/*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, a copy is available at
* http://www.r-project.org/Licenses/
*/
package jdistlib;
import static java.lang.Math.exp;
import static java.lang.Math.log;
import static java.lang.Math.rint;
import static jdistlib.math.MathFunctions.lgammafn;
import static jdistlib.math.MathFunctions.isInfinite;
import static jdistlib.math.MathFunctions.isNonInt;
import jdistlib.generic.GenericDistribution;
import jdistlib.rng.RandomEngine;
/**
* Beta binomial distribution, taken from gamlss.dist package, plus some underflow guard.
* Parameterization: mu, sigma, bd.
*
*/
public class BetaBinomial extends GenericDistribution {
/**
* Density
* @param x MUST be an integer!
* @param mu MUST be between 0 and 1
* @param sigma MUST be > 0
* @param bd MUST be an integer!
* @param give_log
* @return density
*/
public static final double density(double x, double mu, double sigma, double bd, boolean give_log) {
if (Double.isNaN(x) || Double.isNaN(mu) || Double.isNaN(sigma) || Double.isNaN(bd)) return x + mu + sigma + bd;
if (x < 0 || mu < 0 || mu > 1 || sigma <= 0 || bd < x) return Double.NaN;
if(isNonInt(x) || isNonInt(bd))
return (give_log ? Double.NEGATIVE_INFINITY : 0.);
x = rint(x);
double
mu_sigma = mu / sigma,
mu_sigma_comp = (1.0 - mu) / sigma,
sigma_rec = 1.0 / sigma;
double logfy = (lgammafn(bd+1) - lgammafn(x+1) - lgammafn(bd-x+1) + lgammafn(sigma_rec) + lgammafn(x+mu_sigma) +
lgammafn(bd+mu_sigma_comp-x) - lgammafn(mu_sigma) - lgammafn(mu_sigma_comp) - lgammafn(bd+sigma_rec));
if (isInfinite(logfy)) logfy = Binomial.density(x, bd, mu, give_log);
return give_log ? logfy : exp(logfy);
}
/**
* Cumulative. Computed by manual summation. SLOW!
* @param q MUST be an integer!
* @param mu MUST be between 0 and 1
* @param sigma MUST be > 0
* @param bd MUST be an integer!
* @param lower_tail
* @param log_p
* @return cumulative
*/
public static final double cumulative(double q, double mu, double sigma, double bd, boolean lower_tail, boolean log_p) {
if (Double.isNaN(q) || Double.isNaN(mu) || Double.isNaN(sigma) || Double.isNaN(bd)) return q + mu + sigma + bd;
if (q < 0 || mu < 0 || mu > 1 || sigma <= 0 || bd < q) return Double.NaN;
if(isNonInt(q) || isNonInt(bd))
return (log_p ? Double.NEGATIVE_INFINITY : 0.);
q = rint(q);
double sum = 0;
for (int i = 0; i <= q; i++)
sum += density(i, mu, sigma, bd, false);
if (!lower_tail) sum = 1-sum;
if (log_p) sum = log(sum);
if (isInfinite(sum)) sum = Binomial.cumulative(q, bd, mu, lower_tail, log_p);
return sum;
}
/**
* Quantile. Computed by manual density check. SLOW!
* @param p MUST be between 0 and 1
* @param mu MUST be between 0 and 1
* @param sigma MUST be > 0
* @param bd MUST be an integer!
* @param lower_tail
* @param log_p
* @return quantile
*/
public static final double quantile(double p, double mu, double sigma, double bd, boolean lower_tail, boolean log_p) {
if (Double.isNaN(p) || Double.isNaN(mu) || Double.isNaN(sigma) || Double.isNaN(bd)) return p + mu + sigma + bd;
if (p < 0 || p > 1 || mu < 0 || mu > 1 || sigma <= 0 || bd < 0) return Double.NaN;
if(isNonInt(bd))
return (log_p ? Double.NEGATIVE_INFINITY : 0.);
if (log_p) p = exp(p);
if (!lower_tail) p = 1-p;
double sum = 0;
for (int j = 0; j <= bd; j++) {
sum += density(j, bd, mu, sigma, false);
if (p <= sum)
return j;
}
return Double.NaN;
}
/**
* Random variate
* @param mu MUST be between 0 and 1
* @param sigma MUST be > 0
* @param bd MUST be an integer!
* @param random
* @return random variate
*/
public static final double random(double mu, double sigma, double bd, RandomEngine random) {
if (Double.isNaN(mu) || Double.isNaN(sigma) || Double.isNaN(bd)) return mu + sigma + bd;
if (mu < 0 || mu > 1 || sigma <= 0 || bd < 0) return Double.NaN;
double p = random.nextDouble();
for (int j = 0; j <= bd; j++) {
if (p <= cumulative(j, bd, mu, sigma, true, false))
return j;
}
return Double.NaN;
}
public static final double[] random(int n, double mu, double sigma, double bd, RandomEngine random) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random(mu, sigma, bd, random);
return rand;
}
protected double mu, sigma;
protected int bd;
public BetaBinomial(double mu, double sigma, int bd) {
this.mu = mu; this.sigma = sigma; this.bd = bd;
}
@Override
public double density(double x, boolean log) {
return density(x, mu, sigma, bd, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
return cumulative(p, mu, sigma, bd, lower_tail, log_p);
}
@Override
public double quantile(double q, boolean lower_tail, boolean log_p) {
return quantile(q, mu, sigma, bd, lower_tail, log_p);
}
@Override
public double random() {
return random(mu, sigma, bd, random);
}
}
Ads help maintain this website.