private ParetoDistribution()

in commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ParetoDistribution.java [59:90]

20 lines of code
6 McCabe index (conditional complexity)


    private ParetoDistribution(double scale,
                               double shape) {
        this.scale = scale;
        this.shape = shape;

        // The Pareto distribution approaches a Dirac delta function when shape -> inf.
        // Parameterisations can also lead to underflow in the standard computation.
        // Extract the PDF and CDF to specialized implementations to handle edge cases.

        // Pre-compute factors for the standard computation
        final double shapeByScalePowShape = shape * Math.pow(scale, shape);
        final double logShapePlusShapeByLogScale = Math.log(shape) + Math.log(scale) * shape;

        if (shapeByScalePowShape < Double.POSITIVE_INFINITY &&
            shapeByScalePowShape >= Double.MIN_NORMAL) {
            // Standard computation
            pdf = x -> shapeByScalePowShape / Math.pow(x, shape + 1);
            logpdf = x -> logShapePlusShapeByLogScale - Math.log(x) * (shape + 1);
        } else {
            // Standard computation overflow; underflow to sub-normal or zero; or nan (pow(1.0, inf))
            if (Double.isFinite(logShapePlusShapeByLogScale)) {
                // Log computation is valid
                logpdf = x -> logShapePlusShapeByLogScale - Math.log(x) * (shape + 1);
                pdf = x -> Math.exp(logpdf.applyAsDouble(x));
            } else  {
                // Assume Dirac function
                logpdf = x -> x > scale ? Double.NEGATIVE_INFINITY : Double.POSITIVE_INFINITY;
                // PDF has infinite value at lower bound
                pdf = x -> x > scale ? 0 : Double.POSITIVE_INFINITY;
            }
        }
    }