//
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using System;
using System.Collections.Generic;
using System.Linq;
using IStation.Numerics.Random;
using IStation.Numerics.Threading;
namespace IStation.Numerics.Distributions
{
///
/// Discrete Univariate Bernoulli distribution.
/// The Bernoulli distribution is a distribution over bits. The parameter
/// p specifies the probability that a 1 is generated.
/// Wikipedia - Bernoulli distribution.
///
public class Bernoulli : IDiscreteDistribution
{
System.Random _random;
readonly double _p;
///
/// Initializes a new instance of the Bernoulli class.
///
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// If the Bernoulli parameter is not in the range [0,1].
public Bernoulli(double p)
{
if (!IsValidParameterSet(p))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
_random = SystemRandomSource.Default;
_p = p;
}
///
/// Initializes a new instance of the Bernoulli class.
///
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// The random number generator which is used to draw random samples.
/// If the Bernoulli parameter is not in the range [0,1].
public Bernoulli(double p, System.Random randomSource)
{
if (!IsValidParameterSet(p))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
_random = randomSource ?? SystemRandomSource.Default;
_p = p;
}
///
/// A string representation of the distribution.
///
/// a string representation of the distribution.
public override string ToString()
{
return $"Bernoulli(p = {_p})";
}
///
/// Tests whether the provided values are valid parameters for this distribution.
///
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
public static bool IsValidParameterSet(double p)
{
return p >= 0.0 && p <= 1.0;
}
///
/// Gets the probability of generating a one. Range: 0 ≤ p ≤ 1.
///
public double P => _p;
///
/// Gets or sets the random number generator which is used to draw random samples.
///
public System.Random RandomSource
{
get => _random;
set => _random = value ?? SystemRandomSource.Default;
}
///
/// Gets the mean of the distribution.
///
public double Mean => _p;
///
/// Gets the standard deviation of the distribution.
///
public double StdDev => Math.Sqrt(_p*(1.0 - _p));
///
/// Gets the variance of the distribution.
///
public double Variance => _p*(1.0 - _p);
///
/// Gets the entropy of the distribution.
///
public double Entropy => -(_p*Math.Log(_p)) - ((1.0 - _p)*Math.Log(1.0 - _p));
///
/// Gets the skewness of the distribution.
///
public double Skewness => (1.0 - (2.0*_p))/Math.Sqrt(_p*(1.0 - _p));
///
/// Gets the smallest element in the domain of the distributions which can be represented by an integer.
///
public int Minimum => 0;
///
/// Gets the largest element in the domain of the distributions which can be represented by an integer.
///
public int Maximum => 1;
///
/// Gets the mode of the distribution.
///
public int Mode => _p > 0.5 ? 1 : 0;
///
/// Gets all modes of the distribution.
///
public int[] Modes
{
get { return _p < 0.5 ? new[] { 0 } : P > 0.5 ? new[] { 1 } : new[] { 0, 1 }; }
}
///
/// Gets the median of the distribution.
///
public double Median => _p < 0.5 ? 0.0 : _p > 0.5 ? 1.0 : 0.5;
///
/// Computes the probability mass (PMF) at k, i.e. P(X = k).
///
/// The location in the domain where we want to evaluate the probability mass function.
/// the probability mass at location .
public double Probability(int k)
{
if (k == 0)
{
return 1.0 - _p;
}
if (k == 1)
{
return _p;
}
return 0.0;
}
///
/// Computes the log probability mass (lnPMF) at k, i.e. ln(P(X = k)).
///
/// The location in the domain where we want to evaluate the log probability mass function.
/// the log probability mass at location .
public double ProbabilityLn(int k)
{
if (k == 0)
{
return Math.Log(1.0 - _p);
}
return k == 1 ? Math.Log(_p) : double.NegativeInfinity;
}
///
/// Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
///
/// The location at which to compute the cumulative distribution function.
/// the cumulative distribution at location .
public double CumulativeDistribution(double x)
{
if (x < 0.0)
{
return 0.0;
}
if (x >= 1.0)
{
return 1.0;
}
return 1.0 - _p;
}
///
/// Computes the probability mass (PMF) at k, i.e. P(X = k).
///
/// The location in the domain where we want to evaluate the probability mass function.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// the probability mass at location .
public static double PMF(double p, int k)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (k == 0)
{
return 1.0 - p;
}
if (k == 1)
{
return p;
}
return 0.0;
}
///
/// Computes the log probability mass (lnPMF) at k, i.e. ln(P(X = k)).
///
/// The location in the domain where we want to evaluate the log probability mass function.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// the log probability mass at location .
public static double PMFLn(double p, int k)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (k == 0)
{
return Math.Log(1.0 - p);
}
return k == 1 ? Math.Log(p) : double.NegativeInfinity;
}
///
/// Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
///
/// The location at which to compute the cumulative distribution function.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// the cumulative distribution at location .
///
public static double CDF(double p, double x)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (x < 0.0)
{
return 0.0;
}
if (x >= 1.0)
{
return 1.0;
}
return 1.0 - p;
}
///
/// Generates one sample from the Bernoulli distribution.
///
/// The random source to use.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// A random sample from the Bernoulli distribution.
static int SampleUnchecked(System.Random rnd, double p)
{
if (rnd.NextDouble() < p)
{
return 1;
}
return 0;
}
static void SamplesUnchecked(System.Random rnd, int[] values, double p)
{
var uniform = rnd.NextDoubles(values.Length);
CommonParallel.For(0, values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
values[i] = uniform[i] < p ? 1 : 0;
}
});
}
static IEnumerable SamplesUnchecked(System.Random rnd, double p)
{
return rnd.NextDoubleSequence().Select(r => r < p ? 1 : 0);
}
///
/// Samples a Bernoulli distributed random variable.
///
/// A sample from the Bernoulli distribution.
public int Sample()
{
return SampleUnchecked(_random, _p);
}
///
/// Fills an array with samples generated from the distribution.
///
public void Samples(int[] values)
{
SamplesUnchecked(_random, values, _p);
}
///
/// Samples an array of Bernoulli distributed random variables.
///
/// a sequence of samples from the distribution.
public IEnumerable Samples()
{
while (true)
{
yield return SampleUnchecked(_random, _p);
}
}
///
/// Samples a Bernoulli distributed random variable.
///
/// The random number generator to use.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// A sample from the Bernoulli distribution.
public static int Sample(System.Random rnd, double p)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SampleUnchecked(rnd, p);
}
///
/// Samples a sequence of Bernoulli distributed random variables.
///
/// The random number generator to use.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// a sequence of samples from the distribution.
public static IEnumerable Samples(System.Random rnd, double p)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SamplesUnchecked(rnd, p);
}
///
/// Fills an array with samples generated from the distribution.
///
/// The random number generator to use.
/// The array to fill with the samples.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// a sequence of samples from the distribution.
public static void Samples(System.Random rnd, int[] values, double p)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
SamplesUnchecked(rnd, values, p);
}
///
/// Samples a Bernoulli distributed random variable.
///
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// A sample from the Bernoulli distribution.
public static int Sample(double p)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SampleUnchecked(SystemRandomSource.Default, p);
}
///
/// Samples a sequence of Bernoulli distributed random variables.
///
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// a sequence of samples from the distribution.
public static IEnumerable Samples(double p)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SamplesUnchecked(SystemRandomSource.Default, p);
}
///
/// Fills an array with samples generated from the distribution.
///
/// The array to fill with the samples.
/// The probability (p) of generating one. Range: 0 ≤ p ≤ 1.
/// a sequence of samples from the distribution.
public static void Samples(int[] values, double p)
{
if (!(p >= 0.0 && p <= 1.0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
SamplesUnchecked(SystemRandomSource.Default, values, p);
}
}
}