{-# LANGUAGE ExistentialQuantification #-} 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 (k-1) (j, lpmfj, pmfj, cdfj) = head sub pmfk = exp lpmfk kd = toDbl k lpmfk = lpmfj + (log p) - (log (1- p)) - (log (kd)) + (log (nd-kd+1)) cdfk = pmfk + cdfj -- k, pmf k, cdf k -- do in log space 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 (k-1) (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 (1-p)))) (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 - (1-p)^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 (x-a) / toDbl (b-a) 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 ( 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 (b-a) * x + toDbl a pmf (Poisson (C.Exponential y _)) x = (y^x) / ( exp y * (fromInteger $ fac x) ) pmf (Geometric p _) x = 1 - (1-p)^(x-1) pmf (Bernoulli p _) 0 = 1-p 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 (b-a) myUncons :: [a] -> (a, [a]) myUncons (x:xs) = (x, xs) toDbl = fromInteger . toInteger