Class EnumeratedDistribution<T>
- java.lang.Object
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- org.apache.commons.math3.distribution.EnumeratedDistribution<T>
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- Type Parameters:
T
- type of the elements in the sample space.
- All Implemented Interfaces:
java.io.Serializable
public class EnumeratedDistribution<T> extends java.lang.Object implements java.io.Serializable
A generic implementation of a discrete probability distribution (Wikipedia) over a finite sample space, based on an enumerated list of <value, probability> pairs. Input probabilities must all be non-negative, but zero values are allowed and their sum does not have to equal one. Constructors will normalize input probabilities to make them sum to one.
The list of
pairs does not, strictly speaking, have to be a function and it can contain null values. The pmf created by the constructor will combine probabilities of equal values and will treat null values as equal. For example, if the list of pairs <"dog", 0.2>, <null, 0.1>, <"pig", 0.2>, <"dog", 0.1>, <null, 0.4> is provided to the constructor, the resulting pmf will assign mass of 0.5 to null, 0.3 to "dog" and 0.2 to null. - Since:
- 3.2
- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description private double[]
cumulativeProbabilities
Cumulative probabilities, cached to speed up sampling.private double[]
probabilities
Probabilities of respective random variable values.protected RandomGenerator
random
RNG instance used to generate samples from the distribution.private static long
serialVersionUID
Serializable UID.private java.util.List<T>
singletons
List of random variable values.
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Constructor Summary
Constructors Constructor Description EnumeratedDistribution(java.util.List<Pair<T,java.lang.Double>> pmf)
Create an enumerated distribution using the given probability mass function enumeration.EnumeratedDistribution(RandomGenerator rng, java.util.List<Pair<T,java.lang.Double>> pmf)
Create an enumerated distribution using the given random number generator and probability mass function enumeration.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description java.util.List<Pair<T,java.lang.Double>>
getPmf()
Return the probability mass function as a list ofpairs. (package private) double
probability(T x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X = x)
.void
reseedRandomGenerator(long seed)
Reseed the random generator used to generate samples.T
sample()
Generate a random value sampled from this distribution.java.lang.Object[]
sample(int sampleSize)
Generate a random sample from the distribution.T[]
sample(int sampleSize, T[] array)
Generate a random sample from the distribution.
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Field Detail
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serialVersionUID
private static final long serialVersionUID
Serializable UID.- See Also:
- Constant Field Values
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random
protected final RandomGenerator random
RNG instance used to generate samples from the distribution.
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singletons
private final java.util.List<T> singletons
List of random variable values.
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probabilities
private final double[] probabilities
Probabilities of respective random variable values. For i = 0, ..., singletons.size() - 1, probability[i] is the probability that a random variable following this distribution takes the value singletons[i].
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cumulativeProbabilities
private final double[] cumulativeProbabilities
Cumulative probabilities, cached to speed up sampling.
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Constructor Detail
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EnumeratedDistribution
public EnumeratedDistribution(java.util.List<Pair<T,java.lang.Double>> pmf) throws NotPositiveException, MathArithmeticException, NotFiniteNumberException, NotANumberException
Create an enumerated distribution using the given probability mass function enumeration.Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (seesample()
andsample(int)
). In case no sampling is needed for the created distribution, it is advised to passnull
as random generator via the appropriate constructors to avoid the additional initialisation overhead.- Parameters:
pmf
- probability mass function enumerated as a list ofpairs. - Throws:
NotPositiveException
- if any of the probabilities are negative.NotFiniteNumberException
- if any of the probabilities are infinite.NotANumberException
- if any of the probabilities are NaN.MathArithmeticException
- all of the probabilities are 0.
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EnumeratedDistribution
public EnumeratedDistribution(RandomGenerator rng, java.util.List<Pair<T,java.lang.Double>> pmf) throws NotPositiveException, MathArithmeticException, NotFiniteNumberException, NotANumberException
Create an enumerated distribution using the given random number generator and probability mass function enumeration.- Parameters:
rng
- random number generator.pmf
- probability mass function enumerated as a list ofpairs. - Throws:
NotPositiveException
- if any of the probabilities are negative.NotFiniteNumberException
- if any of the probabilities are infinite.NotANumberException
- if any of the probabilities are NaN.MathArithmeticException
- all of the probabilities are 0.
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Method Detail
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reseedRandomGenerator
public void reseedRandomGenerator(long seed)
Reseed the random generator used to generate samples.- Parameters:
seed
- the new seed
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probability
double probability(T x)
For a random variable
X
whose values are distributed according to this distribution, this method returnsP(X = x)
. In other words, this method represents the probability mass function (PMF) for the distribution.Note that if
x1
andx2
satisfyx1.equals(x2)
, or both are null, thenprobability(x1) = probability(x2)
.- Parameters:
x
- the point at which the PMF is evaluated- Returns:
- the value of the probability mass function at
x
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getPmf
public java.util.List<Pair<T,java.lang.Double>> getPmf()
Return the probability mass function as a list of
pairs. Note that if duplicate and / or null values were provided to the constructor when creating this EnumeratedDistribution, the returned list will contain these values. If duplicates values exist, what is returned will not represent a pmf (i.e., it is up to the caller to consolidate duplicate mass points).
- Returns:
- the probability mass function.
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sample
public T sample()
Generate a random value sampled from this distribution.- Returns:
- a random value.
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sample
public java.lang.Object[] sample(int sampleSize) throws NotStrictlyPositiveException
Generate a random sample from the distribution.- Parameters:
sampleSize
- the number of random values to generate.- Returns:
- an array representing the random sample.
- Throws:
NotStrictlyPositiveException
- ifsampleSize
is not positive.
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sample
public T[] sample(int sampleSize, T[] array) throws NotStrictlyPositiveException
Generate a random sample from the distribution.If the requested samples fit in the specified array, it is returned therein. Otherwise, a new array is allocated with the runtime type of the specified array and the size of this collection.
- Parameters:
sampleSize
- the number of random values to generate.array
- the array to populate.- Returns:
- an array representing the random sample.
- Throws:
NotStrictlyPositiveException
- ifsampleSize
is not positive.NullArgumentException
- ifarray
is null
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