{-# LANGUAGE OverloadedStrings #-} {-# LANGUAGE DeriveDataTypeable, DeriveGeneric #-} -- | -- Module : Statistics.Distribution.Geometric -- Copyright : (c) 2009 Bryan O'Sullivan -- License : BSD3 -- -- Maintainer : bos@serpentine.com -- Stability : experimental -- Portability : portable -- -- The Geometric distribution. There are two variants of -- distribution. First is the probability distribution of the number -- of Bernoulli trials needed to get one success, supported on the set -- [1,2..] ('GeometricDistribution'). Sometimes it's referred to as -- the /shifted/ geometric distribution to distinguish from another -- one. -- -- Second variant is probability distribution of the number of -- failures before first success, defined over the set [0,1..] -- ('GeometricDistribution0'). module Statistics.Distribution.Geometric ( GeometricDistribution , GeometricDistribution0 -- * Constructors , geometric , geometricE , geometric0 , geometric0E -- ** Accessors , gdSuccess , gdSuccess0 ) where import Control.Applicative import Control.Monad (liftM) import Data.Aeson (FromJSON(..), ToJSON, Value(..), (.:)) import Data.Binary (Binary(..)) import Data.Data (Data, Typeable) import GHC.Generics (Generic) import Numeric.MathFunctions.Constants (m_pos_inf, m_neg_inf) import qualified System.Random.MWC.Distributions as MWC import qualified Statistics.Distribution as D import Statistics.Internal ---------------------------------------------------------------- -- | Distribution over [1..] newtype GeometricDistribution = GD { gdSuccess :: Double } deriving (Eq, Typeable, Data, Generic) instance Show GeometricDistribution where showsPrec i (GD x) = defaultShow1 "geometric" x i instance Read GeometricDistribution where readPrec = defaultReadPrecM1 "geometric" geometricE instance ToJSON GeometricDistribution instance FromJSON GeometricDistribution where parseJSON (Object v) = do x <- v .: "gdSuccess" maybe (fail $ errMsg x) return $ geometricE x parseJSON _ = empty instance Binary GeometricDistribution where put (GD x) = put x get = do x <- get maybe (fail $ errMsg x) return $ geometricE x instance D.Distribution GeometricDistribution where cumulative = cumulative instance D.DiscreteDistr GeometricDistribution where probability (GD s) n | n < 1 = 0 | otherwise = s * (1-s) ** (fromIntegral n - 1) logProbability (GD s) n | n < 1 = m_neg_inf | otherwise = log s + log (1-s) * (fromIntegral n - 1) instance D.Mean GeometricDistribution where mean (GD s) = 1 / s instance D.Variance GeometricDistribution where variance (GD s) = (1 - s) / (s * s) instance D.MaybeMean GeometricDistribution where maybeMean = Just . D.mean instance D.MaybeVariance GeometricDistribution where maybeStdDev = Just . D.stdDev maybeVariance = Just . D.variance instance D.Entropy GeometricDistribution where entropy (GD s) | s == 0 = m_pos_inf | s == 1 = 0 | otherwise = negate $ (s * log s + (1-s) * log (1-s)) / s instance D.MaybeEntropy GeometricDistribution where maybeEntropy = Just . D.entropy instance D.DiscreteGen GeometricDistribution where genDiscreteVar (GD s) g = MWC.geometric1 s g instance D.ContGen GeometricDistribution where genContVar d g = fromIntegral `liftM` D.genDiscreteVar d g cumulative :: GeometricDistribution -> Double -> Double cumulative (GD s) x | x < 1 = 0 | isInfinite x = 1 | isNaN x = error "Statistics.Distribution.Geometric.cumulative: NaN input" | otherwise = 1 - (1-s) ^ (floor x :: Int) -- | Create geometric distribution. geometric :: Double -- ^ Success rate -> GeometricDistribution geometric x = maybe (error $ errMsg x) id $ geometricE x -- | Create geometric distribution. geometricE :: Double -- ^ Success rate -> Maybe GeometricDistribution geometricE x | x >= 0 && x <= 1 = Just (GD x) | otherwise = Nothing errMsg :: Double -> String errMsg x = "Statistics.Distribution.Geometric.geometric: probability must be in [0,1] range. Got " ++ show x ---------------------------------------------------------------- -- | Distribution over [0..] newtype GeometricDistribution0 = GD0 { gdSuccess0 :: Double } deriving (Eq, Typeable, Data, Generic) instance Show GeometricDistribution0 where showsPrec i (GD0 x) = defaultShow1 "geometric0" x i instance Read GeometricDistribution0 where readPrec = defaultReadPrecM1 "geometric0" geometric0E instance ToJSON GeometricDistribution0 instance FromJSON GeometricDistribution0 where parseJSON (Object v) = do x <- v .: "gdSuccess0" maybe (fail $ errMsg x) return $ geometric0E x parseJSON _ = empty instance Binary GeometricDistribution0 where put (GD0 x) = put x get = do x <- get maybe (fail $ errMsg x) return $ geometric0E x instance D.Distribution GeometricDistribution0 where cumulative (GD0 s) x = cumulative (GD s) (x + 1) instance D.DiscreteDistr GeometricDistribution0 where probability (GD0 s) n = D.probability (GD s) (n + 1) logProbability (GD0 s) n = D.logProbability (GD s) (n + 1) instance D.Mean GeometricDistribution0 where mean (GD0 s) = 1 / s - 1 instance D.Variance GeometricDistribution0 where variance (GD0 s) = D.variance (GD s) instance D.MaybeMean GeometricDistribution0 where maybeMean = Just . D.mean instance D.MaybeVariance GeometricDistribution0 where maybeStdDev = Just . D.stdDev maybeVariance = Just . D.variance instance D.Entropy GeometricDistribution0 where entropy (GD0 s) = D.entropy (GD s) instance D.MaybeEntropy GeometricDistribution0 where maybeEntropy = Just . D.entropy instance D.DiscreteGen GeometricDistribution0 where genDiscreteVar (GD0 s) g = MWC.geometric0 s g instance D.ContGen GeometricDistribution0 where genContVar d g = fromIntegral `liftM` D.genDiscreteVar d g -- | Create geometric distribution. geometric0 :: Double -- ^ Success rate -> GeometricDistribution0 geometric0 x = maybe (error $ errMsg0 x) id $ geometric0E x -- | Create geometric distribution. geometric0E :: Double -- ^ Success rate -> Maybe GeometricDistribution0 geometric0E x | x >= 0 && x <= 1 = Just (GD0 x) | otherwise = Nothing errMsg0 :: Double -> String errMsg0 x = "Statistics.Distribution.Geometric.geometric0: probability must be in [0,1] range. Got " ++ show x