BernoulliDist.java

/*
 * Class:        BernoulliDist
 * Description:  Bernoulli distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       Richard Simard
 * @since        August 2010
 *
 *
 * Licensed 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 umontreal.ssj.probdist;

public class BernoulliDist extends DiscreteDistributionInt {
   private double p;
   private double q;

   public BernoulliDist(double p) {
      if (p < 0.0 || p > 1.0)
         throw new IllegalArgumentException("p not in [0,1]");
      this.p = p;
      q = 1 - p;
      supportA = 0;
      supportB = 1;
   }
 
   public double prob(int x) {
      if (1 == x)
         return p;
      if (0 == x)
         return q;
      return 0.0;
   }
 
   public double cdf(int x) {
      if (x < 0)
         return 0.0;
      if (x < 1)
         return q;
      return 1.0;
   }
 
   public double barF(int x) {
      if (x > 1)
         return 0.0;
      if (x > 0)
         return p;
      return 1.0;
   }
 
   public int inverseFInt(double u) {
      if (u < 0.0 || u > 1.0)
         throw new IllegalArgumentException("u not in [0,1]");
      if (u > q)
         return 1;
      return 0;
   }
 
   public double getMean() {
      return BernoulliDist.getMean(p);
   }
 
   public double getVariance() {
      return BernoulliDist.getVariance(p);
   }
 
   public double getStandardDeviation() {
      return BernoulliDist.getStandardDeviation(p);
   }

   public static double prob(double p, int x) {
      if (p < 0.0 || p > 1.0)
         throw new IllegalArgumentException("p not in [0,1]");
      if (1 == x)
         return p;
      if (0 == x)
         return 1.0 - p;
      return 0.0;
   }

   public static double cdf(double p, int x) {
      if (p < 0.0 | p > 1.0)
         throw new IllegalArgumentException("p not in [0,1]");
      if (x < 0)
         return 0.0;
      if (x < 1)
         return 1.0 - p;
      return 1.0;
   }

   public static double barF(double p, int x) {
      if (p < 0.0 | p > 1.0)
         throw new IllegalArgumentException("p not in [0,1]");
      if (x > 1)
         return 0.0;
      if (x > 0)
         return p;
      return 1.0;
   }

   public static int inverseF(double p, double u) {
      if (p < 0.0 | p > 1.0)
         throw new IllegalArgumentException("p not in [0,1]");
      if (u < 0.0 || u > 1.0)
         throw new IllegalArgumentException("u not in [0,1]");
      if (u > 1.0 - p)
         return 1;
      return 0;
   }

   public static double[] getMLE(int[] x, int m) {
      if (m < 2)
         throw new UnsupportedOperationException(" m < 2");
 
      // compute the empirical mean
      double sum = 0.0;
      for (int i = 0; i < m; i++)
         sum += x[i];
      sum /= (double) m;
 
      double param[] = new double[1];
      param[0] = sum;
      return param;
   }

   public static BernoulliDist getInstanceFromMLE(int[] x, int m) {
      double param[] = new double[1];
      param = getMLE(x, m);
      return new BernoulliDist(param[0]);
   }

   public static double getMean(double p) {
      if (p < 0.0 || p > 1.0)
         throw new IllegalArgumentException("p not in [0, 1]");
 
      return (p);
   }

   public static double getVariance(double p) {
      if (p < 0.0 || p > 1.0)
         throw new IllegalArgumentException("p not in [0, 1]");
      return (p * (1.0 - p));
   }

   public static double getStandardDeviation(double p) {
      return Math.sqrt(BernoulliDist.getVariance(p));
   }

   public double getP() {
      return p;
   }

   public double[] getParams() {
      double[] retour = { p };
      return retour;
   }

   public void setParams(double p) {
      this.p = p;
      q = 1 - p;
   }

   public String toString() {
      return getClass().getSimpleName() + " : p = " + p;
   }
 
}