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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.
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package org.apache.commons.statistics.distribution;

import org.apache.commons.numbers.gamma.RegularizedGamma;
import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.rng.sampling.distribution.GaussianSampler;
import org.apache.commons.rng.sampling.distribution.PoissonSampler;
import org.apache.commons.rng.sampling.distribution.SharedStateContinuousSampler;
import org.apache.commons.rng.sampling.distribution.ZigguratSampler;

/**
 * Implementation of the Poisson distribution.
 *
 * 

The probability mass function of \( X \) is: * *

\[ f(k; \lambda) = \frac{\lambda^k e^{-k}}{k!} \] * *

for \( \lambda \in (0, \infty) \) the mean and * \( k \in \{0, 1, 2, \dots\} \) the number of events. * * @see Poisson distribution (Wikipedia) * @see Poisson distribution (MathWorld) */ public final class PoissonDistribution extends AbstractDiscreteDistribution { /** Upper bound on the mean to use the PoissonSampler. */ private static final double MAX_MEAN = 0.5 * Integer.MAX_VALUE; /** Mean of the distribution. */ private final double mean; /** * @param mean Poisson mean. * probabilities. */ private PoissonDistribution(double mean) { this.mean = mean; } /** * Creates a Poisson distribution. * * @param mean Poisson mean. * @return the distribution * @throws IllegalArgumentException if {@code mean <= 0}. */ public static PoissonDistribution of(double mean) { if (mean <= 0) { throw new DistributionException(DistributionException.NOT_STRICTLY_POSITIVE, mean); } return new PoissonDistribution(mean); } /** {@inheritDoc} */ @Override public double probability(int x) { return Math.exp(logProbability(x)); } /** {@inheritDoc} */ @Override public double logProbability(int x) { if (x < 0) { return Double.NEGATIVE_INFINITY; } else if (x == 0) { return -mean; } return -SaddlePointExpansionUtils.getStirlingError(x) - SaddlePointExpansionUtils.getDeviancePart(x, mean) - Constants.HALF_LOG_TWO_PI - 0.5 * Math.log(x); } /** {@inheritDoc} */ @Override public double cumulativeProbability(int x) { if (x < 0) { return 0; } else if (x == 0) { return Math.exp(-mean); } return RegularizedGamma.Q.value((double) x + 1, mean); } /** {@inheritDoc} */ @Override public double survivalProbability(int x) { if (x < 0) { return 1; } else if (x == 0) { // 1 - exp(-mean) return -Math.expm1(-mean); } return RegularizedGamma.P.value((double) x + 1, mean); } /** {@inheritDoc} */ @Override public double getMean() { return mean; } /** * {@inheritDoc} * *

The variance is equal to the {@linkplain #getMean() mean}. */ @Override public double getVariance() { return getMean(); } /** * {@inheritDoc} * *

The lower bound of the support is always 0. * * @return 0. */ @Override public int getSupportLowerBound() { return 0; } /** * {@inheritDoc} * *

The upper bound of the support is always positive infinity. * * @return {@link Integer#MAX_VALUE} */ @Override public int getSupportUpperBound() { return Integer.MAX_VALUE; } /** {@inheritDoc} */ @Override public DiscreteDistribution.Sampler createSampler(final UniformRandomProvider rng) { // Poisson distribution sampler. // Large means are not supported. // See STATISTICS-35. final double mu = getMean(); if (mu < MAX_MEAN) { return PoissonSampler.of(rng, mu)::sample; } // Switch to a Gaussian approximation. // Use a 0.5 shift to round samples to the correct integer. final SharedStateContinuousSampler s = GaussianSampler.of(ZigguratSampler.NormalizedGaussian.of(rng), mu + 0.5, Math.sqrt(mu)); return () -> { final double x = s.sample(); return Math.max(0, (int) x); }; } }





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