File: ruby.rb

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ruby-distribution 0.8.0%2Bdfsg-1
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module Distribution
  module Exponential
    module Ruby_
      class << self
        def rng(l, opts = {})
          rng = opts[:random] || Random
          -> { p_value(rng.rand, l) }
        end

        def pdf(x, l)
          return 0 if x < 0
          l * Math.exp(-l * x)
        end

        def cdf(x, l)
          return 0 if x < 0
          1 - Math.exp(-l * x)
        end

        def quantile(pr, l)
          (-Math.log(1 - pr)).quo(l)
        end

        alias_method :p_value, :quantile
      end
    end
  end
end