{-# LANGUAGE EmptyDataDecls #-} -- | This module contains the type classes for manipulating distributions. -- -- We use the same classes for both discrete and continuous distributions. Unfortunately, we cannot use the type classes from the 'statistics' package because we require more flexibility than they offer. module HLearn.Models.Distributions.Common ( -- * Type classes Probabilistic(..) , CDF(..) , PDF(..) , Mean(..) , Variance(..) -- * Utility functions , nonoverlap ) where import Data.List import HLearn.Algebra ------------------------------------------------------------------------------- -- Distribution -- | class Probabilistic model where type Probability model -- | Technically, every distribution has a Cumulative Distribution Function (CDF), and so this type class should be merged with the "Distribution" type class. However, I haven't had a chance to implement the CDF for most distributions yet, so this type class has been separated out. class (Probabilistic dist) => CDF dist where -- class CDF dist dp prob | dist -> dp, dist -> prob where cdf :: dist -> Datapoint dist -> Probability dist cdfInverse :: dist -> Probability dist -> Datapoint dist -- | Not every distribution has a Probability Density Function (PDF), however most distributions in the HLearn library do. For many applications, the PDF is much more intuitive and easier to work with than the CDF. For discrete distributions, this is often called a Probability Mass Function (PMF); however, for simplicity we use the same type class for both continuous and discrete data. class (Probabilistic dist) => PDF dist where pdf :: dist -> Datapoint dist -> Probability dist class (HomTrainer dist) => Mean dist where mean :: dist -> Datapoint dist class (Probabilistic dist) => Variance dist where variance :: dist -> Probability dist -- class PDF dist dp prob | dist -> dp, dist -> prob where -- pdf :: dist -> dp -> prob -- mean :: dist -> sample -- drawSample :: (RandomGen g) => dist -> Rand g sample -- class (Distribution dist dp prob) => DistributionOverlap dist dp prob where -- overlap :: [dist] -> prob -- instance DistributionOverlap dist Double prob where -- overlap xs = fmap (sort . (flip pdf) [-10..10]) xs ------------------------------------------------------------------------------- -- Continuity data Discrete data Continuous type family Continuity t :: * type instance Continuity Int = Discrete type instance Continuity Integer = Discrete type instance Continuity Char = Discrete type instance Continuity String = Discrete type instance Continuity Float = Continuous type instance Continuity Double = Continuous type instance Continuity Rational = Continuous ------------------------------------------------------------------------------- -- Utilities -- | If you were to plot a list of distributions, nonoverlap returns the amount of area that only a single distribution covers. That is, it will be equal to number of distributions - the overlap. -- -- This function is used by the HomTree classifier. nonoverlap :: ( Enum (Probability dist), Fractional (Probability dist), Ord (Probability dist) , PDF dist , CDF dist ) => [dist] -> Probability dist nonoverlap xs = (sum scoreL)/(fromIntegral $ length scoreL) where scoreL = fmap (diffscore . reverse . sort . normalizeL) $ transpose $ fmap ((flip fmap) sampleL . pdf) xs samplelen = length sampleL sampleL = concat $ fmap sampleDist xs sampleDist dist = fmap (cdfInverse dist . (/100)) [1..99] diffscore :: (Num prob) => [prob] -> prob diffscore (x1:x2:xs) = x1-x2 weightedscore :: (Num prob) => [prob] -> prob weightedscore = sum . fmap (\(i,v) -> (fromIntegral i)*v) . zip [0..] normalizeL :: (Fractional a) => [a] -> [a] normalizeL xs = fmap (/tot) xs where tot = sum xs