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using System;
using System.Collections.Generic;
using IStation.Numerics.Random;
namespace IStation.Numerics.Distributions
{
///
/// Discrete Univariate Uniform distribution.
/// The discrete uniform distribution is a distribution over integers. The distribution
/// is parameterized by a lower and upper bound (both inclusive).
/// Wikipedia - Discrete uniform distribution.
///
public class DiscreteUniform : IDiscreteDistribution
{
System.Random _random;
readonly int _lower;
readonly int _upper;
///
/// Initializes a new instance of the DiscreteUniform class.
///
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
public DiscreteUniform(int lower, int upper)
{
if (!IsValidParameterSet(lower, upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
_random = SystemRandomSource.Default;
_lower = lower;
_upper = upper;
}
///
/// Initializes a new instance of the DiscreteUniform class.
///
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// The random number generator which is used to draw random samples.
public DiscreteUniform(int lower, int upper, System.Random randomSource)
{
if (!IsValidParameterSet(lower, upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
_random = randomSource ?? SystemRandomSource.Default;
_lower = lower;
_upper = upper;
}
///
/// Returns a that represents this instance.
///
///
/// A that represents this instance.
///
public override string ToString()
{
return $"DiscreteUniform(Lower = {_lower}, Upper = {_upper})";
}
///
/// Tests whether the provided values are valid parameters for this distribution.
///
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
public static bool IsValidParameterSet(int lower, int upper)
{
return lower <= upper;
}
///
/// Gets the inclusive lower bound of the probability distribution.
///
public int LowerBound => _lower;
///
/// Gets the inclusive upper bound of the probability distribution.
///
public int UpperBound => _upper;
///
/// 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 => (_lower + _upper)/2.0;
///
/// Gets the standard deviation of the distribution.
///
public double StdDev => Math.Sqrt((((_upper - _lower + 1.0)*(_upper - _lower + 1.0)) - 1.0)/12.0);
///
/// Gets the variance of the distribution.
///
public double Variance => (((_upper - _lower + 1.0)*(_upper - _lower + 1.0)) - 1.0)/12.0;
///
/// Gets the entropy of the distribution.
///
public double Entropy => Math.Log(_upper - _lower + 1.0);
///
/// Gets the skewness of the distribution.
///
public double Skewness => 0.0;
///
/// Gets the smallest element in the domain of the distributions which can be represented by an integer.
///
public int Minimum => _lower;
///
/// Gets the largest element in the domain of the distributions which can be represented by an integer.
///
public int Maximum => _upper;
///
/// Gets the mode of the distribution; since every element in the domain has the same probability this method returns the middle one.
///
public int Mode => (int)Math.Floor((_lower + _upper)/2.0);
///
/// Gets the median of the distribution.
///
public double Median => (_lower + _upper)/2.0;
///
/// 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(_lower, _upper, 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(_lower, _upper, 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(_lower, _upper, 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.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// the probability mass at location .
public static double PMF(int lower, int upper, int k)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return k >= lower && k <= upper ? 1.0/(upper - lower + 1) : 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.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// the log probability mass at location .
public static double PMFLn(int lower, int upper, int k)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return k >= lower && k <= upper ? -Math.Log(upper - lower + 1) : 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.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// the cumulative distribution at location .
///
public static double CDF(int lower, int upper, double x)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
if (x < lower)
{
return 0.0;
}
if (x >= upper)
{
return 1.0;
}
return Math.Min(1.0, (Math.Floor(x) - lower + 1)/(upper - lower + 1));
}
///
/// Generates one sample from the discrete uniform distribution. This method does not do any parameter checking.
///
/// The random source to use.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// A random sample from the discrete uniform distribution.
static int SampleUnchecked(System.Random rnd, int lower, int upper)
{
return rnd.Next(lower, upper + 1);
}
static void SamplesUnchecked(System.Random rnd, int[] values, int lower, int upper)
{
rnd.NextInt32s(values, lower, upper + 1);
}
static IEnumerable SamplesUnchecked(System.Random rnd, int lower, int upper)
{
return rnd.NextInt32Sequence(lower, upper + 1);
}
///
/// Draws a random sample from the distribution.
///
/// a sample from the distribution.
public int Sample()
{
return SampleUnchecked(_random, _lower, _upper);
}
///
/// Fills an array with samples generated from the distribution.
///
public void Samples(int[] values)
{
SamplesUnchecked(_random, values, _lower, _upper);
}
///
/// Samples an array of uniformly distributed random variables.
///
/// a sequence of samples from the distribution.
public IEnumerable Samples()
{
return SamplesUnchecked(_random, _lower, _upper);
}
///
/// Samples a uniformly distributed random variable.
///
/// The random number generator to use.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// A sample from the discrete uniform distribution.
public static int Sample(System.Random rnd, int lower, int upper)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SampleUnchecked(rnd, lower, upper);
}
///
/// Samples a sequence of uniformly distributed random variables.
///
/// The random number generator to use.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// a sequence of samples from the discrete uniform distribution.
public static IEnumerable Samples(System.Random rnd, int lower, int upper)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SamplesUnchecked(rnd, lower, upper);
}
///
/// Fills an array with samples generated from the distribution.
///
/// The random number generator to use.
/// The array to fill with the samples.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// a sequence of samples from the discrete uniform distribution.
public static void Samples(System.Random rnd, int[] values, int lower, int upper)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
SamplesUnchecked(rnd, values, lower, upper);
}
///
/// Samples a uniformly distributed random variable.
///
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// A sample from the discrete uniform distribution.
public static int Sample(int lower, int upper)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SampleUnchecked(SystemRandomSource.Default, lower, upper);
}
///
/// Samples a sequence of uniformly distributed random variables.
///
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// a sequence of samples from the discrete uniform distribution.
public static IEnumerable Samples(int lower, int upper)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
return SamplesUnchecked(SystemRandomSource.Default, lower, upper);
}
///
/// Fills an array with samples generated from the distribution.
///
/// The array to fill with the samples.
/// Lower bound, inclusive. Range: lower ≤ upper.
/// Upper bound, inclusive. Range: lower ≤ upper.
/// a sequence of samples from the discrete uniform distribution.
public static void Samples(int[] values, int lower, int upper)
{
if (!(lower <= upper))
{
throw new ArgumentException("Invalid parametrization for the distribution.");
}
SamplesUnchecked(SystemRandomSource.Default, values, lower, upper);
}
}
}