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Add Gompertz Distribution

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This commit is contained in:
gingerBill
2022-05-15 23:03:01 +01:00
parent 5142955f00
commit fdcf08410c
1 changed files with 22 additions and 2 deletions
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24
core/math/rand/distributions.odin
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@@ -25,7 +25,6 @@ float64_triangular :: proc(lo, hi: f64, mode: Maybe(f64), r: ^Rand = nil) -> f64
// Triangular Distribution
// See: http://wikipedia.org/wiki/Triangular_distribution
float32_triangular :: proc(lo, hi: f32, mode: Maybe(f32), r: ^Rand = nil) -> f32 {
if hi-lo == 0 {
return lo
}
@@ -287,6 +286,27 @@ float64_laplace :: proc(mean, b: f64, r: ^Rand = nil) -> f64 {
p := float64(r)-0.5
return -math.sign(p)*math.ln(1 - 2*abs(p))*b + mean
}
// Laplace Distribution
// `b` is the scale where `b` > 0
float32_laplace :: proc(mean, b: f32, r: ^Rand = nil) -> f32 {
return f32(float64_laplace(f64(mean), f64(b), r))
}
}
// Gompertz Distribution
// `eta` is the shape, `b` is the scale
// Both `eta` and `b` must be > 0
float64_gompertz :: proc(eta, b: f64, r: ^Rand = nil) -> f64 {
if eta <= 0 || b <= 0 {
panic(#procedure + ": eta and b must be > 0.0")
}
p := float64(r)
return math.ln(1 - math.ln(1 - p)/eta)/b
}
// Gompertz Distribution
// `eta` is the shape, `b` is the scale
// Both `eta` and `b` must be > 0
float32_gompertz :: proc(eta, b: f32, r: ^Rand = nil) -> f32 {
return f32(float64_gompertz(f64(eta), f64(b), r))
}