Package org.apache.commons.math3.distribution

Class EnumeratedIntegerDistribution

java.lang.Object

org.apache.commons.math3.distribution.AbstractIntegerDistribution

org.apache.commons.math3.distribution.EnumeratedIntegerDistribution

All Implemented Interfaces:

java.io.Serializable, IntegerDistribution

public class EnumeratedIntegerDistribution
extends AbstractIntegerDistribution

Implementation of an integer-valued EnumeratedDistribution.

Values with zero-probability are allowed but they do not extend the support.
Duplicate values are allowed. Probabilities of duplicate values are combined when computing cumulative probabilities and statistics.

Since:

3.2

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
protected EnumeratedDistribution<java.lang.Integer>	innerDistribution	EnumeratedDistribution instance (using the Integer wrapper) used to generate the pmf.
private static long	serialVersionUID	Serializable UID.

Fields inherited from class org.apache.commons.math3.distribution.AbstractIntegerDistribution

random, randomData

Constructor Summary

Constructors

Constructor	Description
EnumeratedIntegerDistribution(int[] data)	Create a discrete integer-valued distribution from the input data.
EnumeratedIntegerDistribution(int[] singletons, double[] probabilities)	Create a discrete distribution using the given probability mass function definition.
EnumeratedIntegerDistribution(RandomGenerator rng, int[] data)	Create a discrete integer-valued distribution from the input data.
EnumeratedIntegerDistribution(RandomGenerator rng, int[] singletons, double[] probabilities)	Create a discrete distribution using the given random number generator and probability mass function definition.

Method Summary

Modifier and Type	Method	Description
private static java.util.List<Pair<java.lang.Integer,java.lang.Double>>	createDistribution(int[] singletons, double[] probabilities)	Create the list of Pairs representing the distribution from singletons and probabilities.
double	cumulativeProbability(int x)	For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x).
double	getNumericalMean()	Use this method to get the numerical value of the mean of this distribution.
double	getNumericalVariance()	Use this method to get the numerical value of the variance of this distribution.
int	getSupportLowerBound()	Access the lower bound of the support.
int	getSupportUpperBound()	Access the upper bound of the support.
boolean	isSupportConnected()	Use this method to get information about whether the support is connected, i.e.
double	probability(int x)	For a random variable X whose values are distributed according to this distribution, this method returns P(X = x).
int	sample()	Generate a random value sampled from this distribution.

Methods inherited from class org.apache.commons.math3.distribution.AbstractIntegerDistribution

cumulativeProbability, inverseCumulativeProbability, logProbability, reseedRandomGenerator, sample, solveInverseCumulativeProbability

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

serialVersionUID

private static final long serialVersionUID

Serializable UID.

See Also:

Constant Field Values

innerDistribution

protected final EnumeratedDistribution<java.lang.Integer> innerDistribution

EnumeratedDistribution instance (using the Integer wrapper) used to generate the pmf.

Constructor Detail

EnumeratedIntegerDistribution

public EnumeratedIntegerDistribution(int[] singletons,
                                     double[] probabilities)
                              throws DimensionMismatchException,
                                     NotPositiveException,
                                     MathArithmeticException,
                                     NotFiniteNumberException,
                                     NotANumberException

Create a discrete distribution using the given probability mass function definition.

Note: this constructor will implicitly create an instance of Well19937c as random generator to be used for sampling only (see sample() and AbstractIntegerDistribution.sample(int)). In case no sampling is needed for the created distribution, it is advised to pass null as random generator via the appropriate constructors to avoid the additional initialisation overhead.

Parameters:

singletons - array of random variable values.

probabilities - array of probabilities.

Throws:

DimensionMismatchException - if singletons.length != probabilities.length

NotPositiveException - if any of the probabilities are negative.

NotFiniteNumberException - if any of the probabilities are infinite.

NotANumberException - if any of the probabilities are NaN.

MathArithmeticException - all of the probabilities are 0.

EnumeratedIntegerDistribution

public EnumeratedIntegerDistribution(RandomGenerator rng,
                                     int[] singletons,
                                     double[] probabilities)
                              throws DimensionMismatchException,
                                     NotPositiveException,
                                     MathArithmeticException,
                                     NotFiniteNumberException,
                                     NotANumberException

Create a discrete distribution using the given random number generator and probability mass function definition.

Parameters:

rng - random number generator.

singletons - array of random variable values.

probabilities - array of probabilities.

Throws:

DimensionMismatchException - if singletons.length != probabilities.length

NotPositiveException - if any of the probabilities are negative.

NotFiniteNumberException - if any of the probabilities are infinite.

NotANumberException - if any of the probabilities are NaN.

MathArithmeticException - all of the probabilities are 0.

EnumeratedIntegerDistribution

public EnumeratedIntegerDistribution(RandomGenerator rng,
                                     int[] data)

Create a discrete integer-valued distribution from the input data. Values are assigned mass based on their frequency.

Parameters:

rng - random number generator used for sampling

data - input dataset

Since:

3.6

EnumeratedIntegerDistribution

public EnumeratedIntegerDistribution(int[] data)

Create a discrete integer-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,

Parameters:

data - input dataset

Since:

3.6

Method Detail

createDistribution

private static java.util.List<Pair<java.lang.Integer,java.lang.Double>> createDistribution(int[] singletons,
                                                                                                 double[] probabilities)

Create the list of Pairs representing the distribution from singletons and probabilities.

Parameters:

singletons - values

probabilities - probabilities

Returns:

list of value/probability pairs

probability

public double probability(int x)

For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.

Parameters:

x - the point at which the PMF is evaluated

Returns:

the value of the probability mass function at x

cumulativeProbability

public double cumulativeProbability(int x)

For a random variable X whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.

Parameters:

x - the point at which the CDF is evaluated

Returns:

the probability that a random variable with this distribution takes a value less than or equal to x

getNumericalMean

public double getNumericalMean()

Use this method to get the numerical value of the mean of this distribution.

Returns:

sum(singletons[i] * probabilities[i])

getNumericalVariance

public double getNumericalVariance()

Use this method to get the numerical value of the variance of this distribution.

Returns:

sum((singletons[i] - mean) ^ 2 * probabilities[i])

getSupportLowerBound

public int getSupportLowerBound()

Access the lower bound of the support. This method must return the same value as inverseCumulativeProbability(0). In other words, this method must return

inf {x in Z | P(X <= x) > 0}.

Returns the lowest value with non-zero probability.

Returns:

the lowest value with non-zero probability.

getSupportUpperBound

public int getSupportUpperBound()

Access the upper bound of the support. This method must return the same value as inverseCumulativeProbability(1). In other words, this method must return

inf {x in R | P(X <= x) = 1}.

Returns the highest value with non-zero probability.

Returns:

the highest value with non-zero probability.

isSupportConnected

public boolean isSupportConnected()

Use this method to get information about whether the support is connected, i.e. whether all integers between the lower and upper bound of the support are included in the support. The support of this distribution is connected.

Returns:

true

sample

public int sample()

Generate a random value sampled from this distribution. The default implementation uses the inversion method.

Specified by:

sample in interface IntegerDistribution

Overrides:

sample in class AbstractIntegerDistribution

Returns:

a random value