Upsilon/apps/probability/distribution/student_distribution.cpp

#include "student_distribution.h"
#include <poincare/regularized_incomplete_beta_function.h>
#include "helper.h"
#include <cmath>

namespace Probability {

float StudentDistribution::xMin() const {
  return -xMax();
}

float StudentDistribution::xMax() const {
  return 5.0f;
}

float StudentDistribution::yMax() const {
  return std::exp(lnCoefficient()) * (1.0f + k_displayTopMarginRatio);
}

float StudentDistribution::evaluateAtAbscissa(float x) const {
  const float d = m_parameter1;
  return std::exp(lnCoefficient() - (d + 1.0f) / 2.0f * std::log(1.0f + x * x / d));
}

bool StudentDistribution::authorizedValueAtIndex(float x, int index) const {
  return x >= FLT_EPSILON && x <= 200.0f; // We cannot draw the curve for x > 200 (coefficient() is too small)
}

double StudentDistribution::cumulativeDistributiveFunctionAtAbscissa(double x) const {
  if (x == 0.0) {
    return 0.5;
  }
  if (std::isinf(x)) {
    return x > 0 ? 1.0 : 0.0;
  }
  /* TODO There are some computation errors, where the probability falsly jumps to 1.
   * k = 0.001 and P(x < 42000000) (for 41000000 it is around 0.5)
   * k = 0.01 and P(x < 8400000) (for 41000000 it is around 0.6) */
  const double k = m_parameter1;
  const double sqrtXSquaredPlusK = std::sqrt(x*x + k);
  double t = (x + sqrtXSquaredPlusK) / (2.0 * sqrtXSquaredPlusK);
  return Poincare::RegularizedIncompleteBetaFunction(k/2.0, k/2.0, t);
}

double StudentDistribution::cumulativeDistributiveInverseForProbability(double * probability) {
  if (*probability == 0.5) {
    return 0.0;
  }
  const double small = DBL_EPSILON;
  const double big = 1E10;
  double xmin = *probability < 0.5 ? -big : small;
  double xmax = *probability < 0.5 ? -small : big;
  return cumulativeDistributiveInverseForProbabilityUsingIncreasingFunctionRoot(probability, xmin, xmax);
}

float StudentDistribution::lnCoefficient() const {
  const float k = m_parameter1;
  return std::lgamma((k+1.0f)/2.0f) - std::lgamma(k/2.0f) - ((float)M_PI+k)/2.0f;
}

}