Added discrete uniform distribution.

Signed-off-by: jvangael <jurgen.vangael@gmail.com>

Signed-off-by: jvangael <jurgen.vangael@gmail.com>

src/Numerics/Distributions/Discrete/Bernoulli.cs

@@ -306,7 +306,7 @@ namespace MathNet.Numerics.Distributions
         }
 
         /// <summary>
-        /// Samples an array of Bernoulli distributed random variables.
+        /// Samples a sequence of Bernoulli distributed random variables.
         /// </summary>
         /// <param name="rnd">The random number generator to use.</param>
         /// <param name="p">The probability of generating a 1.</param>

src/Numerics/Distributions/Discrete/DiscreteUniform.cs

@@ -0,0 +1,354 @@
+// <copyright file="DiscreteUniform.cs" company="Math.NET">
+// 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.
+// </copyright>
+
+namespace MathNet.Numerics.Distributions
+{
+    using System;
+    using System.Collections.Generic;
+    using Properties;
+
+    /// <summary>
+    /// The discrete uniform distribution is a distribution over integers. The distribution
+    /// is parameterized by a lower and upper bound (both inclusive).
+    /// </summary>
+    /// <remarks><para>The distribution will use the <see cref="System.Random"/> by default. 
+    /// Users can set the random number generator by using the <see cref="RandomSource"/> property.</para>
+    /// <para>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.</para></remarks>
+    public class DiscreteUniform : IDiscreteDistribution
+    {
+        /// <summary>
+        /// The distribution's lower bound.
+        /// </summary>
+        private int _lower;
+
+        /// <summary>
+        /// The distribution's upper bound.
+        /// </summary>
+        private int _upper;
+
+        /// <summary>
+        /// The distribution's random number generator.
+        /// </summary>
+        private Random _random;
+
+        /// <summary>
+        /// Initializes a new instance of the DiscreteUniform class.
+        /// </summary>
+        /// <param name="lower">Lower bound.</param>
+        /// <param name="upper">Upper bound; must be at least as large as <paramref name="lower"/>.</param>
+        public DiscreteUniform(int lower, int upper)
+        {            
+            SetParameters(lower, upper);
+            RandomSource = new System.Random();
+        }
+
+        /// <summary>
+        /// A string representation of the distribution.
+        /// </summary>
+        public override string ToString()
+        {
+            return "DiscreteUniform(Lower = " + _lower + ", Upper = " + _upper + ")";
+        }
+
+        /// <summary>
+        /// Checks whether the parameters of the distribution are valid. 
+        /// </summary>
+        /// <param name="lower">Lower bound.</param>
+        /// <param name="upper">Upper bound; must be at least as large as <paramref name="lower"/>.</param>
+        /// <returns>True when the parameters are valid, false otherwise.</returns>
+        private static bool IsValidParameterSet(int lower, int upper)
+        {
+            if (lower <= upper)
+            {
+                return true;
+            }
+
+            return false;
+        }
+
+        /// <summary>
+        /// Sets the parameters of the distribution after checking their validity.
+        /// </summary>
+        /// <param name="lower">Lower bound.</param>
+        /// <param name="upper">Upper bound; must be at least as large as <paramref name="lower"/>.</param>
+        /// <exception cref="ArgumentOutOfRangeException">When the parameters don't pass the <see cref="IsValidParameterSet"/> function.</exception>
+        private void SetParameters(int lower, int upper)
+        {
+            if (Control.CheckDistributionParameters && !IsValidParameterSet(lower, upper))
+            {
+                throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+            }
+
+            _lower = lower;
+            _upper = upper;
+        }
+
+        /// <summary>
+        /// Gets or sets the lower bound of the probability distribution.
+        /// </summary>
+        public int LowerBound
+        {
+            get
+            {
+                return _lower;
+            }
+
+            set
+            {
+                SetParameters(value, _upper);
+            }
+        }
+
+        /// <summary>
+        /// Gets or sets the upper bound of the probability distribution.
+        /// </summary>
+        public int UpperBound
+        {
+            get
+            {
+                return _upper;
+            }
+
+            set
+            {
+                SetParameters(_lower, value);
+            }
+        }
+
+        #region IDistribution Members
+
+        /// <summary>
+        /// Gets or sets the random number generator which is used to draw random samples.
+        /// </summary>
+        public Random RandomSource
+        {
+            get
+            {
+                return _random;
+            }
+
+            set
+            {
+                if (value == null)
+                {
+                    throw new ArgumentNullException();
+                }
+
+                _random = value;
+            }
+        }
+
+        /// <summary>
+        /// Gets the mean of the distribution.
+        /// </summary>
+        public double Mean
+        {
+            get { return (_lower + _upper) / 2.0; }
+        }
+
+        /// <summary>
+        /// Gets the standard deviation of the distribution.
+        /// </summary>
+        public double StdDev
+        {
+            get { return System.Math.Sqrt(((_upper - _lower + 1.0) * (_upper - _lower + 1.0) - 1.0) / 12.0); }
+        }
+
+        /// <summary>
+        /// Gets the variance of the distribution.
+        /// </summary>
+        public double Variance
+        {
+            get { return ((_upper - _lower + 1.0) * (_upper - _lower + 1.0) - 1.0) / 12.0; }
+        }
+
+        /// <summary>
+        /// Gets the entropy of the distribution.
+        /// </summary>
+        public double Entropy
+        {
+            get { return System.Math.Log(_upper - _lower + 1.0); }
+        }
+
+        /// <summary>
+        /// Gets the skewness of the distribution.
+        /// </summary>
+        public double Skewness
+        {
+            get { return 0.0; }
+        }
+
+        /// <summary>
+        /// Gets the smallest element in the domain of the distributions which can be represented by an integer.
+        /// </summary>
+        public int Minimum { get { return _lower; } }
+
+        /// <summary>
+        /// Gets the largest element in the domain of the distributions which can be represented by an integer.
+        /// </summary>
+        public int Maximum { get { return _upper; } }
+
+        /// <summary>
+        /// Computes the cumulative distribution function of the Bernoulli distribution.
+        /// </summary>
+        /// <param name="x">The location at which to compute the cumulative density.</param>
+        /// <returns>the cumulative density at <paramref name="x"/>.</returns>
+        public double CumulativeDistribution(double x)
+        {
+            if (x < _lower)
+            {
+                return 0.0;
+            }
+            else if (x >= _upper)
+            {
+                return 1.0;
+            }
+
+            return Math.Min(1.0, (Math.Floor(x) - _lower + 1) / (_upper - _lower + 1));
+        }
+
+        #endregion
+
+        #region IDiscreteDistribution Members
+
+        /// <summary>
+        /// The mode of the distribution; since every element in the domain has the same probability this method returns the middle one.
+        /// </summary>
+        public int Mode
+        {
+            get { return (int) Math.Floor((_lower + _upper) / 2.0); }
+        }
+
+        /// <summary>
+        /// The median of the distribution.
+        /// </summary>
+        public int Median
+        {
+            get { return (int)Math.Floor((_lower + _upper) / 2.0); }
+        }
+
+        /// <summary>
+        /// Computes the probability of a specific value.
+        /// </summary>
+        public double Probability(int val)
+        {
+            if (val >= _lower && val <= _upper)
+            {
+                return 1.0 / (_upper - _lower + 1);
+            }
+
+            return 0.0;
+        }
+
+        /// <summary>
+        /// Computes the probability of a specific value.
+        /// </summary>
+        public double ProbabilityLn(int val)
+        {
+            if (val >= _lower && val <= _upper)
+            {
+                return - Math.Log(_upper - _lower + 1);
+            }
+
+            return Double.NegativeInfinity;
+        }
+
+        /// <summary>
+        /// Samples a uniformly distributed random variable.
+        /// </summary>
+        public int Sample()
+        {
+            return DoSample(RandomSource, _lower, _upper);
+        }
+
+        /// <summary>
+        /// Samples an array of uniformly distributed random variables.
+        /// </summary>
+        /// <returns>a sequence of samples from the distribution.</returns>
+        public IEnumerable<int> Samples()
+        {
+            while (true)
+            {
+                yield return DoSample(RandomSource, _lower, _upper);
+            }
+        }
+
+        #endregion
+
+        /// <summary>
+        /// Samples a uniformly distributed random variable.
+        /// </summary>
+        /// <param name="rnd">The random number generator to use.</param>
+        /// <param name="lower">The lower bound of the uniform random variable.</param>
+        /// <param name="upper">The upper bound of the uniform random variable.</param>
+        /// <returns>A sample from the discrete uniform distribution.</returns>
+        public static int Sample(System.Random rnd, int lower, int upper)
+        {
+            if (Control.CheckDistributionParameters && !IsValidParameterSet(lower, upper))
+            {
+                throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+            }
+
+            return DoSample(rnd, lower, upper);
+        }
+
+        /// <summary>
+        /// Samples a sequence of uniformly distributed random variables.
+        /// </summary>
+        /// <param name="rnd">The random number generator to use.</param>
+        /// <param name="lower">The lower bound of the uniform random variable.</param>
+        /// <param name="upper">The upper bound of the uniform random variable.</param>
+        /// <returns>a sequence of samples from the discrete uniform distribution.</returns>
+        public static IEnumerable<int> Samples(System.Random rnd, int lower, int upper)
+        {
+            if (Control.CheckDistributionParameters && !IsValidParameterSet(lower, upper))
+            {
+                throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+            }
+
+            while (true)
+            {
+                yield return DoSample(rnd, lower, upper);
+            }
+        }
+
+        /// <summary>
+        /// Generates one sample from the discrete uniform distribution. This method does not do any parameter checking.
+        /// </summary>
+        /// <param name="rnd">The random source to use.</param>
+        /// <param name="lower">The lower bound of the uniform random variable.</param>
+        /// <param name="upper">The upper bound of the uniform random variable.</param>
+        /// <returns>A random sample from the discrete uniform distribution.</returns>
+        private static int DoSample(System.Random rnd, int lower, int upper)
+        {
+            return rnd.Next() % (upper - lower + 1) + lower;
+        }
+    }
+}

src/Numerics/Numerics.csproj

@@ -57,6 +57,7 @@
     <Compile Include="Distributions\Continuous\Gamma.cs" />
     <Compile Include="Distributions\Continuous\Normal.cs" />
     <Compile Include="Distributions\Discrete\Bernoulli.cs" />
+    <Compile Include="Distributions\Discrete\DiscreteUniform.cs" />
     <Compile Include="Distributions\IContinuousDistribution.cs" />
     <Compile Include="Distributions\IDiscreteDistribution.cs" />
     <Compile Include="Distributions\IDistribution.cs" />

src/UnitTests/DistributionTests/Discrete/DiscreteUniformTests.cs

@@ -0,0 +1,261 @@
+// <copyright file="DiscreteUniformTests.cs" company="Math.NET">
+// 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.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.DistributionTests
+{
+    using System;
+    using System.Linq;
+    using MbUnit.Framework;
+    using MathNet.Numerics.Distributions;
+
+    [TestFixture]
+    public class DiscreteUniformTests
+    {
+        [SetUp]
+        public void SetUp()
+        {
+            Control.CheckDistributionParameters = true;
+        }
+
+        [Test]
+        [Row(-10, 10)]
+        [Row(0, 4)]
+        [Row(10, 20)]
+        [Row(20, 20)]
+        public void CanCreateDiscreteUniform(int l, int u)
+        {
+            var du = new DiscreteUniform(l, u);
+            AssertEx.AreEqual(l, du.LowerBound);
+            AssertEx.AreEqual(u, du.UpperBound);
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        [Row(-1, -2)]
+        [Row(6, 5)]
+        public void DiscreteUniformCreateFailsWithBadParameters(int l, int u)
+        {
+            var du = new DiscreteUniform(l, u);
+        }
+
+        [Test]
+        public void ValidateToString()
+        {
+            var b = new DiscreteUniform(0, 10);
+            AssertEx.AreEqual<string>("DiscreteUniform(Lower = 0, Upper = 10)", b.ToString());
+        }
+
+        [Test]
+        [Row(0)]
+        [Row(3)]
+        [Row(10)]
+        public void CanSetLowerBound(int p)
+        {
+            var b = new DiscreteUniform(0, 10);
+            b.LowerBound = p;
+        }
+
+        [Test]
+        [Row(0)]
+        [Row(3)]
+        [Row(10)]
+        public void CanSetUpperBound(int p)
+        {
+            var b = new DiscreteUniform(0, 10);
+            b.UpperBound = p;
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        [Row(11)]
+        [Row(20.0)]
+        public void SetLowerBoundFails(int p)
+        {
+            var b = new DiscreteUniform(0, 10);
+            b.LowerBound = p;
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        [Row(-11)]
+        [Row(-20)]
+        public void SetUpperBoundFails(int p)
+        {
+            var b = new DiscreteUniform(0, 10);
+            b.UpperBound = p;
+        }
+
+        [Test]
+        [Row(-10, 10, 3.0445224377234229965005979803657054342845752874046093)]
+        [Row(0, 4, 1.6094379124341003746007593332261876395256013542685181)]
+        [Row(10, 20, 2.3978952727983705440619435779651292998217068539374197)]
+        [Row(20, 20, 0.0)]
+        public void ValidateEntropy(int l, int u, double e)
+        {
+            var du = new DiscreteUniform(l, u);
+            AssertHelpers.AlmostEqual(e, du.Entropy, 14);
+        }
+
+        [Test]
+        [Row(-10, 10)]
+        [Row(0, 4)]
+        [Row(10, 20)]
+        [Row(20, 20)]
+        public void ValidateSkewness(int l, int u)
+        {
+            var du = new DiscreteUniform(l, u);
+            AssertEx.AreEqual<double>(0.0, du.Skewness);
+        }
+
+        [Test]
+        [Row(-10, 10, 0)]
+        [Row(0, 4, 2)]
+        [Row(10, 20, 15)]
+        [Row(20, 20, 20)]
+        public void ValidateMode(int l, int u, int m)
+        {
+            var du = new DiscreteUniform(l, u);
+            AssertEx.AreEqual<double>(m, du.Mode);
+        }
+
+        [Test]
+        [Row(-10, 10, 0)]
+        [Row(0, 4, 2)]
+        [Row(10, 20, 15)]
+        [Row(20, 20, 20)]
+        public void ValidateMedian(int l, int u, int m)
+        {
+            var du = new DiscreteUniform(l, u);
+            Assert.AreEqual(m, du.Median);
+        }
+
+        [Test]
+        [Row(-10, 10, 0.0)]
+        [Row(0, 4, 2.0)]
+        [Row(10, 20, 15.0)]
+        [Row(20, 20, 20.0)]
+        public void ValidateMean(int l, int u, double m)
+        {
+            var du = new DiscreteUniform(l, u);
+            Assert.AreEqual(m, du.Mean);
+        }
+
+        [Test]
+        public void ValidateMinimum()
+        {
+            var b = new DiscreteUniform(-10, 10);
+            AssertEx.AreEqual<double>(-10, b.Minimum);
+        }
+
+        [Test]
+        public void ValidateMaximum()
+        {
+            var b = new DiscreteUniform(-10, 10);
+            AssertEx.AreEqual<double>(10, b.Maximum);
+        }
+
+        [Test]
+        [Row(-10, 10, -5, 1/21.0)]
+        [Row(-10, 10, 1, 1 / 21.0)]
+        [Row(-10, 10, 10, 1 / 21.0)]
+        [Row(-10, -10, 0, 0.0)]
+        [Row(-10, -10, -10, 1.0)]
+        public void ValidateProbability(int l, int u, int x, double p)
+        {
+            var b = new DiscreteUniform(l, u);
+            AssertEx.AreEqual(p, b.Probability(x));
+        }
+
+        [Test]
+        [Row(-10, 10, -5, -3.0445224377234229965005979803657054342845752874046093)]
+        [Row(-10, 10, 1, -3.0445224377234229965005979803657054342845752874046093)]
+        [Row(-10, 10, 10, -3.0445224377234229965005979803657054342845752874046093)]
+        [Row(-10, -10, 0, Double.NegativeInfinity)]
+        [Row(-10, -10, -10, 0.0)]
+        public void ValidateProbabilityLn(int l, int u, int x, double dln)
+        {
+            var b = new DiscreteUniform(l, u);
+            AssertEx.AreEqual(dln, b.ProbabilityLn(x));
+        }
+
+        [Test]
+        public void CanSampleStatic()
+        {
+            var d = DiscreteUniform.Sample(new Random(), 0, 10);
+        }
+
+        [Test]
+        public void CanSampleSequenceStatic()
+        {
+            var ied = DiscreteUniform.Samples(new Random(), 0, 10);
+            var arr = ied.Take(5).ToArray();
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        public void FailSampleStatic()
+        {
+            var d = DiscreteUniform.Sample(new Random(), 20, 10);
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        public void FailSampleSequenceStatic()
+        {
+            var ied = DiscreteUniform.Samples(new Random(), 20, 10).First();
+        }
+
+        [Test]
+        public void CanSample()
+        {
+            var n = new DiscreteUniform(0, 10);
+            var d = n.Sample();
+        }
+
+        [Test]
+        public void CanSampleSequence()
+        {
+            var n = new DiscreteUniform(0, 10);
+            var ied = n.Samples();
+            var e = ied.Take(5).ToArray();
+        }
+
+        [Test]
+        [Row(-10, 10, -5, 6.0 / 21.0)]
+        [Row(-10, 10, 1, 12.0 / 21.0)]
+        [Row(-10, 10, 10, 1.0)]
+        [Row(-10, -10, 0, 1.0)]
+        [Row(-10, -10, -10, 1.0)]
+        [Row(-10, -10, -11, 0.0)]
+        public void ValidateCumulativeDistribution(int l, int u, double x, double cdf)
+        {
+            var b = new DiscreteUniform(l, u);
+            AssertEx.AreEqual(cdf, b.CumulativeDistribution(x));
+        }
+    }
+}

src/UnitTests/UnitTests.csproj

@@ -71,6 +71,7 @@
     <Compile Include="DistributionTests\Continuous\GammaTests.cs" />
     <Compile Include="DistributionTests\Continuous\NormalTests.cs" />
     <Compile Include="DistributionTests\Discrete\BernoulliTests.cs" />
+    <Compile Include="DistributionTests\Discrete\DiscreteUniformTests.cs" />
     <Compile Include="DistributionTests\Multivariate\DirichletTests.cs" />
     <Compile Include="DistributionTests\Multivariate\MultinomialTests.cs" />
     <Compile Include="IntegralTransformsTests\HartleyTest.cs" />