diff --git a/src/experimental/R/pascalTestCases b/src/experimental/R/pascalTestCases new file mode 100644 index 000000000..0a40ba1d8 --- /dev/null +++ b/src/experimental/R/pascalTestCases @@ -0,0 +1,127 @@ +# Copyright 2006 The Apache Software Foundation +# +# Licensed 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. +# +#------------------------------------------------------------------------------ +# R source file to validate Pascal distribution tests in +# org.apache.commons.math.distribution.PascalDistributionTest +# +# To run the test, install R, put this file and testFunctions +# into the same directory, launch R from this directory and then enter +# source("") +# +# R functions used +# dnbinom(x, size, prob, mu, log = FALSE) <- density +# pnbinom(q, size, prob, mu, lower.tail = TRUE, log.p = FALSE) <- distribution +# qnbinom(p, size, prob, mu, lower.tail = TRUE, log.p = FALSE) <- quantiles +#------------------------------------------------------------------------------ +tol <- 1E-4 # error tolerance for tests +#------------------------------------------------------------------------------ +# Function definitions + +source("testFunctions") # utility test functions + +# function to verify density computations + +verifyDensity <- function(points, expected, size, p, tol) { + rDensityValues <- rep(0, length(points)) + i <- 0 + for (point in points) { + i <- i + 1 + rDensityValues[i] <- dnbinom(point, size, p) + } + output <- c("Density test size = ", size, ", p = ", p) + if (assertEquals(expected,rDensityValues,tol,"Density Values")) { + displayPadded(output, SUCCEEDED, WIDTH) + } else { + displayPadded(output, FAILED, WIDTH) + } +} + +# function to verify distribution computations + +verifyDistribution <- function(points, expected, size, p, tol) { + rDistValues <- rep(0, length(points)) + i <- 0 + for (point in points) { + i <- i + 1 + rDistValues[i] <- pnbinom(point, size, p) + } + output <- c("Distribution test size = ", size, ", p = ", p) + if (assertEquals(expected,rDistValues,tol,"Distribution Values")) { + displayPadded(output, SUCCEEDED, WIDTH) + } else { + displayPadded(output, FAILED, WIDTH) + } +} + +#-------------------------------------------------------------------------- +cat("Negative Binomial test cases\n") + +size <- 10.0 +probability <- 0.70 + +densityPoints <- c(-1, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11) +densityValues <- c(0, 0.02824, 0.08474, 0.13982, + 0.16779, 0.16359, 0.1374, 0.10306, 0.070673, 0.04505, 0.02703, + 0.01540, 0.0084) +distributionValues <- c(0, 0.02824, 0.11299, 0.25281, 0.42060, 0.58420, + 0.72162, 0.82468, 0.89535, 0.94041, 0.967446, 0.98285, 0.99125) +inverseCumPoints <- c( 0, 0.001, 0.010, 0.025, 0.050, 0.100, 0.999, + 0.990, 0.975, 0.950, 0.900) +inverseCumValues <- c(-1, -1, -1, -1, 0, 0, 13, 10, 9, 8, 7) + +verifyDensity(densityPoints,densityValues,size,probability,tol) +verifyDistribution(densityPoints, distributionValues, size, probability, tol) + +i <- 0 +rInverseCumValues <- rep(0,length(inverseCumPoints)) +for (point in inverseCumPoints) { + i <- i + 1 + rInverseCumValues[i] <- qnbinom(point, size, probability) +} + +output <- c("Inverse Distribution test n = ", size, ", p = ", probability) +# R defines quantiles from the right, need to subtract one +if (assertEquals(inverseCumValues, rInverseCumValues-1, tol, + "Inverse Dist Values")) { + displayPadded(output, SUCCEEDED, 80) +} else { + displayPadded(output, FAILED, 80) +} + +# Degenerate cases + +size <- 5 +probability <- 0.0 + +densityPoints <- c(-1, 0, 1, 10, 11) +densityValues <- c(0, 0, 0, 0, 0) +distributionPoints <- c(-1, 0, 1, 5, 10) +distributionValues <- c(0, 0, 0, 0, 0) + +verifyDensity(densityPoints,densityValues,size,probability,tol) +verifyDistribution(distributionPoints,distributionValues,size,probability,tol) + +size <- 5 +probability <- 1.0 + +densityPoints <- c(-1, 0, 1, 2, 5, 10) +densityValues <- c(0, 1, 0, 0, 1, 0) +distributionPoints <- c(-1, 0, 1, 2, 5, 10) +distributionValues <- c(0, 1, 1, 1, 1, 1) + +verifyDensity(densityPoints,densityValues,size,probability,tol) +verifyDistribution(distributionPoints,distributionValues,size,probability,tol) + +displayDashes(WIDTH) diff --git a/src/java/org/apache/commons/math/distribution/DistributionFactory.java b/src/java/org/apache/commons/math/distribution/DistributionFactory.java index cef3b6da0..d1e48e001 100644 --- a/src/java/org/apache/commons/math/distribution/DistributionFactory.java +++ b/src/java/org/apache/commons/math/distribution/DistributionFactory.java @@ -33,6 +33,7 @@ import org.apache.commons.discovery.tools.DiscoverClass; *
  • Normal
    • *
  • Student's t
    • *
  • Weibull
    • + *
  • Pascal
    • * * * Common usage:
    @@ -80,6 +81,17 @@ public abstract class DistributionFactory {
     public abstract BinomialDistribution createBinomialDistribution(
         int numberOfTrials, double probabilityOfSuccess);
     
+    /**
+     * Create a Pascal distribution with the given number of successes and
+     * probability of success.
+     * 
+     * @param numberOfSuccesses the number of successes.
+     * @param probabilityOfSuccess the probability of success
+     * @return a new Pascal distribution
+     */
+    public abstract PascalDistribution createPascalDistribution(
+        int numberOfSuccesses, double probabilityOfSuccess);
+    
     /**
      * Create a new cauchy distribution with the given median and scale.
      * @param median the median of the distribution
diff --git a/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java b/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java
index f72d7b8a9..986353d96 100644
--- a/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java
+++ b/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java
@@ -154,4 +154,16 @@ public class DistributionFactoryImpl extends DistributionFactory {
         return new PoissonDistributionImpl(lambda);
     }
 
+    /**
+     * Create a Pascal distribution with the given number of successes and
+     * probability of success.
+     * 
+     * @param numberOfSuccesses the number of successes.
+     * @param probabilityOfSuccess the probability of success
+     * @return a new Pascal distribution
+     */
+    public PascalDistribution createPascalDistribution(int numberOfSuccesses, double probabilityOfSuccess) {
+        return new PascalDistributionImpl(numberOfSuccesses, probabilityOfSuccess);
+    }
+
 }
diff --git a/src/java/org/apache/commons/math/distribution/PascalDistribution.java b/src/java/org/apache/commons/math/distribution/PascalDistribution.java
new file mode 100644
index 000000000..14b1e12fa
--- /dev/null
+++ b/src/java/org/apache/commons/math/distribution/PascalDistribution.java
@@ -0,0 +1,62 @@
+/*
+ * Copyright 2006 The Apache Software Foundation.
+ *
+ * Licensed 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;
+
+/**
+ * The Pascal Distribution.
+ *
+ * Instances of PascalDistribution objects should be created using
+ * {@link DistributionFactory#createPascalDistribution(int, double)}.
+ *
+ * 
    
+ * References:
+ * 
    
+ * 
    
+ *
+ * @version $Revision:$
+ */
+public interface PascalDistribution extends IntegerDistribution {
+    /**
+     * Access the number of successes for this distribution.
+     * 
+     * @return the number of successes
+     */
+    int getNumberOfSuccesses();
+    
+    /**
+     * Access the probability of success for this distribution.
+     * 
+     * @return the probability of success
+     */
+    double getProbabilityOfSuccess();
+    
+    /**
+     * Change the number of successes for this distribution.
+     * 
+     * @param successes the new number of successes
+     */
+    void setNumberOfSuccesses(int successes);
+    
+    /**
+     * Change the probability of success for this distribution.
+     * 
+     * @param p the new probability of success
+     */
+    void setProbabilityOfSuccess(double p);
+}
\ No newline at end of file
diff --git a/src/test/org/apache/commons/math/distribution/PascalDistributionTest.java b/src/test/org/apache/commons/math/distribution/PascalDistributionTest.java
new file mode 100644
index 000000000..bc0bd3b92
--- /dev/null
+++ b/src/test/org/apache/commons/math/distribution/PascalDistributionTest.java
@@ -0,0 +1,104 @@
+/*
+ * Copyright 2006 The Apache Software Foundation.
+ * 
+ * Licensed 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;
+
+/**
+ * Test cases for PascalDistribution.
+ * Extends IntegerDistributionAbstractTest.  See class javadoc for
+ * IntegerDistributionAbstractTest for details.
+ * 
+ * @version $Revision:$ $Date:$
+ */
+public class PascalDistributionTest extends IntegerDistributionAbstractTest {
+    
+    /**
+     * Constructor for PascalDistributionTest.
+     * @param name
+     */
+    public PascalDistributionTest(String name) {
+        super(name);
+    }
+    
+    //-------------- Implementations for abstract methods -----------------------
+    
+    /** Creates the default discrete distribution instance to use in tests. */
+    public IntegerDistribution makeDistribution() {
+        return DistributionFactory.newInstance().createPascalDistribution(10,0.70);
+    }
+    
+    /** Creates the default probability density test input values */
+    public int[] makeDensityTestPoints() {
+      return new int[] {-1, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
+    }
+    
+    /** Creates the default probability density test expected values */
+    public double[] makeDensityTestValues() {
+      return new double[] {0d, 0.02824d, 0.08474d, 0.13982d, 
+          0.16779d, 0.16359d, 0.1374d, 0.10306d, 0.070673d, 0.04505d, 0.02703d, 0.01540d, 0.0084};
+    }
+    
+    /** Creates the default cumulative probability density test input values */
+    public int[] makeCumulativeTestPoints() {
+      return makeDensityTestPoints();
+    }
+    
+    /** Creates the default cumulative probability density test expected values */
+    public double[] makeCumulativeTestValues() {
+      return new double[] {0d, 0.02824d, 0.11299d, 0.25281d, 0.42060d, 0.58420d,
+          0.72162d, 0.82468d, 0.89535d, 0.94041d, 0.967446d, 0.98285, 0.99125d};
+        }
+    
+    /** Creates the default inverse cumulative probability test input values */
+    public double[] makeInverseCumulativeTestPoints() {
+      return new double[] {0, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d,
+          0.990d, 0.975d, 0.950d, 0.900d, 1}; 
+        }
+    
+    /** Creates the default inverse cumulative probability density test expected values */
+    public int[] makeInverseCumulativeTestValues() {
+      return new int[] {-1, -1, -1, -1, 0, 0, 13, 10, 9, 8, 7, Integer.MAX_VALUE};
+    }
+
+    //----------------- Additional test cases ---------------------------------
+   
+    /** Test degenerate case p = 0   */
+    public void testDegenerate0() throws Exception {
+        setDistribution(DistributionFactory.newInstance().createPascalDistribution(5,0.0d));
+        setCumulativeTestPoints(new int[] {-1, 0, 1, 5, 10 });
+        setCumulativeTestValues(new double[] {0d, 0d, 0d, 0d, 0d});
+        setDensityTestPoints(new int[] {-1, 0, 1, 10, 11});
+        setDensityTestValues(new double[] {0d, 0d, 0d, 0d, 0d});
+        setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
+        setInverseCumulativeTestValues(new int[] {Integer.MAX_VALUE - 1, Integer.MAX_VALUE - 1});
+        verifyDensities();
+        verifyCumulativeProbabilities();
+        verifyInverseCumulativeProbabilities();     
+    }
+    
+    /** Test degenerate case p = 1   */
+    public void testDegenerate1() throws Exception {
+        setDistribution(DistributionFactory.newInstance().createPascalDistribution(5,1.0d));
+        setCumulativeTestPoints(new int[] {-1, 0, 1, 2, 5, 10 });
+        setCumulativeTestValues(new double[] {0d, 1d, 1d, 1d, 1d, 1d});
+        setDensityTestPoints(new int[] {-1, 0, 1, 2, 5, 10});
+        setDensityTestValues(new double[] {0d, 1d, 0d, 0d, 0d, 0d});
+        setInverseCumulativeTestPoints(new double[] {0.1d, 0.5d});
+        setInverseCumulativeTestValues(new int[] {-1, -1});
+        verifyDensities();
+        verifyCumulativeProbabilities();
+        verifyInverseCumulativeProbabilities();     
+    }
+}
diff --git a/xdocs/changes.xml b/xdocs/changes.xml
index b59638409..5bc8e5bb3 100644
--- a/xdocs/changes.xml
+++ b/xdocs/changes.xml
@@ -43,6 +43,9 @@ Commons Math Release Notes
         Made ComplexFormat format double values with a provided NumberFormat
         instance instead of using the real part format for all values.
       
+      
+        Added Pascal distribution implementation.
+