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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.math3.distribution;

import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.random.Well19937c;
import org.apache.commons.math3.util.FastMath;

/**
 * Implementation of the geometric distribution.
 *
 * @see Geometric distribution (Wikipedia)
 * @see Geometric Distribution (MathWorld)
 * @since 3.3
 */
public class GeometricDistribution extends AbstractIntegerDistribution {

    /** Serializable version identifier. */
    private static final long serialVersionUID = 20130507L;
    /** The probability of success. */
    private final double probabilityOfSuccess;
    /** {@code log(p)} where p is the probability of success. */
    private final double logProbabilityOfSuccess;
    /** {@code log(1 - p)} where p is the probability of success. */
    private final double log1mProbabilityOfSuccess;

    /**
     * Create a geometric distribution with the given probability of success.
     * 

* Note: this constructor will implicitly create an instance of * {@link Well19937c} as random generator to be used for sampling only (see * {@link #sample()} and {@link #sample(int)}). In case no sampling is * needed for the created distribution, it is advised to pass {@code null} * as random generator via the appropriate constructors to avoid the * additional initialisation overhead. * * @param p probability of success. * @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}. */ public GeometricDistribution(double p) { this(new Well19937c(), p); } /** * Creates a geometric distribution. * * @param rng Random number generator. * @param p Probability of success. * @throws OutOfRangeException if {@code p <= 0} or {@code p > 1}. */ public GeometricDistribution(RandomGenerator rng, double p) { super(rng); if (p <= 0 || p > 1) { throw new OutOfRangeException(LocalizedFormats.OUT_OF_RANGE_LEFT, p, 0, 1); } probabilityOfSuccess = p; logProbabilityOfSuccess = FastMath.log(p); log1mProbabilityOfSuccess = FastMath.log1p(-p); } /** * Access the probability of success for this distribution. * * @return the probability of success. */ public double getProbabilityOfSuccess() { return probabilityOfSuccess; } /** {@inheritDoc} */ public double probability(int x) { if (x < 0) { return 0.0; } else { return FastMath.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess; } } /** {@inheritDoc} */ @Override public double logProbability(int x) { if (x < 0) { return Double.NEGATIVE_INFINITY; } else { return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess; } } /** {@inheritDoc} */ public double cumulativeProbability(int x) { if (x < 0) { return 0.0; } else { return -FastMath.expm1(log1mProbabilityOfSuccess * (x + 1)); } } /** * {@inheritDoc} * * For probability parameter {@code p}, the mean is {@code (1 - p) / p}. */ public double getNumericalMean() { return (1 - probabilityOfSuccess) / probabilityOfSuccess; } /** * {@inheritDoc} * * For probability parameter {@code p}, the variance is * {@code (1 - p) / (p * p)}. */ public double getNumericalVariance() { return (1 - probabilityOfSuccess) / (probabilityOfSuccess * probabilityOfSuccess); } /** * {@inheritDoc} * * The lower bound of the support is always 0. * * @return lower bound of the support (always 0) */ public int getSupportLowerBound() { return 0; } /** * {@inheritDoc} * * The upper bound of the support is infinite (which we approximate as * {@code Integer.MAX_VALUE}). * * @return upper bound of the support (always Integer.MAX_VALUE) */ public int getSupportUpperBound() { return Integer.MAX_VALUE; } /** * {@inheritDoc} * * The support of this distribution is connected. * * @return {@code true} */ public boolean isSupportConnected() { return true; } /** * {@inheritDoc} */ @Override public int inverseCumulativeProbability(double p) throws OutOfRangeException { if (p < 0 || p > 1) { throw new OutOfRangeException(p, 0, 1); } if (p == 1) { return Integer.MAX_VALUE; } if (p == 0) { return 0; } return Math.max(0, (int) Math.ceil(FastMath.log1p(-p)/log1mProbabilityOfSuccess-1)); } }





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