Class: Croupier::Distributions::Triangular

Inherits:
Croupier::Distribution show all
Defined in:
lib/croupier/distributions/triangular.rb

Overview

Triangular Distribution Continuous probability distribution whose lower limit is a, upper limit b and mode c (a <= c <= b).

Instance Attribute Summary

Attributes inherited from Croupier::Distribution

#description, #name, #parameters

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Croupier::Distribution

#configure, #generate_number, #generate_sample, #params

Constructor Details

#initialize(options = {}) ⇒ Triangular

Returns a new instance of Triangular.

Raises:



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# File 'lib/croupier/distributions/triangular.rb', line 10

def initialize(options={})
  @name = "Triangular distribution"
  @description = "Continuous probability distribution whose lower limit is a, upper limit b and mode c (a <= c <= b)"
  configure(options)
  raise Croupier::InputParamsError, "Invalid interval values" if params[:a] >= params[:b]
  if params[:c] < params[:a] || params[:b] <  params[:c]
    warn("Mode is not in the support. Mode value will be change to median.")
    params[:c] = (params[:a]+params[:b])/2;
  end
  @F_c = (params[:c]-params[:a])/(params[:b]-params[:a])
end

Class Method Details

.cli_name ⇒ Object 



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# File 'lib/croupier/distributions/triangular.rb', line 34

def self.cli_name
  "triangular"
end

.cli_options ⇒ Object 



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# File 'lib/croupier/distributions/triangular.rb', line 38

def self.cli_options
  {:options => [
     [:a, 'lower limit', {:type=>:float, :default => 0.0}],
     [:b, 'upper limit', {:type=>:float, :default => 1.0}],
     [:c, 'mode'       , {:type=>:float, :default => 0.5}]
   ],
   :banner => "Triangular distribution. Continuous distribution whose support is the interval (a,b), with mode c."
  }
end

Instance Method Details

#default_parameters ⇒ Object 



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# File 'lib/croupier/distributions/triangular.rb', line 30

def default_parameters
  {:a => 0.0, :b => 1.0, :c => 0.5}
end

#inv_cdf(n) ⇒ Object 



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# File 'lib/croupier/distributions/triangular.rb', line 22

def inv_cdf n
  if n < @F_c
    params[:a] + Math.sqrt(   n   * (params[:b] - params[:a]) * (params[:c] - params[:a]) )
  else
    params[:b] - Math.sqrt( (1-n) * (params[:b] - params[:a]) * (params[:b] - params[:c]) )
  end
end