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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.math4.legacy.distribution;
18  
19  import org.apache.commons.statistics.distribution.DiscreteDistribution;
20  import org.apache.commons.math4.legacy.exception.MathInternalError;
21  import org.apache.commons.math4.legacy.exception.NumberIsTooLargeException;
22  import org.apache.commons.math4.legacy.exception.OutOfRangeException;
23  import org.apache.commons.math4.legacy.exception.util.LocalizedFormats;
24  import org.apache.commons.rng.UniformRandomProvider;
25  import org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler;
26  import org.apache.commons.math4.core.jdkmath.JdkMath;
27  
28  /**
29   * Base class for integer-valued discrete distributions.  Default
30   * implementations are provided for some of the methods that do not vary
31   * from distribution to distribution.
32   *
33   */
34  public abstract class AbstractIntegerDistribution
35      implements DiscreteDistribution {
36      /**
37       * {@inheritDoc}
38       *
39       * The default implementation uses the identity
40       * <p>{@code P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)}</p>
41       *
42       * @since 4.0, was previously named cumulativeProbability
43       */
44      @Override
45      public double probability(int x0, int x1) throws NumberIsTooLargeException {
46          if (x1 < x0) {
47              throw new NumberIsTooLargeException(LocalizedFormats.LOWER_ENDPOINT_ABOVE_UPPER_ENDPOINT,
48                      x0, x1, true);
49          }
50          return cumulativeProbability(x1) - cumulativeProbability(x0);
51      }
52  
53      /**
54       * {@inheritDoc}
55       *
56       * The default implementation returns
57       * <ul>
58       * <li>{@link #getSupportLowerBound()} for {@code p = 0},</li>
59       * <li>{@link #getSupportUpperBound()} for {@code p = 1}, and</li>
60       * <li>{@link #solveInverseCumulativeProbability(double, int, int)} for
61       *     {@code 0 < p < 1}.</li>
62       * </ul>
63       */
64      @Override
65      public int inverseCumulativeProbability(final double p) throws OutOfRangeException {
66          if (p < 0.0 || p > 1.0) {
67              throw new OutOfRangeException(p, 0, 1);
68          }
69  
70          int lower = getSupportLowerBound();
71          if (p == 0.0) {
72              return lower;
73          }
74          if (lower == Integer.MIN_VALUE) {
75              if (checkedCumulativeProbability(lower) >= p) {
76                  return lower;
77              }
78          } else {
79              lower -= 1; // this ensures cumulativeProbability(lower) < p, which
80                          // is important for the solving step
81          }
82  
83          int upper = getSupportUpperBound();
84          if (p == 1.0) {
85              return upper;
86          }
87  
88          // use the one-sided Chebyshev inequality to narrow the bracket
89          // cf. AbstractRealDistribution.inverseCumulativeProbability(double)
90          final double mu = getMean();
91          final double sigma = JdkMath.sqrt(getVariance());
92          final boolean chebyshevApplies = !(Double.isInfinite(mu) || Double.isNaN(mu) ||
93                  Double.isInfinite(sigma) || Double.isNaN(sigma) || sigma == 0.0);
94          if (chebyshevApplies) {
95              double k = JdkMath.sqrt((1.0 - p) / p);
96              double tmp = mu - k * sigma;
97              if (tmp > lower) {
98                  lower = ((int) JdkMath.ceil(tmp)) - 1;
99              }
100             k = 1.0 / k;
101             tmp = mu + k * sigma;
102             if (tmp < upper) {
103                 upper = ((int) JdkMath.ceil(tmp)) - 1;
104             }
105         }
106 
107         return solveInverseCumulativeProbability(p, lower, upper);
108     }
109 
110     /**
111      * This is a utility function used by {@link
112      * #inverseCumulativeProbability(double)}. It assumes {@code 0 < p < 1} and
113      * that the inverse cumulative probability lies in the bracket {@code
114      * (lower, upper]}. The implementation does simple bisection to find the
115      * smallest {@code p}-quantile {@code inf{x in Z | P(X<=x) >= p}}.
116      *
117      * @param p the cumulative probability
118      * @param lower a value satisfying {@code cumulativeProbability(lower) < p}
119      * @param upper a value satisfying {@code p <= cumulativeProbability(upper)}
120      * @return the smallest {@code p}-quantile of this distribution
121      */
122     protected int solveInverseCumulativeProbability(final double p, int lower, int upper) {
123         while (lower + 1 < upper) {
124             int xm = (lower + upper) / 2;
125             if (xm < lower || xm > upper) {
126                 /*
127                  * Overflow.
128                  * There will never be an overflow in both calculation methods
129                  * for xm at the same time
130                  */
131                 xm = lower + (upper - lower) / 2;
132             }
133 
134             double pm = checkedCumulativeProbability(xm);
135             if (pm >= p) {
136                 upper = xm;
137             } else {
138                 lower = xm;
139             }
140         }
141         return upper;
142     }
143 
144     /**
145      * Computes the cumulative probability function and checks for {@code NaN}
146      * values returned. Throws {@code MathInternalError} if the value is
147      * {@code NaN}. Rethrows any exception encountered evaluating the cumulative
148      * probability function. Throws {@code MathInternalError} if the cumulative
149      * probability function returns {@code NaN}.
150      *
151      * @param argument input value
152      * @return the cumulative probability
153      * @throws MathInternalError if the cumulative probability is {@code NaN}
154      */
155     private double checkedCumulativeProbability(int argument)
156         throws MathInternalError {
157         final double result = cumulativeProbability(argument);
158         if (Double.isNaN(result)) {
159             throw new MathInternalError(LocalizedFormats
160                     .DISCRETE_CUMULATIVE_PROBABILITY_RETURNED_NAN, argument);
161         }
162         return result;
163     }
164 
165     /**
166      * {@inheritDoc}
167      * <p>
168      * The default implementation simply computes the logarithm of {@code probability(x)}.
169      */
170     @Override
171     public double logProbability(int x) {
172         return JdkMath.log(probability(x));
173     }
174 
175     /**
176      * Utility function for allocating an array and filling it with {@code n}
177      * samples generated by the given {@code sampler}.
178      *
179      * @param n Number of samples.
180      * @param sampler Sampler.
181      * @return an array of size {@code n}.
182      */
183     public static int[] sample(int n,
184                                DiscreteDistribution.Sampler sampler) {
185         final int[] samples = new int[n];
186         for (int i = 0; i < n; i++) {
187             samples[i] = sampler.sample();
188         }
189         return samples;
190     }
191 
192     /**{@inheritDoc} */
193     @Override
194     public DiscreteDistribution.Sampler createSampler(final UniformRandomProvider rng) {
195         // Inversion method distribution sampler.
196         return InverseTransformDiscreteSampler.of(rng, this::inverseCumulativeProbability)::sample;
197     }
198 }