fixed dependencies
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vendor/gonum.org/v1/gonum/stat/distuv/logistic.go
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vendor/gonum.org/v1/gonum/stat/distuv/logistic.go
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// Copyright ©2021 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package distuv
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import (
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"math"
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)
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// Logistic implements the Logistic distribution, a two-parameter distribution with support on the real axis.
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// Its cumulative distribution function is the logistic function.
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//
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// General form of probability density function for Logistic distribution is
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//
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// E(x) / (s * (1 + E(x))^2)
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// where E(x) = exp(-(x-μ)/s)
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//
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// For more information, see https://en.wikipedia.org/wiki/Logistic_distribution.
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type Logistic struct {
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Mu float64 // Mean value
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S float64 // Scale parameter proportional to standard deviation
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}
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// CDF computes the value of the cumulative density function at x.
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func (l Logistic) CDF(x float64) float64 {
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return 1 / (1 + math.Exp(-(x-l.Mu)/l.S))
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}
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// ExKurtosis returns the excess kurtosis of the distribution.
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func (l Logistic) ExKurtosis() float64 {
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return 6.0 / 5.0
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}
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// LogProb computes the natural logarithm of the value of the probability
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// density function at x.
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func (l Logistic) LogProb(x float64) float64 {
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return x - 2*math.Log(math.Exp(x)+1)
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}
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// Mean returns the mean of the probability distribution.
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func (l Logistic) Mean() float64 {
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return l.Mu
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}
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// Mode returns the mode of the distribution.
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//
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// It is same as Mean for Logistic distribution.
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func (l Logistic) Mode() float64 {
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return l.Mu
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}
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// Median returns the median of the distribution.
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//
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// It is same as Mean for Logistic distribution.
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func (l Logistic) Median() float64 {
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return l.Mu
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}
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// NumParameters returns the number of parameters in the distribution.
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//
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// Always returns 2.
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func (l Logistic) NumParameters() int {
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return 2
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}
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// Prob computes the value of the probability density function at x.
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func (l Logistic) Prob(x float64) float64 {
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E := math.Exp(-(x - l.Mu) / l.S)
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return E / (l.S * math.Pow(1+E, 2))
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}
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// Quantile returns the inverse of the cumulative distribution function.
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func (l Logistic) Quantile(p float64) float64 {
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return l.Mu + l.S*math.Log(p/(1-p))
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}
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// Skewness returns the skewness of the distribution.
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//
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// Always 0 for Logistic distribution.
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func (l Logistic) Skewness() float64 {
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return 0
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}
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// StdDev returns the standard deviation of the probability distribution.
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func (l Logistic) StdDev() float64 {
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return l.S * math.Pi / sqrt3
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}
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// Survival returns the survival function (complementary CDF) at x.
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func (l Logistic) Survival(x float64) float64 {
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return 1 - l.CDF(x)
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}
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// Variance returns the variance of the probability distribution.
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func (l Logistic) Variance() float64 {
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return l.S * l.S * math.Pi * math.Pi / 3
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}
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