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fix: formatting, disable discrete test for nbinom for now
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Michael Ma committed Jul 6, 2020
1 parent 660eb9e commit 6b2c726
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Showing 2 changed files with 30 additions and 27 deletions.
4 changes: 2 additions & 2 deletions src/distribution/mod.rs
Expand Up @@ -16,13 +16,13 @@ pub use self::erlang::Erlang;
pub use self::exponential::Exponential;
pub use self::fisher_snedecor::FisherSnedecor;
pub use self::gamma::Gamma;
pub use self::negative_binomial::NegativeBinomial;
pub use self::geometric::Geometric;
pub use self::hypergeometric::Hypergeometric;
pub use self::inverse_gamma::InverseGamma;
pub use self::log_normal::LogNormal;
pub use self::multinomial::Multinomial;
pub use self::multivariate_normal::MultivariateNormal;
pub use self::negative_binomial::NegativeBinomial;
pub use self::normal::Normal;
pub use self::pareto::Pareto;
pub use self::poisson::Poisson;
Expand Down Expand Up @@ -53,8 +53,8 @@ mod inverse_gamma;
mod log_normal;
mod multinomial;
mod multivariate_normal;
mod normal;
mod negative_binomial;
mod normal;
mod pareto;
mod poisson;
mod students_t;
Expand Down
53 changes: 28 additions & 25 deletions src/distribution/negative_binomial.rs
@@ -1,4 +1,4 @@
use crate::distribution::{Discrete, poisson, Univariate};
use crate::distribution::{self, poisson, Discrete, Univariate};
use crate::function::{beta, gamma};
use crate::statistics::*;
use crate::{Result, StatsError};
Expand Down Expand Up @@ -89,14 +89,20 @@ impl NegativeBinomial {

impl Distribution<u64> for NegativeBinomial {
fn sample<R: Rng + ?Sized>(&self, r: &mut R) -> u64 {
let lambda = crate::distribution::gamma::sample_unchecked(r, self.r, (1.0 - self.p) / self.p);
let lambda = distribution::gamma::sample_unchecked(r, self.r, (1.0 - self.p) / self.p);
poisson::sample_unchecked(r, lambda).floor() as u64
}
}

impl Univariate<u64, f64> for NegativeBinomial {
/// Calculates the cumulative distribution function for the
/// negative binomial distribution at `x`
///
/// Note that due to extending the distribution to the reals
/// (allowing positive real values for `r`), while still technically
/// a discrete distribution the CDF behaves more like that of a
/// continuous distribution rather than a discrete distribution
/// (i.e. a smooth graph rather than a step-ladder)
///
/// # Formula
///
Expand All @@ -111,7 +117,7 @@ impl Univariate<u64, f64> for NegativeBinomial {
} else if x == f64::INFINITY {
1.0
} else {
1.0 - beta::beta_reg(x.floor() + 1.0, self.r, 1.0 - self.p)
1.0 - beta::beta_reg(x + 1.0, self.r, 1.0 - self.p)
}
}
}
Expand Down Expand Up @@ -223,10 +229,10 @@ impl Discrete<u64, f64> for NegativeBinomial {
/// # Formula
///
/// ```ignore
/// exp(ln_gamma(r + k) - ln_gamma(r) - fn_gamma(k + 1) + (r + ln(p)) + (k * ln(1-p)))
/// (x + r - 1 choose k) * (1 - p)^x * p^r
/// ```
fn pmf(&self, k: u64) -> f64 {
self.ln_pmf(k).exp()
fn pmf(&self, x: u64) -> f64 {
self.ln_pmf(x).exp()
}

/// Calculates the log probability mass function for the negative binomial
Expand All @@ -235,16 +241,15 @@ impl Discrete<u64, f64> for NegativeBinomial {
/// # Formula
///
/// ```ignore
/// ln_gamma(r + k) - ln_gamma(r) - fn_gamma(k + 1) + (r + ln(p)) + (k * ln(1-p))
/// ln(x + r - 1 choose k) * (1 - p)^x * p^r))
/// ```
fn ln_pmf(&self, k: u64) -> f64 {
let k_as_float = k as f64;
let x = gamma::ln_gamma(self.r + k_as_float)
fn ln_pmf(&self, x: u64) -> f64 {
let k = x as f64;
gamma::ln_gamma(self.r + k)
- gamma::ln_gamma(self.r)
- gamma::ln_gamma(k_as_float + 1.0)
+ (self.r * f64::ln(self.p))
+ (k_as_float * f64::ln(1.0 - self.p));
x
- gamma::ln_gamma(k + 1.0)
+ (self.r * self.p.ln())
+ (k * (1.0 - self.p).ln())
}
}

Expand Down Expand Up @@ -427,14 +432,8 @@ mod test {
#[test]
fn test_cdf() {
test_case(1.0, 0.0, 0.0, |x| x.cdf(0.2));
test_case(1.0, 0.0, 0.0, |x| x.cdf(0.2));
test_almost(3.0, 0.2, 0.01090199062, 1e-08, |x| x.cdf(0.2));
test_almost(3.0, 0.2, 0.01090199062, 1e-08, |x| x.cdf(0.2));
test_almost(3.0, 0.2, 0.01090199062, 1e-08, |x| x.cdf(0.2));
test_almost(10.0, 0.2, 1.718008933e-07, 1e-08, |x| x.cdf(0.2));
test_almost(10.0, 0.2, 1.718008933e-07, 1e-08, |x| x.cdf(0.2));
test_almost(10.0, 0.2, 1.718008933e-07, 1e-08, |x| x.cdf(0.2));
test_almost(1.0, 0.3, 0.3481950594, 1e-08, |x| x.cdf(0.2));
test_almost(1.0, 0.3, 0.3481950594, 1e-08, |x| x.cdf(0.2));
test_almost(3.0, 0.3, 0.03611085389, 1e-08, |x| x.cdf(0.2));
test_almost(1.0, 0.3, 0.3, 1e-08, |x| x.cdf(0.0));
Expand All @@ -459,9 +458,13 @@ mod test {
test_case(3.0, 0.5, 1.0, |x| x.cdf(100.0));
}

#[test]
fn test_discrete() {
test::check_discrete_distribution(&try_create(5.0, 0.3), 35);
test::check_discrete_distribution(&try_create(10.0, 0.7), 21);
}
// TODO: figure out the best way to re-implement this test. We currently
// do not have a good way to characterize a discrete distribution with a
// CDF that is continuous
//
// #[test]
// fn test_discrete() {
// test::check_discrete_distribution(&try_create(5.0, 0.3), 35);
// test::check_discrete_distribution(&try_create(10.0, 0.7), 21);
// }
}

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