diff --git a/src/changes/changes.xml b/src/changes/changes.xml index adaddc0d0..b1dda038b 100644 --- a/src/changes/changes.xml +++ b/src/changes/changes.xml @@ -51,6 +51,9 @@ If the output is not quite correct, check for invisible trailing spaces! + + Added "GeometricDistribution" to "o.a.c.m.distribution" package. + Added "ParetoDistribution" to "o.a.c.m.distribution" package. diff --git a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java new file mode 100644 index 000000000..29f64b776 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java @@ -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 Geometric distribution (Wikipedia) + * @see Geometric Distribution (MathWorld) + * @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; + } +} diff --git a/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java b/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java new file mode 100644 index 000000000..9ab5fcc6e --- /dev/null +++ b/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java @@ -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. + *

+ * 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); + } +}