summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math3/distribution/HypergeometricDistribution.java
diff options
context:
space:
mode:
Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/HypergeometricDistribution.java')
-rw-r--r--src/main/java/org/apache/commons/math3/distribution/HypergeometricDistribution.java347
1 files changed, 347 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/distribution/HypergeometricDistribution.java b/src/main/java/org/apache/commons/math3/distribution/HypergeometricDistribution.java
new file mode 100644
index 0000000..dece6c8
--- /dev/null
+++ b/src/main/java/org/apache/commons/math3/distribution/HypergeometricDistribution.java
@@ -0,0 +1,347 @@
+/*
+ * 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.NotPositiveException;
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
+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 hypergeometric distribution.
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/Hypergeometric_distribution">Hypergeometric
+ * distribution (Wikipedia)</a>
+ * @see <a href="http://mathworld.wolfram.com/HypergeometricDistribution.html">Hypergeometric
+ * distribution (MathWorld)</a>
+ */
+public class HypergeometricDistribution extends AbstractIntegerDistribution {
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = -436928820673516179L;
+
+ /** The number of successes in the population. */
+ private final int numberOfSuccesses;
+
+ /** The population size. */
+ private final int populationSize;
+
+ /** The sample size. */
+ private final int sampleSize;
+
+ /** Cached numerical variance */
+ private double numericalVariance = Double.NaN;
+
+ /** Whether or not the numerical variance has been calculated */
+ private boolean numericalVarianceIsCalculated = false;
+
+ /**
+ * Construct a new hypergeometric distribution with the specified population size, number of
+ * successes in the population, and sample size.
+ *
+ * <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 populationSize Population size.
+ * @param numberOfSuccesses Number of successes in the population.
+ * @param sampleSize Sample size.
+ * @throws NotPositiveException if {@code numberOfSuccesses < 0}.
+ * @throws NotStrictlyPositiveException if {@code populationSize <= 0}.
+ * @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, or {@code
+ * sampleSize > populationSize}.
+ */
+ public HypergeometricDistribution(int populationSize, int numberOfSuccesses, int sampleSize)
+ throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException {
+ this(new Well19937c(), populationSize, numberOfSuccesses, sampleSize);
+ }
+
+ /**
+ * Creates a new hypergeometric distribution.
+ *
+ * @param rng Random number generator.
+ * @param populationSize Population size.
+ * @param numberOfSuccesses Number of successes in the population.
+ * @param sampleSize Sample size.
+ * @throws NotPositiveException if {@code numberOfSuccesses < 0}.
+ * @throws NotStrictlyPositiveException if {@code populationSize <= 0}.
+ * @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, or {@code
+ * sampleSize > populationSize}.
+ * @since 3.1
+ */
+ public HypergeometricDistribution(
+ RandomGenerator rng, int populationSize, int numberOfSuccesses, int sampleSize)
+ throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException {
+ super(rng);
+
+ if (populationSize <= 0) {
+ throw new NotStrictlyPositiveException(
+ LocalizedFormats.POPULATION_SIZE, populationSize);
+ }
+ if (numberOfSuccesses < 0) {
+ throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SUCCESSES, numberOfSuccesses);
+ }
+ if (sampleSize < 0) {
+ throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES, sampleSize);
+ }
+
+ if (numberOfSuccesses > populationSize) {
+ throw new NumberIsTooLargeException(
+ LocalizedFormats.NUMBER_OF_SUCCESS_LARGER_THAN_POPULATION_SIZE,
+ numberOfSuccesses,
+ populationSize,
+ true);
+ }
+ if (sampleSize > populationSize) {
+ throw new NumberIsTooLargeException(
+ LocalizedFormats.SAMPLE_SIZE_LARGER_THAN_POPULATION_SIZE,
+ sampleSize,
+ populationSize,
+ true);
+ }
+
+ this.numberOfSuccesses = numberOfSuccesses;
+ this.populationSize = populationSize;
+ this.sampleSize = sampleSize;
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(int x) {
+ double ret;
+
+ int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize);
+ if (x < domain[0]) {
+ ret = 0.0;
+ } else if (x >= domain[1]) {
+ ret = 1.0;
+ } else {
+ ret = innerCumulativeProbability(domain[0], x, 1);
+ }
+
+ return ret;
+ }
+
+ /**
+ * Return the domain for the given hypergeometric distribution parameters.
+ *
+ * @param n Population size.
+ * @param m Number of successes in the population.
+ * @param k Sample size.
+ * @return a two element array containing the lower and upper bounds of the hypergeometric
+ * distribution.
+ */
+ private int[] getDomain(int n, int m, int k) {
+ return new int[] {getLowerDomain(n, m, k), getUpperDomain(m, k)};
+ }
+
+ /**
+ * Return the lowest domain value for the given hypergeometric distribution parameters.
+ *
+ * @param n Population size.
+ * @param m Number of successes in the population.
+ * @param k Sample size.
+ * @return the lowest domain value of the hypergeometric distribution.
+ */
+ private int getLowerDomain(int n, int m, int k) {
+ return FastMath.max(0, m - (n - k));
+ }
+
+ /**
+ * Access the number of successes.
+ *
+ * @return the number of successes.
+ */
+ public int getNumberOfSuccesses() {
+ return numberOfSuccesses;
+ }
+
+ /**
+ * Access the population size.
+ *
+ * @return the population size.
+ */
+ public int getPopulationSize() {
+ return populationSize;
+ }
+
+ /**
+ * Access the sample size.
+ *
+ * @return the sample size.
+ */
+ public int getSampleSize() {
+ return sampleSize;
+ }
+
+ /**
+ * Return the highest domain value for the given hypergeometric distribution parameters.
+ *
+ * @param m Number of successes in the population.
+ * @param k Sample size.
+ * @return the highest domain value of the hypergeometric distribution.
+ */
+ private int getUpperDomain(int m, int k) {
+ return FastMath.min(k, m);
+ }
+
+ /** {@inheritDoc} */
+ public double probability(int x) {
+ final double logProbability = logProbability(x);
+ return logProbability == Double.NEGATIVE_INFINITY ? 0 : FastMath.exp(logProbability);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double logProbability(int x) {
+ double ret;
+
+ int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize);
+ if (x < domain[0] || x > domain[1]) {
+ ret = Double.NEGATIVE_INFINITY;
+ } else {
+ double p = (double) sampleSize / (double) populationSize;
+ double q = (double) (populationSize - sampleSize) / (double) populationSize;
+ double p1 = SaddlePointExpansion.logBinomialProbability(x, numberOfSuccesses, p, q);
+ double p2 =
+ SaddlePointExpansion.logBinomialProbability(
+ sampleSize - x, populationSize - numberOfSuccesses, p, q);
+ double p3 =
+ SaddlePointExpansion.logBinomialProbability(sampleSize, populationSize, p, q);
+ ret = p1 + p2 - p3;
+ }
+
+ return ret;
+ }
+
+ /**
+ * For this distribution, {@code X}, this method returns {@code P(X >= x)}.
+ *
+ * @param x Value at which the CDF is evaluated.
+ * @return the upper tail CDF for this distribution.
+ * @since 1.1
+ */
+ public double upperCumulativeProbability(int x) {
+ double ret;
+
+ final int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize);
+ if (x <= domain[0]) {
+ ret = 1.0;
+ } else if (x > domain[1]) {
+ ret = 0.0;
+ } else {
+ ret = innerCumulativeProbability(domain[1], x, -1);
+ }
+
+ return ret;
+ }
+
+ /**
+ * For this distribution, {@code X}, this method returns {@code P(x0 <= X <= x1)}. This
+ * probability is computed by summing the point probabilities for the values {@code x0, x0 + 1,
+ * x0 + 2, ..., x1}, in the order directed by {@code dx}.
+ *
+ * @param x0 Inclusive lower bound.
+ * @param x1 Inclusive upper bound.
+ * @param dx Direction of summation (1 indicates summing from x0 to x1, and 0 indicates summing
+ * from x1 to x0).
+ * @return {@code P(x0 <= X <= x1)}.
+ */
+ private double innerCumulativeProbability(int x0, int x1, int dx) {
+ double ret = probability(x0);
+ while (x0 != x1) {
+ x0 += dx;
+ ret += probability(x0);
+ }
+ return ret;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For population size {@code N}, number of successes {@code m}, and sample size {@code n},
+ * the mean is {@code n * m / N}.
+ */
+ public double getNumericalMean() {
+ return getSampleSize() * (getNumberOfSuccesses() / (double) getPopulationSize());
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For population size {@code N}, number of successes {@code m}, and sample size {@code n},
+ * the variance is {@code [n * m * (N - n) * (N - m)] / [N^2 * (N - 1)]}.
+ */
+ public double getNumericalVariance() {
+ if (!numericalVarianceIsCalculated) {
+ numericalVariance = calculateNumericalVariance();
+ numericalVarianceIsCalculated = true;
+ }
+ return numericalVariance;
+ }
+
+ /**
+ * Used by {@link #getNumericalVariance()}.
+ *
+ * @return the variance of this distribution
+ */
+ protected double calculateNumericalVariance() {
+ final double N = getPopulationSize();
+ final double m = getNumberOfSuccesses();
+ final double n = getSampleSize();
+ return (n * m * (N - n) * (N - m)) / (N * N * (N - 1));
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For population size {@code N}, number of successes {@code m}, and sample size {@code n},
+ * the lower bound of the support is {@code max(0, n + m - N)}.
+ *
+ * @return lower bound of the support
+ */
+ public int getSupportLowerBound() {
+ return FastMath.max(0, getSampleSize() + getNumberOfSuccesses() - getPopulationSize());
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For number of successes {@code m} and sample size {@code n}, the upper bound of the
+ * support is {@code min(m, n)}.
+ *
+ * @return upper bound of the support
+ */
+ public int getSupportUpperBound() {
+ return FastMath.min(getNumberOfSuccesses(), getSampleSize());
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+}