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package Statistics::GammaDistribution; |
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60400
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use strict; |
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use warnings; |
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use vars qw ( $VERSION ); |
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1713
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$VERSION = 0.02; |
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sub PI(){ 3.14159265358979323846264338328; } |
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sub E() { 2.71828182845904523536028747135; } |
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sub new |
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{ |
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my ($caller,%args) = @_; |
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my $class = ref($caller) || $caller; |
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my $self = bless {}, $class; |
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$self->_init(%args); |
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return $self; |
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} |
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sub _init |
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{ |
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my ($self,%args) = @_; |
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return $self; |
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} |
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sub get_order |
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{ |
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my ($self) = @_; |
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return $self->{_a}; |
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} |
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sub set_order |
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{ |
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my ($self,$order) = @_; |
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$self->{_a} = $order; |
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$self->{_na} = int($order); |
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return $self->{_a}; |
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} |
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sub rand |
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{ |
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1
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my ($self,$scale) = shift; |
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$scale = 1 unless defined $scale; |
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my $order = $self->{_a}; |
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my $n_order = $self->{_na}; |
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die('Statistics::GammaDistribution::rand() - order of distribution must be set greater than zero using set_order()') |
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unless ((defined $order) && ($order>0)); |
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100
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if ($order == $n_order){ |
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100
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return $scale * _gamma_int($n_order); |
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} elsif ($n_order == 0) { |
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return $scale * _gamma_frac($order); |
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} else { |
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return $scale * (_gamma_int($n_order) + _gamma_frac($order-$n_order)); |
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} |
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} |
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# random number between zero and one, |
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# NOT including zero |
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sub _rand_nonzero |
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{ |
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my $rand; |
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while(!($rand = CORE::rand())) |
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{ |
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# loop |
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} |
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return $rand; |
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} |
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sub _gamma_int |
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{ |
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my $order = shift; |
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100
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if ($order < 12){ |
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my $prod = 1; |
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for (my $i=0; $i<$order; $i++){ |
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$prod *= _rand_nonzero(); |
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} |
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return -log($prod); |
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} else { |
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return _gamma_large_int($order); |
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} |
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} |
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0
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sub tan($){ sin($_[0])/cos($_[0]); } |
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sub _gamma_large_int |
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{ |
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my $order = shift; |
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my $sqrt = sqrt(2 * $order - 1); |
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my ($x,$y,$v); |
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do { |
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do { |
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$y = tan(PI * CORE::rand()); |
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$x = $sqrt * $y + $order - 1; |
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} while ($x <= 0); |
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$v = CORE::rand(); |
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} while ($v > (1+$y*$y) * exp(($order-1) * log($x/($order-1)) - $sqrt*$y)); |
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return $x; |
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} |
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sub _gamma_frac |
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{ |
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my $order = shift; |
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my $p = E / ($order + E); |
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my ($q, $x, $u, $v); |
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do { |
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$u = CORE::rand(); |
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$v = _rand_nonzero(); |
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if ($u < $p){ |
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$x = exp((1/$order) * log($v)); |
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$q = exp(-$x); |
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} else { |
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0
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$x = 1 - log($v); |
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0
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$q = exp(($order - 1) * log($x)); |
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} |
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} while (CORE::rand() >= $q); |
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return $x; |
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} |
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sub dirichlet_dist |
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{ |
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1
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1
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1
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my ($self,@alpha) = @_; |
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2
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my @theta; |
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my $norm = 0.0; |
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127
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1
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for(my $i=0; $i<=$#alpha; $i++){ |
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my $order = $alpha[$i]; |
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die('Statistics::GammaDistribution::dirichlet_dist() - every parameter must be greater than zero') |
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unless ((defined $order) && ($order>0)); |
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$self->set_order($order); |
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$theta[$i] = $self->rand(1); |
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$norm += $theta[$i]; |
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} |
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136
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1
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for(my $i=0; $i<=$#theta; $i++){ |
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$theta[$i] /= $norm; |
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} |
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140
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1
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return @theta; |
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} |
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143
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1; |
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145
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__END__ |