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Java example source code file (EnumeratedRealDistribution.java)

This example Java source code file (EnumeratedRealDistribution.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

dimensionmismatchexception, double, enumerateddistribution, enumeratedrealdistribution, integer, list, matharithmeticexception, notanumberexception, notfinitenumberexception, notpositiveexception, outofrangeexception, override, pair, randomgenerator, util

The EnumeratedRealDistribution.java Java example source code

/*
 * 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 java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.Map.Entry;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MathArithmeticException;
import org.apache.commons.math3.exception.NotANumberException;
import org.apache.commons.math3.exception.NotFiniteNumberException;
import org.apache.commons.math3.exception.NotPositiveException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.Pair;

/**
 * <p>Implementation of a real-valued {@link EnumeratedDistribution}.
 *
 * <p>Values with zero-probability are allowed but they do not extend the
 * support.<br/>
 * Duplicate values are allowed. Probabilities of duplicate values are combined
 * when computing cumulative probabilities and statistics.</p>
 *
 * @since 3.2
 */
public class EnumeratedRealDistribution extends AbstractRealDistribution {

    /** Serializable UID. */
    private static final long serialVersionUID = 20130308L;

    /**
     * {@link EnumeratedDistribution} (using the {@link Double} wrapper)
     * used to generate the pmf.
     */
    protected final EnumeratedDistribution<Double> innerDistribution;

    /**
     * Create a discrete real-valued distribution using the given probability mass function
     * enumeration.
     * <p>
     * <b>Note: 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 singletons array of random variable values.
     * @param probabilities array of probabilities.
     * @throws DimensionMismatchException if
     * {@code singletons.length != probabilities.length}
     * @throws NotPositiveException if any of the probabilities are negative.
     * @throws NotFiniteNumberException if any of the probabilities are infinite.
     * @throws NotANumberException if any of the probabilities are NaN.
     * @throws MathArithmeticException all of the probabilities are 0.
     */
    public EnumeratedRealDistribution(final double[] singletons, final double[] probabilities)
    throws DimensionMismatchException, NotPositiveException, MathArithmeticException,
           NotFiniteNumberException, NotANumberException {
        this(new Well19937c(), singletons, probabilities);
    }

    /**
     * Create a discrete real-valued distribution using the given random number generator
     * and probability mass function enumeration.
     *
     * @param rng random number generator.
     * @param singletons array of random variable values.
     * @param probabilities array of probabilities.
     * @throws DimensionMismatchException if
     * {@code singletons.length != probabilities.length}
     * @throws NotPositiveException if any of the probabilities are negative.
     * @throws NotFiniteNumberException if any of the probabilities are infinite.
     * @throws NotANumberException if any of the probabilities are NaN.
     * @throws MathArithmeticException all of the probabilities are 0.
     */
    public EnumeratedRealDistribution(final RandomGenerator rng,
                                    final double[] singletons, final double[] probabilities)
        throws DimensionMismatchException, NotPositiveException, MathArithmeticException,
               NotFiniteNumberException, NotANumberException {
        super(rng);

        innerDistribution = new EnumeratedDistribution<Double>(
                rng, createDistribution(singletons, probabilities));
    }

    /**
     * Create a discrete real-valued distribution from the input data.  Values are assigned
     * mass based on their frequency.
     *
     * @param rng random number generator used for sampling
     * @param data input dataset
     * @since 3.6
     */
    public EnumeratedRealDistribution(final RandomGenerator rng, final double[] data) {
        super(rng);
        final Map<Double, Integer> dataMap = new HashMap();
        for (double value : data) {
            Integer count = dataMap.get(value);
            if (count == null) {
                count = 0;
            }
            dataMap.put(value, ++count);
        }
        final int massPoints = dataMap.size();
        final double denom = data.length;
        final double[] values = new double[massPoints];
        final double[] probabilities = new double[massPoints];
        int index = 0;
        for (Entry<Double, Integer> entry : dataMap.entrySet()) {
            values[index] = entry.getKey();
            probabilities[index] = entry.getValue().intValue() / denom;
            index++;
        }
        innerDistribution = new EnumeratedDistribution<Double>(rng, createDistribution(values, probabilities));
    }

    /**
     * Create a discrete real-valued distribution from the input data.  Values are assigned
     * mass based on their frequency.  For example, [0,1,1,2] as input creates a distribution
     * with values 0, 1 and 2 having probability masses 0.25, 0.5 and 0.25 respectively,
     *
     * @param data input dataset
     * @since 3.6
     */
    public EnumeratedRealDistribution(final double[] data) {
        this(new Well19937c(), data);
    }
    /**
     * Create the list of Pairs representing the distribution from singletons and probabilities.
     *
     * @param singletons values
     * @param probabilities probabilities
     * @return list of value/probability pairs
     */
    private static List<Pair  createDistribution(double[] singletons, double[] probabilities) {
        if (singletons.length != probabilities.length) {
            throw new DimensionMismatchException(probabilities.length, singletons.length);
        }

        final List<Pair samples = new ArrayList>(singletons.length);

        for (int i = 0; i < singletons.length; i++) {
            samples.add(new Pair<Double, Double>(singletons[i], probabilities[i]));
        }
        return samples;

    }

    /**
     * {@inheritDoc}
     */
    @Override
    public double probability(final double x) {
        return innerDistribution.probability(x);
    }

    /**
     * For a random variable {@code X} whose values are distributed according to
     * this distribution, this method returns {@code P(X = x)}. In other words,
     * this method represents the probability mass function (PMF) for the
     * distribution.
     *
     * @param x the point at which the PMF is evaluated
     * @return the value of the probability mass function at point {@code x}
     */
    public double density(final double x) {
        return probability(x);
    }

    /**
     * {@inheritDoc}
     */
    public double cumulativeProbability(final double x) {
        double probability = 0;

        for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
            if (sample.getKey() <= x) {
                probability += sample.getValue();
            }
        }

        return probability;
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public double inverseCumulativeProbability(final double p) throws OutOfRangeException {
        if (p < 0.0 || p > 1.0) {
            throw new OutOfRangeException(p, 0, 1);
        }

        double probability = 0;
        double x = getSupportLowerBound();
        for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
            if (sample.getValue() == 0.0) {
                continue;
            }

            probability += sample.getValue();
            x = sample.getKey();

            if (probability >= p) {
                break;
            }
        }

        return x;
    }

    /**
     * {@inheritDoc}
     *
     * @return {@code sum(singletons[i] * probabilities[i])}
     */
    public double getNumericalMean() {
        double mean = 0;

        for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
            mean += sample.getValue() * sample.getKey();
        }

        return mean;
    }

    /**
     * {@inheritDoc}
     *
     * @return {@code sum((singletons[i] - mean) ^ 2 * probabilities[i])}
     */
    public double getNumericalVariance() {
        double mean = 0;
        double meanOfSquares = 0;

        for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
            mean += sample.getValue() * sample.getKey();
            meanOfSquares += sample.getValue() * sample.getKey() * sample.getKey();
        }

        return meanOfSquares - mean * mean;
    }

    /**
     * {@inheritDoc}
     *
     * Returns the lowest value with non-zero probability.
     *
     * @return the lowest value with non-zero probability.
     */
    public double getSupportLowerBound() {
        double min = Double.POSITIVE_INFINITY;
        for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
            if (sample.getKey() < min && sample.getValue() > 0) {
                min = sample.getKey();
            }
        }

        return min;
    }

    /**
     * {@inheritDoc}
     *
     * Returns the highest value with non-zero probability.
     *
     * @return the highest value with non-zero probability.
     */
    public double getSupportUpperBound() {
        double max = Double.NEGATIVE_INFINITY;
        for (final Pair<Double, Double> sample : innerDistribution.getPmf()) {
            if (sample.getKey() > max && sample.getValue() > 0) {
                max = sample.getKey();
            }
        }

        return max;
    }

    /**
     * {@inheritDoc}
     *
     * The support of this distribution includes the lower bound.
     *
     * @return {@code true}
     */
    public boolean isSupportLowerBoundInclusive() {
        return true;
    }

    /**
     * {@inheritDoc}
     *
     * The support of this distribution includes the upper bound.
     *
     * @return {@code true}
     */
    public boolean isSupportUpperBoundInclusive() {
        return true;
    }

    /**
     * {@inheritDoc}
     *
     * The support of this distribution is connected.
     *
     * @return {@code true}
     */
    public boolean isSupportConnected() {
        return true;
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public double sample() {
        return innerDistribution.sample();
    }
}

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