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From pste...@apache.org
Subject svn commit: r1604639 - in /commons/proper/math/trunk/src: changes/ main/java/org/apache/commons/math3/distribution/ main/java/org/apache/commons/math3/random/ test/java/org/apache/commons/math3/distribution/ test/java/org/apache/commons/math3/random/
Date Sun, 22 Jun 2014 18:53:27 GMT
Author: psteitz
Date: Sun Jun 22 18:53:27 2014
New Revision: 1604639

URL: http://svn.apache.org/r1604639
Log:
Constrained EmpiricalDistribution sample/getNextValue methods to return
values within the range of the data; correctly linked RandomGenerator to
superclass so that RealDistribution reseedRandomGenerator method works.

JIRA: MATH-984


Added:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java
  (with props)
    commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java
  (with props)
Modified:
    commons/proper/math/trunk/src/changes/changes.xml
    commons/proper/math/trunk/src/main/java/org/apache/commons/math3/random/EmpiricalDistribution.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math3/random/EmpiricalDistributionTest.java

Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1604639&r1=1604638&r2=1604639&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Sun Jun 22 18:53:27 2014
@@ -73,6 +73,11 @@ Users are encouraged to upgrade to this 
   2. A few methods in the FastMath class are in fact slower that their
   counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
 ">
+      <action dev="psteitz" type="fix" issue="MATH-984">
+        Constrained EmpiricalDistribution sample/getNextValue methods to return
+        values within the range of the data; correctly linked RandomGenerator to
+        superclass so that RealDistribution reseedRandomGenerator method works.
+      </action>
       <action dev="luc" type="add" issue="MATH-1120" due-to="Venkatesha Murthy">
         Added several different estimation types and NaN handling strategies for Percentile.
       </action>

Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java?rev=1604639&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java
(added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java
Sun Jun 22 18:53:27 2014
@@ -0,0 +1,122 @@
+/*
+ * 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;
+
+/**
+ * Implementation of the constant real distribution.
+ *
+ * @version $Id$
+ * @since 3.4
+ */
+public class ConstantRealDistribution extends AbstractRealDistribution {
+
+    /** Serialization ID */
+    private static final long serialVersionUID = -4157745166772046273L;
+
+    /** Constant value of the distribution */
+    private final double value;
+
+    /**
+     * Create a constant real distribution with the given value.
+     *
+     * @param value the constant value of this distribution
+     */
+    public ConstantRealDistribution(double value) {
+        super(null);  // Avoid creating RandomGenerator
+        this.value = value;
+    }
+
+    /** {@inheritDoc} */
+    public double density(double x) {
+        return x == value ? 1 : 0;
+    }
+
+    /** {@inheritDoc} */
+    public double cumulativeProbability(double x)  {
+        return x < value ? 0 : 1;
+    }
+
+    @Override
+    public double inverseCumulativeProbability(final double p)
+            throws OutOfRangeException {
+        if (p < 0.0 || p > 1.0) {
+            throw new OutOfRangeException(p, 0, 1);
+        }
+        return value;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    public double getNumericalMean() {
+        return value;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    public double getNumericalVariance() {
+        return 0;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    public double getSupportLowerBound() {
+        return value;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    public double getSupportUpperBound() {
+        return value;
+    }
+
+    /** {@inheritDoc} */
+    public boolean isSupportLowerBoundInclusive() {
+        return true;
+    }
+
+    /** {@inheritDoc} */
+    public boolean isSupportUpperBoundInclusive() {
+        return true;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    public boolean isSupportConnected() {
+        return true;
+    }
+
+    /** {@inheritDoc} */
+    @Override
+    public double sample()  {
+        return value;
+    }
+
+    /**
+     * Override with no-op (there is no generator).
+     * @param seed (ignored)
+     */
+    @Override
+    public void reseedRandomGenerator(long seed) {}
+}

Propchange: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java
------------------------------------------------------------------------------
    svn:eol-style = native

Propchange: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/ConstantRealDistribution.java
------------------------------------------------------------------------------
    svn:keywords = Author Date Id Revision

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/random/EmpiricalDistribution.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/random/EmpiricalDistribution.java?rev=1604639&r1=1604638&r2=1604639&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/random/EmpiricalDistribution.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/random/EmpiricalDistribution.java
Sun Jun 22 18:53:27 2014
@@ -29,6 +29,7 @@ import java.util.ArrayList;
 import java.util.List;
 
 import org.apache.commons.math3.distribution.AbstractRealDistribution;
+import org.apache.commons.math3.distribution.ConstantRealDistribution;
 import org.apache.commons.math3.distribution.NormalDistribution;
 import org.apache.commons.math3.distribution.RealDistribution;
 import org.apache.commons.math3.exception.MathIllegalStateException;
@@ -212,7 +213,7 @@ public class EmpiricalDistribution exten
      */
     private EmpiricalDistribution(int binCount,
                                   RandomDataGenerator randomData) {
-        super(null);
+        super(randomData.getRandomGenerator());
         this.binCount = binCount;
         this.randomData = randomData;
         binStats = new ArrayList<SummaryStatistics>();
@@ -478,23 +479,7 @@ public class EmpiricalDistribution exten
             throw new MathIllegalStateException(LocalizedFormats.DISTRIBUTION_NOT_LOADED);
         }
 
-        // Start with a uniformly distributed random number in (0,1)
-        final double x = randomData.nextUniform(0,1);
-
-        // Use this to select the bin and generate a Gaussian within the bin
-        for (int i = 0; i < binCount; i++) {
-           if (x <= upperBounds[i]) {
-               SummaryStatistics stats = binStats.get(i);
-               if (stats.getN() > 0) {
-                   if (stats.getStandardDeviation() > 0) {  // more than one obs
-                       return getKernel(stats).sample();
-                   } else {
-                       return stats.getMean(); // only one obs in bin
-                   }
-               }
-           }
-        }
-        throw new MathIllegalStateException(LocalizedFormats.NO_BIN_SELECTED);
+        return sample();
     }
 
     /**
@@ -772,15 +757,6 @@ public class EmpiricalDistribution exten
      * @since 3.1
      */
     @Override
-    public double sample() {
-        return getNextValue();
-    }
-
-    /**
-     * {@inheritDoc}
-     * @since 3.1
-     */
-    @Override
     public void reseedRandomGenerator(long seed) {
         randomData.reSeed(seed);
     }
@@ -843,15 +819,20 @@ public class EmpiricalDistribution exten
     }
 
     /**
-     * The within-bin smoothing kernel.
+     * The within-bin smoothing kernel. Returns a Gaussian distribution
+     * parameterized by {@code bStats}, unless the bin contains only one
+     * observation, in which case a constant distribution is returned.
      *
      * @param bStats summary statistics for the bin
      * @return within-bin kernel parameterized by bStats
      */
     protected RealDistribution getKernel(SummaryStatistics bStats) {
-        // Default to Gaussian
-        return new NormalDistribution(randomData.getRandomGenerator(),
+        if (bStats.getN() == 1) {
+            return new ConstantRealDistribution(bStats.getMean());
+        } else {
+            return new NormalDistribution(randomData.getRandomGenerator(),
                 bStats.getMean(), bStats.getStandardDeviation(),
                 NormalDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+        }
     }
 }

Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java?rev=1604639&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java
(added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java
Sun Jun 22 18:53:27 2014
@@ -0,0 +1,91 @@
+/*
+ * 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.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test cases for ConstantRealDistribution.
+ */
+public class ConstantRealDistributionTest extends RealDistributionAbstractTest {
+
+    // --- Override tolerance -------------------------------------------------
+
+    @Override
+    public void setUp() {
+        super.setUp();
+        setTolerance(0);
+    }
+
+    //--- Implementations for abstract methods --------------------------------
+
+    /** Creates the default uniform real distribution instance to use in tests. */
+    @Override
+    public ConstantRealDistribution makeDistribution() {
+        return new ConstantRealDistribution(1);
+    }
+
+    /** Creates the default cumulative probability distribution test input values */
+    @Override
+    public double[] makeCumulativeTestPoints() {
+        return new double[] {0, 0.5, 1};
+    }
+
+    /** Creates the default cumulative probability distribution test expected values */
+    @Override
+    public double[] makeCumulativeTestValues() {
+        return new double[] {0, 0, 1};
+    }
+
+    /** Creates the default probability density test expected values */
+    @Override
+    public double[] makeDensityTestValues() {
+        return new double[] {0, 0, 1};
+    }
+    
+    /** Override default test, verifying that inverse cum is constant */
+    @Override
+    @Test
+    public void testInverseCumulativeProbabilities() {
+        RealDistribution dist = getDistribution();
+        for (double x : getCumulativeTestValues()) {
+            Assert.assertEquals(1,dist.inverseCumulativeProbability(x), 0);
+        }
+    }
+
+    //--- Additional test cases -----------------------------------------------
+
+    @Test
+    public void testMeanVariance() {
+        ConstantRealDistribution dist;
+
+        dist = new ConstantRealDistribution(-1);
+        Assert.assertEquals(dist.getNumericalMean(), -1, 0d);
+        Assert.assertEquals(dist.getNumericalVariance(), 0, 0d);
+    }
+
+    @Test
+    public void testSampling() {
+        ConstantRealDistribution dist = new ConstantRealDistribution(0);
+        for (int i = 0; i < 10; i++) {
+            Assert.assertEquals(0, dist.sample(), 0);
+        }
+        
+    }
+}

Propchange: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java
------------------------------------------------------------------------------
    svn:eol-style = native

Propchange: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/distribution/ConstantRealDistributionTest.java
------------------------------------------------------------------------------
    svn:keywords = Author Date Id Revision

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/random/EmpiricalDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/random/EmpiricalDistributionTest.java?rev=1604639&r1=1604638&r2=1604639&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/random/EmpiricalDistributionTest.java
(original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/random/EmpiricalDistributionTest.java
Sun Jun 22 18:53:27 2014
@@ -29,6 +29,7 @@ import org.apache.commons.math3.analysis
 import org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator;
 import org.apache.commons.math3.analysis.integration.IterativeLegendreGaussIntegrator;
 import org.apache.commons.math3.distribution.AbstractRealDistribution;
+import org.apache.commons.math3.distribution.ConstantRealDistribution;
 import org.apache.commons.math3.distribution.NormalDistribution;
 import org.apache.commons.math3.distribution.RealDistribution;
 import org.apache.commons.math3.distribution.RealDistributionAbstractTest;
@@ -409,6 +410,31 @@ public final class EmpiricalDistribution
         }
     }
     
+    /** 
+     * MATH-984
+     * Verify that sampled values do not go outside of the range of the data.
+     */
+    @Test
+    public void testSampleValuesRange() {
+        // Concentrate values near the endpoints of (0, 1).
+        // Unconstrained Gaussian kernel would generate values outside the interval.
+        final double[] data = new double[100];
+        for (int i = 0; i < 50; i++) {
+            data[i] = 1 / ((double) i + 1);
+        }
+        for (int i = 51; i < 100; i++) {
+            data[i] = 1 - 1 / (100 - (double) i + 2);
+        }
+        EmpiricalDistribution dist = new EmpiricalDistribution(10);
+        dist.load(data);
+        dist.reseedRandomGenerator(1000);
+        for (int i = 0; i < 1000; i++) {
+            final double dev = dist.sample();
+            Assert.assertTrue(dev < 1);
+            Assert.assertTrue(dev > 0);
+        }
+    }
+    
     /**
      * Find the bin that x belongs (relative to {@link #makeDistribution()}).
      */
@@ -503,7 +529,7 @@ public final class EmpiricalDistribution
         // Use constant distribution equal to bin mean within bin
         @Override
         protected RealDistribution getKernel(SummaryStatistics bStats) {
-            return new ConstantDistribution(bStats.getMean());
+            return new ConstantRealDistribution(bStats.getMean());
         }
     }
     
@@ -521,68 +547,4 @@ public final class EmpiricalDistribution
                     UniformRealDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
         }
     }
-    
-    /**
-     * Distribution that takes just one value.
-     */
-    private class ConstantDistribution extends AbstractRealDistribution {
-        private static final long serialVersionUID = 1L;
-        
-        /** Singleton value in the sample space */
-        private final double c;
-        
-        public ConstantDistribution(double c) {
-            this.c = c;
-        }
-        
-        public double density(double x) {
-            return 0;
-        }
-
-        public double cumulativeProbability(double x) {
-            return x < c ? 0 : 1;
-        }
-        
-        @Override
-        public double inverseCumulativeProbability(double p) {
-            if (p < 0.0 || p > 1.0) {
-                throw new OutOfRangeException(p, 0, 1);
-            }
-            return c;
-        }
-
-        public double getNumericalMean() {
-            return c;
-        }
-
-        public double getNumericalVariance() {
-            return 0;
-        }
-
-        public double getSupportLowerBound() {
-            return c;
-        }
-
-        public double getSupportUpperBound() {
-            return c;
-        }
-
-        public boolean isSupportLowerBoundInclusive() {
-            return false;
-        }
-
-        public boolean isSupportUpperBoundInclusive() {
-            return true;
-        }
-
-        public boolean isSupportConnected() {
-            return true;
-        }
-        
-        @Override
-        public double sample() {
-            return c;
-        }
-        
-    }
 }



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