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Posted to commits@commons.apache.org by tn...@apache.org on 2013/05/07 22:38:09 UTC
svn commit: r1480064 - in /commons/proper/math/trunk/src: changes/changes.xml
main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java
Author: tn
Date: Tue May 7 20:38:08 2013
New Revision: 1480064
URL: http://svn.apache.org/r1480064
Log:
[MATH-973] Added GeometricDistribution. Thanks to Mauro Tortonesi.
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java (with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java (with props)
Modified:
commons/proper/math/trunk/src/changes/changes.xml
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1480064&r1=1480063&r2=1480064&view=diff
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--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Tue May 7 20:38:08 2013
@@ -51,6 +51,9 @@ If the output is not quite correct, chec
</properties>
<body>
<release version="x.y" date="TBD" description="TBD">
+ <action dev="tn" type="add" issue="MATH-973" due-to="Mauro Tortonesi">
+ Added "GeometricDistribution" to "o.a.c.m.distribution" package.
+ </action>
<action dev="tn" type="add" issue="MATH-968" due-to="Alex Gryzlov">
Added "ParetoDistribution" to "o.a.c.m.distribution" package.
</action>
Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java?rev=1480064&view=auto
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--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java (added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java Tue May 7 20:38:08 2013
@@ -0,0 +1,154 @@
+/*
+ * 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.util.FastMath;
+import org.apache.commons.math3.random.RandomGenerator;
+import org.apache.commons.math3.random.Well19937c;
+
+/**
+ * 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>
+ * @version $Id$
+ * @since 4.0
+ */
+public class GeometricDistribution extends AbstractIntegerDistribution {
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 20130507L;
+ /** The probability of success. */
+ private final double probabilityOfSuccess;
+
+ /**
+ * Create a geometric distribution with the given probability of success.
+ *
+ * @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;
+ }
+
+ /**
+ * Access the probability of success for this distribution.
+ *
+ * @return the probability of success.
+ */
+ public double getProbabilityOfSuccess() {
+ return probabilityOfSuccess;
+ }
+
+ /** {@inheritDoc} */
+ public double probability(int x) {
+ double ret;
+ if (x < 0) {
+ ret = 0.0;
+ } else {
+ final double p = probabilityOfSuccess;
+ ret = FastMath.pow(1 - p, x) * p;
+ }
+ return ret;
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(int x) {
+ double ret;
+ if (x < 0) {
+ ret = 0.0;
+ } else {
+ final double p = probabilityOfSuccess;
+ ret = 1.0 - FastMath.pow(1 - p, x + 1);
+ }
+ return ret;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For probability parameter {@code p}, the mean is {@code (1 - p) / p}.
+ */
+ public double getNumericalMean() {
+ final double p = probabilityOfSuccess;
+ return (1 - p) / p;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * For probability parameter {@code p}, the variance is
+ * {@code (1 - p) / (p * p)}.
+ */
+ public double getNumericalVariance() {
+ final double p = probabilityOfSuccess;
+ return (1 - p) / (p * p);
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * The lower bound of the support is always 0.
+ *
+ * @return lower bound of the support (always 0)
+ */
+ public int getSupportLowerBound() {
+ return 0;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * 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}
+ *
+ * The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+}
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Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java?rev=1480064&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java (added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/GeometricDistributionTest.java Tue May 7 20:38:08 2013
@@ -0,0 +1,143 @@
+/*
+ * 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.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test cases for GeometricDistribution.
+ * <p>
+ * See class javadoc for IntegerDistributionAbstractTest for details.
+ *
+ * @version $Id$
+ */
+public class GeometricDistributionTest extends IntegerDistributionAbstractTest {
+
+ // -------------- Implementations for abstract methods --------------------
+
+ /** Creates the default discrete distribution instance to use in tests. */
+ @Override
+ public IntegerDistribution makeDistribution() {
+ return new GeometricDistribution(0.40);
+ }
+
+ /** Creates the default probability density test input values */
+ @Override
+ public int[] makeDensityTestPoints() {
+ return new int[] { -1, 0, 1, 2, 3, 4, 5, 6, 7, 8,
+ 9, 10, 11, 12, 13, 14, 15, 16, 17, 18,
+ 29, 20, 21, 22, 23, 24, 25, 26, 27, 28 };
+ }
+
+ /** Creates the default probability density test expected values */
+ @Override
+ public double[] makeDensityTestValues() {
+ return new double[] {
+ 0.000000e+00, 4.000000e-01, 2.400000e-01, 1.440000e-01,
+ 8.640000e-02, 5.184000e-02, 3.110400e-02, 1.866240e-02,
+ 1.119744e-02, 6.718464e-03, 4.031078e-03, 2.418647e-03,
+ 1.451188e-03, 8.707129e-04, 5.224278e-04, 3.134567e-04,
+ 1.880740e-04, 1.128444e-04, 6.770664e-05, 4.062398e-05,
+ 2.437439e-05, 1.462463e-05, 8.774780e-06, 5.264868e-06,
+ 3.158921e-06, 1.895353e-06, 1.137212e-06, 6.823269e-07,
+ 4.093961e-07, 2.456377e-07
+ };
+ }
+
+ /** Creates the default cumulative probability density test input values */
+ @Override
+ public int[] makeCumulativeTestPoints() {
+ return makeDensityTestPoints();
+ }
+
+ /** Creates the default cumulative probability density test expected values */
+ @Override
+ public double[] makeCumulativeTestValues() {
+ return new double[] {
+ 0.0000000, 0.4000000, 0.6400000, 0.7840000, 0.8704000,
+ 0.9222400, 0.9533440, 0.9720064, 0.9832038, 0.9899223,
+ 0.9939534, 0.9963720, 0.9978232, 0.9986939, 0.9992164,
+ 0.9995298, 0.9997179, 0.9998307, 0.9998984, 0.9999391,
+ 0.9999634, 0.9999781, 0.9999868, 0.9999921, 0.9999953,
+ 0.9999972, 0.9999983, 0.9999990, 0.9999994, 0.9999996
+ };
+ }
+
+ /** Creates the default inverse cumulative probability test input values */
+ @Override
+ public double[] makeInverseCumulativeTestPoints() {
+ return new double[] {
+ 0.000, 0.005, 0.010, 0.015, 0.020, 0.025, 0.030, 0.035, 0.040,
+ 0.045, 0.050, 0.055, 0.060, 0.065, 0.070, 0.075, 0.080, 0.085,
+ 0.090, 0.095, 0.100, 0.105, 0.110, 0.115, 0.120, 0.125, 0.130,
+ 0.135, 0.140, 0.145, 0.150, 0.155, 0.160, 0.165, 0.170, 0.175,
+ 0.180, 0.185, 0.190, 0.195, 0.200, 0.205, 0.210, 0.215, 0.220,
+ 0.225, 0.230, 0.235, 0.240, 0.245, 0.250, 0.255, 0.260, 0.265,
+ 0.270, 0.275, 0.280, 0.285, 0.290, 0.295, 0.300, 0.305, 0.310,
+ 0.315, 0.320, 0.325, 0.330, 0.335, 0.340, 0.345, 0.350, 0.355,
+ 0.360, 0.365, 0.370, 0.375, 0.380, 0.385, 0.390, 0.395, 0.400,
+ 0.405, 0.410, 0.415, 0.420, 0.425, 0.430, 0.435, 0.440, 0.445,
+ 0.450, 0.455, 0.460, 0.465, 0.470, 0.475, 0.480, 0.485, 0.490,
+ 0.495, 0.500, 0.505, 0.510, 0.515, 0.520, 0.525, 0.530, 0.535,
+ 0.540, 0.545, 0.550, 0.555, 0.560, 0.565, 0.570, 0.575, 0.580,
+ 0.585, 0.590, 0.595, 0.600, 0.605, 0.610, 0.615, 0.620, 0.625,
+ 0.630, 0.635, 0.640, 0.645, 0.650, 0.655, 0.660, 0.665, 0.670,
+ 0.675, 0.680, 0.685, 0.690, 0.695, 0.700, 0.705, 0.710, 0.715,
+ 0.720, 0.725, 0.730, 0.735, 0.740, 0.745, 0.750, 0.755, 0.760,
+ 0.765, 0.770, 0.775, 0.780, 0.785, 0.790, 0.795, 0.800, 0.805,
+ 0.810, 0.815, 0.820, 0.825, 0.830, 0.835, 0.840, 0.845, 0.850,
+ 0.855, 0.860, 0.865, 0.870, 0.875, 0.880, 0.885, 0.890, 0.895,
+ 0.900, 0.905, 0.910, 0.915, 0.920, 0.925, 0.930, 0.935, 0.940,
+ 0.945, 0.950, 0.955, 0.960, 0.965, 0.970, 0.975, 0.980, 0.985,
+ 0.990, 0.995
+ };
+ }
+
+ /**
+ * Creates the default inverse cumulative probability density test expected
+ * values
+ */
+ @Override
+ public int[] makeInverseCumulativeTestValues() {
+ return new int[] {
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1,
+ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
+ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
+ 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
+ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
+ 3, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5,
+ 5, 5, 6, 6, 6, 6, 7, 7, 8, 9, 10
+ };
+ }
+
+ // ----------------- Additional test cases ---------------------------------
+
+ @Test
+ public void testMoments() {
+ final double tol = 1e-9;
+ GeometricDistribution dist;
+
+ dist = new GeometricDistribution(0.5);
+ Assert.assertEquals(dist.getNumericalMean(), (1.0d - 0.5d) / 0.5d, tol);
+ Assert.assertEquals(dist.getNumericalVariance(), (1.0d - 0.5d) / (0.5d * 0.5d), tol);
+
+ dist = new GeometricDistribution(0.3);
+ Assert.assertEquals(dist.getNumericalMean(), (1.0d - 0.3d) / 0.3d, tol);
+ Assert.assertEquals(dist.getNumericalVariance(), (1.0d - 0.3d) / (0.3d * 0.3d), tol);
+ }
+}
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