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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.java | 186 |
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)); + } +} |