summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
diff options
context:
space:
mode:
Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java')
-rw-r--r--src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java186
1 files changed, 186 insertions, 0 deletions
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 0000000..89c0a59
--- /dev/null
+++ b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
@@ -0,0 +1,186 @@
+/*
+ * 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.random.RandomGenerator;
+import org.apache.commons.math3.random.Well19937c;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * 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>
+ * @since 3.3
+ */
+public class GeometricDistribution extends AbstractIntegerDistribution {
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 20130507L;
+
+ /** The probability of success. */
+ private final double probabilityOfSuccess;
+
+ /** {@code log(p)} where p is the probability of success. */
+ private final double logProbabilityOfSuccess;
+
+ /** {@code log(1 - p)} where p is the probability of success. */
+ private final double log1mProbabilityOfSuccess;
+
+ /**
+ * Create a geometric distribution with the given probability of success.
+ *
+ * <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 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;
+ logProbabilityOfSuccess = FastMath.log(p);
+ log1mProbabilityOfSuccess = FastMath.log1p(-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) {
+ if (x < 0) {
+ return 0.0;
+ } else {
+ return FastMath.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess;
+ }
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double logProbability(int x) {
+ if (x < 0) {
+ return Double.NEGATIVE_INFINITY;
+ } else {
+ return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess;
+ }
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(int x) {
+ if (x < 0) {
+ return 0.0;
+ } else {
+ return -FastMath.expm1(log1mProbabilityOfSuccess * (x + 1));
+ }
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For probability parameter {@code p}, the mean is {@code (1 - p) / p}.
+ */
+ public double getNumericalMean() {
+ return (1 - probabilityOfSuccess) / probabilityOfSuccess;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For probability parameter {@code p}, the variance is {@code (1 - p) / (p * p)}.
+ */
+ public double getNumericalVariance() {
+ return (1 - probabilityOfSuccess) / (probabilityOfSuccess * probabilityOfSuccess);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The lower bound of the support is always 0.
+ *
+ * @return lower bound of the support (always 0)
+ */
+ public int getSupportLowerBound() {
+ return 0;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>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}
+ *
+ * <p>The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public int inverseCumulativeProbability(double p) throws OutOfRangeException {
+ if (p < 0 || p > 1) {
+ throw new OutOfRangeException(p, 0, 1);
+ }
+ if (p == 1) {
+ return Integer.MAX_VALUE;
+ }
+ if (p == 0) {
+ return 0;
+ }
+ return Math.max(0, (int) Math.ceil(FastMath.log1p(-p) / log1mProbabilityOfSuccess - 1));
+ }
+}