = shift; |
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73
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8
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100
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12
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if ($order < 12){ |
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74
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4
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5
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my $prod = 1; |
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4
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11
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for (my $i=0; $i<$order; $i++){ |
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12
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16
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$prod *= _rand_nonzero(); |
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77
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} |
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78
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4
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24
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return -log($prod); |
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79
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} else { |
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80
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4
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7
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return _gamma_large_int($order); |
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81
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} |
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82
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} |
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83
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84
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6
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6
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0
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33
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sub tan($){ sin($_[0])/cos($_[0]); } |
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85
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86
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sub _gamma_large_int |
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87
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{ |
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88
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4
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4
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5
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my $order = shift; |
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89
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4
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8
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my $sqrt = sqrt(2 * $order - 1); |
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90
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4
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6
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my ($x,$y,$v); |
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91
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4
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3
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do { |
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92
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6
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5
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do { |
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93
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6
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$y = tan(PI * CORE::rand()); |
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94
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6
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46
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$x = $sqrt * $y + $order - 1; |
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95
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} while ($x <= 0); |
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96
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6
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26
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$v = CORE::rand(); |
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97
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} while ($v > (1+$y*$y) * exp(($order-1) * log($x/($order-1)) - $sqrt*$y)); |
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98
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4
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12
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return $x; |
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99
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} |
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100
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101
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sub _gamma_frac |
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102
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{ |
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103
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9
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9
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11
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my $order = shift; |
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104
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9
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10
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my $p = E / ($order + E); |
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105
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9
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10
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my ($q, $x, $u, $v); |
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106
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107
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9
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do { |
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108
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11
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8
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$u = CORE::rand(); |
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109
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11
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18
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$v = _rand_nonzero(); |
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110
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11
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50
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20
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if ($u < $p){ |
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111
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11
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30
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$x = exp((1/$order) * log($v)); |
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112
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11
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36
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$q = exp(-$x); |
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113
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} else { |
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114
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0
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0
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$x = 1 - log($v); |
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115
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0
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0
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$q = exp(($order - 1) * log($x)); |
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116
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} |
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117
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} while (CORE::rand() >= $q); |
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118
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9
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26
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return $x; |
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119
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} |
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120
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121
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sub dirichlet_dist |
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122
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{ |
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123
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1
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1
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1
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349
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my ($self,@alpha) = @_; |
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124
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1
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2
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my @theta; |
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125
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1
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2
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my $norm = 0.0; |
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126
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127
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1
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4
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for(my $i=0; $i<=$#alpha; $i++){ |
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128
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8
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9
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my $order = $alpha[$i]; |
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129
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8
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50
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33
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32
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die('Statistics::GammaDistribution::dirichlet_dist() - every parameter must be greater than zero') |
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130
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unless ((defined $order) && ($order>0)); |
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131
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8
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17
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$self->set_order($order); |
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132
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8
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11
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$theta[$i] = $self->rand(1); |
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133
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8
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23
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$norm += $theta[$i]; |
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134
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} |
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135
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136
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1
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4
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for(my $i=0; $i<=$#theta; $i++){ |
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137
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8
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17
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$theta[$i] /= $norm; |
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138
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} |
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139
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140
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1
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5
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return @theta; |
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141
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} |
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142
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143
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1; |
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144
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145
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__END__ |