Example #1
0
 def _fifi2fid(x):
     x      = kept_within(0.0, x)
     cdf    = chyperexpo(means, qumul, x)
     pdf    = dhyperexpo(means, qumul, x)
     fi     = cdf - prob
     if pdf <= 0.0:
         if fi == 0.0: fi2fid = 1.0
         else:         fi2fid = MAXFLOAT
     else:
         fi2fid = fi/pdf
     return fi, fi2fid
Example #2
0
    def rhyperexpo(self, means, qumul, xmax=float('inf'), pmax=1.0):
        """
        Generates a random number from the hyperexponential distribution 
        f = sumk pk * exp(x/mk) / mk, F = sumk pk * (1-exp(x/mk)) 
        
        NB Input to the function is the list of CUMULATIVE FREQUENCIES ! 
        """

        assert xmax >= 0.0, "xmax must be a non-negative float in rhyperexpo!"
        self._checkpmax(pmax, 'rhyperexpo')

        pmx = pmax
        if xmax < float('inf'):
            pmx = min(pmax, chyperexpo(means, qumul, xmax))

        p  =  pmx * self.runif01()
        x  =  ihyperexpo(p, means, qumul)

        return x