/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.distribution;

import java.io.Serializable;
import java.lang.reflect.Array;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;

import org.apache.commons.math3.exception.MathArithmeticException;
import org.apache.commons.math3.exception.NotANumberException;
import org.apache.commons.math3.exception.NotFiniteNumberException;
import org.apache.commons.math3.exception.NotPositiveException;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.MathArrays;
import org.apache.commons.math3.util.Pair;

A generic implementation of a discrete probability distribution (Wikipedia) over a finite sample space, based on an enumerated list of <value, probability> pairs. Input probabilities must all be non-negative, but zero values are allowed and their sum does not have to equal one. Constructors will normalize input probabilities to make them sum to one.

The list of pairs does not, strictly speaking, have to be a function and it can contain null values. The pmf created by the constructor will combine probabilities of equal values and will treat null values as equal. For example, if the list of pairs <"dog", 0.2>, <null, 0.1>, <"pig", 0.2>, <"dog", 0.1>, <null, 0.4> is provided to the constructor, the resulting pmf will assign mass of 0.5 to null, 0.3 to "dog" and 0.2 to null.

Type parameters:
  • <T> – type of the elements in the sample space.
Since:3.2
/** * <p>A generic implementation of a * <a href="http://en.wikipedia.org/wiki/Probability_distribution#Discrete_probability_distribution"> * discrete probability distribution (Wikipedia)</a> over a finite sample space, * based on an enumerated list of &lt;value, probability&gt; pairs. Input probabilities must all be non-negative, * but zero values are allowed and their sum does not have to equal one. Constructors will normalize input * probabilities to make them sum to one.</p> * * <p>The list of <value, probability> pairs does not, strictly speaking, have to be a function and it can * contain null values. The pmf created by the constructor will combine probabilities of equal values and * will treat null values as equal. For example, if the list of pairs &lt;"dog", 0.2&gt;, &lt;null, 0.1&gt;, * &lt;"pig", 0.2&gt;, &lt;"dog", 0.1&gt;, &lt;null, 0.4&gt; is provided to the constructor, the resulting * pmf will assign mass of 0.5 to null, 0.3 to "dog" and 0.2 to null.</p> * * @param <T> type of the elements in the sample space. * @since 3.2 */
public class EnumeratedDistribution<T> implements Serializable {
Serializable UID.
/** Serializable UID. */
private static final long serialVersionUID = 20123308L;
RNG instance used to generate samples from the distribution.
/** * RNG instance used to generate samples from the distribution. */
protected final RandomGenerator random;
List of random variable values.
/** * List of random variable values. */
private final List<T> singletons;
Probabilities of respective random variable values. For i = 0, ..., singletons.size() - 1, probability[i] is the probability that a random variable following this distribution takes the value singletons[i].
/** * Probabilities of respective random variable values. For i = 0, ..., singletons.size() - 1, * probability[i] is the probability that a random variable following this distribution takes * the value singletons[i]. */
private final double[] probabilities;
Cumulative probabilities, cached to speed up sampling.
/** * Cumulative probabilities, cached to speed up sampling. */
private final double[] cumulativeProbabilities;
Create an enumerated distribution using the given probability mass function enumeration.

Note: this constructor will implicitly create an instance of Well19937c as random generator to be used for sampling only (see sample() and sample(int)). In case no sampling is needed for the created distribution, it is advised to pass null as random generator via the appropriate constructors to avoid the additional initialisation overhead.

Params:
  • pmf – probability mass function enumerated as a list of pairs.
Throws:
/** * Create an enumerated distribution using the given probability mass function * enumeration. * <p> * <b>Note:</b> this constructor will implicitly create an instance of * {@link Well19937c} as random generator to be used for sampling only (see * {@link #sample()} and {@link #sample(int)}). In case no sampling is * needed for the created distribution, it is advised to pass {@code null} * as random generator via the appropriate constructors to avoid the * additional initialisation overhead. * * @param pmf probability mass function enumerated as a list of <T, probability> * pairs. * @throws NotPositiveException if any of the probabilities are negative. * @throws NotFiniteNumberException if any of the probabilities are infinite. * @throws NotANumberException if any of the probabilities are NaN. * @throws MathArithmeticException all of the probabilities are 0. */
public EnumeratedDistribution(final List<Pair<T, Double>> pmf) throws NotPositiveException, MathArithmeticException, NotFiniteNumberException, NotANumberException { this(new Well19937c(), pmf); }
Create an enumerated distribution using the given random number generator and probability mass function enumeration.
Params:
  • rng – random number generator.
  • pmf – probability mass function enumerated as a list of pairs.
Throws:
/** * Create an enumerated distribution using the given random number generator * and probability mass function enumeration. * * @param rng random number generator. * @param pmf probability mass function enumerated as a list of <T, probability> * pairs. * @throws NotPositiveException if any of the probabilities are negative. * @throws NotFiniteNumberException if any of the probabilities are infinite. * @throws NotANumberException if any of the probabilities are NaN. * @throws MathArithmeticException all of the probabilities are 0. */
public EnumeratedDistribution(final RandomGenerator rng, final List<Pair<T, Double>> pmf) throws NotPositiveException, MathArithmeticException, NotFiniteNumberException, NotANumberException { random = rng; singletons = new ArrayList<T>(pmf.size()); final double[] probs = new double[pmf.size()]; for (int i = 0; i < pmf.size(); i++) { final Pair<T, Double> sample = pmf.get(i); singletons.add(sample.getKey()); final double p = sample.getValue(); if (p < 0) { throw new NotPositiveException(sample.getValue()); } if (Double.isInfinite(p)) { throw new NotFiniteNumberException(p); } if (Double.isNaN(p)) { throw new NotANumberException(); } probs[i] = p; } probabilities = MathArrays.normalizeArray(probs, 1.0); cumulativeProbabilities = new double[probabilities.length]; double sum = 0; for (int i = 0; i < probabilities.length; i++) { sum += probabilities[i]; cumulativeProbabilities[i] = sum; } }
Reseed the random generator used to generate samples.
Params:
  • seed – the new seed
/** * Reseed the random generator used to generate samples. * * @param seed the new seed */
public void reseedRandomGenerator(long seed) { random.setSeed(seed); }

For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.

Note that if x1 and x2 satisfy x1.equals(x2), or both are null, then probability(x1) = probability(x2).

Params:
  • x – the point at which the PMF is evaluated
Returns:the value of the probability mass function at x
/** * <p>For a random variable {@code X} whose values are distributed according to * this distribution, this method returns {@code P(X = x)}. In other words, * this method represents the probability mass function (PMF) for the * distribution.</p> * * <p>Note that if {@code x1} and {@code x2} satisfy {@code x1.equals(x2)}, * or both are null, then {@code probability(x1) = probability(x2)}.</p> * * @param x the point at which the PMF is evaluated * @return the value of the probability mass function at {@code x} */
double probability(final T x) { double probability = 0; for (int i = 0; i < probabilities.length; i++) { if ((x == null && singletons.get(i) == null) || (x != null && x.equals(singletons.get(i)))) { probability += probabilities[i]; } } return probability; }

Return the probability mass function as a list of pairs.

Note that if duplicate and / or null values were provided to the constructor when creating this EnumeratedDistribution, the returned list will contain these values. If duplicates values exist, what is returned will not represent a pmf (i.e., it is up to the caller to consolidate duplicate mass points).

Returns:the probability mass function.
/** * <p>Return the probability mass function as a list of <value, probability> pairs.</p> * * <p>Note that if duplicate and / or null values were provided to the constructor * when creating this EnumeratedDistribution, the returned list will contain these * values. If duplicates values exist, what is returned will not represent * a pmf (i.e., it is up to the caller to consolidate duplicate mass points).</p> * * @return the probability mass function. */
public List<Pair<T, Double>> getPmf() { final List<Pair<T, Double>> samples = new ArrayList<Pair<T, Double>>(probabilities.length); for (int i = 0; i < probabilities.length; i++) { samples.add(new Pair<T, Double>(singletons.get(i), probabilities[i])); } return samples; }
Generate a random value sampled from this distribution.
Returns:a random value.
/** * Generate a random value sampled from this distribution. * * @return a random value. */
public T sample() { final double randomValue = random.nextDouble(); int index = Arrays.binarySearch(cumulativeProbabilities, randomValue); if (index < 0) { index = -index-1; } if (index >= 0 && index < probabilities.length && randomValue < cumulativeProbabilities[index]) { return singletons.get(index); } /* This should never happen, but it ensures we will return a correct * object in case there is some floating point inequality problem * wrt the cumulative probabilities. */ return singletons.get(singletons.size() - 1); }
Generate a random sample from the distribution.
Params:
  • sampleSize – the number of random values to generate.
Throws:
Returns:an array representing the random sample.
/** * Generate a random sample from the distribution. * * @param sampleSize the number of random values to generate. * @return an array representing the random sample. * @throws NotStrictlyPositiveException if {@code sampleSize} is not * positive. */
public Object[] sample(int sampleSize) throws NotStrictlyPositiveException { if (sampleSize <= 0) { throw new NotStrictlyPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES, sampleSize); } final Object[] out = new Object[sampleSize]; for (int i = 0; i < sampleSize; i++) { out[i] = sample(); } return out; }
Generate a random sample from the distribution.

If the requested samples fit in the specified array, it is returned therein. Otherwise, a new array is allocated with the runtime type of the specified array and the size of this collection.

Params:
  • sampleSize – the number of random values to generate.
  • array – the array to populate.
Throws:
Returns:an array representing the random sample.
/** * Generate a random sample from the distribution. * <p> * If the requested samples fit in the specified array, it is returned * therein. Otherwise, a new array is allocated with the runtime type of * the specified array and the size of this collection. * * @param sampleSize the number of random values to generate. * @param array the array to populate. * @return an array representing the random sample. * @throws NotStrictlyPositiveException if {@code sampleSize} is not positive. * @throws NullArgumentException if {@code array} is null */
public T[] sample(int sampleSize, final T[] array) throws NotStrictlyPositiveException { if (sampleSize <= 0) { throw new NotStrictlyPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES, sampleSize); } if (array == null) { throw new NullArgumentException(LocalizedFormats.INPUT_ARRAY); } T[] out; if (array.length < sampleSize) { @SuppressWarnings("unchecked") // safe as both are of type T final T[] unchecked = (T[]) Array.newInstance(array.getClass().getComponentType(), sampleSize); out = unchecked; } else { out = array; } for (int i = 0; i < sampleSize; i++) { out[i] = sample(); } return out; } }