| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.statistics.distribution; |
| |
| /** |
| * Implementation of the <a href="http://en.wikipedia.org/wiki/Geometric_distribution">geometric distribution</a>. |
| */ |
| public class GeometricDistribution extends AbstractDiscreteDistribution { |
| /** The probability of success. */ |
| private final double probabilityOfSuccess; |
| /** {@code log(p)} where p is the probability of success. */ |
| private final double logProbabilityOfSuccess; |
| /** {@code log(1 - p)} where p is the probability of success. */ |
| private final double log1mProbabilityOfSuccess; |
| |
| /** |
| * Creates a geometric distribution. |
| * |
| * @param p Probability of success. |
| * @throws IllegalArgumentException if {@code p <= 0} or {@code p > 1}. |
| */ |
| public GeometricDistribution(double p) { |
| if (p <= 0 || p > 1) { |
| throw new DistributionException(DistributionException.INVALID_PROBABILITY, p); |
| } |
| |
| probabilityOfSuccess = p; |
| logProbabilityOfSuccess = Math.log(p); |
| log1mProbabilityOfSuccess = Math.log1p(-p); |
| } |
| |
| /** |
| * Access the probability of success for this distribution. |
| * |
| * @return the probability of success. |
| */ |
| public double getProbabilityOfSuccess() { |
| return probabilityOfSuccess; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double probability(int x) { |
| if (x < 0) { |
| return 0.0; |
| } |
| return Math.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double logProbability(int x) { |
| if (x < 0) { |
| return Double.NEGATIVE_INFINITY; |
| } |
| return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double cumulativeProbability(int x) { |
| if (x < 0) { |
| return 0.0; |
| } |
| return -Math.expm1(log1mProbabilityOfSuccess * (x + 1)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double survivalProbability(int x) { |
| if (x < 0) { |
| return 1.0; |
| } else if (x == Integer.MAX_VALUE) { |
| return 0.0; |
| } |
| return Math.exp(log1mProbabilityOfSuccess * (x + 1)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int inverseCumulativeProbability(double p) { |
| if (p < 0 || |
| p > 1) { |
| throw new DistributionException(DistributionException.INVALID_PROBABILITY, p); |
| } |
| if (p == 1) { |
| return Integer.MAX_VALUE; |
| } |
| if (p == 0) { |
| return 0; |
| } |
| return Math.max(0, (int) Math.ceil(Math.log1p(-p) / log1mProbabilityOfSuccess - 1)); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>For probability parameter {@code p}, the mean is {@code (1 - p) / p}. |
| */ |
| @Override |
| public double getMean() { |
| return (1 - probabilityOfSuccess) / probabilityOfSuccess; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>For probability parameter {@code p}, the variance is |
| * {@code (1 - p) / (p * p)}. |
| */ |
| @Override |
| public double getVariance() { |
| return (1 - probabilityOfSuccess) / (probabilityOfSuccess * probabilityOfSuccess); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>The lower bound of the support is always 0. |
| * |
| * @return lower bound of the support (always 0) |
| */ |
| @Override |
| public int getSupportLowerBound() { |
| return 0; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>The upper bound of the support is infinite (which we approximate as |
| * {@code Integer.MAX_VALUE}). |
| * |
| * @return upper bound of the support (always Integer.MAX_VALUE) |
| */ |
| @Override |
| public int getSupportUpperBound() { |
| return Integer.MAX_VALUE; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>The support of this distribution is connected. |
| * |
| * @return {@code true} |
| */ |
| @Override |
| public boolean isSupportConnected() { |
| return true; |
| } |
| } |