/*
* 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.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.Map.Entry;
import org.apache.commons.math3.exception.DimensionMismatchException;
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.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.Pair;
Implementation of an integer-valued EnumeratedDistribution
.
Values with zero-probability are allowed but they do not extend the
support.
Duplicate values are allowed. Probabilities of duplicate values are combined
when computing cumulative probabilities and statistics.
Since: 3.2
/**
* <p>Implementation of an integer-valued {@link EnumeratedDistribution}.</p>
*
* <p>Values with zero-probability are allowed but they do not extend the
* support.<br/>
* Duplicate values are allowed. Probabilities of duplicate values are combined
* when computing cumulative probabilities and statistics.</p>
*
* @since 3.2
*/
public class EnumeratedIntegerDistribution extends AbstractIntegerDistribution {
Serializable UID. /** Serializable UID. */
private static final long serialVersionUID = 20130308L;
EnumeratedDistribution
instance (using the Integer
wrapper) used to generate the pmf. /**
* {@link EnumeratedDistribution} instance (using the {@link Integer} wrapper)
* used to generate the pmf.
*/
protected final EnumeratedDistribution<Integer> innerDistribution;
Create a discrete distribution using the given probability mass function
definition.
Note: this constructor will implicitly create an instance of Well19937c
as random generator to be used for sampling only (see sample()
and AbstractIntegerDistribution.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: - singletons – array of random variable values.
- probabilities – array of probabilities.
Throws: - DimensionMismatchException – if
singletons.length != probabilities.length
- NotPositiveException – if any of the probabilities are negative.
- NotFiniteNumberException – if any of the probabilities are infinite.
- NotANumberException – if any of the probabilities are NaN.
- MathArithmeticException – all of the probabilities are 0.
/**
* Create a discrete distribution using the given probability mass function
* definition.
* <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 singletons array of random variable values.
* @param probabilities array of probabilities.
* @throws DimensionMismatchException if
* {@code singletons.length != probabilities.length}
* @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 EnumeratedIntegerDistribution(final int[] singletons, final double[] probabilities)
throws DimensionMismatchException, NotPositiveException, MathArithmeticException,
NotFiniteNumberException, NotANumberException{
this(new Well19937c(), singletons, probabilities);
}
Create a discrete distribution using the given random number generator
and probability mass function definition.
Params: - rng – random number generator.
- singletons – array of random variable values.
- probabilities – array of probabilities.
Throws: - DimensionMismatchException – if
singletons.length != probabilities.length
- NotPositiveException – if any of the probabilities are negative.
- NotFiniteNumberException – if any of the probabilities are infinite.
- NotANumberException – if any of the probabilities are NaN.
- MathArithmeticException – all of the probabilities are 0.
/**
* Create a discrete distribution using the given random number generator
* and probability mass function definition.
*
* @param rng random number generator.
* @param singletons array of random variable values.
* @param probabilities array of probabilities.
* @throws DimensionMismatchException if
* {@code singletons.length != probabilities.length}
* @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 EnumeratedIntegerDistribution(final RandomGenerator rng,
final int[] singletons, final double[] probabilities)
throws DimensionMismatchException, NotPositiveException, MathArithmeticException,
NotFiniteNumberException, NotANumberException {
super(rng);
innerDistribution = new EnumeratedDistribution<Integer>(
rng, createDistribution(singletons, probabilities));
}
Create a discrete integer-valued distribution from the input data. Values are assigned
mass based on their frequency.
Params: - rng – random number generator used for sampling
- data – input dataset
Since: 3.6
/**
* Create a discrete integer-valued distribution from the input data. Values are assigned
* mass based on their frequency.
*
* @param rng random number generator used for sampling
* @param data input dataset
* @since 3.6
*/
public EnumeratedIntegerDistribution(final RandomGenerator rng, final int[] data) {
super(rng);
final Map<Integer, Integer> dataMap = new HashMap<Integer, Integer>();
for (int value : data) {
Integer count = dataMap.get(value);
if (count == null) {
count = 0;
}
dataMap.put(value, ++count);
}
final int massPoints = dataMap.size();
final double denom = data.length;
final int[] values = new int[massPoints];
final double[] probabilities = new double[massPoints];
int index = 0;
for (Entry<Integer, Integer> entry : dataMap.entrySet()) {
values[index] = entry.getKey();
probabilities[index] = entry.getValue().intValue() / denom;
index++;
}
innerDistribution = new EnumeratedDistribution<Integer>(rng, createDistribution(values, probabilities));
}
Create a discrete integer-valued distribution from the input data. Values are assigned
mass based on their frequency. For example, [0,1,1,2] as input creates a distribution
with values 0, 1 and 2 having probability masses 0.25, 0.5 and 0.25 respectively,
Params: - data – input dataset
Since: 3.6
/**
* Create a discrete integer-valued distribution from the input data. Values are assigned
* mass based on their frequency. For example, [0,1,1,2] as input creates a distribution
* with values 0, 1 and 2 having probability masses 0.25, 0.5 and 0.25 respectively,
*
* @param data input dataset
* @since 3.6
*/
public EnumeratedIntegerDistribution(final int[] data) {
this(new Well19937c(), data);
}
Create the list of Pairs representing the distribution from singletons and probabilities.
Params: - singletons – values
- probabilities – probabilities
Returns: list of value/probability pairs
/**
* Create the list of Pairs representing the distribution from singletons and probabilities.
*
* @param singletons values
* @param probabilities probabilities
* @return list of value/probability pairs
*/
private static List<Pair<Integer, Double>> createDistribution(int[] singletons, double[] probabilities) {
if (singletons.length != probabilities.length) {
throw new DimensionMismatchException(probabilities.length, singletons.length);
}
final List<Pair<Integer, Double>> samples = new ArrayList<Pair<Integer, Double>>(singletons.length);
for (int i = 0; i < singletons.length; i++) {
samples.add(new Pair<Integer, Double>(singletons[i], probabilities[i]));
}
return samples;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
public double probability(final int x) {
return innerDistribution.probability(x);
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
public double cumulativeProbability(final int x) {
double probability = 0;
for (final Pair<Integer, Double> sample : innerDistribution.getPmf()) {
if (sample.getKey() <= x) {
probability += sample.getValue();
}
}
return probability;
}
{@inheritDoc}
Returns: sum(singletons[i] * probabilities[i])
/**
* {@inheritDoc}
*
* @return {@code sum(singletons[i] * probabilities[i])}
*/
public double getNumericalMean() {
double mean = 0;
for (final Pair<Integer, Double> sample : innerDistribution.getPmf()) {
mean += sample.getValue() * sample.getKey();
}
return mean;
}
{@inheritDoc}
Returns: sum((singletons[i] - mean) ^ 2 * probabilities[i])
/**
* {@inheritDoc}
*
* @return {@code sum((singletons[i] - mean) ^ 2 * probabilities[i])}
*/
public double getNumericalVariance() {
double mean = 0;
double meanOfSquares = 0;
for (final Pair<Integer, Double> sample : innerDistribution.getPmf()) {
mean += sample.getValue() * sample.getKey();
meanOfSquares += sample.getValue() * sample.getKey() * sample.getKey();
}
return meanOfSquares - mean * mean;
}
{@inheritDoc}
Returns the lowest value with non-zero probability.
Returns: the lowest value with non-zero probability.
/**
* {@inheritDoc}
*
* Returns the lowest value with non-zero probability.
*
* @return the lowest value with non-zero probability.
*/
public int getSupportLowerBound() {
int min = Integer.MAX_VALUE;
for (final Pair<Integer, Double> sample : innerDistribution.getPmf()) {
if (sample.getKey() < min && sample.getValue() > 0) {
min = sample.getKey();
}
}
return min;
}
{@inheritDoc}
Returns the highest value with non-zero probability.
Returns: the highest value with non-zero probability.
/**
* {@inheritDoc}
*
* Returns the highest value with non-zero probability.
*
* @return the highest value with non-zero probability.
*/
public int getSupportUpperBound() {
int max = Integer.MIN_VALUE;
for (final Pair<Integer, Double> sample : innerDistribution.getPmf()) {
if (sample.getKey() > max && sample.getValue() > 0) {
max = sample.getKey();
}
}
return max;
}
{@inheritDoc}
The support of this distribution is connected.
Returns: true
/**
* {@inheritDoc}
*
* The support of this distribution is connected.
*
* @return {@code true}
*/
public boolean isSupportConnected() {
return true;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public int sample() {
return innerDistribution.sample();
}
}