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projects/Math/2/org/apache/commons/math3/distribution/HypergeometricDistribution.java
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/* | ||
* 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. | ||
*/ | ||
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package org.apache.commons.math3.distribution; | ||
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import org.apache.commons.math3.exception.NotPositiveException; | ||
import org.apache.commons.math3.exception.NotStrictlyPositiveException; | ||
import org.apache.commons.math3.exception.NumberIsTooLargeException; | ||
import org.apache.commons.math3.exception.util.LocalizedFormats; | ||
import org.apache.commons.math3.util.FastMath; | ||
import org.apache.commons.math3.random.RandomGenerator; | ||
import org.apache.commons.math3.random.Well19937c; | ||
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/** | ||
* Implementation of the hypergeometric distribution. | ||
* | ||
* @see <a href="http://en.wikipedia.org/wiki/Hypergeometric_distribution">Hypergeometric distribution (Wikipedia)</a> | ||
* @see <a href="http://mathworld.wolfram.com/HypergeometricDistribution.html">Hypergeometric distribution (MathWorld)</a> | ||
* @version $Id$ | ||
*/ | ||
public class HypergeometricDistribution extends AbstractIntegerDistribution { | ||
/** Serializable version identifier. */ | ||
private static final long serialVersionUID = -436928820673516179L; | ||
/** The number of successes in the population. */ | ||
private final int numberOfSuccesses; | ||
/** The population size. */ | ||
private final int populationSize; | ||
/** The sample size. */ | ||
private final int sampleSize; | ||
/** Cached numerical variance */ | ||
private double numericalVariance = Double.NaN; | ||
/** Whether or not the numerical variance has been calculated */ | ||
private boolean numericalVarianceIsCalculated = false; | ||
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/** | ||
* Construct a new hypergeometric distribution with the specified population | ||
* size, number of successes in the population, and sample size. | ||
* | ||
* @param populationSize Population size. | ||
* @param numberOfSuccesses Number of successes in the population. | ||
* @param sampleSize Sample size. | ||
* @throws NotPositiveException if {@code numberOfSuccesses < 0}. | ||
* @throws NotStrictlyPositiveException if {@code populationSize <= 0}. | ||
* @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, | ||
* or {@code sampleSize > populationSize}. | ||
*/ | ||
public HypergeometricDistribution(int populationSize, int numberOfSuccesses, int sampleSize) | ||
throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException { | ||
this(new Well19937c(), populationSize, numberOfSuccesses, sampleSize); | ||
} | ||
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/** | ||
* Creates a new hypergeometric distribution. | ||
* | ||
* @param rng Random number generator. | ||
* @param populationSize Population size. | ||
* @param numberOfSuccesses Number of successes in the population. | ||
* @param sampleSize Sample size. | ||
* @throws NotPositiveException if {@code numberOfSuccesses < 0}. | ||
* @throws NotStrictlyPositiveException if {@code populationSize <= 0}. | ||
* @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, | ||
* or {@code sampleSize > populationSize}. | ||
* @since 3.1 | ||
*/ | ||
public HypergeometricDistribution(RandomGenerator rng, | ||
int populationSize, | ||
int numberOfSuccesses, | ||
int sampleSize) | ||
throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException { | ||
super(rng); | ||
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if (populationSize <= 0) { | ||
throw new NotStrictlyPositiveException(LocalizedFormats.POPULATION_SIZE, | ||
populationSize); | ||
} | ||
if (numberOfSuccesses < 0) { | ||
throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SUCCESSES, | ||
numberOfSuccesses); | ||
} | ||
if (sampleSize < 0) { | ||
throw new NotPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES, | ||
sampleSize); | ||
} | ||
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if (numberOfSuccesses > populationSize) { | ||
throw new NumberIsTooLargeException(LocalizedFormats.NUMBER_OF_SUCCESS_LARGER_THAN_POPULATION_SIZE, | ||
numberOfSuccesses, populationSize, true); | ||
} | ||
if (sampleSize > populationSize) { | ||
throw new NumberIsTooLargeException(LocalizedFormats.SAMPLE_SIZE_LARGER_THAN_POPULATION_SIZE, | ||
sampleSize, populationSize, true); | ||
} | ||
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this.numberOfSuccesses = numberOfSuccesses; | ||
this.populationSize = populationSize; | ||
this.sampleSize = sampleSize; | ||
} | ||
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/** {@inheritDoc} */ | ||
public double cumulativeProbability(int x) { | ||
double ret; | ||
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int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize); | ||
if (x < domain[0]) { | ||
ret = 0.0; | ||
} else if (x >= domain[1]) { | ||
ret = 1.0; | ||
} else { | ||
ret = innerCumulativeProbability(domain[0], x, 1); | ||
} | ||
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return ret; | ||
} | ||
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/** | ||
* Return the domain for the given hypergeometric distribution parameters. | ||
* | ||
* @param n Population size. | ||
* @param m Number of successes in the population. | ||
* @param k Sample size. | ||
* @return a two element array containing the lower and upper bounds of the | ||
* hypergeometric distribution. | ||
*/ | ||
private int[] getDomain(int n, int m, int k) { | ||
return new int[] { getLowerDomain(n, m, k), getUpperDomain(m, k) }; | ||
} | ||
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/** | ||
* Return the lowest domain value for the given hypergeometric distribution | ||
* parameters. | ||
* | ||
* @param n Population size. | ||
* @param m Number of successes in the population. | ||
* @param k Sample size. | ||
* @return the lowest domain value of the hypergeometric distribution. | ||
*/ | ||
private int getLowerDomain(int n, int m, int k) { | ||
return FastMath.max(0, m - (n - k)); | ||
} | ||
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/** | ||
* Access the number of successes. | ||
* | ||
* @return the number of successes. | ||
*/ | ||
public int getNumberOfSuccesses() { | ||
return numberOfSuccesses; | ||
} | ||
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/** | ||
* Access the population size. | ||
* | ||
* @return the population size. | ||
*/ | ||
public int getPopulationSize() { | ||
return populationSize; | ||
} | ||
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/** | ||
* Access the sample size. | ||
* | ||
* @return the sample size. | ||
*/ | ||
public int getSampleSize() { | ||
return sampleSize; | ||
} | ||
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/** | ||
* Return the highest domain value for the given hypergeometric distribution | ||
* parameters. | ||
* | ||
* @param m Number of successes in the population. | ||
* @param k Sample size. | ||
* @return the highest domain value of the hypergeometric distribution. | ||
*/ | ||
private int getUpperDomain(int m, int k) { | ||
return FastMath.min(k, m); | ||
} | ||
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/** {@inheritDoc} */ | ||
public double probability(int x) { | ||
double ret; | ||
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int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize); | ||
if (x < domain[0] || x > domain[1]) { | ||
ret = 0.0; | ||
} else { | ||
double p = (double) sampleSize / (double) populationSize; | ||
double q = (double) (populationSize - sampleSize) / (double) populationSize; | ||
double p1 = SaddlePointExpansion.logBinomialProbability(x, | ||
numberOfSuccesses, p, q); | ||
double p2 = | ||
SaddlePointExpansion.logBinomialProbability(sampleSize - x, | ||
populationSize - numberOfSuccesses, p, q); | ||
double p3 = | ||
SaddlePointExpansion.logBinomialProbability(sampleSize, populationSize, p, q); | ||
ret = FastMath.exp(p1 + p2 - p3); | ||
} | ||
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return ret; | ||
} | ||
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/** | ||
* For this distribution, {@code X}, this method returns {@code P(X >= x)}. | ||
* | ||
* @param x Value at which the CDF is evaluated. | ||
* @return the upper tail CDF for this distribution. | ||
* @since 1.1 | ||
*/ | ||
public double upperCumulativeProbability(int x) { | ||
double ret; | ||
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final int[] domain = getDomain(populationSize, numberOfSuccesses, sampleSize); | ||
if (x <= domain[0]) { | ||
ret = 1.0; | ||
} else if (x > domain[1]) { | ||
ret = 0.0; | ||
} else { | ||
ret = innerCumulativeProbability(domain[1], x, -1); | ||
} | ||
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return ret; | ||
} | ||
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/** | ||
* For this distribution, {@code X}, this method returns | ||
* {@code P(x0 <= X <= x1)}. | ||
* This probability is computed by summing the point probabilities for the | ||
* values {@code x0, x0 + 1, x0 + 2, ..., x1}, in the order directed by | ||
* {@code dx}. | ||
* | ||
* @param x0 Inclusive lower bound. | ||
* @param x1 Inclusive upper bound. | ||
* @param dx Direction of summation (1 indicates summing from x0 to x1, and | ||
* 0 indicates summing from x1 to x0). | ||
* @return {@code P(x0 <= X <= x1)}. | ||
*/ | ||
private double innerCumulativeProbability(int x0, int x1, int dx) { | ||
double ret = probability(x0); | ||
while (x0 != x1) { | ||
x0 += dx; | ||
ret += probability(x0); | ||
} | ||
return ret; | ||
} | ||
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/** | ||
* {@inheritDoc} | ||
* | ||
* For population size {@code N}, number of successes {@code m}, and sample | ||
* size {@code n}, the mean is {@code n * m / N}. | ||
*/ | ||
public double getNumericalMean() { | ||
return (double) (getSampleSize() * getNumberOfSuccesses()) / (double) getPopulationSize(); | ||
} | ||
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/** | ||
* {@inheritDoc} | ||
* | ||
* For population size {@code N}, number of successes {@code m}, and sample | ||
* size {@code n}, the variance is | ||
* {@code [n * m * (N - n) * (N - m)] / [N^2 * (N - 1)]}. | ||
*/ | ||
public double getNumericalVariance() { | ||
if (!numericalVarianceIsCalculated) { | ||
numericalVariance = calculateNumericalVariance(); | ||
numericalVarianceIsCalculated = true; | ||
} | ||
return numericalVariance; | ||
} | ||
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/** | ||
* Used by {@link #getNumericalVariance()}. | ||
* | ||
* @return the variance of this distribution | ||
*/ | ||
protected double calculateNumericalVariance() { | ||
final double N = getPopulationSize(); | ||
final double m = getNumberOfSuccesses(); | ||
final double n = getSampleSize(); | ||
return (n * m * (N - n) * (N - m)) / (N * N * (N - 1)); | ||
} | ||
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/** | ||
* {@inheritDoc} | ||
* | ||
* For population size {@code N}, number of successes {@code m}, and sample | ||
* size {@code n}, the lower bound of the support is | ||
* {@code max(0, n + m - N)}. | ||
* | ||
* @return lower bound of the support | ||
*/ | ||
public int getSupportLowerBound() { | ||
return FastMath.max(0, | ||
getSampleSize() + getNumberOfSuccesses() - getPopulationSize()); | ||
} | ||
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/** | ||
* {@inheritDoc} | ||
* | ||
* For number of successes {@code m} and sample size {@code n}, the upper | ||
* bound of the support is {@code min(m, n)}. | ||
* | ||
* @return upper bound of the support | ||
*/ | ||
public int getSupportUpperBound() { | ||
return FastMath.min(getNumberOfSuccesses(), getSampleSize()); | ||
} | ||
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/** | ||
* {@inheritDoc} | ||
* | ||
* The support of this distribution is connected. | ||
* | ||
* @return {@code true} | ||
*/ | ||
public boolean isSupportConnected() { | ||
return true; | ||
} | ||
} |