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use crate::distribution::Discrete;
use crate::function::factorial;
use crate::statistics::*;
use crate::{Result, StatsError};
use ::nalgebra::{DMatrix, DVector};
use rand::Rng;
/// Implements the
/// [Multinomial](https://en.wikipedia.org/wiki/Multinomial_distribution)
/// distribution which is a generalization of the
/// [Binomial](https://en.wikipedia.org/wiki/Binomial_distribution)
/// distribution
///
/// # Examples
///
/// ```
/// use statrs::distribution::Multinomial;
/// use statrs::statistics::MeanN;
/// use nalgebra::DVector;
///
/// let n = Multinomial::new(&[0.3, 0.7], 5).unwrap();
/// assert_eq!(n.mean().unwrap(), DVector::from_vec(vec![1.5, 3.5]));
/// ```
#[derive(Debug, Clone, PartialEq)]
pub struct Multinomial {
p: Vec<f64>,
n: u64,
}
impl Multinomial {
/// Constructs a new multinomial distribution with probabilities `p`
/// and `n` number of trials.
///
/// # Errors
///
/// Returns an error if `p` is empty, the sum of the elements
/// in `p` is 0, or any element in `p` is less than 0 or is `f64::NAN`
///
/// # Note
///
/// The elements in `p` do not need to be normalized
///
/// # Examples
///
/// ```
/// use statrs::distribution::Multinomial;
///
/// let mut result = Multinomial::new(&[0.0, 1.0, 2.0], 3);
/// assert!(result.is_ok());
///
/// result = Multinomial::new(&[0.0, -1.0, 2.0], 3);
/// assert!(result.is_err());
/// ```
pub fn new(p: &[f64], n: u64) -> Result<Multinomial> {
if !super::internal::is_valid_multinomial(p, true) {
Err(StatsError::BadParams)
} else {
Ok(Multinomial { p: p.to_vec(), n })
}
}
/// Returns the probabilities of the multinomial
/// distribution as a slice
///
/// # Examples
///
/// ```
/// use statrs::distribution::Multinomial;
///
/// let n = Multinomial::new(&[0.0, 1.0, 2.0], 3).unwrap();
/// assert_eq!(n.p(), [0.0, 1.0, 2.0]);
/// ```
pub fn p(&self) -> &[f64] {
&self.p
}
/// Returns the number of trials of the multinomial
/// distribution
///
/// # Examples
///
/// ```
/// use statrs::distribution::Multinomial;
///
/// let n = Multinomial::new(&[0.0, 1.0, 2.0], 3).unwrap();
/// assert_eq!(n.n(), 3);
/// ```
pub fn n(&self) -> u64 {
self.n
}
}
impl ::rand::distributions::Distribution<Vec<f64>> for Multinomial {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64> {
let p_cdf = super::categorical::prob_mass_to_cdf(self.p());
let mut res = vec![0.0; self.p.len()];
for _ in 0..self.n {
let i = super::categorical::sample_unchecked(rng, &p_cdf);
let el = res.get_mut(i as usize).unwrap();
*el += 1.0;
}
res
}
}
impl MeanN<DVector<f64>> for Multinomial {
/// Returns the mean of the multinomial distribution
///
/// # Formula
///
/// ```ignore
/// n * p_i for i in 1...k
/// ```
///
/// where `n` is the number of trials, `p_i` is the `i`th probability,
/// and `k` is the total number of probabilities
fn mean(&self) -> Option<DVector<f64>> {
Some(DVector::from_vec(
self.p.iter().map(|x| x * self.n as f64).collect(),
))
}
}
impl VarianceN<DMatrix<f64>> for Multinomial {
/// Returns the variance of the multinomial distribution
///
/// # Formula
///
/// ```ignore
/// n * p_i * (1 - p_i) for i in 1...k
/// ```
///
/// where `n` is the number of trials, `p_i` is the `i`th probability,
/// and `k` is the total number of probabilities
fn variance(&self) -> Option<DMatrix<f64>> {
let cov: Vec<_> = self
.p
.iter()
.map(|x| x * self.n as f64 * (1.0 - x))
.collect();
Some(DMatrix::from_diagonal(&DVector::from_vec(cov)))
}
}
// impl Skewness<Vec<f64>> for Multinomial {
// /// Returns the skewness of the multinomial distribution
// ///
// /// # Formula
// ///
// /// ```ignore
// /// (1 - 2 * p_i) / (n * p_i * (1 - p_i)) for i in 1...k
// /// ```
// ///
// /// where `n` is the number of trials, `p_i` is the `i`th probability,
// /// and `k` is the total number of probabilities
// fn skewness(&self) -> Option<Vec<f64>> {
// Some(
// self.p
// .iter()
// .map(|x| (1.0 - 2.0 * x) / (self.n as f64 * (1.0 - x) * x).sqrt())
// .collect(),
// )
// }
// }
impl<'a> Discrete<&'a [u64], f64> for Multinomial {
/// Calculates the probability mass function for the multinomial
/// distribution
/// with the given `x`'s corresponding to the probabilities for this
/// distribution
///
/// # Panics
///
/// If the elements in `x` do not sum to `n` or if the length of `x` is not
/// equivalent to the length of `p`
///
/// # Formula
///
/// ```ignore
/// (n! / x_1!...x_k!) * p_i^x_i for i in 1...k
/// ```
///
/// where `n` is the number of trials, `p_i` is the `i`th probability,
/// `x_i` is the `i`th `x` value, and `k` is the total number of
/// probabilities
fn pmf(&self, x: &[u64]) -> f64 {
if self.p.len() != x.len() {
panic!("Expected x and p to have equal lengths.");
}
if x.iter().sum::<u64>() != self.n {
return 0.0;
}
let coeff = factorial::multinomial(self.n, x);
let val = coeff
* self
.p
.iter()
.zip(x.iter())
.fold(1.0, |acc, (pi, xi)| acc * pi.powf(*xi as f64));
val
}
/// Calculates the log probability mass function for the multinomial
/// distribution
/// with the given `x`'s corresponding to the probabilities for this
/// distribution
///
/// # Panics
///
/// If the elements in `x` do not sum to `n` or if the length of `x` is not
/// equivalent to the length of `p`
///
/// # Formula
///
/// ```ignore
/// ln((n! / x_1!...x_k!) * p_i^x_i) for i in 1...k
/// ```
///
/// where `n` is the number of trials, `p_i` is the `i`th probability,
/// `x_i` is the `i`th `x` value, and `k` is the total number of
/// probabilities
fn ln_pmf(&self, x: &[u64]) -> f64 {
if self.p.len() != x.len() {
panic!("Expected x and p to have equal lengths.");
}
if x.iter().sum::<u64>() != self.n {
return f64::NEG_INFINITY;
}
let coeff = factorial::multinomial(self.n, x).ln();
let val = coeff
+ self
.p
.iter()
.zip(x.iter())
.map(|(pi, xi)| *xi as f64 * pi.ln())
.fold(0.0, |acc, x| acc + x);
val
}
}
// TODO: fix tests
// #[rustfmt::skip]
// #[cfg(test)]
// mod tests {
// use crate::statistics::*;
// use crate::distribution::{Discrete, Multinomial};
// use crate::consts::ACC;
// fn try_create(p: &[f64], n: u64) -> Multinomial {
// let dist = Multinomial::new(p, n);
// assert!(dist.is_ok());
// dist.unwrap()
// }
// fn create_case(p: &[f64], n: u64) {
// let dist = try_create(p, n);
// assert_eq!(dist.p(), p);
// assert_eq!(dist.n(), n);
// }
// fn bad_create_case(p: &[f64], n: u64) {
// let dist = Multinomial::new(p, n);
// assert!(dist.is_err());
// }
// fn test_case<F>(p: &[f64], n: u64, expected: &[f64], eval: F)
// where F: Fn(Multinomial) -> Vec<f64>
// {
// let dist = try_create(p, n);
// let x = eval(dist);
// assert_eq!(*expected, *x);
// }
// fn test_almost<F>(p: &[f64], n: u64, expected: &[f64], acc: f64, eval: F)
// where F: Fn(Multinomial) -> Vec<f64>
// {
// let dist = try_create(p, n);
// let x = eval(dist);
// assert_eq!(expected.len(), x.len());
// for i in 0..expected.len() {
// assert_almost_eq!(expected[i], x[i], acc);
// }
// }
// fn test_almost_sr<F>(p: &[f64], n: u64, expected: f64, acc:f64, eval: F)
// where F: Fn(Multinomial) -> f64
// {
// let dist = try_create(p, n);
// let x = eval(dist);
// assert_almost_eq!(expected, x, acc);
// }
// #[test]
// fn test_create() {
// create_case(&[1.0, 1.0, 1.0], 4);
// create_case(&[1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0], 4);
// }
// #[test]
// fn test_bad_create() {
// bad_create_case(&[-1.0, 1.0], 4);
// bad_create_case(&[0.0, 0.0], 4);
// }
// #[test]
// fn test_mean() {
// let mean = |x: Multinomial| x.mean().unwrap();
// test_case(&[0.3, 0.7], 5, &[1.5, 3.5], mean);
// test_case(&[0.1, 0.3, 0.6], 10, &[1.0, 3.0, 6.0], mean);
// test_case(&[0.15, 0.35, 0.3, 0.2], 20, &[3.0, 7.0, 6.0, 4.0], mean);
// }
// #[test]
// fn test_variance() {
// let variance = |x: Multinomial| x.variance().unwrap();
// test_almost(&[0.3, 0.7], 5, &[1.05, 1.05], 1e-15, variance);
// test_almost(&[0.1, 0.3, 0.6], 10, &[0.9, 2.1, 2.4], 1e-15, variance);
// test_almost(&[0.15, 0.35, 0.3, 0.2], 20, &[2.55, 4.55, 4.2, 3.2], 1e-15, variance);
// }
// // #[test]
// // fn test_skewness() {
// // let skewness = |x: Multinomial| x.skewness().unwrap();
// // test_almost(&[0.3, 0.7], 5, &[0.390360029179413, -0.390360029179413], 1e-15, skewness);
// // test_almost(&[0.1, 0.3, 0.6], 10, &[0.843274042711568, 0.276026223736942, -0.12909944487358], 1e-15, skewness);
// // test_almost(&[0.15, 0.35, 0.3, 0.2], 20, &[0.438357003759605, 0.140642169281549, 0.195180014589707, 0.335410196624968], 1e-15, skewness);
// // }
// #[test]
// fn test_pmf() {
// let pmf = |arg: &[u64]| move |x: Multinomial| x.pmf(arg);
// test_almost_sr(&[0.3, 0.7], 10, 0.121060821, 1e-15, pmf(&[1, 9]));
// test_almost_sr(&[0.1, 0.3, 0.6], 10, 0.105815808, 1e-15, pmf(&[1, 3, 6]));
// test_almost_sr(&[0.15, 0.35, 0.3, 0.2], 10, 0.000145152, 1e-15, pmf(&[1, 1, 1, 7]));
// }
// #[test]
// #[should_panic]
// fn test_pmf_x_wrong_length() {
// let pmf = |arg: &[u64]| move |x: Multinomial| x.pmf(arg);
// let n = Multinomial::new(&[0.3, 0.7], 10).unwrap();
// n.pmf(&[1]);
// }
// #[test]
// #[should_panic]
// fn test_pmf_x_wrong_sum() {
// let pmf = |arg: &[u64]| move |x: Multinomial| x.pmf(arg);
// let n = Multinomial::new(&[0.3, 0.7], 10).unwrap();
// n.pmf(&[1, 3]);
// }
// #[test]
// fn test_ln_pmf() {
// let large_p = &[1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0];
// let n = Multinomial::new(large_p, 45).unwrap();
// let x = &[1, 2, 3, 4, 5, 6, 7, 8, 9];
// assert_almost_eq!(n.pmf(x).ln(), n.ln_pmf(x), 1e-13);
// let n2 = Multinomial::new(large_p, 18).unwrap();
// let x2 = &[1, 1, 1, 2, 2, 2, 3, 3, 3];
// assert_almost_eq!(n2.pmf(x2).ln(), n2.ln_pmf(x2), 1e-13);
// let n3 = Multinomial::new(large_p, 51).unwrap();
// let x3 = &[5, 6, 7, 8, 7, 6, 5, 4, 3];
// assert_almost_eq!(n3.pmf(x3).ln(), n3.ln_pmf(x3), 1e-13);
// }
// #[test]
// #[should_panic]
// fn test_ln_pmf_x_wrong_length() {
// let n = Multinomial::new(&[0.3, 0.7], 10).unwrap();
// n.ln_pmf(&[1]);
// }
// #[test]
// #[should_panic]
// fn test_ln_pmf_x_wrong_sum() {
// let n = Multinomial::new(&[0.3, 0.7], 10).unwrap();
// n.ln_pmf(&[1, 3]);
// }
// }