diff --git a/src/main/java/org/apache/commons/math/distribution/UniformIntegerDistribution.java b/src/main/java/org/apache/commons/math/distribution/UniformIntegerDistribution.java
new file mode 100644
index 000000000..a6dd99a70
--- /dev/null
+++ b/src/main/java/org/apache/commons/math/distribution/UniformIntegerDistribution.java
@@ -0,0 +1,140 @@
+/*
+ * 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.math.distribution;
+
+import org.apache.commons.math.exception.NumberIsTooLargeException;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+
+/**
+ * Implementation of the uniform integer distribution.
+ *
+ * @see Uniform distribution (discrete), at Wikipedia
+ *
+ * @version $Id$
+ * @since 3.0
+ */
+public class UniformIntegerDistribution extends AbstractIntegerDistribution {
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 20120109L;
+
+ /** Lower bound (inclusive) of this distribution. */
+ private final int lower;
+
+ /** Upper bound (inclusive) of this distribution. */
+ private final int upper;
+
+ /**
+ * Creates a new uniform integer distribution using the given lower and
+ * upper bounds (both inclusive).
+ *
+ * @param lower Lower bound (inclusive) of this distribution.
+ * @param upper Upper bound (inclusive) of this distribution.
+ * @throws NumberIsTooLargeException if {@code lower >= upper}.
+ */
+ public UniformIntegerDistribution(int lower, int upper) throws NumberIsTooLargeException {
+ if (lower >= upper) {
+ throw new NumberIsTooLargeException(
+ LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
+ lower, upper, false);
+ }
+ this.lower = lower;
+ this.upper = upper;
+ }
+
+ /** {@inheritDoc} */
+ public double probability(int x) {
+ if (x < lower || x > upper) {
+ return 0;
+ }
+ return 1.0 / (upper - lower + 1);
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(int x) {
+ if (x < lower) {
+ return 0;
+ }
+ if (x > upper) {
+ return 1;
+ }
+ return (x - lower + 1.0) / (upper - lower + 1.0);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For lower bound {@code lower} and upper bound {@code upper}, the mean is
+ * {@code 0.5 * (lower + upper)}.
+ */
+ public double getNumericalMean() {
+ return 0.5 * (lower + upper);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For lower bound {@code lower} and upper bound {@code upper}, and
+ * {@code n = upper - lower + 1}, the variance is {@code (n^2 - 1) / 12}.
+ */
+ public double getNumericalVariance() {
+ double n = upper - lower + 1;
+ return (n * n - 1) / 12.0;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The lower bound of the support is equal to the lower bound parameter
+ * of the distribution.
+ *
+ * @return lower bound of the support
+ */
+ public int getSupportLowerBound() {
+ return lower;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The upper bound of the support is equal to the upper bound parameter
+ * of the distribution.
+ *
+ * @return upper bound of the support
+ */
+ public int getSupportUpperBound() {
+ return upper;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public int sample() {
+ return randomData.nextInt(lower, upper);
+ }
+}
diff --git a/src/main/java/org/apache/commons/math/distribution/UniformRealDistribution.java b/src/main/java/org/apache/commons/math/distribution/UniformRealDistribution.java
new file mode 100644
index 000000000..896389ae2
--- /dev/null
+++ b/src/main/java/org/apache/commons/math/distribution/UniformRealDistribution.java
@@ -0,0 +1,198 @@
+/*
+ * 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.math.distribution;
+
+import org.apache.commons.math.exception.NumberIsTooLargeException;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+
+/**
+ * Implementation of the uniform real distribution.
+ *
+ * @see Uniform distribution (continuous), at Wikipedia
+ *
+ * @version $Id$
+ * @since 3.0
+ */
+public class UniformRealDistribution extends AbstractRealDistribution {
+ /** Default inverse cumulative probability accuracy. */
+ public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 20120109L;
+
+ /** Lower bound of this distribution (inclusive). */
+ private final double lower;
+
+ /** Upper bound of this distribution (exclusive). */
+ private final double upper;
+
+ /** Inverse cumulative probability accuracy. */
+ private final double solverAbsoluteAccuracy;
+
+ /**
+ * Create a uniform real distribution using the given lower and upper
+ * bounds.
+ *
+ * @param lower Lower bound of this distribution (inclusive).
+ * @param upper Upper bound of this distribution (exclusive).
+ * @throws NumberIsTooLargeException if {@code lower >= upper}.
+ */
+ public UniformRealDistribution(double lower, double upper)
+ throws NumberIsTooLargeException {
+ this(lower, upper, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ }
+
+ /**
+ * Create a normal distribution using the given mean, standard deviation and
+ * inverse cumulative distribution accuracy.
+ *
+ * @param lower Lower bound of this distribution (inclusive).
+ * @param upper Upper bound of this distribution (exclusive).
+ * @param inverseCumAccuracy Inverse cumulative probability accuracy.
+ * @throws NumberIsTooLargeException if {@code lower >= upper}.
+ */
+ public UniformRealDistribution(double lower, double upper, double inverseCumAccuracy)
+ throws NumberIsTooLargeException {
+ if (lower >= upper) {
+ throw new NumberIsTooLargeException(
+ LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
+ lower, upper, false);
+ }
+
+ this.lower = lower;
+ this.upper = upper;
+ solverAbsoluteAccuracy = inverseCumAccuracy;
+ }
+
+ /**
+ * Create a standard uniform real distribution with lower bound (inclusive)
+ * equal to zero and upper bound (exclusive) equal to one.
+ */
+ public UniformRealDistribution() {
+ this(0, 1);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For this distribution {@code P(X = x)} always evaluates to 0.
+ *
+ * @return 0
+ */
+ public double probability(double x) {
+ return 0.0;
+ }
+
+ /** {@inheritDoc} */
+ public double density(double x) {
+ if (x < lower || x > upper) {
+ return 0.0;
+ }
+ return 1 / (upper - lower);
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(double x) {
+ if (x <= lower) {
+ return 0;
+ }
+ if (x >= upper) {
+ return 1;
+ }
+ return (x - lower) / (upper - lower);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected double getSolverAbsoluteAccuracy() {
+ return solverAbsoluteAccuracy;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For lower bound {@code lower} and upper bound {@code upper}, the mean is
+ * {@code 0.5 * (lower + upper)}.
+ */
+ public double getNumericalMean() {
+ return 0.5 * (lower + upper);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For lower bound {@code lower} and upper bound {@code upper}, the
+ * variance is {@code (upper - lower)^2 / 12}.
+ */
+ public double getNumericalVariance() {
+ double ul = upper - lower;
+ return ul * ul / 12;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The lower bound of the support is equal to the lower bound parameter
+ * of the distribution.
+ *
+ * @return lower bound of the support
+ */
+ public double getSupportLowerBound() {
+ return lower;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The upper bound of the support is equal to the upper bound parameter
+ * of the distribution.
+ *
+ * @return upper bound of the support
+ */
+ public double getSupportUpperBound() {
+ return upper;
+ }
+
+ /** {@inheritDoc} */
+ public boolean isSupportLowerBoundInclusive() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ public boolean isSupportUpperBoundInclusive() {
+ return false;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double sample() {
+ return randomData.nextUniform(lower, upper, true);
+ }
+}
diff --git a/src/main/java/org/apache/commons/math/random/RandomData.java b/src/main/java/org/apache/commons/math/random/RandomData.java
index 80cb93aa5..976b97804 100644
--- a/src/main/java/org/apache/commons/math/random/RandomData.java
+++ b/src/main/java/org/apache/commons/math/random/RandomData.java
@@ -203,7 +203,7 @@ public interface RandomData {
/**
* Generates a uniformly distributed random value from the open interval
- * (lower
,upper
) (i.e., endpoints excluded).
+ * {@code (lower, upper)} (i.e., endpoints excluded).
*
* Definition:
*
@@ -211,11 +211,6 @@ public interface RandomData {
* upper - lower
are the
*
* location and scale parameters, respectively.
- * Preconditions:
lower < upper
(otherwise an IllegalArgumentException
- * is thrown.)
+ * Definition:
+ *
+ * Uniform Distribution lower
and
+ * upper - lower
are the
+ *
+ * location and scale parameters, respectively.
k
whose entries
* are selected randomly, without repetition, from the integers
diff --git a/src/main/java/org/apache/commons/math/random/RandomDataImpl.java b/src/main/java/org/apache/commons/math/random/RandomDataImpl.java
index 78e883518..f47c38f86 100644
--- a/src/main/java/org/apache/commons/math/random/RandomDataImpl.java
+++ b/src/main/java/org/apache/commons/math/random/RandomDataImpl.java
@@ -593,9 +593,34 @@ public class RandomDataImpl implements RandomData, Serializable {
* or either bound is infinite or NaN
*/
public double nextUniform(double lower, double upper) {
+ return nextUniform(lower, upper, false);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * Algorithm Description: if the lower bound is excluded,
+ * scales the output of Random.nextDouble(), but rejects 0 values (i.e.,
+ * will generate another random double if Random.nextDouble() returns 0).
+ * This is necessary to provide a symmetric output interval (both
+ * endpoints excluded).
+ *
+ *
+ * @param lower
+ * the lower bound.
+ * @param upper
+ * the upper bound.
+ * @param lowerInclusive
+ * whether the lower bound is included in the interval
+ * @return a uniformly distributed random value from the interval (lower,
+ * upper)
+ * @throws NumberIsTooLargeException if {@code lower >= upper}.
+ * @since 3.0
+ */
+ public double nextUniform(double lower, double upper, boolean lowerInclusive) {
if (lower >= upper) {
- throw new MathIllegalArgumentException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
- lower, upper);
+ throw new NumberIsTooLargeException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
+ lower, upper, false);
}
if (Double.isInfinite(lower) || Double.isInfinite(upper)) {
@@ -610,7 +635,7 @@ public class RandomDataImpl implements RandomData, Serializable {
// ensure nextDouble() isn't 0.0
double u = generator.nextDouble();
- while (u <= 0.0) {
+ while (!lowerInclusive && u <= 0.0) {
u = generator.nextDouble();
}
diff --git a/src/test/java/org/apache/commons/math/distribution/UniformIntegerDistributionTest.java b/src/test/java/org/apache/commons/math/distribution/UniformIntegerDistributionTest.java
new file mode 100644
index 000000000..a828df918
--- /dev/null
+++ b/src/test/java/org/apache/commons/math/distribution/UniformIntegerDistributionTest.java
@@ -0,0 +1,99 @@
+/*
+ * 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.math.distribution;
+
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test cases for UniformIntegerDistribution. See class javadoc for
+ * {@link IntegerDistributionAbstractTest} for further details.
+ */
+public class UniformIntegerDistributionTest extends IntegerDistributionAbstractTest {
+
+ // --- Override tolerance -------------------------------------------------
+
+ @Override
+ public void setUp() {
+ super.setUp();
+ setTolerance(1e-9);
+ }
+
+ //--- Implementations for abstract methods --------------------------------
+
+ /** Creates the default discrete distribution instance to use in tests. */
+ @Override
+ public IntegerDistribution makeDistribution() {
+ return new UniformIntegerDistribution(-3, 5);
+ }
+
+ /** Creates the default probability density test input values. */
+ @Override
+ public int[] makeDensityTestPoints() {
+ return new int[] {-4, -3, -2, -1, 0, 1, 2, 3, 4, 5, 6};
+ }
+
+ /** Creates the default probability density test expected values. */
+ @Override
+ public double[] makeDensityTestValues() {
+ double d = 1.0 / (5 - -3 + 1);
+ return new double[] {0, d, d, d, d, d, d, d, d, d, 0};
+ }
+
+ /** 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, 1 / 9.0, 2 / 9.0, 3 / 9.0, 4 / 9.0, 5 / 9.0,
+ 6 / 9.0, 7 / 9.0, 8 / 9.0, 1, 1};
+ }
+
+ /** Creates the default inverse cumulative probability test input values */
+ @Override
+ public double[] makeInverseCumulativeTestPoints() {
+ return new double[] {0, 0.001, 0.010, 0.025, 0.050, 0.100, 0.200,
+ 0.5, 0.999, 0.990, 0.975, 0.950, 0.900, 1};
+ }
+
+ /** Creates the default inverse cumulative probability density test expected values */
+ @Override
+ public int[] makeInverseCumulativeTestValues() {
+ return new int[] {-3, -3, -3, -3, -3, -3, -2, 1, 5, 5, 5, 5, 5, 5};
+ }
+
+ //--- Additional test cases -----------------------------------------------
+
+ /** Test mean/variance. */
+ @Test
+ public void testMoments() {
+ UniformIntegerDistribution dist;
+
+ dist = new UniformIntegerDistribution(0, 5);
+ Assert.assertEquals(dist.getNumericalMean(), 2.5, 0);
+ Assert.assertEquals(dist.getNumericalVariance(), 35 / 12.0, 0);
+
+ dist = new UniformIntegerDistribution(0, 1);
+ Assert.assertEquals(dist.getNumericalMean(), 0.5, 0);
+ Assert.assertEquals(dist.getNumericalVariance(), 3 / 12.0, 0);
+ }
+}
diff --git a/src/test/java/org/apache/commons/math/distribution/UniformRealDistributionTest.java b/src/test/java/org/apache/commons/math/distribution/UniformRealDistributionTest.java
new file mode 100644
index 000000000..821e05c18
--- /dev/null
+++ b/src/test/java/org/apache/commons/math/distribution/UniformRealDistributionTest.java
@@ -0,0 +1,113 @@
+/*
+ * 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.math.distribution;
+
+import org.apache.commons.math.exception.NumberIsTooLargeException;
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test cases for UniformRealDistribution. See class javadoc for
+ * {@link RealDistributionAbstractTest} for further details.
+ */
+public class UniformRealDistributionTest extends RealDistributionAbstractTest {
+
+ // --- Override tolerance -------------------------------------------------
+
+ @Override
+ public void setUp() throws Exception {
+ super.setUp();
+ setTolerance(1e-4);
+ }
+
+ //--- Implementations for abstract methods --------------------------------
+
+ /** Creates the default uniform real distribution instance to use in tests. */
+ @Override
+ public UniformRealDistribution makeDistribution() {
+ return new UniformRealDistribution(-0.5, 1.25);
+ }
+
+ /** Creates the default cumulative probability distribution test input values */
+ @Override
+ public double[] makeCumulativeTestPoints() {
+ return new double[] {-0.5001, -0.5, -0.4999, -0.25, -0.0001, 0.0,
+ 0.0001, 0.25, 1.0, 1.2499, 1.25, 1.2501};
+ }
+
+ /** Creates the default cumulative probability density test expected values */
+ @Override
+ public double[] makeCumulativeTestValues() {
+ return new double[] {0.0, 0.0, 0.0001, 0.25/1.75, 0.4999/1.75,
+ 0.5/1.75, 0.5001/1.75, 0.75/1.75, 1.5/1.75,
+ 1.7499/1.75, 1.0, 1.0};
+ }
+
+ /** Creates the default probability density test expected values */
+ @Override
+ public double[] makeDensityTestValues() {
+ double d = 1 / 1.75;
+ return new double[] {0, d, d, d, d, d, d, d, d, d, d, 0};
+ }
+
+ //--- Additional test cases -----------------------------------------------
+
+ /** Test lower bound getter. */
+ @Test
+ public void testGetLowerBound() {
+ UniformRealDistribution distribution = makeDistribution();
+ Assert.assertEquals(-0.5, distribution.getSupportLowerBound(), 0);
+ }
+
+ /** Test upper bound getter. */
+ @Test
+ public void testGetUpperBound() {
+ UniformRealDistribution distribution = makeDistribution();
+ Assert.assertEquals(1.25, distribution.getSupportUpperBound(), 0);
+ }
+
+ /** Test pre-condition for equal lower/upper bound. */
+ @Test(expected=NumberIsTooLargeException.class)
+ public void testPreconditions1() {
+ new UniformRealDistribution(0, 0);
+ }
+
+ /** Test pre-condition for lower bound larger than upper bound. */
+ @Test(expected=NumberIsTooLargeException.class)
+ public void testPreconditions2() {
+ new UniformRealDistribution(1, 0);
+ }
+
+ /** Test mean/variance. */
+ @Test
+ public void testMeanVariance() {
+ UniformRealDistribution dist;
+
+ dist = new UniformRealDistribution(0, 1);
+ Assert.assertEquals(dist.getNumericalMean(), 0.5, 0);
+ Assert.assertEquals(dist.getNumericalVariance(), 1/12.0, 0);
+
+ dist = new UniformRealDistribution(-1.5, 0.6);
+ Assert.assertEquals(dist.getNumericalMean(), -0.45, 0);
+ Assert.assertEquals(dist.getNumericalVariance(), 0.3675, 0);
+
+ dist = new UniformRealDistribution(-0.5, 1.25);
+ Assert.assertEquals(dist.getNumericalMean(), 0.375, 0);
+ Assert.assertEquals(dist.getNumericalVariance(), 0.2552083333333333, 0);
+ }
+}