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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.
*/
package org.apache.commons.math.distribution;
import java.io.Serializable;
import org.apache.commons.math.MathRuntimeException;
import org.apache.commons.math.exception.util.LocalizedFormats;
import org.apache.commons.math.util.MathUtils;
import org.apache.commons.math.util.FastMath;
/**
* The default implementation of {@link HypergeometricDistribution}.
*
* @version $Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
*/
public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
implements HypergeometricDistribution, Serializable {
/** Serializable version identifier */
private static final long serialVersionUID = -436928820673516179L;
/** The number of successes in the population. */
private int numberOfSuccesses;
/** The population size. */
private int populationSize;
/** The sample size. */
private int sampleSize;
/**
* Construct a new hypergeometric distribution with the given the population
* size, the number of successes in the population, and the sample size.
*
* @param populationSize the population size.
* @param numberOfSuccesses number of successes in the population.
* @param sampleSize the sample size.
*/
public HypergeometricDistributionImpl(int populationSize,
int numberOfSuccesses, int sampleSize) {
super();
if (numberOfSuccesses > populationSize) {
throw MathRuntimeException
.createIllegalArgumentException(
LocalizedFormats.NUMBER_OF_SUCCESS_LARGER_THAN_POPULATION_SIZE,
numberOfSuccesses, populationSize);
}
if (sampleSize > populationSize) {
throw MathRuntimeException
.createIllegalArgumentException(
LocalizedFormats.SAMPLE_SIZE_LARGER_THAN_POPULATION_SIZE,
sampleSize, populationSize);
}
setPopulationSizeInternal(populationSize);
setSampleSizeInternal(sampleSize);
setNumberOfSuccessesInternal(numberOfSuccesses);
}
/**
* For this distribution, X, this method returns P(X ≤ x).
*
* @param x the value at which the PDF is evaluated.
* @return PDF for this distribution.
*/
@Override
public double cumulativeProbability(int x) {
double ret;
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, populationSize,
numberOfSuccesses, sampleSize);
}
return ret;
}
/**
* Return the domain for the given hypergeometric distribution parameters.
*
* @param n the population size.
* @param m number of successes in the population.
* @param k the 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) };
}
/**
* Access the domain value lower bound, based on p
, used to
* bracket a PDF root.
*
* @param p the desired probability for the critical value
* @return domain value lower bound, i.e. P(X < lower bound) <
* p
*/
@Override
protected int getDomainLowerBound(double p) {
return getLowerDomain(populationSize, numberOfSuccesses, sampleSize);
}
/**
* Access the domain value upper bound, based on p
, used to
* bracket a PDF root.
*
* @param p the desired probability for the critical value
* @return domain value upper bound, i.e. P(X < upper bound) >
* p
*/
@Override
protected int getDomainUpperBound(double p) {
return getUpperDomain(sampleSize, numberOfSuccesses);
}
/**
* Return the lowest domain value for the given hypergeometric distribution
* parameters.
*
* @param n the population size.
* @param m number of successes in the population.
* @param k the 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));
}
/**
* Access the number of successes.
*
* @return the number of successes.
*/
public int getNumberOfSuccesses() {
return numberOfSuccesses;
}
/**
* Access the population size.
*
* @return the population size.
*/
public int getPopulationSize() {
return populationSize;
}
/**
* Access the sample size.
*
* @return the sample size.
*/
public int getSampleSize() {
return sampleSize;
}
/**
* Return the highest domain value for the given hypergeometric distribution
* parameters.
*
* @param m number of successes in the population.
* @param k the sample size.
* @return the highest domain value of the hypergeometric distribution.
*/
private int getUpperDomain(int m, int k) {
return FastMath.min(k, m);
}
/**
* For this distribution, X, this method returns P(X = x).
*
* @param x the value at which the PMF is evaluated.
* @return PMF for this distribution.
*/
public double probability(int x) {
double ret;
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);
}
return ret;
}
/**
* For the distribution, X, defined by the given hypergeometric distribution
* parameters, this method returns P(X = x).
*
* @param n the population size.
* @param m number of successes in the population.
* @param k the sample size.
* @param x the value at which the PMF is evaluated.
* @return PMF for the distribution.
*/
private double probability(int n, int m, int k, int x) {
return FastMath.exp(MathUtils.binomialCoefficientLog(m, x) +
MathUtils.binomialCoefficientLog(n - m, k - x) -
MathUtils.binomialCoefficientLog(n, k));
}
/**
* Modify the number of successes.
*
* @param num the new number of successes.
* @throws IllegalArgumentException if num
is negative.
* @deprecated as of 2.1 (class will become immutable in 3.0)
*/
@Deprecated
public void setNumberOfSuccesses(int num) {
setNumberOfSuccessesInternal(num);
}
/**
* Modify the number of successes.
*
* @param num the new number of successes.
* @throws IllegalArgumentException if num
is negative.
*/
private void setNumberOfSuccessesInternal(int num) {
if (num < 0) {
throw MathRuntimeException.createIllegalArgumentException(
LocalizedFormats.NEGATIVE_NUMBER_OF_SUCCESSES, num);
}
numberOfSuccesses = num;
}
/**
* Modify the population size.
*
* @param size the new population size.
* @throws IllegalArgumentException if size
is not positive.
* @deprecated as of 2.1 (class will become immutable in 3.0)
*/
@Deprecated
public void setPopulationSize(int size) {
setPopulationSizeInternal(size);
}
/**
* Modify the population size.
*
* @param size the new population size.
* @throws IllegalArgumentException if size
is not positive.
*/
private void setPopulationSizeInternal(int size) {
if (size <= 0) {
throw MathRuntimeException.createIllegalArgumentException(
LocalizedFormats.NOT_POSITIVE_POPULATION_SIZE, size);
}
populationSize = size;
}
/**
* Modify the sample size.
*
* @param size the new sample size.
* @throws IllegalArgumentException if size
is negative.
* @deprecated as of 2.1 (class will become immutable in 3.0)
*/
@Deprecated
public void setSampleSize(int size) {
setSampleSizeInternal(size);
}
/**
* Modify the sample size.
*
* @param size the new sample size.
* @throws IllegalArgumentException if size
is negative.
*/
private void setSampleSizeInternal(int size) {
if (size < 0) {
throw MathRuntimeException.createIllegalArgumentException(
LocalizedFormats.NOT_POSITIVE_SAMPLE_SIZE, size);
}
sampleSize = size;
}
/**
* For this distribution, X, this method returns P(X ≥ x).
*
* @param x the value at which the CDF is evaluated.
* @return upper tail CDF for this distribution.
* @since 1.1
*/
public double upperCumulativeProbability(int x) {
double ret;
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, populationSize, numberOfSuccesses, sampleSize);
}
return ret;
}
/**
* For this distribution, X, this method returns P(x0 ≤ X ≤ x1). This
* probability is computed by summing the point probabilities for the values
* x0, x0 + 1, x0 + 2, ..., x1, in the order directed by dx.
*
* @param x0 the inclusive, lower bound
* @param x1 the inclusive, upper bound
* @param dx the direction of summation. 1 indicates summing from x0 to x1.
* 0 indicates summing from x1 to x0.
* @param n the population size.
* @param m number of successes in the population.
* @param k the sample size.
* @return P(x0 ≤ X ≤ x1).
*/
private double innerCumulativeProbability(int x0, int x1, int dx, int n,
int m, int k) {
double ret = probability(n, m, k, x0);
while (x0 != x1) {
x0 += dx;
ret += probability(n, m, k, x0);
}
return ret;
}
/**
* Returns the lower bound for the support for the distribution.
*
* For population size N
,
* number of successes m
, and
* sample size n
,
* the lower bound of the support is
* max(0, n + m - N)
*
* @return lower bound of the support
* @since 2.2
*/
public int getSupportLowerBound() {
return FastMath.max(0,
getSampleSize() + getNumberOfSuccesses() - getPopulationSize());
}
/**
* Returns the upper bound for the support of the distribution.
*
* For number of successes m
and
* sample size n
,
* the upper bound of the support is
* min(m, n)
*
* @return upper bound of the support
* @since 2.2
*/
public int getSupportUpperBound() {
return FastMath.min(getNumberOfSuccesses(), getSampleSize());
}
/**
* Returns the mean.
*
* For population size N
,
* number of successes m
, and
* sample size n
, the mean is
* n * m / N
*
* @return the mean
* @since 2.2
*/
protected double getNumericalMean() {
return (double)(getSampleSize() * getNumberOfSuccesses()) / (double)getPopulationSize();
}
/**
* Returns the variance.
*
* For population size N
,
* number of successes m
, and
* sample size n
, the variance is
* [ n * m * (N - n) * (N - m) ] / [ N^2 * (N - 1) ]
*
* @return the variance
* @since 2.2
*/
public double getNumericalVariance() {
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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