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package org.apache.commons.math3.distribution;
import org.apache.commons.math3.exception.NotPositiveException;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
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.FastMath;
Implementation of the hypergeometric distribution.
See Also:
/**
* Implementation of the hypergeometric distribution.
*
* @see <a href="http://en.wikipedia.org/wiki/Hypergeometric_distribution">Hypergeometric distribution (Wikipedia)</a>
* @see <a href="http://mathworld.wolfram.com/HypergeometricDistribution.html">Hypergeometric distribution (MathWorld)</a>
*/
public class HypergeometricDistribution extends AbstractIntegerDistribution {
Serializable version identifier. /** Serializable version identifier. */
private static final long serialVersionUID = -436928820673516179L;
The number of successes in the population. /** The number of successes in the population. */
private final int numberOfSuccesses;
The population size. /** The population size. */
private final int populationSize;
The sample size. /** The sample size. */
private final int sampleSize;
Cached numerical variance /** Cached numerical variance */
private double numericalVariance = Double.NaN;
Whether or not the numerical variance has been calculated /** Whether or not the numerical variance has been calculated */
private boolean numericalVarianceIsCalculated = false;
Construct a new hypergeometric distribution with the specified population
size, number of successes in the population, and sample size.
Note: this constructor will implicitly create an instance of Well19937c
as random generator to be used for sampling only (see AbstractIntegerDistribution.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: - populationSize – Population size.
- numberOfSuccesses – Number of successes in the population.
- sampleSize – Sample size.
Throws: - NotPositiveException – if
numberOfSuccesses < 0
. - NotStrictlyPositiveException – if
populationSize <= 0
. - NumberIsTooLargeException – if
numberOfSuccesses > populationSize
, or sampleSize > populationSize
.
/**
* Construct a new hypergeometric distribution with the specified population
* size, number of successes in the population, and sample size.
* <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 populationSize Population size.
* @param numberOfSuccesses Number of successes in the population.
* @param sampleSize Sample size.
* @throws NotPositiveException if {@code numberOfSuccesses < 0}.
* @throws NotStrictlyPositiveException if {@code populationSize <= 0}.
* @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize},
* or {@code sampleSize > populationSize}.
*/
public HypergeometricDistribution(int populationSize, int numberOfSuccesses, int sampleSize)
throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException {
this(new Well19937c(), populationSize, numberOfSuccesses, sampleSize);
}
Creates a new hypergeometric distribution.
Params: - rng – Random number generator.
- populationSize – Population size.
- numberOfSuccesses – Number of successes in the population.
- sampleSize – Sample size.
Throws: - NotPositiveException – if
numberOfSuccesses < 0
. - NotStrictlyPositiveException – if
populationSize <= 0
. - NumberIsTooLargeException – if
numberOfSuccesses > populationSize
, or sampleSize > populationSize
.
Since: 3.1
/**
* Creates a new hypergeometric distribution.
*
* @param rng Random number generator.
* @param populationSize Population size.
* @param numberOfSuccesses Number of successes in the population.
* @param sampleSize Sample size.
* @throws NotPositiveException if {@code numberOfSuccesses < 0}.
* @throws NotStrictlyPositiveException if {@code populationSize <= 0}.
* @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize},
* or {@code sampleSize > populationSize}.
* @since 3.1
*/
public HypergeometricDistribution(RandomGenerator rng,
int populationSize,
int numberOfSuccesses,
int sampleSize)
throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException {
super(rng);
if (populationSize <= 0) {
throw new NotStrictlyPositiveException(LocalizedFormats.POPULATION_SIZE,
populationSize);
}
if (numberOfSuccesses < 0) {
throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SUCCESSES,
numberOfSuccesses);
}
if (sampleSize < 0) {
throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES,
sampleSize);
}
if (numberOfSuccesses > populationSize) {
throw new NumberIsTooLargeException(LocalizedFormats.NUMBER_OF_SUCCESS_LARGER_THAN_POPULATION_SIZE,
numberOfSuccesses, populationSize, true);
}
if (sampleSize > populationSize) {
throw new NumberIsTooLargeException(LocalizedFormats.SAMPLE_SIZE_LARGER_THAN_POPULATION_SIZE,
sampleSize, populationSize, true);
}
this.numberOfSuccesses = numberOfSuccesses;
this.populationSize = populationSize;
this.sampleSize = sampleSize;
}
{@inheritDoc} /** {@inheritDoc} */
public double cumulativeProbability(int x) {
double ret;
int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize);
if (x < domain[0]) {
ret = 0.0;
} else if (x >= domain[1]) {
ret = 1.0;
} else {
ret = innerCumulativeProbability(domain[0], x, 1);
}
return ret;
}
Return the domain for the given hypergeometric distribution parameters.
Params: - n – Population size.
- m – Number of successes in the population.
- k – Sample size.
Returns: a two element array containing the lower and upper bounds of the
hypergeometric distribution.
/**
* Return the domain for the given hypergeometric distribution parameters.
*
* @param n Population size.
* @param m Number of successes in the population.
* @param k Sample size.
* @return a two element array containing the lower and upper bounds of the
* hypergeometric distribution.
*/
private int[] getDomain(int n, int m, int k) {
return new int[] { getLowerDomain(n, m, k), getUpperDomain(m, k) };
}
Return the lowest domain value for the given hypergeometric distribution
parameters.
Params: - n – Population size.
- m – Number of successes in the population.
- k – Sample size.
Returns: the lowest domain value of the hypergeometric distribution.
/**
* Return the lowest domain value for the given hypergeometric distribution
* parameters.
*
* @param n Population size.
* @param m Number of successes in the population.
* @param k Sample size.
* @return the lowest domain value of the hypergeometric distribution.
*/
private int getLowerDomain(int n, int m, int k) {
return FastMath.max(0, m - (n - k));
}
Access the number of successes.
Returns: the number of successes.
/**
* Access the number of successes.
*
* @return the number of successes.
*/
public int getNumberOfSuccesses() {
return numberOfSuccesses;
}
Access the population size.
Returns: the population size.
/**
* Access the population size.
*
* @return the population size.
*/
public int getPopulationSize() {
return populationSize;
}
Access the sample size.
Returns: the sample size.
/**
* Access the sample size.
*
* @return the sample size.
*/
public int getSampleSize() {
return sampleSize;
}
Return the highest domain value for the given hypergeometric distribution
parameters.
Params: - m – Number of successes in the population.
- k – Sample size.
Returns: the highest domain value of the hypergeometric distribution.
/**
* Return the highest domain value for the given hypergeometric distribution
* parameters.
*
* @param m Number of successes in the population.
* @param k Sample size.
* @return the highest domain value of the hypergeometric distribution.
*/
private int getUpperDomain(int m, int k) {
return FastMath.min(k, m);
}
{@inheritDoc} /** {@inheritDoc} */
public double probability(int x) {
final double logProbability = logProbability(x);
return logProbability == Double.NEGATIVE_INFINITY ? 0 : FastMath.exp(logProbability);
}
{@inheritDoc} /** {@inheritDoc} */
@Override
public double logProbability(int x) {
double ret;
int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize);
if (x < domain[0] || x > domain[1]) {
ret = Double.NEGATIVE_INFINITY;
} else {
double p = (double) sampleSize / (double) populationSize;
double q = (double) (populationSize - sampleSize) / (double) populationSize;
double p1 = SaddlePointExpansion.logBinomialProbability(x,
numberOfSuccesses, p, q);
double p2 =
SaddlePointExpansion.logBinomialProbability(sampleSize - x,
populationSize - numberOfSuccesses, p, q);
double p3 =
SaddlePointExpansion.logBinomialProbability(sampleSize, populationSize, p, q);
ret = p1 + p2 - p3;
}
return ret;
}
For this distribution, X
, this method returns P(X >= x)
. Params: - x – Value at which the CDF is evaluated.
Returns: the upper tail CDF for this distribution. Since: 1.1
/**
* For this distribution, {@code X}, this method returns {@code P(X >= x)}.
*
* @param x Value at which the CDF is evaluated.
* @return the upper tail CDF for this distribution.
* @since 1.1
*/
public double upperCumulativeProbability(int x) {
double ret;
final int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize);
if (x <= domain[0]) {
ret = 1.0;
} else if (x > domain[1]) {
ret = 0.0;
} else {
ret = innerCumulativeProbability(domain[1], x, -1);
}
return ret;
}
For this distribution, X
, this method returns P(x0 <= X <= x1)
. This probability is computed by summing the point probabilities for the values x0, x0 + 1, x0 + 2, ..., x1
, in the order directed by dx
. Params: - x0 – Inclusive lower bound.
- x1 – Inclusive upper bound.
- dx – Direction of summation (1 indicates summing from x0 to x1, and
0 indicates summing from x1 to x0).
Returns: P(x0 <= X <= x1)
.
/**
* For this distribution, {@code X}, this method returns
* {@code P(x0 <= X <= x1)}.
* This probability is computed by summing the point probabilities for the
* values {@code x0, x0 + 1, x0 + 2, ..., x1}, in the order directed by
* {@code dx}.
*
* @param x0 Inclusive lower bound.
* @param x1 Inclusive upper bound.
* @param dx Direction of summation (1 indicates summing from x0 to x1, and
* 0 indicates summing from x1 to x0).
* @return {@code P(x0 <= X <= x1)}.
*/
private double innerCumulativeProbability(int x0, int x1, int dx) {
double ret = probability(x0);
while (x0 != x1) {
x0 += dx;
ret += probability(x0);
}
return ret;
}
{@inheritDoc} For population size N
, number of successes m
, and sample size n
, the mean is n * m / N
. /**
* {@inheritDoc}
*
* For population size {@code N}, number of successes {@code m}, and sample
* size {@code n}, the mean is {@code n * m / N}.
*/
public double getNumericalMean() {
return getSampleSize() * (getNumberOfSuccesses() / (double) getPopulationSize());
}
{@inheritDoc} For population size N
, number of successes m
, and sample size n
, the variance is [n * m * (N - n) * (N - m)] / [N^2 * (N - 1)]
. /**
* {@inheritDoc}
*
* For population size {@code N}, number of successes {@code m}, and sample
* size {@code n}, the variance is
* {@code [n * m * (N - n) * (N - m)] / [N^2 * (N - 1)]}.
*/
public double getNumericalVariance() {
if (!numericalVarianceIsCalculated) {
numericalVariance = calculateNumericalVariance();
numericalVarianceIsCalculated = true;
}
return numericalVariance;
}
Used by getNumericalVariance()
. Returns: the variance of this distribution
/**
* Used by {@link #getNumericalVariance()}.
*
* @return the variance of this distribution
*/
protected double calculateNumericalVariance() {
final double N = getPopulationSize();
final double m = getNumberOfSuccesses();
final double n = getSampleSize();
return (n * m * (N - n) * (N - m)) / (N * N * (N - 1));
}
{@inheritDoc} For population size N
, number of successes m
, and sample size n
, the lower bound of the support is max(0, n + m - N)
. Returns: lower bound of the support
/**
* {@inheritDoc}
*
* For population size {@code N}, number of successes {@code m}, and sample
* size {@code n}, the lower bound of the support is
* {@code max(0, n + m - N)}.
*
* @return lower bound of the support
*/
public int getSupportLowerBound() {
return FastMath.max(0,
getSampleSize() + getNumberOfSuccesses() - getPopulationSize());
}
{@inheritDoc} For number of successes m
and sample size n
, the upper bound of the support is min(m, n)
. Returns: upper bound of the support
/**
* {@inheritDoc}
*
* For number of successes {@code m} and sample size {@code n}, the upper
* bound of the support is {@code min(m, n)}.
*
* @return upper bound of the support
*/
public int getSupportUpperBound() {
return FastMath.min(getNumberOfSuccesses(), getSampleSize());
}
{@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;
}
}