| 1 | package de.uka.ipd.sdq.probfunction.math.apache.distribution; |
| 2 | |
| 3 | import org.apache.commons.math.MathException; |
| 4 | |
| 5 | |
| 6 | /** |
| 7 | * SDQ implementation of LogNormalDistFromMoments based on apache.commons.math |
| 8 | * |
| 9 | * @author joerg |
| 10 | * |
| 11 | */ |
| 12 | public class LognormalDistributionFromMomentsImpl extends LognormalDistributionImpl |
| 13 | { |
| 14 | |
| 15 | /** Serializable version identifier */ |
| 16 | private static final long serialVersionUID = -7504569402218262740L; |
| 17 | |
| 18 | public LognormalDistributionFromMomentsImpl (double mean, double variance) throws MathException |
| 19 | { |
| 20 | super (calculateMu (mean, variance), calculateSigma (mean, variance)); |
| 21 | } |
| 22 | |
| 23 | /** |
| 24 | * Calculate mu from mean and variance. |
| 25 | * u=e^(M+S^2 /2) |
| 26 | * M=ln(u)-S^2/2 |
| 27 | * |
| 28 | * @param mean The mean value |
| 29 | * @param var The variance |
| 30 | * @return The value of mu |
| 31 | * @throws MathException |
| 32 | */ |
| 33 | private static double calculateMu (double mean, double var) throws MathException { |
| 34 | final double sigma2 = calculateSigma2 (mean, var); |
| 35 | return Math.log (mean) - sigma2 / 2.0; |
| 36 | } |
| 37 | |
| 38 | |
| 39 | /** |
| 40 | * Calculate sigma from mean and variance. |
| 41 | * |
| 42 | * @param mean The mean value |
| 43 | * @param var The variance |
| 44 | * @return The value of sigma |
| 45 | * @throws MathException |
| 46 | */ |
| 47 | private static double calculateSigma (double mean, double var) throws MathException { |
| 48 | final double sigma2 = calculateSigma2 (mean, var); |
| 49 | return Math.sqrt(sigma2); |
| 50 | } |
| 51 | |
| 52 | /** |
| 53 | * Calculate value of sigma^2 from mean and variance. |
| 54 | * |
| 55 | * for x = sigma^2 |
| 56 | * and M=ln(u)-S^2/2 |
| 57 | * |
| 58 | * o^2 = e^(x+2M)*(e^x-1) |
| 59 | * u^2*e^3x/2 = o^2+u^2*e^x/2 |
| 60 | * e^x*e^x/2 = o^2/u^2 + e^x/2 |
| 61 | * x=ln(o^2/u^2 +1) |
| 62 | * |
| 63 | * @param mean The mean value |
| 64 | * @param var The variance |
| 65 | * @return The value of sigma^2 |
| 66 | * @throws MathException |
| 67 | */ |
| 68 | private static double calculateSigma2 (double mean, double var) throws MathException |
| 69 | { |
| 70 | if (mean <= 0) |
| 71 | throw new MathException ("Mean has to be positive"); |
| 72 | if (var <= 0) |
| 73 | throw new MathException ("Variance has to be positive"); |
| 74 | |
| 75 | double o2 = var; |
| 76 | double u2 = (mean * mean); |
| 77 | return Math.log (o2 / u2 + 1); |
| 78 | } |
| 79 | |
| 80 | |
| 81 | } |