GeometricDist.java

/*
 * Class:        GeometricDist
 * Description:  geometric distribution
 * Environment:  Java
 * Software:     SSJ
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author
 * @since
 *
 *
 * 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;
 
import umontreal.ssj.util.Num;

public class GeometricDist extends DiscreteDistributionInt {
 
   private double p;
   private double vp;

   public GeometricDist(double p) {
      setP(p);
   }
 
   public double prob(int x) {
      return prob(p, x);
   }
 
   public double cdf(int x) {
      return cdf(p, x);
   }
 
   public double barF(int x) {
      return barF(p, x);
   }
 
   public int inverseFInt(double u) {
      if (u > 1.0 || u < 0.0)
         throw new IllegalArgumentException("u not in [0,1]");
 
      if (p >= 1.0)
         return 0;
      if (u <= p)
         return 0;
      if (u >= 1.0 || p <= 0.0)
         return Integer.MAX_VALUE;
 
      return (int) Math.floor(Math.log1p(-u) / vp);
   }
 
   public double getMean() {
      return GeometricDist.getMean(p);
   }
 
   public double getVariance() {
      return GeometricDist.getVariance(p);
   }
 
   public double getStandardDeviation() {
      return GeometricDist.getStandardDeviation(p);
   }

   public static double prob(double p, int x) {
      if (p < 0 || p > 1)
         throw new IllegalArgumentException("p not in range (0,1)");
      if (p <= 0)
         return 0;
      if (p >= 1)
         return 0;
      if (x < 0)
         return 0;
      return p * Math.pow(1 - p, x);
   }

   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 (p >= 1.0) // In fact, p == 1
         return 1.0;
      if (p <= 0.0) // In fact, p == 0
         return 0.0;
      return 1.0 - Math.pow(1.0 - p, (double) x + 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 < 0)
         return 1.0;
      if (p >= 1.0) // In fact, p == 1
         return 0.0;
      if (p <= 0.0) // In fact, p == 0
         return 1.0;
 
      return Math.pow(1.0 - p, x);
   }

   public static int inverseF(double p, double u) {
      if (p > 1.0 || p < 0.0)
         throw new IllegalArgumentException("p not in [0,1]");
      if (u > 1.0 || u < 0.0)
         throw new IllegalArgumentException("u not in [0,1]");
      if (p >= 1.0)
         return 0;
      if (u <= p)
         return 0;
      if (u >= 1.0 || p <= 0.0)
         return Integer.MAX_VALUE;
 
      double v = Math.log1p(-p);
      return (int) Math.floor(Math.log1p(-u) / v);
   }

   public static double[] getMLE(int[] x, int n) {
      if (n <= 0)
         throw new IllegalArgumentException("n <= 0");
 
      double parameters[];
      parameters = new double[1];
      double sum = 0.0;
      for (int i = 0; i < n; i++) {
         sum += x[i];
      }
 
      parameters[0] = 1.0 / (((double) sum / (double) n) + 1.0);
 
      return parameters;
   }

   public static GeometricDist getInstanceFromMLE(int[] x, int n) {
 
      double parameters[] = getMLE(x, n);
 
      return new GeometricDist(parameters[0]);
   }

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

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

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

   public double getP() {
      return p;
   }

   public void setP(double p) {
      if (p < 0 || p > 1)
         throw new IllegalArgumentException("p not in range (0,1)");
      vp = Math.log1p(-p);
      this.p = p;
      supportA = 0;
   }

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

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