58 lines
1.0 KiB
Go
58 lines
1.0 KiB
Go
// Copyright 2015 The Go Authors. All rights reserved.
|
|
// Use of this source code is governed by a BSD-style
|
|
// license that can be found in the LICENSE file.
|
|
|
|
package stats
|
|
|
|
// DeltaDist is the Dirac delta function, centered at T, with total
|
|
// area 1.
|
|
//
|
|
// The CDF of the Dirac delta function is the Heaviside step function,
|
|
// centered at T. Specifically, f(T) == 1.
|
|
type DeltaDist struct {
|
|
T float64
|
|
}
|
|
|
|
func (d DeltaDist) PDF(x float64) float64 {
|
|
if x == d.T {
|
|
return inf
|
|
}
|
|
return 0
|
|
}
|
|
|
|
func (d DeltaDist) pdfEach(xs []float64) []float64 {
|
|
res := make([]float64, len(xs))
|
|
for i, x := range xs {
|
|
if x == d.T {
|
|
res[i] = inf
|
|
}
|
|
}
|
|
return res
|
|
}
|
|
|
|
func (d DeltaDist) CDF(x float64) float64 {
|
|
if x >= d.T {
|
|
return 1
|
|
}
|
|
return 0
|
|
}
|
|
|
|
func (d DeltaDist) cdfEach(xs []float64) []float64 {
|
|
res := make([]float64, len(xs))
|
|
for i, x := range xs {
|
|
res[i] = d.CDF(x)
|
|
}
|
|
return res
|
|
}
|
|
|
|
func (d DeltaDist) InvCDF(y float64) float64 {
|
|
if y < 0 || y > 1 {
|
|
return nan
|
|
}
|
|
return d.T
|
|
}
|
|
|
|
func (d DeltaDist) Bounds() (float64, float64) {
|
|
return d.T - 1, d.T + 1
|
|
}
|