// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.Distributions { using System; using System.Collections.Generic; using Properties; /// /// The Bernoulli distribution is a distribution over bits. The parameter /// p specifies the probability that a 1 is generated. /// /// The distribution will use the by default. /// Users can set the random number generator by using the property. /// The statistics classes will check all the incoming parameters whether they are in the allowed /// range. This might involve heavy computation. Optionally, by setting Control.CheckDistributionParameters /// to false, all parameter checks can be turned off. public class Bernoulli : IDiscreteDistribution { /// /// The probability of generating a one. /// private double _p; /// /// The distribution's random number generator. /// private Random _random; /// /// Construct a new Bernoulli distribution. /// /// The probability of generating one. /// If the Bernoulli parameter is not in the range [0,1]. public Bernoulli(double p) { SetParameters(p); RandomSource = new System.Random(); } /// /// A string representation of the distribution. /// public override string ToString() { return "Bernoulli(P = " + _p + ")"; } /// /// Checks whether the parameters of the distribution are valid. /// /// The probability of generating a one. /// True when the parameters are valid, false otherwise. private static bool IsValidParameterSet(double p) { if (p >= 0.0 && p <= 1.0) { return true; } return false; } /// /// Sets the parameters of the distribution after checking their validity. /// /// The probability of generating a one. /// When the parameters don't pass the function. private void SetParameters(double p) { if (Control.CheckDistributionParameters && !IsValidParameterSet(p)) { throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters); } _p = p; } /// /// Gets or sets the probability of generating a one. /// public double P { get { return _p; } set { SetParameters(value); } } #region IDistribution Members /// /// Gets or sets the random number generator which is used to draw random samples. /// public Random RandomSource { get { return _random; } set { if (value == null) { throw new ArgumentNullException(); } _random = value; } } /// /// Gets the mean of the distribution. /// public double Mean { get { return _p; } } /// /// Gets the standard deviation of the distribution. /// public double StdDev { get { return Math.Sqrt(_p * (1.0 - _p)); } } /// /// Gets the variance of the distribution. /// public double Variance { get { return _p * (1.0 - _p); } } /// /// Gets the entropy of the distribution. /// public double Entropy { get { return -_p * Math.Log(_p) - (1.0 - _p) * Math.Log(1.0 - _p); } } /// /// Gets the skewness of the distribution. /// public double Skewness { get { return (1.0 - 2.0 * _p) / Math.Sqrt(_p * (1.0 - _p)); } } /// /// Gets the smallest element in the domain of the distributions which can be represented by an integer. /// public int Minimum { get { return 0; } } /// /// Gets the largest element in the domain of the distributions which can be represented by an integer. /// public int Maximum { get { return 1; } } /// /// Computes the cumulative distribution function of the Bernoulli distribution. /// /// The location at which to compute the cumulative density. /// the cumulative density at . public double CumulativeDistribution(double x) { if (x < 0) { return 0.0; } if (x == 0) { return 1.0 - _p; } return 1.0; } #endregion #region IDiscreteDistribution Members /// /// The mode of the distribution. /// public int Mode { get { return _p > 0.5 ? 1 : 0; } } /// /// The median of the distribution. /// public int Median { get { throw new Exception("The median of the Bernoulli distribution is undefined."); } } /// /// Computes the probability of a specific value. /// public double Probability(int val) { if (val == 0) { return 1.0 - _p; } if (val == 1) { return _p; } return 0.0; } /// /// Computes the probability of a specific value. /// public double ProbabilityLn(int val) { if (val == 0) { return Math.Log(1.0 - _p); } if (val == 1) { return Math.Log(_p); } return Double.NegativeInfinity; } /// /// Samples a Bernoulli distributed random variable. /// /// A sample from the Bernoulli distribution. public int Sample() { return DoSample(RandomSource, _p); } /// /// Samples an array of Bernoulli distributed random variables. /// /// a sequence of samples from the distribution. public IEnumerable Samples() { while (true) { yield return DoSample(RandomSource, _p); } } #endregion /// /// Samples a Bernoulli distributed random variable. /// /// The random number generator to use. /// The probability of generating a 1. /// A sample from the Bernoulli distribution. public static int Sample(System.Random rnd, double p) { if (Control.CheckDistributionParameters && !IsValidParameterSet(p)) { throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters); } return DoSample(rnd, p); } /// /// Samples an array of Bernoulli distributed random variables. /// /// The random number generator to use. /// The probability of generating a 1. /// a sequence of samples from the distribution. public static IEnumerable Samples(System.Random rnd, double p) { if (Control.CheckDistributionParameters && !IsValidParameterSet(p)) { throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters); } while (true) { yield return DoSample(rnd, p); } } /// /// Generates one sample from the Bernoulli distribution. /// /// The random source to use. /// The probability of generating a one. /// A random sample from the Bernoulli distribution. private static int DoSample(System.Random rnd, double p) { if (rnd.NextDouble() < p) { return 1; } return 0; } } }