mirror of https://github.com/jlizier/jidt
185 lines
6.9 KiB
Java
185 lines
6.9 KiB
Java
/*
|
|
* Java Information Dynamics Toolkit (JIDT)
|
|
* Copyright (C) 2017, Joseph T. Lizier
|
|
*
|
|
* This program is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* This program is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with this program. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
/*
|
|
* This class was originally distributed as part of the Apache Commons
|
|
* Math3 library (3.6.1), under the Apache License Version 2.0, which is
|
|
* copied below. This Apache 2 software is now included as a derivative
|
|
* work in the GPLv3 licensed JIDT project, as per:
|
|
* http://www.apache.org/licenses/GPL-compatibility.html
|
|
*
|
|
* The original Apache source code has been modified as follows:
|
|
* -- We have modified package names to sit inside the JIDT structure.
|
|
*/
|
|
|
|
/*
|
|
* 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.
|
|
*/
|
|
package infodynamics.utils.commonsmath3.distribution;
|
|
|
|
import infodynamics.utils.commonsmath3.exception.NumberIsTooLargeException;
|
|
import infodynamics.utils.commonsmath3.exception.OutOfRangeException;
|
|
|
|
/**
|
|
* Interface for distributions on the integers.
|
|
*
|
|
*/
|
|
public interface IntegerDistribution {
|
|
/**
|
|
* For a random variable {@code X} whose values are distributed according
|
|
* to this distribution, this method returns {@code P(X = x)}. In other
|
|
* words, this method represents the probability mass function (PMF)
|
|
* for the distribution.
|
|
*
|
|
* @param x the point at which the PMF is evaluated
|
|
* @return the value of the probability mass function at {@code x}
|
|
*/
|
|
double probability(int x);
|
|
|
|
/**
|
|
* For a random variable {@code X} whose values are distributed according
|
|
* to this distribution, this method returns {@code P(X <= x)}. In other
|
|
* words, this method represents the (cumulative) distribution function
|
|
* (CDF) for this distribution.
|
|
*
|
|
* @param x the point at which the CDF is evaluated
|
|
* @return the probability that a random variable with this
|
|
* distribution takes a value less than or equal to {@code x}
|
|
*/
|
|
double cumulativeProbability(int x);
|
|
|
|
/**
|
|
* For a random variable {@code X} whose values are distributed according
|
|
* to this distribution, this method returns {@code P(x0 < X <= x1)}.
|
|
*
|
|
* @param x0 the exclusive lower bound
|
|
* @param x1 the inclusive upper bound
|
|
* @return the probability that a random variable with this distribution
|
|
* will take a value between {@code x0} and {@code x1},
|
|
* excluding the lower and including the upper endpoint
|
|
* @throws NumberIsTooLargeException if {@code x0 > x1}
|
|
*/
|
|
double cumulativeProbability(int x0, int x1) throws NumberIsTooLargeException;
|
|
|
|
/**
|
|
* Computes the quantile function of this distribution.
|
|
* For a random variable {@code X} distributed according to this distribution,
|
|
* the returned value is
|
|
* <ul>
|
|
* <li><code>inf{x in Z | P(X<=x) >= p}</code> for {@code 0 < p <= 1},</li>
|
|
* <li><code>inf{x in Z | P(X<=x) > 0}</code> for {@code p = 0}.</li>
|
|
* </ul>
|
|
* If the result exceeds the range of the data type {@code int},
|
|
* then {@code Integer.MIN_VALUE} or {@code Integer.MAX_VALUE} is returned.
|
|
*
|
|
* @param p the cumulative probability
|
|
* @return the smallest {@code p}-quantile of this distribution
|
|
* (largest 0-quantile for {@code p = 0})
|
|
* @throws OutOfRangeException if {@code p < 0} or {@code p > 1}
|
|
*/
|
|
int inverseCumulativeProbability(double p) throws OutOfRangeException;
|
|
|
|
/**
|
|
* Use this method to get the numerical value of the mean of this
|
|
* distribution.
|
|
*
|
|
* @return the mean or {@code Double.NaN} if it is not defined
|
|
*/
|
|
double getNumericalMean();
|
|
|
|
/**
|
|
* Use this method to get the numerical value of the variance of this
|
|
* distribution.
|
|
*
|
|
* @return the variance (possibly {@code Double.POSITIVE_INFINITY} or
|
|
* {@code Double.NaN} if it is not defined)
|
|
*/
|
|
double getNumericalVariance();
|
|
|
|
/**
|
|
* Access the lower bound of the support. This method must return the same
|
|
* value as {@code inverseCumulativeProbability(0)}. In other words, this
|
|
* method must return
|
|
* <p><code>inf {x in Z | P(X <= x) > 0}</code>.</p>
|
|
*
|
|
* @return lower bound of the support ({@code Integer.MIN_VALUE}
|
|
* for negative infinity)
|
|
*/
|
|
int getSupportLowerBound();
|
|
|
|
/**
|
|
* Access the upper bound of the support. This method must return the same
|
|
* value as {@code inverseCumulativeProbability(1)}. In other words, this
|
|
* method must return
|
|
* <p><code>inf {x in R | P(X <= x) = 1}</code>.</p>
|
|
*
|
|
* @return upper bound of the support ({@code Integer.MAX_VALUE}
|
|
* for positive infinity)
|
|
*/
|
|
int getSupportUpperBound();
|
|
|
|
/**
|
|
* Use this method to get information about whether the support is
|
|
* connected, i.e. whether all integers between the lower and upper bound of
|
|
* the support are included in the support.
|
|
*
|
|
* @return whether the support is connected or not
|
|
*/
|
|
boolean isSupportConnected();
|
|
|
|
/**
|
|
* Reseed the random generator used to generate samples.
|
|
*
|
|
* @param seed the new seed
|
|
* @since 3.0
|
|
*/
|
|
void reseedRandomGenerator(long seed);
|
|
|
|
/**
|
|
* Generate a random value sampled from this distribution.
|
|
*
|
|
* @return a random value
|
|
* @since 3.0
|
|
*/
|
|
int sample();
|
|
|
|
/**
|
|
* Generate a random sample from the distribution.
|
|
*
|
|
* @param sampleSize the number of random values to generate
|
|
* @return an array representing the random sample
|
|
* @throws infodynamics.utils.commonsmath3.exception.NotStrictlyPositiveException
|
|
* if {@code sampleSize} is not positive
|
|
* @since 3.0
|
|
*/
|
|
int[] sample(int sampleSize);
|
|
}
|