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+/*
+ * 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.DimensionMismatchException;
+import org.apache.commons.math3.exception.MathArithmeticException;
+import org.apache.commons.math3.exception.NotANumberException;
+import org.apache.commons.math3.exception.NotFiniteNumberException;
+import org.apache.commons.math3.exception.NotPositiveException;
+import org.apache.commons.math3.exception.OutOfRangeException;
+import org.apache.commons.math3.random.RandomGenerator;
+import org.apache.commons.math3.random.Well19937c;
+import org.apache.commons.math3.util.Pair;
+
+import java.util.ArrayList;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+import java.util.Map.Entry;
+
+/**
+ * Implementation of a real-valued {@link EnumeratedDistribution}.
+ *
+ * <p>Values with zero-probability are allowed but they do not extend the support.<br>
+ * Duplicate values are allowed. Probabilities of duplicate values are combined when computing
+ * cumulative probabilities and statistics.
+ *
+ * @since 3.2
+ */
+public class EnumeratedRealDistribution extends AbstractRealDistribution {
+
+ /** Serializable UID. */
+ private static final long serialVersionUID = 20130308L;
+
+ /**
+ * {@link EnumeratedDistribution} (using the {@link Double} wrapper) used to generate the pmf.
+ */
+ protected final EnumeratedDistribution<Double> innerDistribution;
+
+ /**
+ * Create a discrete real-valued distribution using the given probability mass function
+ * enumeration.
+ *
+ * <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 singletons array of random variable values.
+ * @param probabilities array of probabilities.
+ * @throws DimensionMismatchException if {@code singletons.length != probabilities.length}
+ * @throws NotPositiveException if any of the probabilities are negative.
+ * @throws NotFiniteNumberException if any of the probabilities are infinite.
+ * @throws NotANumberException if any of the probabilities are NaN.
+ * @throws MathArithmeticException all of the probabilities are 0.
+ */
+ public EnumeratedRealDistribution(final double[] singletons, final double[] probabilities)
+ throws DimensionMismatchException,
+ NotPositiveException,
+ MathArithmeticException,
+ NotFiniteNumberException,
+ NotANumberException {
+ this(new Well19937c(), singletons, probabilities);
+ }
+
+ /**
+ * Create a discrete real-valued distribution using the given random number generator and
+ * probability mass function enumeration.
+ *
+ * @param rng random number generator.
+ * @param singletons array of random variable values.
+ * @param probabilities array of probabilities.
+ * @throws DimensionMismatchException if {@code singletons.length != probabilities.length}
+ * @throws NotPositiveException if any of the probabilities are negative.
+ * @throws NotFiniteNumberException if any of the probabilities are infinite.
+ * @throws NotANumberException if any of the probabilities are NaN.
+ * @throws MathArithmeticException all of the probabilities are 0.
+ */
+ public EnumeratedRealDistribution(
+ final RandomGenerator rng, final double[] singletons, final double[] probabilities)
+ throws DimensionMismatchException,
+ NotPositiveException,
+ MathArithmeticException,
+ NotFiniteNumberException,
+ NotANumberException {
+ super(rng);
+
+ innerDistribution =
+ new EnumeratedDistribution<Double>(
+ rng, createDistribution(singletons, probabilities));
+ }
+
+ /**
+ * Create a discrete real-valued distribution from the input data. Values are assigned mass
+ * based on their frequency.
+ *
+ * @param rng random number generator used for sampling
+ * @param data input dataset
+ * @since 3.6
+ */
+ public EnumeratedRealDistribution(final RandomGenerator rng, final double[] data) {
+ super(rng);
+ final Map<Double, Integer> dataMap = new HashMap<Double, Integer>();
+ for (double value : data) {
+ Integer count = dataMap.get(value);
+ if (count == null) {
+ count = 0;
+ }
+ dataMap.put(value, ++count);
+ }
+ final int massPoints = dataMap.size();
+ final double denom = data.length;
+ final double[] values = new double[massPoints];
+ final double[] probabilities = new double[massPoints];
+ int index = 0;
+ for (Entry<Double, Integer> entry : dataMap.entrySet()) {
+ values[index] = entry.getKey();
+ probabilities[index] = entry.getValue().intValue() / denom;
+ index++;
+ }
+ innerDistribution =
+ new EnumeratedDistribution<Double>(rng, createDistribution(values, probabilities));
+ }
+
+ /**
+ * Create a discrete real-valued distribution from the input data. Values are assigned mass
+ * based on their frequency. For example, [0,1,1,2] as input creates a distribution with values
+ * 0, 1 and 2 having probability masses 0.25, 0.5 and 0.25 respectively,
+ *
+ * @param data input dataset
+ * @since 3.6
+ */
+ public EnumeratedRealDistribution(final double[] data) {
+ this(new Well19937c(), data);
+ }
+
+ /**
+ * Create the list of Pairs representing the distribution from singletons and probabilities.
+ *
+ * @param singletons values
+ * @param probabilities probabilities
+ * @return list of value/probability pairs
+ */
+ private static List<Pair<Double, Double>> createDistribution(
+ double[] singletons, double[] probabilities) {
+ if (singletons.length != probabilities.length) {
+ throw new DimensionMismatchException(probabilities.length, singletons.length);
+ }
+
+ final List<Pair<Double, Double>> samples =
+ new ArrayList<Pair<Double, Double>>(singletons.length);
+
+ for (int i = 0; i < singletons.length; i++) {
+ samples.add(new Pair<Double, Double>(singletons[i], probabilities[i]));
+ }
+ return samples;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double probability(final double x) {
+ return innerDistribution.probability(x);
+ }
+
+ /**
+ * For a random variable {@code X} whose values are distributed according to this distribution,
+ * this method returns {@code P(X = x)}. In other words, this method represents the probability
+ * mass function (PMF) for the distribution.
+ *
+ * @param x the point at which the PMF is evaluated
+ * @return the value of the probability mass function at point {@code x}
+ */
+ public double density(final double x) {
+ return probability(x);
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(final double x) {
+ double probability = 0;
+
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ if (sample.getKey() <= x) {
+ probability += sample.getValue();
+ }
+ }
+
+ return probability;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double inverseCumulativeProbability(final double p) throws OutOfRangeException {
+ if (p < 0.0 || p > 1.0) {
+ throw new OutOfRangeException(p, 0, 1);
+ }
+
+ double probability = 0;
+ double x = getSupportLowerBound();
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ if (sample.getValue() == 0.0) {
+ continue;
+ }
+
+ probability += sample.getValue();
+ x = sample.getKey();
+
+ if (probability >= p) {
+ break;
+ }
+ }
+
+ return x;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * @return {@code sum(singletons[i] * probabilities[i])}
+ */
+ public double getNumericalMean() {
+ double mean = 0;
+
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ mean += sample.getValue() * sample.getKey();
+ }
+
+ return mean;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * @return {@code sum((singletons[i] - mean) ^ 2 * probabilities[i])}
+ */
+ public double getNumericalVariance() {
+ double mean = 0;
+ double meanOfSquares = 0;
+
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ mean += sample.getValue() * sample.getKey();
+ meanOfSquares += sample.getValue() * sample.getKey() * sample.getKey();
+ }
+
+ return meanOfSquares - mean * mean;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>Returns the lowest value with non-zero probability.
+ *
+ * @return the lowest value with non-zero probability.
+ */
+ public double getSupportLowerBound() {
+ double min = Double.POSITIVE_INFINITY;
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ if (sample.getKey() < min && sample.getValue() > 0) {
+ min = sample.getKey();
+ }
+ }
+
+ return min;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>Returns the highest value with non-zero probability.
+ *
+ * @return the highest value with non-zero probability.
+ */
+ public double getSupportUpperBound() {
+ double max = Double.NEGATIVE_INFINITY;
+ for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
+ if (sample.getKey() > max && sample.getValue() > 0) {
+ max = sample.getKey();
+ }
+ }
+
+ return max;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The support of this distribution includes the lower bound.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportLowerBoundInclusive() {
+ return true;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The support of this distribution includes the upper bound.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportUpperBoundInclusive() {
+ return true;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double sample() {
+ return innerDistribution.sample();
+ }
+}