;;; PLT Scheme Science Collection ;;; random-distributions/triangular.ss; version 0.9.0 ;;; Copyright (c) 2004-2007 M. Douglas Williams ;;; ;;; This library is free software; you can redistribute it and/or ;;; modify it under the terms of the GNU Lesser General Public ;;; License as published by the Free Software Foundation; either ;;; version 2.1 of the License, or (at your option) any later version. ;;; ;;; This library is distributed in the hope that it will be useful, ;;; but WITHOUT ANY WARRANTY; without even the implied warranty of ;;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ;;; Lesser General Public License for more details. ;;; ;;; You should have received a copy of the GNU Lesser General Public ;;; License along with this library; if not, write to the Free ;;; Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA ;;; 02111-1307 USA. ;;; ;;; ------------------------------------------------------------------- ;;; ;;; This code implements a triangular distribution. ;;; ;;; Version Date Description ;;; 0.9.0 08/06/04 This is the initial release of the triangular ;;; distribution routines. (Doug Williams) ;;; 1.0.0 09/28/04 Marked as ready for Release 1.0. Added ;;; contracts for functions. (Doug Williams) ;;; 2.0.0 11/19/07 Added unchecked versions of functions and ;;; getting ready for PLT Scheme 4.0 (Doug Williams) (module triangular mzscheme (require (lib "contract.ss")) (provide (rename random-triangular unchecked-random-triangular) (rename triangular-pdf unchecked-triangular-pdf) (rename triangular-cdf unchecked-triangular-cdf)) (provide/contract (random-triangular (case-> (->r ((r random-source?) (a real?) (b (>/c a)) (c (and/c (>=/c a) (<=/c b)))) real?) (->r ((a real?) (b (>/c a)) (c (and/c (>=/c a) (<=/c b)))) real?))) (triangular-pdf (->r ((x real?) (a real?) (b (>/c a)) (c (and/c (>=/c a) (<=/c b)))) (>=/c 0.0))) (triangular-cdf (->r ((x real?) (a real?) (b (>/c a)) (c (and/c (>=/c a) (<=/c b)))) (real-in 0.0 1.0)))) (require "../random-source.ss") ;; random-triangular: random-source x real x real x real -> real ;; random-triangular: real x real x real -> real ;; ;; This function returns a random variate from a triangular ;; distribution with min, a, max, b, and mode, c. (define random-triangular (case-lambda ((r a b c) (let ((u (unchecked-random-uniform r))) (if (<= u (/ (- c a) (- b a))) (+ a (sqrt (* u (- b a) (- c a)))) (- b (sqrt (* (- 1.0 u) (- b a) (- b c))))))) ((a b c) (random-triangular (current-random-source) a b c)))) ;; triangular-pdf: real x real x real x real -> real ;; ;; This function computes the probability density p(x) at x of a ;; triangular distribution with min, a, max, b, and mode, c. (define (triangular-pdf x a b c) (if (< x a) ;; x < a 0.0 (if (<= x c) ;; a <= x <= c (/ (* 2.0 (- x a)) (* (- b a) (- c a))) (if (<= x b) ;; x <= x <= b (/ (* 2.0 (- b x)) (* (- b a) (- b c))) ;; x > b 0)))) ;; triangular-cdf: real x real x real x real -> real ;; ;; This function computes the cummulative density d(x) at a for a ;; triangular distribution with min, a, max, b, and mode, c. (define (triangular-cdf x a b c) (if (< x a) 0.0 (if (<= x c) (/ (* (- x a) (- x a)) (* (- b a) (- c a))) (if (<= x b) (- 1.0 (/ (* (- b x) (- b x)) (* (- b a) (- b c)))) 1.0)))) )