{-# LANGUAGE OverloadedStrings #-}
{-# LANGUAGE DeriveDataTypeable, DeriveGeneric #-}
module Statistics.Distribution.Geometric
(
GeometricDistribution
, GeometricDistribution0
, geometric
, geometricE
, geometric0
, geometric0E
, 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 Numeric.SpecFunctions (log1p,expm1)
import qualified System.Random.MWC.Distributions as MWC
import qualified Statistics.Distribution as D
import Statistics.Internal
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
complCumulative = complCumulative
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 = negate $ expm1 $ fromIntegral (floor x :: Int) * log1p (-s)
complCumulative :: GeometricDistribution -> Double -> Double
complCumulative (GD s) x
| x < 1 = 1
| isInfinite x = 0
| isNaN x = error "Statistics.Distribution.Geometric.cumulative: NaN input"
| otherwise = exp $ fromIntegral (floor x :: Int) * log1p (-s)
geometric :: Double
-> GeometricDistribution
geometric x = maybe (error $ errMsg x) id $ geometricE x
geometricE :: Double
-> 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
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)
complCumulative (GD0 s) x = complCumulative (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
geometric0 :: Double
-> GeometricDistribution0
geometric0 x = maybe (error $ errMsg0 x) id $ geometric0E x
geometric0E :: Double
-> 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