module Stochastic.Distributions.Discrete(
mkBinomial
,mkBernoulli
,mkPoisson
,mkZipF
,mkGeometric
,Stochastic.Distributions.Discrete.Dist(..)
,DiscreteDistribution(..)
) where
import Data.Maybe
import Control.Monad.State.Lazy
import Stochastic.Tools
import Stochastic.Generator(foldGenWhile)
import Stochastic.Distributions
import Stochastic.Distribution.Discrete
import Stochastic.Generator
import System.Random
import qualified Stochastic.Distributions.Continuous as C
data Dist = forall a . RandomGen a => Uniform Int Int a
| Poisson C.Dist
| forall a . RandomGen a => Geometric Double a
| forall a . RandomGen a => Bernoulli Double a
| forall a . RandomGen a => Binomial Int Double DiscreteCache a
| forall a . RandomGen a => ZipF Int Double DiscreteCache a
instance RandomGen Dist where
next g = rand g
mkBinomial :: forall a . RandomGen a => a -> Double -> Int -> Dist
mkBinomial base p n = Binomial n p cache base
where
nd = toDbl n
cache :: DiscreteCache
cache = foldr (\(w,x,y,z) l -> (w,y,z):l) [] (create n)
create :: Int -> [(Int, Double, Double, Double)]
create 0 = let pmfk = (nd * (log (1 p)) )
in [(0, pmfk, exp pmfk, exp pmfk)]
create k = (k, lpmfk, pmfk, cdfk) : sub
where
sub = create (k1)
(j, lpmfj, pmfj, cdfj) = head sub
pmfk = exp lpmfk
kd = toDbl k
lpmfk = lpmfj +
(log p) (log (1 p))
(log (kd)) + (log (ndkd+1))
cdfk = pmfk + cdfj
type DiscreteCache = [(Int, Double, Double)]
mkUniform :: forall a . RandomGen a => a -> Int -> Int -> Dist
mkUniform base a b = Uniform a b base
mkBernoulli :: forall a . RandomGen a => a -> Double -> Dist
mkBernoulli base p = Bernoulli p base
mkPoisson :: forall a . RandomGen a => a -> Double -> Dist
mkPoisson base y = Poisson (C.mkExp base y)
mkGeometric :: forall a . RandomGen a => a -> Double -> Dist
mkGeometric base p = Geometric p base
mkZipF :: forall a . RandomGen a => a -> Int -> Double -> Dist
mkZipF base n slope = ZipF n slope cache base
where
hns = sum $ take n $ harmonics slope
cache :: DiscreteCache
cache = create n
create :: Int -> DiscreteCache
create 1 = let pmfk = 1 / hns in [(1,pmfk,pmfk)]
create k =
(k, (1/(((toDbl k)**slope) * hns)), cdfj + pmfj) : sub
where
sub = create (k1)
(j, pmfj, cdfj) = head sub
nextN :: forall a . RandomGen a => Int -> a -> ([Int], a)
nextN n = genTake (next) n
instance DiscreteDistribution Dist where
rand (Binomial n p cache g0) =
mapTuple
(\u ->
length $ filter (pred u) cache )
(Binomial n p cache)
(random g0)
where pred u (k, pmf, cdf) = cdf < u
rand (Geometric p g0) =
mapTuple
((\u -> ceiling $ (log u) / (log (1p))))
(Geometric p)
(random g0)
rand (Poisson g0@(C.Exponential y u)) =
mapTuple
(\x -> length x)
(Poisson)
((foldGenWhile (C.rand) (+) (0.0) (<1.0)) g0)
rand (Bernoulli p g0) =
mapTuple
(\x -> if (x >= p) then 1 else 0)
(Bernoulli p)
(random g0)
rand (ZipF n slope cache u0) =
mapTuple
(\u ->
length $ filter (pred u) cache)
(ZipF n slope cache)
(random u0)
where pred u (k, pmf, cdf) = cdf < u
rand (Uniform a b g0) =
mapTuple
(\x -> truncate (toDbl (b a) * x + toDbl a))
(Uniform a b)
(random g0)
cdf (Poisson (C.Exponential y _)) x =
(1/(exp y)) * (sum [ (y ** (toDbl i)) / (fromInteger $ fac i) | i <- [0..x]])
cdf (Geometric p _) x = 1 (1p)^x
cdf (Bernoulli p _) x
| x < 0 = 0
| x >= 1 = 1
| otherwise = p
cdf (Binomial n p cache _) x = r
where
(_, _, r) = fromMaybe (0, 0, 1) $ maybeHead $ filter (\(w,_,_) -> (w==x)) cache
cdf (ZipF n s cache _) x = r
where
(_, _, r) =
fromMaybe (0, 0, 1) $ maybeHead $ filter (\(k, _, _) -> x == k) cache
cdf (Uniform a b _) x = toDbl (xa) / toDbl (ba)
cdf' g@(Poisson (C.Exponential y _)) x =
(sum . fst) (fold [1..])
where
reduce :: Double -> Int -> Double
reduce = (\p y -> (pmf g y) + p)
fold :: [Int] -> ([Int], [Int])
fold = foldGenWhile (myUncons) (reduce) 0 (<x)
cdf' (Geometric p _) x =
ceiling $ (log (1x)) / (log (1p))
cdf' (Bernoulli p _) x
| x > p = 1
| otherwise = 0
cdf' (Binomial n p cache _) x = r
where
(r, _, _) =
head $ reverse $ filter (\(_, _, z) -> z > x) cache
cdf' (ZipF n s cache _) x = r
where
(r, _, _) =
head $ reverse $ filter (\(_, _, z) -> z > x) cache
cdf' (Uniform a b _) x = truncate $ toDbl (ba) * x + toDbl a
pmf (Poisson (C.Exponential y _)) x =
(y^x) / ( exp y * (fromInteger $ fac x) )
pmf (Geometric p _) x = 1 (1p)^(x1)
pmf (Bernoulli p _) 0 = 1p
pmf (Bernoulli p _) 1 = p
pmf (Binomial n p cache _) x = r
where
(_, r, _) = head $ filter (\(w,_,_) -> (w==x)) cache
pmf (ZipF n s cache _) k = r
where
(_, r, _) = head $ filter (\(w,_,_) -> (w==k)) cache
pmf (Uniform a b _) x = toDbl x/toDbl (ba)
myUncons :: [a] -> (a, [a])
myUncons (x:xs) = (x, xs)
toDbl = fromInteger . toInteger