Browse Source
Added Bernoulli distribution. Signed-off-by: jvangael <jurgen.vangael@gmail.com>pull/2/head
7 changed files with 765 additions and 6 deletions
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// <copyright file="Vector.fs" company="Math.NET"> |
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// Math.NET Numerics, part of the Math.NET Project |
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// http://mathnet.opensourcedotnet.info |
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// |
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// Copyright (c) 2009 Math.NET |
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// |
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// Permission is hereby granted, free of charge, to any person |
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// obtaining a copy of this software and associated documentation |
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// files (the "Software"), to deal in the Software without |
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// restriction, including without limitation the rights to use, |
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|
// copy, modify, merge, publish, distribute, sublicense, and/or sell |
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|
// copies of the Software, and to permit persons to whom the |
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|
// Software is furnished to do so, subject to the following |
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// conditions: |
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// |
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// The above copyright notice and this permission notice shall be |
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// included in all copies or substantial portions of the Software. |
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// |
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, |
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES |
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND |
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT |
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, |
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR |
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// OTHER DEALINGS IN THE SOFTWARE. |
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// </copyright> |
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namespace MathNet.Numerics.LinearAlgebra.Double |
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open MathNet.Numerics.LinearAlgebra |
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/// A module which implements functional vector operations. |
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module Vector = |
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/// Transform a vector into an array. |
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let inline to_array (v: #Vector) = |
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let n = v.Count |
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Array.init n (fun i -> v.Item(i)) |
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/// Transform a vector into an array. |
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let inline to_list (v: #Vector) = |
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let n = v.Count |
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List.init n (fun i -> v.Item(i)) |
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/// In-place mutation by applying a function to every element of the vector. |
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let inline mapInPlace (f: float -> float) (v: #Vector) = |
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for i=0 to v.Count-1 do |
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v.Item(i) <- f (v.Item(i)) |
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() |
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/// In-place mutation by applying a function to every element of the vector. |
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let inline mapiInPlace (f: int -> float -> float) (v: #Vector) = |
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for i=0 to v.Count-1 do |
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v.Item(i) <- f i (v.Item(i)) |
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() |
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/// In-place vector addition. |
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let inline addInPlace (v: #Vector) (w: #Vector) = |
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v.Add w |
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/// In place vector subtraction. |
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let inline subInPlace (v: #Vector) (w: #Vector) = |
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v.Subtract w |
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/// Functional map operator for vectors. |
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/// <include file='../../../../FSharpExamples/DenseVector.xml' path='example'/> |
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let inline map f (v: #Vector) = |
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let w = v.Clone() |
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inplace_mapi (fun _ x -> f x) w |
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w |
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/// Applies a function to all elements of the vector. |
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let inline iter (f: float -> unit) (v: #Vector) = |
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for i=0 to v.Count-1 do |
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f (v.Item i) |
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/// Applies a function to all elements of the vector. |
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let inline iteri (f: int -> float -> unit) (v: #Vector) = |
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for i=0 to v.Count-1 do |
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f i (v.Item i) |
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/// Maps a vector to a new vector by applying a function to every element. |
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let inline mapi (f: int -> float -> float) (v: #Vector) = |
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let w = v.Clone() |
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inplace_mapi f w |
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w |
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/// Fold all entries of a vector. |
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let inline fold (f: 'a -> float -> 'a) (acc0: 'a) (v: #Vector) = |
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let mutable acc = acc0 |
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for i=0 to v.Count-1 do |
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acc <- f acc (v.Item(i)) |
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acc |
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/// Fold all entries of a vector using a position dependent folding function. |
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let inline foldi (f: int -> 'a -> float -> 'a) (acc0: 'a) (v: #Vector) = |
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let mutable acc = acc0 |
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for i=0 to v.Count-1 do |
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acc <- f i acc (v.Item(i)) |
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acc |
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/// Checks whether a predicate is satisfied for every element in the vector. |
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let inline forall (p: float -> bool) (v: #Vector) = |
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let mutable b = true |
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let mutable i = 0 |
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while b && i < v.Count do |
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b <- b && (p (v.Item(i))) |
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i <- i+1 |
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b |
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/// Checks whether there is an entry in the vector that satisfies a given predicate. |
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let inline exists (p: float -> bool) (v: #Vector) = |
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let mutable b = false |
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let mutable i = 0 |
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while not(b) && i < v.Count do |
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b <- b || (p (v.Item(i))) |
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i <- i+1 |
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b |
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/// Checks whether a predicate is true for all entries in a vector. |
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let inline foralli (p: int -> float -> bool) (v: #Vector) = |
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let mutable b = true |
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let mutable i = 0 |
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while b && i < v.Count do |
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b <- b && (p i (v.Item(i))) |
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i <- i+1 |
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b |
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/// Checks whether there is an entry in the vector that satisfies a given position dependent predicate. |
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let inline existsi (p: int -> float -> bool) (v: #Vector) = |
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let mutable b = false |
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let mutable i = 0 |
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while not(b) && i < v.Count do |
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b <- b || (p i (v.Item(i))) |
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i <- i+1 |
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b |
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/// Scans a vector; like fold but returns the intermediate result. |
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let inline scan (f: float -> float -> float) (v: #Vector) = |
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let w = v.Clone() |
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let mutable p = v.Item(0) |
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for i=1 to v.Count-1 do |
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p <- f p (v.Item(i)) |
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w.[i] <- p |
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w |
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/// Scans a vector; like fold but returns the intermediate result. |
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let inline scanBack (f: float -> float -> float) (v: #Vector) = |
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let w = v.Clone() |
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let mutable p = v.Item(v.Count-1) |
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for i=2 to v.Count do |
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p <- f (v.Item(v.Count - i)) p |
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w.[v.Count - i] <- p |
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w |
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/// Reduces a vector: the result of this function will be f(...f(f(v[0],v[1]), v[2]),..., v[n]). |
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let inline reduce (f: float -> float -> float) (v: #Vector) = |
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let mutable p = v.Item(0) |
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for i=1 to v.Count-1 do |
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p <- f p (v.Item(i)) |
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p |
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/// Reduces a vector: the result of this function will be f(v[1], ..., f(v[n-2], f(v[n-1],v[n]))...). |
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let inline reduceBack (f: float -> float -> float) (v: #Vector) = |
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let mutable p = v.Item(v.Count-1) |
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for i=2 to v.Count do |
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p <- f (v.Item(v.Count - i)) p |
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p |
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@ -0,0 +1,252 @@ |
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// <copyright file="BernoulliTests.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://mathnet.opensourcedotnet.info
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//
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// Copyright (c) 2009 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
|
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|
// obtaining a copy of this software and associated documentation
|
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|
// files (the "Software"), to deal in the Software without
|
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|
// restriction, including without limitation the rights to use,
|
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|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
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|
// copies of the Software, and to permit persons to whom the
|
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|
// Software is furnished to do so, subject to the following
|
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|
// conditions:
|
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//
|
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// The above copyright notice and this permission notice shall be
|
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// included in all copies or substantial portions of the Software.
|
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//
|
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
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|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
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|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
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|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
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|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
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|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
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// OTHER DEALINGS IN THE SOFTWARE.
|
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// </copyright>
|
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namespace MathNet.Numerics.UnitTests.DistributionTests |
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{ |
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using System; |
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using System.Linq; |
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using MbUnit.Framework; |
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using MathNet.Numerics.Distributions; |
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[TestFixture] |
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public class BernoulliTests |
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{ |
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[SetUp] |
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public void SetUp() |
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{ |
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Control.CheckDistributionParameters = true; |
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} |
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[Test] |
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[Row(0.0)] |
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[Row(0.3)] |
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[Row(1.0)] |
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public void CanCreateBernoulli(double p) |
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{ |
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var bernoulli = new Bernoulli(p); |
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AssertEx.AreEqual<double>(p, bernoulli.P); |
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} |
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[Test] |
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[ExpectedException(typeof(ArgumentOutOfRangeException))] |
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[Row(Double.NaN)] |
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[Row(-1.0)] |
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[Row(2.0)] |
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public void NormalCreateFailsWithBadParameters(double p) |
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{ |
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var bernoulli = new Bernoulli(p); |
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} |
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[Test] |
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public void ValidateToString() |
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{ |
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var b = new Bernoulli(0.3); |
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AssertEx.AreEqual<string>("Bernoulli(P = 0.3)", n.ToString()); |
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} |
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[Test] |
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[Row(0.0)] |
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[Row(0.3)] |
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[Row(1.0)] |
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public void CanSetProbabilityOfOne(double p) |
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{ |
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var b = new Bernoulli(0.3); |
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b.P = p; |
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} |
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[Test] |
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[ExpectedException(typeof(ArgumentOutOfRangeException))] |
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[Row(Double.NaN)] |
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[Row(-1.0)] |
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[Row(2.0)] |
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public void SetProbabilityOfOneFails(double p) |
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{ |
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var b = new Bernoulli(0.3); |
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b.P = p; |
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} |
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[Test] |
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[Row(0.0)] |
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[Row(0.3)] |
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[Row(1.0)] |
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public void ValidateEntropy(double p) |
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{ |
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var b = new Bernoulli(p); |
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AssertEx.AreEqual<double>((1.0 - p) * Math.Log(1.0 - p) + p * Math.Log(p), b.Entropy); |
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} |
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[Test] |
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[Row(0.0)] |
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[Row(0.3)] |
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[Row(1.0)] |
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public void ValidateSkewness(double p) |
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{ |
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var b = new Bernoulli(p); |
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AssertEx.AreEqual<double>((1.0 - 2.0 * p) / Math.Sqrt(p * (1.0 - p)), n.Skewness); |
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} |
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[Test] |
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[Row(0.0, 0)] |
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[Row(0.3, 0)] |
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[Row(1.0, 1)] |
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public void ValidateMode(double p, double m) |
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{ |
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var b = new Bernoulli(p); |
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AssertEx.AreEqual<double>(mean, n.Mode); |
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} |
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[Test] |
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[ExpectedException(typeof(Exception))] |
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public void ValidateMedian() |
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{ |
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var b = new Bernoulli(0.3); |
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} |
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[Test] |
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public void ValidateMinimum() |
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{ |
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var b = new Bernoulli(0.3); |
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AssertEx.AreEqual<double>(0.0, n.Minimum); |
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} |
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[Test] |
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public void ValidateMaximum() |
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{ |
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var b = new Bernoulli(0.3); |
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AssertEx.AreEqual<double>(1.0, n.Maximum); |
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} |
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[Test] |
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[Row(0.0, -1.0, 0.0)] |
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[Row(0.0, 0.0, 1.0)] |
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[Row(0.0, 0.5, 0.0)] |
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[Row(0.0, 1.0, 0.0)] |
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[Row(0.0, 2.0, 0.0)] |
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[Row(0.3, -1.0, 0.0)] |
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[Row(0.3, 0.0, 0.7)] |
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[Row(0.3, 0.5, 0.0)] |
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[Row(0.3, 1.0, 0.3)] |
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[Row(0.3, 2.0, 0.0)] |
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[Row(1.0, -1.0, 0.0)] |
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[Row(1.0, 0.0, 0.0)] |
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[Row(1.0, 0.5, 0.0)] |
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[Row(1.0, 1.0, 1.0)] |
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[Row(1.0, 2.0, 0.0)] |
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public void ValidateProbability(double p, double x, double d) |
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{ |
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var b = new Bernoulli(p); |
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AssertEx.AreEqual(d, b.Probability(x)); |
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} |
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[Test] |
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[Row(0.0, -1.0, Double.NegativeInfinity)] |
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[Row(0.0, 0.0, 0.0)] |
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[Row(0.0, 0.5, Double.NegativeInfinity)] |
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[Row(0.0, 1.0, Double.NegativeInfinity)] |
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[Row(0.0, 2.0, Double.NegativeInfinity)] |
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[Row(0.3, -1.0, Double.NegativeInfinity)] |
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[Row(0.3, 0.0, -0.35667494393873244235395440410727451457180907089949815)] |
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[Row(0.3, 0.5, Double.NegativeInfinity)] |
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[Row(0.3, 1.0, -1.2039728043259360296301803719337238685164245381839102)] |
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[Row(0.3, 2.0, Double.NegativeInfinity)] |
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[Row(1.0, -1.0, Double.NegativeInfinity)] |
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[Row(1.0, 0.0, Double.NegativeInfinity)] |
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[Row(1.0, 0.5, Double.NegativeInfinity)] |
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[Row(1.0, 1.0, 0.0)] |
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[Row(1.0, 2.0, Double.NegativeInfinity)] |
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public void ValidateProbabilityLn(double p, double x, double dln) |
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{ |
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var b = new Bernoulli(p); |
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AssertEx.AreEqual(dln, b.ProbabilityLn(x)); |
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} |
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[Test] |
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public void CanSampleStatic() |
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{ |
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var d = Bernoulli.Sample(new Random(), 0.3); |
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} |
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[Test] |
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public void CanSampleSequenceStatic() |
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{ |
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var ied = Bernoulli.Samples(new Random(), 0.3); |
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var arr = ied.Take(5).ToArray(); |
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} |
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[Test] |
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[ExpectedException(typeof(ArgumentOutOfRangeException))] |
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public void FailSampleStatic() |
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{ |
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var d = Bernoulli.Sample(new Random(), -1.0); |
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} |
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[Test] |
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[ExpectedException(typeof(ArgumentOutOfRangeException))] |
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public void FailSampleSequenceStatic() |
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{ |
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var ied = Bernoulli.Samples(new Random(), -1.0).First(); |
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} |
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[Test] |
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public void CanSample() |
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{ |
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var n = new Bernoulli(); |
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var d = n.Sample(); |
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} |
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[Test] |
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public void CanSampleSequence() |
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{ |
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var n = new Bernoulli(); |
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var ied = n.Samples(); |
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var e = ied.Take(5).ToArray(); |
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} |
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[Test] |
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[Row(0.0, -1.0, 0.0)] |
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[Row(0.0, 0.0, 1.0)] |
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[Row(0.0, 0.5, 1.0)] |
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[Row(0.0, 1.0, 1.0)] |
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[Row(0.0, 2.0, 1.0)] |
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[Row(0.3, -1.0, 0.0)] |
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[Row(0.3, 0.0, 0.7)] |
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[Row(0.3, 0.5, 0.7)] |
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[Row(0.3, 1.0, 1.0)] |
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[Row(0.3, 2.0, 1.0)] |
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[Row(1.0, -1.0, 0.0)] |
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[Row(1.0, 0.0, 0.0)] |
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[Row(1.0, 0.5, 0.0)] |
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[Row(1.0, 1.0, 1.0)] |
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[Row(1.0, 2.0, 1.0)] |
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public void ValidateCumulativeDistribution(double p, double x, double cdf) |
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{ |
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var b = new Bernoulli(p); |
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AssertEx.AreEqual(cdf, n.CumulativeDistribution(x)); |
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} |
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} |
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} |
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