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/*
 * Software:     SSJ
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * Environment:  Java
 *
 * Licensed 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 math.stats.distribution.mle;

import math.Arithmetic;
import math.FastGamma;
import math.FastMath;
import math.GammaFun;
import math.MathConsts;
import math.RootFinder;
import math.function.DoubleUnaryOperator;
import math.function.MultivariateFunctionResult;
import math.function.NumericallyDiffMultivariateFunction;
import math.minpack.Lmder_fcn;
import math.minpack.Minpack_f77;
import math.optim.CGOptimizer;

/**
 * Provides methods for maximum likelihood estimation of distribution
 * parameters.
 */
public final class MLE {

    private static final double LN_EPS = MathConsts.LN_MIN_NORMAL - MathConsts.LN_2;
    private static final double HUGE = 1.0e200;
    private static final double BIG = 1.0e100;
    private static final double MU_INCR = 0.1;
    private static final String NO_OBS_MSG = "No observations (x[].length = 0)";

    private static final class GammaMLE implements DoubleUnaryOperator {
        private final int n;
        private final double empiricalMean;
        private final double sumLn;

        GammaMLE(int n, double empiricalMean, double sumLn) {
            this.n = n;
            this.empiricalMean = empiricalMean;
            this.sumLn = sumLn;
        }

        @Override
        public double applyAsDouble(double x) {
            if (x <= 0.0) {
                return HUGE;
            }
            return (n * Math.log(empiricalMean / x) + n * GammaFun.digamma(x) - sumLn);
        }
    }

    private static final class WeibullMLE implements DoubleUnaryOperator {
        private final double xi[];
        private final double lnXi[];
        private double sumLnXi = 0.0;

        WeibullMLE(double x[]) {
            xi = x.clone();
            lnXi = new double[x.length];

            for (int i = 0; i < x.length; i++) {
                double lnx;
                if (x[i] > 0.0) {
                    lnx = Math.log(x[i]);
                    lnXi[i] = lnx;
                } else {
                    lnx = LN_EPS;
                    lnXi[i] = lnx;
                }
                sumLnXi += lnx;
            }
        }

        @Override
        public double applyAsDouble(double x) {
            if (x <= 0.0) {
                return HUGE;
            }
            double sumXiLnXi = 0.0;
            double sumXi = 0.0;
            for (int i = 0; i < xi.length; i++) {
                double xalpha = FastMath.pow(xi[i], x);
                sumXiLnXi += xalpha * lnXi[i];
                sumXi += xalpha;
            }
            return x * (xi.length * sumXiLnXi - sumLnXi * sumXi) - (xi.length * sumXi);
        }
    }

    private static final class StudentTMLE implements DoubleUnaryOperator {
        private final double[] xi;

        StudentTMLE(double[] x) {
            xi = x.clone();
        }

        @Override
        public double applyAsDouble(double df) {
            if (df <= 0.0) {
                return HUGE;
            }
            double sum = 0.0;
            for (int i = 0; i < xi.length; i++) {
                sum += Math.log(pdf(df, xi[i]));
            }
            return sum;
        }

        private static double pdf(double df, double x) {
            double tmp = FastGamma.logGamma((df + 1.0) / 2.0) - FastGamma.logGamma(df / 2.0);
            double pdfConst = FastMath.exp(tmp) / Math.sqrt(Math.PI * df);
            return pdfConst * FastMath.pow((1.0 + x * x / df), -(df + 1.0) * 0.5);
        }
    }

    private static final class BetaMLE implements Lmder_fcn {
        private final double a;
        private final double b;

        BetaMLE(double a, double b) {
            this.a = a;
            this.b = b;
        }

        @Override
        public void fcn(int m, int n, double[] x, double[] fvec, double[][] fjac, int[] iflag) {
            if (x[1] <= 0.0 || x[2] <= 0.0) {
                fvec[1] = BIG;
                fvec[2] = BIG;
                fjac[1][1] = BIG;
                fjac[1][2] = 0.0;
                fjac[2][1] = 0.0;
                fjac[2][2] = BIG;
                return;
            }

            if (iflag[1] == 1) {
                double trig = GammaFun.digamma(x[1] + x[2]);

                fvec[1] = GammaFun.digamma(x[1]) - trig - a;
                fvec[2] = GammaFun.digamma(x[2]) - trig - b;
            } else if (iflag[1] == 2) {
                double trig = GammaFun.trigamma(x[1] + x[2]);

                fjac[1][1] = GammaFun.trigamma(x[1]) - trig;
                fjac[1][2] = -trig;
                fjac[2][1] = -trig;
                fjac[2][2] = GammaFun.trigamma(x[2]) - trig;
            }
        }
    }

    private static final class ChiSquareMLE extends NumericallyDiffMultivariateFunction {
        private static final double TERM = MathConsts.LN_2 / 2.0;
        private final double sumLnHalfth;
        private final int n;

        ChiSquareMLE(double sumLn, int n) {
            this.sumLnHalfth = sumLn / 2.0;
            this.n = n;
        }

        @Override
        public double valueAt(double[] point) {
            double x = point[0];
            if (x <= 0.0) {
                return -HUGE;
            }
            return x * sumLnHalfth - n * FastGamma.logGamma(x / 2.0) - (n * x) * TERM;
        }
    }

    /**
     * Estimates the parameters {@code shape} ({@code k}) and {@code scale}
     * (θ) of the Gamma distribution from the observations {@code x} using
     * the maximum likelihood method.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameters {@code k} and θ
     */
    public static ParGamma getGammaMLE(double[] x) {
        int n = getLength(x);
        double sum = 0.0;
        double sumLn = 0.0;

        for (int i = 0; i < n; i++) {
            sum += x[i];
            if (x[i] <= 0.0) {
                sumLn += LN_EPS;
            } else {
                sumLn += Math.log(x[i]);
            }
        }
        double empiricalMean = sum / (double) n;

        sum = 0.0;
        for (int i = 0; i < n; i++) {
            sum += (x[i] - empiricalMean) * (x[i] - empiricalMean);
        }

        double alphaMME = (empiricalMean * empiricalMean * (double) n) / sum;
        // left endpoint of initial interval
        double left = alphaMME - 10.0;
        if (left <= 0) {
            left = 1.0e-5;
        }
        // right endpoint of initial interval
        double right = alphaMME + 10.0;

        ParGamma params = new ParGamma();
        params.shape = RootFinder.brentDekker(left, right, new GammaMLE(n, empiricalMean, sumLn), 1e-7);
        params.scale = empiricalMean / params.shape;

        return params;
    }

    /**
     * Estimates the parameters μ and σ of the LogNormal distribution
     * from the observations {@code x} using the maximum likelihood method.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameters μ and σ
     */
    public static ParLogNormal getLogNormalMLE(double[] x) {
        int n = getLength(x);
        double sum = 0.0;
        for (int i = 0; i < n; i++) {
            if (x[i] > 0.0) {
                sum += Math.log(x[i]);
            } else {
                sum += LN_EPS; // log(MIN_NORMAL / 2)
            }
        }

        double mu_hat = sum / n;
        double tmp;
        sum = 0.0;

        for (int i = 0; i < n; i++) {
            if (x[i] > 0.0) {
                tmp = Math.log(x[i]) - mu_hat;
            } else {
                tmp = LN_EPS - mu_hat;
            }
            sum += (tmp * tmp);
        }

        ParLogNormal params = new ParLogNormal();
        params.mu = mu_hat;
        params.sigma = Math.sqrt(sum / n);

        return params;
    }

    /**
     * Estimates the parameters {@code scale} (λ) and {@code shape}
     * ({@code k}) of the Weibull distribution from the observations {@code x}
     * using the maximum likelihood method.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameters λ and {@code k}
     */
    public static ParWeibull getWeibullMLE(double[] x) {
        int n = getLength(x);
        double sumLn = 0.0;
        double sumLn2 = 0.0;

        for (int i = 0; i < x.length; i++) {
            double lnxi;
            if (x[i] <= 0.0) {
                lnxi = LN_EPS;
            } else {
                lnxi = Math.log(x[i]);
            }
            sumLn += lnxi;
            sumLn2 += (lnxi * lnxi);
        }

        double alpha0 = Math.sqrt((double) n / ((6.0 / MathConsts.PI_SQUARED) * (sumLn2 - sumLn * sumLn / (double) n)));
        // left endpoint of initial interval
        double left = alpha0 - 20.0;
        if (left <= 0.0) {
            left = 1.0e-5;
        }
        // right endpoint of initial interval
        double right = alpha0 + 20.0;

        double k = RootFinder.brentDekker(left, right, new WeibullMLE(x), 1e-5);

        double sumXalpha = 0.0;
        for (int i = 0; i < x.length; i++) {
            sumXalpha += FastMath.pow(x[i], k);
        }
        double scale = 1.0 / (FastMath.pow((double) n / sumXalpha, 1.0 / k));

        ParWeibull params = new ParWeibull();
        params.shape = k;
        params.scale = scale;
        return params;
    }

    /**
     * Estimates the parameter μ (degrees of freedom) of the StudentT
     * distribution from the observations {@code x} using the maximum likelihood
     * method. Note that this implementation allows for double-valued
     * estimators.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameter μ
     */
    public static ParStudentT getStudentTMLE(double[] x) {
        int n = getLength(x);
        double var = 0.0;
        for (int i = 0; i < x.length; i++) {
            var += (x[i] * x[i]);
        }
        var /= (double) n;

        StudentTMLE f = new StudentTMLE(x);

        double n0 = (2.0 * var) / (var - 1.0);
        double fn0 = f.applyAsDouble(n0);

        double min = fn0;
        double fna = f.applyAsDouble(n0 - MU_INCR);
        double fnb = f.applyAsDouble(n0 + MU_INCR);

        double df_est = n0;

        if (fna > fn0) {
            double mu = n0 - MU_INCR;
            double y;
            while (((y = f.applyAsDouble(mu)) > min) && (mu > 0.0)) {
                min = y;
                df_est = mu;
                mu -= MU_INCR;
            }
        } else if (fnb > fn0) {
            double mu = n0 + MU_INCR;
            double y;
            while ((y = f.applyAsDouble(mu)) > min) {
                min = y;
                df_est = mu;
                mu += MU_INCR;
            }
        }

        ParStudentT param = new ParStudentT();
        param.df = Arithmetic.round(df_est);
        return param;
    }

    /**
     * Estimates the parameters {@code alpha} (α) and {@code beta}
     * (β) of the Beta distribution from the observations {@code x} using
     * the maximum likelihood method.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameters {@code alpha} (α) and {@code beta}
     *         (β)
     */
    public static ParBeta getBetaMLE(double[] x) {
        int n = getLength(x);
        double sum = 0.0;
        double a = 0.0;
        double b = 0.0;
        for (int i = 0; i < x.length; i++) {
            sum += x[i];
            if (x[i] > 0.0) {
                a += Math.log(x[i]);
            } else {
                a += LN_EPS;
            }
            if (x[i] < 1.0) {
                b += FastMath.log1p(-x[i]);
            } else {
                b += LN_EPS;
            }
        }
        double mean = sum / n;

        sum = 0.0;
        for (int i = 0; i < x.length; i++) {
            sum += (x[i] - mean) * (x[i] - mean);
        }
        double var = sum / (n - 1);

        // param[0] unused because of FORTRAN indexing convention
        double[] param = new double[3];
        param[1] = mean * ((mean * (1.0 - mean) / var) - 1.0);
        param[2] = (1.0 - mean) * ((mean * (1.0 - mean) / var) - 1.0);

        // all of them unused
        double[] fvec = new double[3];
        double[][] fjac = new double[3][3];
        int[] info = new int[2];
        int[] ipvt = new int[3];

        Minpack_f77.lmder1_f77(new BetaMLE(a, b), 2, 2, param, fvec, fjac, 1e-5, info, ipvt);

        ParBeta params = new ParBeta();
        params.alpha = param[1];
        params.beta = param[2];

        return params;
    }

    /**
     * Estimates the parameter {@code k} (degrees of freedom) of the ChiSquare
     * distribution from the observations {@code x} using the maximum likelihood
     * method. Note that this implementation allows for double-valued
     * estimators.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameter {@code k} (degrees of freedom)
     */
    public static ParChiSquare getChiSquareMLE(double[] x) {
        int n = getLength(x);
        double sumLn = 0.0;
        for (int i = 0; i < x.length; i++) {
            if (x[i] > 0.0) {
                sumLn += Math.log(x[i]);
            } else {
                sumLn += LN_EPS;
            }
        }

        MultivariateFunctionResult res = CGOptimizer.maximize(new ChiSquareMLE(sumLn, n),
                new double[] { 0.001, 100.0 });
        ParChiSquare param = new ParChiSquare();
        param.degreesOfFreedom = res.point[0];
        return param;
    }

    /**
     * Estimates the parameter λ (rate) of the Exponential distribution
     * from the observations {@code x} using the maximum likelihood method.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the exponential rate parameter λ
     */
    public static ParExponential getExponentialMLE(double[] x) {
        int n = getLength(x);
        double sum = 0.0;
        for (int i = 0; i < x.length; i++) {
            sum += x[i];
        }
        ParExponential param = new ParExponential();
        param.lambda = (double) n / sum;
        return param;
    }

    /**
     * Estimates the parameters {@code mean} (μ) and {@code stdDev} (σ)
     * of the Normal distribution from the observations {@code x} using the
     * maximum likelihood method.
     * 
     * @param x
     *            the list of observations to use to evaluate parameters
     * @return returns the parameters {@code mean} (μ) and {@code stdDev}
     *         (σ)
     */
    public static ParNormal getNormalMLE(double[] x) {
        int n = getLength(x);
        double sum = 0.0;
        for (int i = 0; i < x.length; i++) {
            sum += x[i];
        }
        double sigma = sum / n;

        sum = 0.0;
        for (int i = 0; i < x.length; i++) {
            double dev = x[i] - sigma;
            sum = sum + (dev * dev);
        }
        ParNormal params = new ParNormal();
        params.mean = sigma;
        params.stdDev = Math.sqrt(sum / n);
        return params;
    }

    private static int getLength(double[] x) {
        int n = x.length;
        if (n == 0) {
            throw new IllegalArgumentException(NO_OBS_MSG);
        }
        return n;
    }

    private MLE() {
        throw new AssertionError();
    }
}




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