com.enterprisemath.math.probability.IntervalFrequencyDistribution Maven / Gradle / Ivy

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package com.enterprisemath.math.probability;

import java.util.SortedMap;
import java.util.TreeMap;

import org.apache.commons.lang3.builder.EqualsBuilder;
import org.apache.commons.lang3.builder.HashCodeBuilder;
import org.apache.commons.lang3.builder.ToStringBuilder;

import com.enterprisemath.utils.ValidationUtils;
import java.security.SecureRandom;
import java.util.Collections;

/**
 * Frequency distribution defined by intervals. Whole real axis is split to the intervals equal in length.
 * Probability is constant on each interval. Each interval is considered to be bounded in the minimum and unbounded
 * at the maximum.
 *
 * @author radek.hecl
 */
public class IntervalFrequencyDistribution implements ProbabilityDistribution {

    /**
     * Builder object.
     */
    public static class Builder {

        /**
         * Width of the unit.
         */
        private Double unitWidth;

        /**
         * Function values.
         */
        private SortedMap values = new TreeMap();

        /**
         * Sets unit width.
         *
         * @param unitWidth unit width
         * @return this instance
         */
        public Builder setUnitWidth(Double unitWidth) {
            this.unitWidth = unitWidth;
            return this;
        }

        /**
         * Sets unit value.
         *
         * @param unitId unit id
         * @param value value
         * @return this instance
         */
        public Builder setUnitValue(int unitId, double value) {
            values.put(unitId, value);
            return this;
        }

        /**
         * Creates the result object.
         *
         * @return created object
         */
        public IntervalFrequencyDistribution build() {
            return new IntervalFrequencyDistribution(this);
        }
    }

    /**
     * Object for generating random values.
     */
    private static final SecureRandom random = new SecureRandom();

    /**
     * Width of the unit.
     */
    private Double unitWidth;

    /**
     * Function values.
     */
    private SortedMap values;

    /**
     * Creates new instance.
     *
     * @param builder builder object
     */
    public IntervalFrequencyDistribution(Builder builder) {
        unitWidth = builder.unitWidth;
        values = Collections.unmodifiableSortedMap(new TreeMap(builder.values));
        guardInvariants();
    }

    /**
     * Guards this object to be consistent. Throws exception if this is not the case.
     */
    private void guardInvariants() {
        ValidationUtils.guardPositiveDouble(unitWidth, "unitWidth must be positive");
        ValidationUtils.guardNotNullMap(values, "values cannot have null element");
    }

    @Override
    public double getValue(Double x) {
        int id = getIntervalId(x);
        if (values.containsKey(id)) {
            return values.get(id);
        }
        else {
            return 0;
        }
    }

    @Override
    public double getLnValue(Double x) {
        int id = getIntervalId(x);
        if (values.containsKey(id)) {
            return Math.log(values.get(id));
        }
        else {
            return Double.NEGATIVE_INFINITY;
        }
    }

    @Override
    public Double generateRandom() {
        double r = random.nextDouble();
        double cum = 0;
        for (int id : values.keySet()) {
            cum = cum + unitWidth * values.get(id);
            if (r < cum) {
                return id * unitWidth + random.nextDouble() * unitWidth;
            }
        }
        throw new RuntimeException("error in source code, fix code");
    }

    /**
     * Returns unit width.
     *
     * @return unit width
     */
    public Double getUnitWidth() {
        return unitWidth;
    }

    /**
     * Returns unit values. Key is unit id, values is value over the whole interval.
     *
     * @return unit values
     */
    public SortedMap getUnitValues() {
        return values;
    }

    /**
     * Returns interval id.
     *
     * @param x random value
     * @return interval id
     */
    private int getIntervalId(double x) {
        double did = Math.abs(x) / unitWidth;
        int id = (int) did;
        if (x < 0) {
            if (did != (double) id) {
                id = id + 1;
            }
            id = -id;
        }
        return id;
    }

    @Override
    public int hashCode() {
        return HashCodeBuilder.reflectionHashCode(this);
    }

    @Override
    public boolean equals(Object obj) {
        return EqualsBuilder.reflectionEquals(this, obj);
    }

    @Override
    public String toString() {
        return ToStringBuilder.reflectionToString(this);
    }

}