public double barF(int x) {
if (x < 1) return 1.0;
if (p >= 1.0) // In fact, p == 1
return 0.0;
if (p <= 0.0) // In fact, p == 0
return 1.0;
if (cdf == null)
// return BinomialDist.cdf (x - 1 + n, p, n - 1);
return BetaDist.barF(n, x, 15, p);
if (x > xmax)
// return BinomialDist.cdf (x - 1 + n, p, n - 1);
return BetaDist.barF(n, x, 15, p);
if (x <= xmin) return 1.0;
if (x > xmed)
// We keep the complementary distribution in the upper part of cdf
return cdf[x - xmin];
else return 1.0 - cdf[x - 1 - xmin];
}
/** Computes the distribution function. */
public static double cdf(double n, double p, int x) {
final double EPSILON = DiscreteDistributionInt.EPSILON;
final int LIM1 = 100000;
double sum, term, termmode;
int i, mode;
final double q = 1.0 - p;
if (p < 0.0 || p > 1.0) throw new IllegalArgumentException("p not in [0, 1]");
if (n <= 0.0) throw new IllegalArgumentException("n <= 0.0");
if (x < 0) return 0.0;
if (p >= 1.0) // In fact, p == 1
return 1.0;
if (p <= 0.0) // In fact, p == 0
return 0.0;
// Compute the maximum term
mode = 1 + (int) Math.floor((n * q - 1.0) / p);
if (mode < 0) mode = 0;
else if (mode > x) mode = x;
if (mode <= LIM1) {
sum = term = termmode = prob(n, p, mode);
for (i = mode; i > 0; i--) {
term *= i / (q * (n + i - 1.0));
if (term < EPSILON) break;
sum += term;
}
term = termmode;
for (i = mode; i < x; i++) {
term *= q * (n + i) / (i + 1);
if (term < EPSILON) break;
sum += term;
}
if (sum <= 1.0) return sum;
else return 1.0;
} else
// return 1.0 - BinomialDist.cdf (x + n, p, n - 1);
return BetaDist.cdf(n, x + 1.0, 15, p);
}
public double[] generatePath(double[] uniform01) {
int oldIndexL, oldIndexR, newIndex;
double y;
path[d] = x0 + GammaDist.inverseF(mu2dTOverNu, muOverNu, 10, uniform01[0]);
for (int j = 0; j < 3 * (d - 1); j += 3) {
oldIndexL = wIndexList[j];
newIndex = wIndexList[j + 1];
oldIndexR = wIndexList[j + 2];
y =
BetaDist.inverseF(
bMu2dtOverNuL[newIndex], bMu2dtOverNuR[newIndex], 8, uniform01[1 + j / 3]);
path[newIndex] = path[oldIndexL] + (path[oldIndexR] - path[oldIndexL]) * y;
// make sure the process is strictly increasing
if (path[newIndex] <= path[oldIndexL]) setLarger(path, oldIndexL, newIndex, oldIndexR);
}
// resetStartProcess();
observationIndex = d;
observationCounter = d;
return path;
}
