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// http://numerics.mathdotnet.com
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using System;
using System.Collections.Generic;
using MathNet.Numerics.Properties;
namespace MathNet.Numerics.Distributions
{
///
/// Discrete Univariate Uniform distribution.
/// The discrete uniform distribution is a distribution over integers. The distribution
/// is parameterized by a lower and upper bound (both inclusive).
/// Wikipedia - Discrete uniform distribution.
///
/// 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 DiscreteUniform : IDiscreteDistribution
{
System.Random _random;
int _lower;
int _upper;
///
/// Initializes a new instance of the DiscreteUniform class.
///
/// Lower bound.
/// Upper bound; must be at least as large as .
public DiscreteUniform(int lower, int upper)
{
_random = new System.Random();
SetParameters(lower, upper);
}
///
/// Initializes a new instance of the DiscreteUniform class.
///
/// Lower bound.
/// Upper bound; must be at least as large as .
/// The random number generator which is used to draw random samples.
public DiscreteUniform(int lower, int upper, System.Random randomSource)
{
_random = randomSource ?? new System.Random();
SetParameters(lower, upper);
}
///
/// Returns a that represents this instance.
///
///
/// A that represents this instance.
///
public override string ToString()
{
return "DiscreteUniform(Lower = " + _lower + ", Upper = " + _upper + ")";
}
///
/// Checks whether the parameters of the distribution are valid.
///
/// Lower bound.
/// Upper bound; must be at least as large as .
/// true when the parameters are valid, false otherwise.
static bool IsValidParameterSet(int lower, int upper)
{
return lower <= upper;
}
///
/// Sets the parameters of the distribution after checking their validity.
///
/// Lower bound.
/// Upper bound; must be at least as large as .
/// When the parameters are out of range.
void SetParameters(int lower, int upper)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(lower, upper))
{
throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
}
_lower = lower;
_upper = upper;
}
///
/// Gets or sets the lower bound of the probability distribution.
///
public int LowerBound
{
get { return _lower; }
set { SetParameters(value, _upper); }
}
///
/// Gets or sets the upper bound of the probability distribution.
///
public int UpperBound
{
get { return _upper; }
set { SetParameters(_lower, value); }
}
///
/// Gets or sets the random number generator which is used to draw random samples.
///
public System.Random RandomSource
{
get { return _random; }
set { _random = value ?? new System.Random(); }
}
///
/// Gets the mean of the distribution.
///
public double Mean
{
get { return (_lower + _upper)/2.0; }
}
///
/// Gets the standard deviation of the distribution.
///
public double StdDev
{
get { return Math.Sqrt((((_upper - _lower + 1.0)*(_upper - _lower + 1.0)) - 1.0)/12.0); }
}
///
/// Gets the variance of the distribution.
///
public double Variance
{
get { return (((_upper - _lower + 1.0)*(_upper - _lower + 1.0)) - 1.0)/12.0; }
}
///
/// Gets the entropy of the distribution.
///
public double Entropy
{
get { return Math.Log(_upper - _lower + 1.0); }
}
///
/// Gets the skewness of the distribution.
///
public double Skewness
{
get { return 0.0; }
}
///
/// Gets the smallest element in the domain of the distributions which can be represented by an integer.
///
public int Minimum
{
get { return _lower; }
}
///
/// Gets the largest element in the domain of the distributions which can be represented by an integer.
///
public int Maximum
{
get { return _upper; }
}
///
/// Gets the mode of the distribution; since every element in the domain has the same probability this method returns the middle one.
///
public int Mode
{
get { return (int) Math.Floor((_lower + _upper)/2.0); }
}
///
/// Gets the median of the distribution.
///
public int Median
{
get { return (int) Math.Floor((_lower + _upper)/2.0); }
}
///
/// Computes the probability mass (PMF) at k, i.e. P(X = k).
///
/// The location in the domain where we want to evaluate the probability mass function.
/// the probability mass at location .
public double Probability(int k)
{
if (k >= _lower && k <= _upper)
{
return 1.0/(_upper - _lower + 1);
}
return 0.0;
}
///
/// Computes the log probability mass (lnPMF) at k, i.e. ln(P(X = k)).
///
/// The location in the domain where we want to evaluate the log probability mass function.
/// the log probability mass at location .
public double ProbabilityLn(int k)
{
if (k >= _lower && k <= _upper)
{
return -Math.Log(_upper - _lower + 1);
}
return Double.NegativeInfinity;
}
///
/// Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
///
/// The location at which to compute the cumulative distribution function.
/// the cumulative distribution at location .
public double CumulativeDistribution(double x)
{
if (x < _lower)
{
return 0.0;
}
if (x >= _upper)
{
return 1.0;
}
return Math.Min(1.0, (Math.Floor(x) - _lower + 1)/(_upper - _lower + 1));
}
///
/// Generates one sample from the discrete uniform distribution. This method does not do any parameter checking.
///
/// The random source to use.
/// The lower bound of the uniform random variable.
/// The upper bound of the uniform random variable.
/// A random sample from the discrete uniform distribution.
static int SampleUnchecked(System.Random rnd, int lower, int upper)
{
return (rnd.Next()%(upper - lower + 1)) + lower;
}
///
/// Draws a random sample from the distribution.
///
/// a sample from the distribution.
public int Sample()
{
return SampleUnchecked(_random, _lower, _upper);
}
///
/// Samples an array of uniformly distributed random variables.
///
/// a sequence of samples from the distribution.
public IEnumerable Samples()
{
while (true)
{
yield return SampleUnchecked(_random, _lower, _upper);
}
}
///
/// Samples a uniformly distributed random variable.
///
/// The random number generator to use.
/// The lower bound of the uniform random variable.
/// The upper bound of the uniform random variable.
/// A sample from the discrete uniform distribution.
public static int Sample(System.Random rnd, int lower, int upper)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(lower, upper))
{
throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
}
return SampleUnchecked(rnd, lower, upper);
}
///
/// Samples a sequence of uniformly distributed random variables.
///
/// The random number generator to use.
/// The lower bound of the uniform random variable.
/// The upper bound of the uniform random variable.
/// a sequence of samples from the discrete uniform distribution.
public static IEnumerable Samples(System.Random rnd, int lower, int upper)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(lower, upper))
{
throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
}
while (true)
{
yield return SampleUnchecked(rnd, lower, upper);
}
}
}
}