tsai
/
mathnet-numerics
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity
Browse Source

Distributions: Negative-Binomial: fix misleading inline doc

pull/416/merge
Christoph Ruegg 10 years ago
parent
5b065a1d87
commit
9fbd27f53d
1 changed files with 33 additions and 33 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Split View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 66
      src/Numerics/Distributions/NegativeBinomial.cs

66
src/Numerics/Distributions/NegativeBinomial.cs
View File

@ -36,22 +36,22 @@ namespace MathNet.Numerics.Distributions
{
/// <summary>
/// Discrete Univariate Negative Binomial distribution.
/// The negative binomial is a distribution over the natural numbers with two parameters r,p. For the special
/// case that r is an integer one can interpret the distribution as the number of tails before the r'th head
/// when the probability of head is p.
/// The negative binomial is a distribution over the natural numbers with two parameters r, p. For the special
/// case that r is an integer one can interpret the distribution as the number of failures before the r'th success
/// when the probability of success is p.
/// <a href="http://en.wikipedia.org/wiki/Negative_binomial_distribution">Wikipedia - NegativeBinomial distribution</a>.
/// </summary>
public class NegativeBinomial : IDiscreteDistribution
{
System.Random _random;
readonly double _trials;
readonly double _r;
readonly double _p;
/// <summary>
/// Initializes a new instance of the <see cref="NegativeBinomial"/> class.
/// </summary>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public NegativeBinomial(double r, double p)
{
@ -62,13 +62,13 @@ namespace MathNet.Numerics.Distributions
_random = SystemRandomSource.Default;
_p = p;
_trials = r;
_r = r;
}
/// <summary>
/// Initializes a new instance of the <see cref="NegativeBinomial"/> class.
/// </summary>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
/// <param name="randomSource">The random number generator which is used to draw random samples.</param>
public NegativeBinomial(double r, double p, System.Random randomSource)
@ -80,7 +80,7 @@ namespace MathNet.Numerics.Distributions
_random = randomSource ?? SystemRandomSource.Default;
_p = p;
_trials = r;
_r = r;
}
/// <summary>
@ -91,13 +91,13 @@ namespace MathNet.Numerics.Distributions
/// </returns>
public override string ToString()
{
return "NegativeBinomial(R = " + _trials + ", P = " + _p + ")";
return "NegativeBinomial(R = " + _r + ", P = " + _p + ")";
}
/// <summary>
/// Tests whether the provided values are valid parameters for this distribution.
/// </summary>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static bool IsValidParameterSet(double r, double p)
{
@ -105,11 +105,11 @@ namespace MathNet.Numerics.Distributions
}
/// <summary>
/// Gets the number of trials. Range: r ≥ 0.
/// Gets the number of successes. Range: r ≥ 0.
/// </summary>
public double R
{
get { return _trials; }
get { return _r; }
}
/// <summary>
@ -134,7 +134,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
public double Mean
{
get { return _trials*(1.0 - _p)/_p; }
get { return _r*(1.0 - _p)/_p; }
}
/// <summary>
@ -142,7 +142,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
public double Variance
{
get { return _trials*(1.0 - _p)/(_p*_p); }
get { return _r*(1.0 - _p)/(_p*_p); }
}
/// <summary>
@ -150,7 +150,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
public double StdDev
{
get { return Math.Sqrt(_trials*(1.0 - _p))/_p; }
get { return Math.Sqrt(_r*(1.0 - _p))/_p; }
}
/// <summary>
@ -166,7 +166,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
public double Skewness
{
get { return (2.0 - _p)/Math.Sqrt(_trials*(1.0 - _p)); }
get { return (2.0 - _p)/Math.Sqrt(_r*(1.0 - _p)); }
}
/// <summary>
@ -174,7 +174,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
public int Mode
{
get { return _trials > 1.0 ? (int)Math.Floor((_trials - 1.0)*(1.0 - _p)/_p) : 0; }
get { return _r > 1.0 ? (int)Math.Floor((_r - 1.0)*(1.0 - _p)/_p) : 0; }
}
/// <summary>
@ -208,7 +208,7 @@ namespace MathNet.Numerics.Distributions
/// <returns>the probability mass at location <paramref name="k"/>.</returns>
public double Probability(int k)
{
return PMF(_trials, _p, k);
return PMF(_r, _p, k);
}
/// <summary>
@ -218,7 +218,7 @@ namespace MathNet.Numerics.Distributions
/// <returns>the log probability mass at location <paramref name="k"/>.</returns>
public double ProbabilityLn(int k)
{
return PMFLn(_trials, _p, k);
return PMFLn(_r, _p, k);
}
/// <summary>
@ -228,14 +228,14 @@ namespace MathNet.Numerics.Distributions
/// <returns>the cumulative distribution at location <paramref name="x"/>.</returns>
public double CumulativeDistribution(double x)
{
return CDF(_trials, _p, x);
return CDF(_r, _p, x);
}
/// <summary>
/// Computes the probability mass (PMF) at k, i.e. P(X = k).
/// </summary>
/// <param name="k">The location in the domain where we want to evaluate the probability mass function.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
/// <returns>the probability mass at location <paramref name="k"/>.</returns>
public static double PMF(double r, double p, int k)
@ -247,7 +247,7 @@ namespace MathNet.Numerics.Distributions
/// Computes the log probability mass (lnPMF) at k, i.e. ln(P(X = k)).
/// </summary>
/// <param name="k">The location in the domain where we want to evaluate the log probability mass function.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
/// <returns>the log probability mass at location <paramref name="k"/>.</returns>
public static double PMFLn(double r, double p, int k)
@ -268,7 +268,7 @@ namespace MathNet.Numerics.Distributions
/// Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
/// </summary>
/// <param name="x">The location at which to compute the cumulative distribution function.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
/// <returns>the cumulative distribution at location <paramref name="x"/>.</returns>
/// <seealso cref="CumulativeDistribution"/>
@ -286,7 +286,7 @@ namespace MathNet.Numerics.Distributions
/// Samples a negative binomial distributed random variable.
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
/// <returns>a sample from the distribution.</returns>
static int SampleUnchecked(System.Random rnd, double r, double p)
@ -326,7 +326,7 @@ namespace MathNet.Numerics.Distributions
/// <returns>a sample from the distribution.</returns>
public int Sample()
{
return SampleUnchecked(_random, _trials, _p);
return SampleUnchecked(_random, _r, _p);
}
/// <summary>
@ -334,7 +334,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
public void Samples(int[] values)
{
SamplesUnchecked(_random, values, _trials, _p);
SamplesUnchecked(_random, values, _r, _p);
}
/// <summary>
@ -343,14 +343,14 @@ namespace MathNet.Numerics.Distributions
/// <returns>a sequence of samples from the distribution.</returns>
public IEnumerable<int> Samples()
{
return SamplesUnchecked(_random, _trials, _p);
return SamplesUnchecked(_random, _r, _p);
}
/// <summary>
/// Samples a random variable.
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static int Sample(System.Random rnd, double r, double p)
{
@ -366,7 +366,7 @@ namespace MathNet.Numerics.Distributions
/// Samples a sequence of this random variable.
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static IEnumerable<int> Samples(System.Random rnd, double r, double p)
{
@ -383,7 +383,7 @@ namespace MathNet.Numerics.Distributions
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="values">The array to fill with the samples.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static void Samples(System.Random rnd, int[] values, double r, double p)
{
@ -398,7 +398,7 @@ namespace MathNet.Numerics.Distributions
/// <summary>
/// Samples a random variable.
/// </summary>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static int Sample(double r, double p)
{
@ -413,7 +413,7 @@ namespace MathNet.Numerics.Distributions
/// <summary>
/// Samples a sequence of this random variable.
/// </summary>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static IEnumerable<int> Samples(double r, double p)
{
@ -429,7 +429,7 @@ namespace MathNet.Numerics.Distributions
/// Fills an array with samples generated from the distribution.
/// </summary>
/// <param name="values">The array to fill with the samples.</param>
/// <param name="r">The number of failures (r) until the experiment stopped. Range: r ≥ 0.</param>
/// <param name="r">The number of successes (r) required to stop the experiment. Range: r ≥ 0.</param>
/// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
public static void Samples(int[] values, double r, double p)
{

Write Preview
Loading…
Cancel
Save