All Downloads are FREE. Search and download functionalities are using the official Maven repository.

smile.stat.distribution.BernoulliDistribution Maven / Gradle / Ivy

/*******************************************************************************
 * Copyright (c) 2010-2020 Haifeng Li. All rights reserved.
 *
 * Smile is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as
 * published by the Free Software Foundation, either version 3 of
 * the License, or (at your option) any later version.
 *
 * Smile 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 Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public License
 * along with Smile.  If not, see .
 ******************************************************************************/

package smile.stat.distribution;

import smile.math.MathEx;

/**
 * Bernoulli distribution is a discrete probability distribution, which takes
 * value 1 with success probability p and value 0 with failure probability
 * q = 1 - p.
 * 

* Although Bernoulli distribution belongs to exponential family, we don't * implement DiscreteExponentialFamily interface here since it is impossible * and meaningless to estimate a mixture of Bernoulli distributions. * * @author Haifeng Li */ public class BernoulliDistribution extends DiscreteDistribution { private static final long serialVersionUID = 2L; /** * Probability of success. */ public final double p; /** * Probability of failure. */ public final double q; /** * Shannon entropy. */ private final double entropy; /** * Constructor. * @param p the probability of success. */ public BernoulliDistribution(double p) { if (p < 0 || p > 1) { throw new IllegalArgumentException("Invalid p: " + p); } this.p = p; q = 1 - p; entropy = -p * MathEx.log2(p) - q * MathEx.log2(q); } /** * Estimates the distribution parameters by MLE. * @param data data[i] == 1 if the i-th trail is success. Otherwise 0. */ public static BernoulliDistribution fit(int[] data) { int k = 0; for (int i : data) { if (i == 1) { k++; } else if (i != 0) { throw new IllegalArgumentException("Invalid value " + i); } } double p = (double) k / data.length; return new BernoulliDistribution(p); } /** * Construct an Bernoulli from the given samples. Parameter * will be estimated from the data by MLE. * @param data the boolean array to indicate if the i-th trail success. */ public BernoulliDistribution(boolean[] data) { int k = 0; for (boolean b : data) { if (b) { k++; } } p = (double) k / data.length; q = 1 - p; entropy = -p * MathEx.log2(p) - q * MathEx.log2(q); } @Override public int length() { return 1; } @Override public double mean() { return p; } @Override public double variance() { return p * q; } @Override public double entropy() { return entropy; } @Override public String toString() { return String.format("Bernoulli Distribution(%.4f)", p); } @Override public double rand() { if (MathEx.random() < q) { return 0; } else { return 1; } } @Override public double p(int k) { if (k == 0) { return q; } else if (k == 1) { return p; } else { return 0.0; } } @Override public double logp(int k) { if (k == 0) { return Math.log(q); } else if (k == 1) { return Math.log(p); } else { return Double.NEGATIVE_INFINITY; } } @Override public double cdf(double k) { if (k < 0) { return 0.0; } else if (k == 0) { return q; } else { return 1.0; } } @Override public double quantile(double p) { if (p < 0.0 || p > 1.0) { throw new IllegalArgumentException("Invalid p: " + p); } if (p <= 1 - this.p) { return 0; } else { return 1; } } }





© 2015 - 2025 Weber Informatics LLC | Privacy Policy