[MATH-973] Added GeometricDistribution. Thanks to Mauro Tortonesi.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1480064 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
parent
9622889fae
commit
6a86777677
|
@ -51,6 +51,9 @@ If the output is not quite correct, check for invisible trailing spaces!
|
|||
</properties>
|
||||
<body>
|
||||
<release version="x.y" date="TBD" description="TBD">
|
||||
<action dev="tn" type="add" issue="MATH-973" due-to="Mauro Tortonesi">
|
||||
Added "GeometricDistribution" to "o.a.c.m.distribution" package.
|
||||
</action>
|
||||
<action dev="tn" type="add" issue="MATH-968" due-to="Alex Gryzlov">
|
||||
Added "ParetoDistribution" to "o.a.c.m.distribution" package.
|
||||
</action>
|
||||
|
|
|
@ -0,0 +1,154 @@
|
|||
/*
|
||||
* 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 org.apache.commons.math3.exception.OutOfRangeException;
|
||||
import org.apache.commons.math3.exception.util.LocalizedFormats;
|
||||
import org.apache.commons.math3.util.FastMath;
|
||||
import org.apache.commons.math3.random.RandomGenerator;
|
||||
import org.apache.commons.math3.random.Well19937c;
|
||||
|
||||
/**
|
||||
* Implementation of the geometric distribution.
|
||||
*
|
||||
* @see <a href="http://en.wikipedia.org/wiki/Geometric_distribution">Geometric distribution (Wikipedia)</a>
|
||||
* @see <a href="http://mathworld.wolfram.com/GeometricDistribution.html">Geometric Distribution (MathWorld)</a>
|
||||
* @version $Id$
|
||||
* @since 4.0
|
||||
*/
|
||||
public class GeometricDistribution extends AbstractIntegerDistribution {
|
||||
|
||||
/** Serializable version identifier. */
|
||||
private static final long serialVersionUID = 20130507L;
|
||||
/** The probability of success. */
|
||||
private final double probabilityOfSuccess;
|
||||
|
||||
/**
|
||||
* Create a geometric distribution with the given probability of success.
|
||||
*
|
||||
* @param p probability of success.
|
||||
* @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}.
|
||||
*/
|
||||
public GeometricDistribution(double p) {
|
||||
this(new Well19937c(), p);
|
||||
}
|
||||
|
||||
/**
|
||||
* Creates a geometric distribution.
|
||||
*
|
||||
* @param rng Random number generator.
|
||||
* @param p Probability of success.
|
||||
* @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}.
|
||||
*/
|
||||
public GeometricDistribution(RandomGenerator rng, double p) {
|
||||
super(rng);
|
||||
|
||||
if (p <= 0 || p > 1) {
|
||||
throw new OutOfRangeException(LocalizedFormats.OUT_OF_RANGE_LEFT, p, 0, 1);
|
||||
}
|
||||
|
||||
probabilityOfSuccess = p;
|
||||
}
|
||||
|
||||
/**
|
||||
* Access the probability of success for this distribution.
|
||||
*
|
||||
* @return the probability of success.
|
||||
*/
|
||||
public double getProbabilityOfSuccess() {
|
||||
return probabilityOfSuccess;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public double probability(int x) {
|
||||
double ret;
|
||||
if (x < 0) {
|
||||
ret = 0.0;
|
||||
} else {
|
||||
final double p = probabilityOfSuccess;
|
||||
ret = FastMath.pow(1 - p, x) * p;
|
||||
}
|
||||
return ret;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public double cumulativeProbability(int x) {
|
||||
double ret;
|
||||
if (x < 0) {
|
||||
ret = 0.0;
|
||||
} else {
|
||||
final double p = probabilityOfSuccess;
|
||||
ret = 1.0 - FastMath.pow(1 - p, x + 1);
|
||||
}
|
||||
return ret;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* For probability parameter {@code p}, the mean is {@code (1 - p) / p}.
|
||||
*/
|
||||
public double getNumericalMean() {
|
||||
final double p = probabilityOfSuccess;
|
||||
return (1 - p) / p;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* For probability parameter {@code p}, the variance is
|
||||
* {@code (1 - p) / (p * p)}.
|
||||
*/
|
||||
public double getNumericalVariance() {
|
||||
final double p = probabilityOfSuccess;
|
||||
return (1 - p) / (p * p);
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* The lower bound of the support is always 0.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
*/
|
||||
public int getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* The upper bound of the support is infinite (which we approximate as
|
||||
* {@code Integer.MAX_VALUE}).
|
||||
*
|
||||
* @return upper bound of the support (always Integer.MAX_VALUE)
|
||||
*/
|
||||
public int getSupportUpperBound() {
|
||||
return Integer.MAX_VALUE;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* The support of this distribution is connected.
|
||||
*
|
||||
* @return {@code true}
|
||||
*/
|
||||
public boolean isSupportConnected() {
|
||||
return true;
|
||||
}
|
||||
}
|
|
@ -0,0 +1,143 @@
|
|||
/*
|
||||
* 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 org.junit.Assert;
|
||||
import org.junit.Test;
|
||||
|
||||
/**
|
||||
* Test cases for GeometricDistribution.
|
||||
* <p>
|
||||
* See class javadoc for IntegerDistributionAbstractTest for details.
|
||||
*
|
||||
* @version $Id$
|
||||
*/
|
||||
public class GeometricDistributionTest extends IntegerDistributionAbstractTest {
|
||||
|
||||
// -------------- Implementations for abstract methods --------------------
|
||||
|
||||
/** Creates the default discrete distribution instance to use in tests. */
|
||||
@Override
|
||||
public IntegerDistribution makeDistribution() {
|
||||
return new GeometricDistribution(0.40);
|
||||
}
|
||||
|
||||
/** Creates the default probability density test input values */
|
||||
@Override
|
||||
public int[] makeDensityTestPoints() {
|
||||
return new int[] { -1, 0, 1, 2, 3, 4, 5, 6, 7, 8,
|
||||
9, 10, 11, 12, 13, 14, 15, 16, 17, 18,
|
||||
29, 20, 21, 22, 23, 24, 25, 26, 27, 28 };
|
||||
}
|
||||
|
||||
/** Creates the default probability density test expected values */
|
||||
@Override
|
||||
public double[] makeDensityTestValues() {
|
||||
return new double[] {
|
||||
0.000000e+00, 4.000000e-01, 2.400000e-01, 1.440000e-01,
|
||||
8.640000e-02, 5.184000e-02, 3.110400e-02, 1.866240e-02,
|
||||
1.119744e-02, 6.718464e-03, 4.031078e-03, 2.418647e-03,
|
||||
1.451188e-03, 8.707129e-04, 5.224278e-04, 3.134567e-04,
|
||||
1.880740e-04, 1.128444e-04, 6.770664e-05, 4.062398e-05,
|
||||
2.437439e-05, 1.462463e-05, 8.774780e-06, 5.264868e-06,
|
||||
3.158921e-06, 1.895353e-06, 1.137212e-06, 6.823269e-07,
|
||||
4.093961e-07, 2.456377e-07
|
||||
};
|
||||
}
|
||||
|
||||
/** Creates the default cumulative probability density test input values */
|
||||
@Override
|
||||
public int[] makeCumulativeTestPoints() {
|
||||
return makeDensityTestPoints();
|
||||
}
|
||||
|
||||
/** Creates the default cumulative probability density test expected values */
|
||||
@Override
|
||||
public double[] makeCumulativeTestValues() {
|
||||
return new double[] {
|
||||
0.0000000, 0.4000000, 0.6400000, 0.7840000, 0.8704000,
|
||||
0.9222400, 0.9533440, 0.9720064, 0.9832038, 0.9899223,
|
||||
0.9939534, 0.9963720, 0.9978232, 0.9986939, 0.9992164,
|
||||
0.9995298, 0.9997179, 0.9998307, 0.9998984, 0.9999391,
|
||||
0.9999634, 0.9999781, 0.9999868, 0.9999921, 0.9999953,
|
||||
0.9999972, 0.9999983, 0.9999990, 0.9999994, 0.9999996
|
||||
};
|
||||
}
|
||||
|
||||
/** Creates the default inverse cumulative probability test input values */
|
||||
@Override
|
||||
public double[] makeInverseCumulativeTestPoints() {
|
||||
return new double[] {
|
||||
0.000, 0.005, 0.010, 0.015, 0.020, 0.025, 0.030, 0.035, 0.040,
|
||||
0.045, 0.050, 0.055, 0.060, 0.065, 0.070, 0.075, 0.080, 0.085,
|
||||
0.090, 0.095, 0.100, 0.105, 0.110, 0.115, 0.120, 0.125, 0.130,
|
||||
0.135, 0.140, 0.145, 0.150, 0.155, 0.160, 0.165, 0.170, 0.175,
|
||||
0.180, 0.185, 0.190, 0.195, 0.200, 0.205, 0.210, 0.215, 0.220,
|
||||
0.225, 0.230, 0.235, 0.240, 0.245, 0.250, 0.255, 0.260, 0.265,
|
||||
0.270, 0.275, 0.280, 0.285, 0.290, 0.295, 0.300, 0.305, 0.310,
|
||||
0.315, 0.320, 0.325, 0.330, 0.335, 0.340, 0.345, 0.350, 0.355,
|
||||
0.360, 0.365, 0.370, 0.375, 0.380, 0.385, 0.390, 0.395, 0.400,
|
||||
0.405, 0.410, 0.415, 0.420, 0.425, 0.430, 0.435, 0.440, 0.445,
|
||||
0.450, 0.455, 0.460, 0.465, 0.470, 0.475, 0.480, 0.485, 0.490,
|
||||
0.495, 0.500, 0.505, 0.510, 0.515, 0.520, 0.525, 0.530, 0.535,
|
||||
0.540, 0.545, 0.550, 0.555, 0.560, 0.565, 0.570, 0.575, 0.580,
|
||||
0.585, 0.590, 0.595, 0.600, 0.605, 0.610, 0.615, 0.620, 0.625,
|
||||
0.630, 0.635, 0.640, 0.645, 0.650, 0.655, 0.660, 0.665, 0.670,
|
||||
0.675, 0.680, 0.685, 0.690, 0.695, 0.700, 0.705, 0.710, 0.715,
|
||||
0.720, 0.725, 0.730, 0.735, 0.740, 0.745, 0.750, 0.755, 0.760,
|
||||
0.765, 0.770, 0.775, 0.780, 0.785, 0.790, 0.795, 0.800, 0.805,
|
||||
0.810, 0.815, 0.820, 0.825, 0.830, 0.835, 0.840, 0.845, 0.850,
|
||||
0.855, 0.860, 0.865, 0.870, 0.875, 0.880, 0.885, 0.890, 0.895,
|
||||
0.900, 0.905, 0.910, 0.915, 0.920, 0.925, 0.930, 0.935, 0.940,
|
||||
0.945, 0.950, 0.955, 0.960, 0.965, 0.970, 0.975, 0.980, 0.985,
|
||||
0.990, 0.995
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Creates the default inverse cumulative probability density test expected
|
||||
* values
|
||||
*/
|
||||
@Override
|
||||
public int[] makeInverseCumulativeTestValues() {
|
||||
return new int[] {
|
||||
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
|
||||
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
|
||||
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
|
||||
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1,
|
||||
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
1, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
|
||||
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
|
||||
3, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5,
|
||||
5, 5, 6, 6, 6, 6, 7, 7, 8, 9, 10
|
||||
};
|
||||
}
|
||||
|
||||
// ----------------- Additional test cases ---------------------------------
|
||||
|
||||
@Test
|
||||
public void testMoments() {
|
||||
final double tol = 1e-9;
|
||||
GeometricDistribution dist;
|
||||
|
||||
dist = new GeometricDistribution(0.5);
|
||||
Assert.assertEquals(dist.getNumericalMean(), (1.0d - 0.5d) / 0.5d, tol);
|
||||
Assert.assertEquals(dist.getNumericalVariance(), (1.0d - 0.5d) / (0.5d * 0.5d), tol);
|
||||
|
||||
dist = new GeometricDistribution(0.3);
|
||||
Assert.assertEquals(dist.getNumericalMean(), (1.0d - 0.3d) / 0.3d, tol);
|
||||
Assert.assertEquals(dist.getNumericalVariance(), (1.0d - 0.3d) / (0.3d * 0.3d), tol);
|
||||
}
|
||||
}
|
Loading…
Reference in New Issue