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allow missing in fitting expoential distribution #17

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Merged
bgctw merged 1 commit into from
Oct 11, 2022
Merged

allow missing in fitting expoential distribution #17

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31 changes: 28 additions & 3 deletions src/univariate/continuous/exponential.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -6,21 +6,46 @@ function fit(::Type{Exponential}, m::AbstractMoments)
return Exponential(mean(m))
end

function fit(::Type{Exponential}, lower::QuantilePoint, upper::QuantilePoint)
function fit(::Type{Exponential}, lower::QuantilePoint, upper::Missing)
θ_lower = -lower.q/log(1-lower.p)
Exponential(θ_lower)
end

function fit(::Type{Exponential}, lower::Missing, upper::QuantilePoint)
θ_upper = -upper.q/log(1-upper.p)
Exponential(θ_upper)
end

function fit(dt::Type{Exponential}, lower::QuantilePoint, upper::QuantilePoint)
# return average for the two quantiles
ismissing(lower.q) && return(fit(dt, missing, upper))
ismissing(upper.q) && return(fit(dt, lower, missing))
θ_lower = -lower.q/log(1-lower.p)
θ_upper = -upper.q/log(1-upper.p)
θ_lower ≈ θ_upper || @warn("Averaging scale for lower and upper quantile " *
"for fitting expoenential distribution.")
θ = (θ_lower + θ_upper)/2
Exponential(θ)
end

function fit_mean_quantile(::Type{Exponential}, mean::Real, qp::QuantilePoint)
function fit_mean_quantile(dt::Type{Exponential}, mean::Real, qp::QuantilePoint)
# only fit to mean
warning("ignoring upper quantile when fitting Exponential to mean.")
fit_mean_quantile(dt, mean, missing)
end

function fit_mean_quantile(::Type{Exponential}, mean::Real, qp::Missing)
fit(Type{Exponential}, AbstractMoments(mean))
end

function fit_mode_quantile(::Type{Exponential}, mode::Real, qp::QuantilePoint)
function fit_mode_quantile(dt::Type{Exponential}, mode::Real, qp::QuantilePoint)
# ignore mode (its always at 0)
mode != zero(mode) && @warn("ignoring mode when fitting Exponential.")
fit_mode_quantile(dt, missing, qp)
end


function fit_mode_quantile(::Type{Exponential}, mode::Missing, qp::QuantilePoint)
θ = -qp.q/log(1-qp.p)
Exponential(θ)
end
7 changes: 6 additions & 1 deletion test/exponential.jl
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Expand Up @@ -30,12 +30,17 @@ end;
@testset "fit two quantiles" begin
qpl = @qp_m(3)
qpu = @qp_u(5)
d = fit(Exponential, qpl, qpu);
d = @test_logs (:warn,) fit(Exponential, qpl, qpu);
#plot(d);
#plot!(fit_mode_quantile(Exponential, NaN, qpl))
#plot!(fit_mode_quantile(Exponential, NaN, qpu))
#vline!([3,5])
@test quantile(d, qpl.p) < qpl.q
@test quantile(d, qpu.p) > qpu.q
#
d = fit(Exponential, missing, qpu);
@test quantile.(d, [qpu.p]) ≈ [qpu.q]
d = fit(Exponential, qpl, missing);
@test quantile.(d, [qpl.p]) ≈ [qpl.q]
end;