// *=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=* // ** Copyright UCAR (c) 1990 - 2016 // ** University Corporation for Atmospheric Research (UCAR) // ** National Center for Atmospheric Research (NCAR) // ** Boulder, Colorado, USA // ** BSD licence applies - redistribution and use in source and binary // ** forms, with or without modification, are permitted provided that // ** the following conditions are met: // ** 1) If the software is modified to produce derivative works, // ** such modified software should be clearly marked, so as not // ** to confuse it with the version available from UCAR. // ** 2) Redistributions of source code must retain the above copyright // ** notice, this list of conditions and the following disclaimer. // ** 3) Redistributions in binary form must reproduce the above copyright // ** notice, this list of conditions and the following disclaimer in the // ** documentation and/or other materials provided with the distribution. // ** 4) Neither the name of UCAR nor the names of its contributors, // ** if any, may be used to endorse or promote products derived from // ** this software without specific prior written permission. // ** DISCLAIMER: THIS SOFTWARE IS PROVIDED "AS IS" AND WITHOUT ANY EXPRESS // ** OR IMPLIED WARRANTIES, INCLUDING, WITHOUT LIMITATION, THE IMPLIED // ** WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. // *=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=*=* /////////////////////////////////////////////////////////////// // DistNorm.cc // // Normal distributions // // Mike Dixon, EOL, NCAR, P.O.Box 3000, Boulder, CO, 80307-3000, USA // // June 2018 // /////////////////////////////////////////////////////////////// #include <rapmath/DistLognorm.hh> #include <iostream> //////////////////////////////////////////////////// // constructor DistLognorm::DistLognorm() : Distribution() { _use3Params = false; } //////////////////////////////////////////////////// // destructor DistLognorm::~DistLognorm() { } //////////////////////////////////////////////////// // set to use 3 params // default is to use 2 params void DistLognorm::setUse3Params(bool state) { _use3Params = state; } //////////////////////////////////////////////////// // set lower bound // forces use of 3 params void DistLognorm::setLowerBound(double val) { _use3Params = true; _lowerBound = val; } ////////////////////////////////////////////////////////////////// // initialize the stats void DistLognorm::_clearStats() { Distribution::_clearStats(); _meanLn = NAN; _sdevLn = NAN; _varianceLn = NAN; _lowerBound = 0.0; } //////////////////////////////////////////////////// // perform a fit int DistLognorm::performFit() { if (std::isnan(_histMin)) { computeHistogram(); } _histPdf.clear(); if (_nVals < 2) { _meanLn = NAN; _sdevLn = NAN; _varianceLn = NAN; _lowerBound = 0.0; return -1; } double nn = _nVals; double sumx = 0.0; double sumx2 = 0.0; for (size_t ii = 0; ii < _nVals; ii++) { double xx = log(_values[ii] - _lowerBound); sumx += xx; sumx2 += xx * xx; } _meanLn = sumx / nn; _varianceLn = (sumx2 - (sumx * sumx) / nn) / nn; if (_varianceLn >= 0.0) { _sdevLn = sqrt(_varianceLn); } else { _sdevLn = 0.0; } _mode = exp(_meanLn - _sdevLn * _sdevLn); _median = exp(_meanLn); for (size_t jj = 0; jj < _histNBins; jj++) { double xx = _histMin + jj * _histDelta; _histPdf.push_back(getPdf(xx)); } _pdfAvail = true; computeHistCdf(); return 0; } //////////////////////////////////////////////////// // get the pdf value for a given x // a fit must have been performed double DistLognorm::getPdf(double xx) { xx -= _lowerBound; if (xx <= 0.0) { return 0.0; } double aa = (log(xx) - _meanLn) / _sdevLn; double pdf = exp(-0.5 * aa * aa) / (xx * _sdevLn * sqrt2Pi); return pdf; } //////////////////////////////////////////////////// // get the cdf value for a given x // a fit must have been performed double DistLognorm::getCdf(double xx) { double aa = (log(xx) - _meanLn) / _sdevLn; double bb = erf(aa / sqrt2); double cdf = (1.0 + bb) * 0.5; return cdf; }