4385132063

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Merge pull request #316 from jecisc/divers-cleanings

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/src/Math-Distributions/PMLogNormalDistribution.class.st

Class {
        #name : #PMLogNormalDistribution,
        #superclass : #PMProbabilityDensity,
        #instVars : [
                'normalDistribution'
        ],
        #category : #'Math-Distributions-Normal'
}

{ #category : #information }
PMLogNormalDistribution class >> distributionName [
        ^ 'Log normal distribution'
]

{ #category : #creation }
PMLogNormalDistribution class >> fromHistogram: aHistogram [
                "Create an instance of the receiver with parameters estimated from the
                  given histogram using best guesses. This method can be used to
                  find the initial values for a fit."
        | average variance sigma2 |
        aHistogram minimum < 0
                ifTrue: [ ^nil].
        average := aHistogram average.
        average > 0
                ifFalse: [ ^nil].
        variance := aHistogram variance.
        sigma2 := ( variance / average squared + 1) ln.
        sigma2 > 0
                ifFalse: [ ^nil].
        ^self new: ( average ln - (sigma2 * 0.5)) sigma: sigma2 sqrt
]

{ #category : #creation }
PMLogNormalDistribution class >> new [
                "Create a new instance of the receiver with mu=0 and sigma=1."
        ^self new: 0 sigma: 1
]

{ #category : #creation }
PMLogNormalDistribution class >> new: aNumber1 sigma: aNumber2 [
                "Create a new instance of the receiver with given mu and sigma."
        ^super new initialize: aNumber1 sigma: aNumber2
]

{ #category : #information }
PMLogNormalDistribution >> acceptanceBetween: aNumber1 and: aNumber2 [
                "Answers the probability of observing a random variable distributed according to
                 the receiver with a value larger than aNumber 1 and lower than or equal to aNumber2."
        ^( PMRombergIntegrator function: [:x| self value:x] from: aNumber1 to: aNumber2) evaluate
]

{ #category : #information }
PMLogNormalDistribution >> average [
                "Answer the average of the receiver."
        ^( normalDistribution variance*0.5 + normalDistribution average) exp
]

{ #category : #transformation }
PMLogNormalDistribution >> changeParametersBy: aVector [
                "Modify the parameters of the receiver by aVector."
        normalDistribution changeParametersBy: aVector
]

{ #category : #information }
PMLogNormalDistribution >> distributionValue: aNumber [
                "Answers the probability of observing a random variable distributed according to
                 the receiver with a value lower than or equal to aNumber.
                 This general purpose routine uses numerical integration."
        ^( PMRombergIntegrator function: [:x| self value:x] from: self lowestValue to: aNumber) evaluate
]

{ #category : #information }
PMLogNormalDistribution >> fourthCentralMoment [
                "Private"
        | y x |
        y := normalDistribution average exp.
        x := normalDistribution variance exp.
        ^( y squared squared) * ( x squared)
                * ( ( ( x squared * x - 4) * ( x squared) + 6) * x - 3)
]

{ #category : #initialization }
PMLogNormalDistribution >> initialize: aNumber1 sigma: aNumber2 [
                "Private - Defines the parameters of the receiver."
        normalDistribution := PMNormalDistribution new: aNumber1 sigma: aNumber2.
        ^self
]

{ #category : #information }
PMLogNormalDistribution >> kurtosis [
                "Answer the variance of the receiver."
        | x |
        x := normalDistribution variance exp.
        ^( ( x + 2) * x + 3) * ( x squared) - 6
]

{ #category : #information }
PMLogNormalDistribution >> lowestValue [
        ^0
]

{ #category : #information }
PMLogNormalDistribution >> parameters [
        ^normalDistribution parameters
]

{ #category : #information }
PMLogNormalDistribution >> random [
                "Answer a random number distributed accroding to the receiver."
        ^normalDistribution random exp
]

{ #category : #information }
PMLogNormalDistribution >> skewness [
                "Answer the variance of the receiver."
        | x |
        x := normalDistribution variance exp.
        ^(x - 1) sqrt * (x + 2)
]

{ #category : #information }
PMLogNormalDistribution >> thirdCentralMoment [
                "Private"
        | y x |
        y := normalDistribution average exp.
        x := normalDistribution variance exp.
        ^( y squared * y) * ( x raisedTo: (3/2))
                * ( ( x squared negated + 3) * x - 2)
]

{ #category : #information }
PMLogNormalDistribution >> value: aNumber [
                "Answers the probability that a random variable distributed according to the receiver
                 gives a value between aNumber and aNumber + espilon (infinitesimal interval)."
        ^aNumber > 0
                ifTrue: [ ( normalDistribution value: aNumber ln) / aNumber]
                ifFalse:[ 0]
]

{ #category : #information }
PMLogNormalDistribution >> variance [
                "Answer the variance of the receiver."
        ^( normalDistribution average * 2 + normalDistribution variance) exp * ( normalDistribution variance exp - 1)
]

1	Class {
2	#name : #PMLogNormalDistribution,
3	#superclass : #PMProbabilityDensity,
4	#instVars : [
5	'normalDistribution'
6	],
7	#category : #'Math-Distributions-Normal'
8	}
9
10	{ #category : #information }
11	PMLogNormalDistribution class >> distributionName [	×
12	^ 'Log normal distribution'	×
13	]	×
14
15	{ #category : #creation }
16	PMLogNormalDistribution class >> fromHistogram: aHistogram [	×
17	"Create an instance of the receiver with parameters estimated from the	×
18	given histogram using best guesses. This method can be used to	×
19	find the initial values for a fit."	×
20	\| average variance sigma2 \|	×
21	aHistogram minimum < 0	×
22	ifTrue: [ ^nil].	×
23	average := aHistogram average.	×
24	average > 0	×
25	ifFalse: [ ^nil].	×
26	variance := aHistogram variance.	×
27	sigma2 := ( variance / average squared + 1) ln.	×
28	sigma2 > 0	×
29	ifFalse: [ ^nil].	×
30	^self new: ( average ln - (sigma2 * 0.5)) sigma: sigma2 sqrt	×
31	]	×
32
33	{ #category : #creation }
34	PMLogNormalDistribution class >> new [	3✔
35	"Create a new instance of the receiver with mu=0 and sigma=1."	3✔
36	^self new: 0 sigma: 1	3✔
37	]	3✔
38
39	{ #category : #creation }
40	PMLogNormalDistribution class >> new: aNumber1 sigma: aNumber2 [	3✔
41	"Create a new instance of the receiver with given mu and sigma."	3✔
42	^super new initialize: aNumber1 sigma: aNumber2	3✔
43	]	3✔
44
45	{ #category : #information }
46	PMLogNormalDistribution >> acceptanceBetween: aNumber1 and: aNumber2 [	3✔
47	"Answers the probability of observing a random variable distributed according to	3✔
48	the receiver with a value larger than aNumber 1 and lower than or equal to aNumber2."	3✔
49	^( PMRombergIntegrator function: [:x\| self value:x] from: aNumber1 to: aNumber2) evaluate	3✔
50	]	3✔
51
52	{ #category : #information }
53	PMLogNormalDistribution >> average [	3✔
54	"Answer the average of the receiver."	3✔
55	^( normalDistribution variance*0.5 + normalDistribution average) exp	3✔
56	]	3✔
57
58	{ #category : #transformation }
59	PMLogNormalDistribution >> changeParametersBy: aVector [	×
60	"Modify the parameters of the receiver by aVector."	×
61	normalDistribution changeParametersBy: aVector	×
62	]	×
63
64	{ #category : #information }
65	PMLogNormalDistribution >> distributionValue: aNumber [	3✔
66	"Answers the probability of observing a random variable distributed according to	3✔
67	the receiver with a value lower than or equal to aNumber.	3✔
68	This general purpose routine uses numerical integration."	3✔
69	^( PMRombergIntegrator function: [:x\| self value:x] from: self lowestValue to: aNumber) evaluate	3✔
70	]	3✔
71
72	{ #category : #information }
73	PMLogNormalDistribution >> fourthCentralMoment [	×
74	"Private"	×
75	\| y x \|	×
76	y := normalDistribution average exp.	×
77	x := normalDistribution variance exp.	×
78	^( y squared squared) * ( x squared)	×
79	* ( ( ( x squared * x - 4) * ( x squared) + 6) * x - 3)	×
80	]	×
81
82	{ #category : #initialization }
83	PMLogNormalDistribution >> initialize: aNumber1 sigma: aNumber2 [	3✔
84	"Private - Defines the parameters of the receiver."	3✔
85	normalDistribution := PMNormalDistribution new: aNumber1 sigma: aNumber2.	3✔
86	^self	3✔
87	]	3✔
88
89	{ #category : #information }
90	PMLogNormalDistribution >> kurtosis [	×
91	"Answer the variance of the receiver."	×
92	\| x \|	×
93	x := normalDistribution variance exp.	×
94	^( ( x + 2) * x + 3) * ( x squared) - 6	×
95	]	×
96
97	{ #category : #information }
98	PMLogNormalDistribution >> lowestValue [	3✔
99	^0	3✔
100	]	3✔
101
102	{ #category : #information }
103	PMLogNormalDistribution >> parameters [	×
104	^normalDistribution parameters	×
105	]	×
106
107	{ #category : #information }
108	PMLogNormalDistribution >> random [	×
109	"Answer a random number distributed accroding to the receiver."	×
110	^normalDistribution random exp	×
111	]	×
112
113	{ #category : #information }
114	PMLogNormalDistribution >> skewness [	×
115	"Answer the variance of the receiver."	×
116	\| x \|	×
117	x := normalDistribution variance exp.	×
118	^(x - 1) sqrt * (x + 2)	×
119	]	×
120
121	{ #category : #information }
122	PMLogNormalDistribution >> thirdCentralMoment [	×
123	"Private"	×
124	\| y x \|	×
125	y := normalDistribution average exp.	×
126	x := normalDistribution variance exp.	×
127	^( y squared * y) * ( x raisedTo: (3/2))	×
128	* ( ( x squared negated + 3) * x - 2)	×
129	]	×
130
131	{ #category : #information }
132	PMLogNormalDistribution >> value: aNumber [	3✔
133	"Answers the probability that a random variable distributed according to the receiver	3✔
134	gives a value between aNumber and aNumber + espilon (infinitesimal interval)."	3✔
135	^aNumber > 0	3✔
136	ifTrue: [ ( normalDistribution value: aNumber ln) / aNumber]	3✔
137	ifFalse:[ 0]	3✔
138	]	3✔
139
140	{ #category : #information }
141	PMLogNormalDistribution >> variance [	×
142	"Answer the variance of the receiver."	×
143	^( normalDistribution average * 2 + normalDistribution variance) exp * ( normalDistribution variance exp - 1)	×
144	]	×

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