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.rng.sampling.distribution;
18
19 import org.apache.commons.rng.UniformRandomProvider;
20
21 /**
22 * Sampler for the <a href="http://mathworld.wolfram.com/PoissonDistribution.html">Poisson distribution</a>.
23 *
24 * <ul>
25 * <li>
26 * For small means, a Poisson process is simulated using uniform deviates, as described in
27 * <blockquote>
28 * Knuth (1969). <i>Seminumerical Algorithms</i>. The Art of Computer Programming,
29 * Volume 2. Chapter 3.4.1.F.3 Important integer-valued distributions: The Poisson distribution.
30 * Addison Wesley.
31 * </blockquote>
32 * The Poisson process (and hence, the returned value) is bounded by {@code 1000 * mean}.
33 * </li>
34 * </ul>
35 *
36 * <p>This sampler is suitable for {@code mean < 40}.
37 * For large means, {@link LargeMeanPoissonSampler} should be used instead.</p>
38 *
39 * <p>Sampling uses {@link UniformRandomProvider#nextDouble()} and requires on average
40 * {@code mean + 1} deviates per sample.</p>
41 *
42 * @since 1.1
43 */
44 public class SmallMeanPoissonSampler
45 implements SharedStateDiscreteSampler {
46 /**
47 * Pre-compute {@code Math.exp(-mean)}.
48 * Note: This is the probability of the Poisson sample {@code P(n=0)}.
49 */
50 private final double p0;
51 /** Pre-compute {@code 1000 * mean} as the upper limit of the sample. */
52 private final int limit;
53 /** Underlying source of randomness. */
54 private final UniformRandomProvider rng;
55
56 /**
57 * Create an instance.
58 *
59 * @param rng Generator of uniformly distributed random numbers.
60 * @param mean Mean.
61 * @throws IllegalArgumentException if {@code mean <= 0} or {@code Math.exp(-mean) == 0}
62 */
63 public SmallMeanPoissonSampler(UniformRandomProvider rng,
64 double mean) {
65 this(rng, mean, computeP0(mean));
66 }
67
68 /**
69 * Instantiates a new small mean poisson sampler.
70 *
71 * @param rng Generator of uniformly distributed random numbers.
72 * @param mean Mean.
73 * @param p0 {@code Math.exp(-mean)}.
74 */
75 private SmallMeanPoissonSampler(UniformRandomProvider rng,
76 double mean,
77 double p0) {
78 this.rng = rng;
79 this.p0 = p0;
80 // The returned sample is bounded by 1000 * mean
81 limit = (int) Math.ceil(1000 * mean);
82 }
83
84 /**
85 * @param rng Generator of uniformly distributed random numbers.
86 * @param source Source to copy.
87 */
88 private SmallMeanPoissonSampler(UniformRandomProvider rng,
89 SmallMeanPoissonSampler source) {
90 this.rng = rng;
91 p0 = source.p0;
92 limit = source.limit;
93 }
94
95 /** {@inheritDoc} */
96 @Override
97 public int sample() {
98 int n = 0;
99 double r = 1;
100
101 while (n < limit) {
102 r *= rng.nextDouble();
103 if (r >= p0) {
104 n++;
105 } else {
106 break;
107 }
108 }
109 return n;
110 }
111
112 /** {@inheritDoc} */
113 @Override
114 public String toString() {
115 return "Small Mean Poisson deviate [" + rng.toString() + "]";
116 }
117
118 /**
119 * {@inheritDoc}
120 *
121 * @since 1.3
122 */
123 @Override
124 public SharedStateDiscreteSampler withUniformRandomProvider(UniformRandomProvider rng) {
125 return new SmallMeanPoissonSampler(rng, this);
126 }
127
128 /**
129 * Creates a new sampler for the Poisson distribution.
130 *
131 * @param rng Generator of uniformly distributed random numbers.
132 * @param mean Mean of the distribution.
133 * @return the sampler
134 * @throws IllegalArgumentException if {@code mean <= 0} or {@code Math.exp(-mean) == 0}.
135 * @since 1.3
136 */
137 public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
138 double mean) {
139 return new SmallMeanPoissonSampler(rng, mean);
140 }
141
142 /**
143 * Compute {@code Math.exp(-mean)}.
144 *
145 * <p>This method exists to raise an exception before invocation of the
146 * private constructor; this mitigates Finalizer attacks
147 * (see SpotBugs CT_CONSTRUCTOR_THROW).
148 *
149 * @param mean Mean.
150 * @return the mean
151 * @throws IllegalArgumentException if {@code mean <= 0} or {@code Math.exp(-mean) == 0}
152 */
153 private static double computeP0(double mean) {
154 InternalUtils.requireStrictlyPositive(mean, "mean");
155 final double p0 = Math.exp(-mean);
156 if (p0 > 0) {
157 return p0;
158 }
159 // This excludes NaN values for the mean
160 throw new IllegalArgumentException("No p(x=0) probability for mean: " + mean);
161 }
162 }