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using System;
using System.Collections.Generic;
using IStation.Numerics.Random;
using IStation.Numerics.Threading;
namespace IStation.Numerics.Distributions
{
///
/// Discrete Univariate Binomial distribution.
/// For details about this distribution, see
/// Wikipedia - Binomial distribution.
///
///
/// The distribution is parameterized by a probability (between 0.0 and 1.0).
///
public class Binomial : IDiscreteDistribution
{
System.Random _random;
readonly double _p;
readonly int _trials;
///
/// Initializes a new instance of the Binomial class.
///
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// If is not in the interval [0.0,1.0].
/// If is negative.
public Binomial(double p, int n)
{
if (!IsValidParameterSet(p, n))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
_random = SystemRandomSource.Default;
_p = p;
_trials = n;
}
///
/// Initializes a new instance of the Binomial class.
///
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// The random number generator which is used to draw random samples.
/// If is not in the interval [0.0,1.0].
/// If is negative.
public Binomial(double p, int n, System.Random randomSource)
{
if (!IsValidParameterSet(p, n))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
_random = randomSource ?? SystemRandomSource.Default;
_p = p;
_trials = n;
}
///
/// A string representation of the distribution.
///
/// a string representation of the distribution.
public override string ToString()
{
return $"Binomial(p = {_p}, n = {_trials})";
}
///
/// Tests whether the provided values are valid parameters for this distribution.
///
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
public static bool IsValidParameterSet(double p, int n)
{
return p >= 0.0 && p <= 1.0 && n >= 0;
}
///
/// Gets the success probability in each trial. Range: 0 ≤ p ≤ 1.
///
public double P => _p;
///
/// Gets the number of trials. Range: n ≥ 0.
///
public int N => _trials;
///
/// 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*_trials;
///
/// Gets the standard deviation of the distribution.
///
public double StdDev => Math.Sqrt(_p*(1.0 - _p)*_trials);
///
/// Gets the variance of the distribution.
///
public double Variance => _p*(1.0 - _p)*_trials;
///
/// Gets the entropy of the distribution.
///
public double Entropy
{
get
{
if (_p == 0.0 || _p == 1.0)
{
return 0.0;
}
var e = 0.0;
for (var i = 0; i <= _trials; i++)
{
var p = Probability(i);
e -= p*Math.Log(p);
}
return e;
}
}
///
/// Gets the skewness of the distribution.
///
public double Skewness => (1.0 - (2.0*_p))/Math.Sqrt(_trials*_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 => _trials;
///
/// Gets the mode of the distribution.
///
public int Mode
{
get
{
if (_p == 1.0)
{
return _trials;
}
if (_p == 0.0)
{
return 0;
}
return (int)Math.Floor((_trials + 1)*_p);
}
}
///
/// Gets all modes of the distribution.
///
public int[] Modes
{
get
{
if (_p == 1.0)
{
return new[] { _trials };
}
if (_p == 0.0)
{
return new[] { 0 };
}
double td = (_trials + 1)*_p;
int t = (int)Math.Floor(td);
return t != td ? new[] { t } : new[] { t, t - 1 };
}
}
///
/// Gets the median of the distribution.
///
public double Median => Math.Floor(_p*_trials);
///
/// 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)
{
return PMF(_p, _trials, k);
}
///
/// 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)
{
return PMFLn(_p, _trials, k);
}
///
/// 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)
{
return CDF(_p, _trials, x);
}
///
/// 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 success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// the probability mass at location .
public static double PMF(double p, int n, int k)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (k < 0 || k > n)
{
return 0.0;
}
if (p == 0.0)
{
return k == 0 ? 1.0 : 0.0;
}
if (p == 1.0)
{
return k == n ? 1.0 : 0.0;
}
return Math.Exp(SpecialFunctions.BinomialLn(n, k) + (k*Math.Log(p)) + ((n - k)*Math.Log(1.0 - p)));
}
///
/// 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 success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// the log probability mass at location .
public static double PMFLn(double p, int n, int k)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (k < 0 || k > n)
{
return double.NegativeInfinity;
}
if (p == 0.0)
{
return k == 0 ? 0.0 : double.NegativeInfinity;
}
if (p == 1.0)
{
return k == n ? 0.0 : double.NegativeInfinity;
}
return SpecialFunctions.BinomialLn(n, k) + (k*Math.Log(p)) + ((n - k)*Math.Log(1.0 - p));
}
///
/// 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 success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// the cumulative distribution at location .
///
public static double CDF(double p, int n, double x)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (x < 0.0)
{
return 0.0;
}
if (x > n)
{
return 1.0;
}
double k = Math.Floor(x);
return SpecialFunctions.BetaRegularized(n - k, k + 1, 1 - p);
}
///
/// Generates a sample from the Binomial distribution without doing parameter checking.
///
/// The random number generator to use.
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// The number of successful trials.
internal static int SampleUnchecked(System.Random rnd, double p, int n)
{
var k = 0;
for (var i = 0; i < n; i++)
{
k += rnd.NextDouble() < p ? 1 : 0;
}
return k;
}
static void SamplesUnchecked(System.Random rnd, int[] values, double p, int n)
{
var uniform = rnd.NextDoubles(values.Length*n);
CommonParallel.For(0, values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
int k = i*n;
int sum = 0;
for (int j = 0; j < n; j++)
{
sum += uniform[k + j] < p ? 1 : 0;
}
values[i] = sum;
}
});
}
static IEnumerable SamplesUnchecked(System.Random rnd, double p, int n)
{
while (true)
{
yield return SampleUnchecked(rnd, p, n);
}
}
///
/// Samples a Binomially distributed random variable.
///
/// The number of successes in N trials.
public int Sample()
{
return SampleUnchecked(_random, _p, _trials);
}
///
/// Fills an array with samples generated from the distribution.
///
public void Samples(int[] values)
{
SamplesUnchecked(_random, values, _p, _trials);
}
///
/// Samples an array of Binomially distributed random variables.
///
/// a sequence of successes in N trials.
public IEnumerable Samples()
{
return SamplesUnchecked(_random, _p, _trials);
}
///
/// Samples a binomially distributed random variable.
///
/// The random number generator to use.
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// The number of successes in trials.
public static int Sample(System.Random rnd, double p, int n)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SampleUnchecked(rnd, p, n);
}
///
/// Samples a sequence of binomially distributed random variable.
///
/// The random number generator to use.
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// a sequence of successes in trials.
public static IEnumerable Samples(System.Random rnd, double p, int n)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SamplesUnchecked(rnd, p, n);
}
///
/// Fills an array with samples generated from the distribution.
///
/// The random number generator to use.
/// The array to fill with the samples.
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// a sequence of successes in trials.
public static void Samples(System.Random rnd, int[] values, double p, int n)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
SamplesUnchecked(rnd, values, p, n);
}
///
/// Samples a binomially distributed random variable.
///
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// The number of successes in trials.
public static int Sample(double p, int n)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SampleUnchecked(SystemRandomSource.Default, p, n);
}
///
/// Samples a sequence of binomially distributed random variable.
///
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// a sequence of successes in trials.
public static IEnumerable Samples(double p, int n)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SamplesUnchecked(SystemRandomSource.Default, p, n);
}
///
/// Fills an array with samples generated from the distribution.
///
/// The array to fill with the samples.
/// The success probability (p) in each trial. Range: 0 ≤ p ≤ 1.
/// The number of trials (n). Range: n ≥ 0.
/// a sequence of successes in trials.
public static void Samples(int[] values, double p, int n)
{
if (!(p >= 0.0 && p <= 1.0 && n >= 0))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
SamplesUnchecked(SystemRandomSource.Default, values, p, n);
}
}
}