#| Logistic distribution in Racket/Gamble From https://en.wikipedia.org/wiki/Logistic_distribution """ Quantile function The inverse cumulative distribution function (quantile function) of the logistic distribution is a generalization of the logit function. Its derivative is called the quantile density function. They are defined as follows: Q(p;mu,s) = mu + s * ln(p/(1-p)) Q(p;s) = s/(p*(1-p)) """ variable : d01 mean: 0.00974440524597669 variable : d mean: 3.0240983425846095 logistic01_dist mean: 0 logistic_dist mean 3 1: 3 See gamble_distributions.rkt and gamble_distributions_test.rkt for more. This program was created by Hakan Kjellerstrand, hakank@gmail.com See also my Racket page: http://www.hakank.org/racket/ |# #lang gamble ; (require gamble/viz) (require racket) (require "gamble_utils.rkt") (require "gamble_distributions.rkt") (define (model) (; enumerate ; rejection-sampler importance-sampler ; mh-sampler (define mu 3) (define s 1) (define d01 (logistic01_dist)) (define d (logistic_dist mu s)) (list d01 d ) ) ) (show-marginals (model) (list "d01" "d" ) #:num-samples 10000 #:truncate-output 5 #:skip-marginals? #t ; #:show-stats? #t ; #:credible-interval 0.84 ; #:hpd-interval (list 0.84) ; #:show-histogram? #t ; #:show-percentiles? #t ; #:burn 0 ; #:thin 0 ) (displayln (format "logistic01_dist mean: ~a" (logistic01_dist_mean))) (displayln (format "logistic_dist mean 3 1: ~a" (logistic_dist_mean 3 1))) (newline)