solvr 0.2.0

Advanced computing library for real-world problem solving - optimization, differential equations, interpolation, statistics, and more
Documentation
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//! Binomial distribution.
use crate::DType;

use super::log_binom;
use crate::stats::continuous::special;
use crate::stats::distribution::{DiscreteDistribution, Distribution};
use crate::stats::error::{StatsError, StatsResult};
use numr::algorithm::special::SpecialFunctions;
use numr::error::Result;
use numr::ops::{ScalarOps, TensorOps};
use numr::runtime::{Runtime, RuntimeClient};
use numr::tensor::Tensor;

/// Binomial distribution.
///
/// The binomial distribution models the number of successes in n independent
/// Bernoulli trials with success probability p.
///
/// P(X = k) = C(n, k) p^k (1-p)^(n-k)
///
/// # Examples
///
/// ```
/// # fn main() -> Result<(), Box<dyn std::error::Error>> {
/// use solvr::stats::{Binomial, DiscreteDistribution, Distribution};
///
/// // 10 coin flips with fair coin
/// let b = Binomial::new(10, 0.5)?;
/// println!("P(X = 5) = {}", b.pmf(5)); // Most likely outcome
/// println!("P(X ≤ 3) = {}", b.cdf(3)); // At most 3 heads
/// # Ok(())
/// # }
/// ```
#[derive(Debug, Clone, Copy)]
pub struct Binomial {
    /// Number of trials
    n: u64,
    /// Success probability
    p: f64,
    /// Failure probability (1 - p)
    q: f64,
}

impl Binomial {
    /// Create a new binomial distribution.
    ///
    /// # Arguments
    ///
    /// * `n` - Number of trials
    /// * `p` - Probability of success on each trial (must be in [0, 1])
    pub fn new(n: u64, p: f64) -> StatsResult<Self> {
        if !(0.0..=1.0).contains(&p) {
            return Err(StatsError::InvalidParameter {
                name: "p".to_string(),
                value: p,
                reason: "probability must be in [0, 1]".to_string(),
            });
        }
        Ok(Self { n, p, q: 1.0 - p })
    }

    /// Get the number of trials.
    pub fn n(&self) -> u64 {
        self.n
    }

    /// Get the success probability.
    pub fn p(&self) -> f64 {
        self.p
    }
}

impl Distribution for Binomial {
    fn mean(&self) -> f64 {
        self.n as f64 * self.p
    }

    fn var(&self) -> f64 {
        self.n as f64 * self.p * self.q
    }

    fn entropy(&self) -> f64 {
        // No simple closed form; use sum approximation for large n
        if self.n == 0 {
            return 0.0;
        }
        // For simplicity, use normal approximation entropy for large n
        // H ≈ 0.5 * ln(2πe * npq)
        0.5 * (2.0 * std::f64::consts::PI * std::f64::consts::E * self.var()).ln()
    }

    fn median(&self) -> f64 {
        // Approximate: floor(np) or ceil(np)
        (self.n as f64 * self.p).floor()
    }

    fn mode(&self) -> f64 {
        ((self.n + 1) as f64 * self.p).floor()
    }

    fn skewness(&self) -> f64 {
        if self.var() == 0.0 {
            return 0.0;
        }
        (self.q - self.p) / self.var().sqrt()
    }

    fn kurtosis(&self) -> f64 {
        if self.var() == 0.0 {
            return 0.0;
        }
        (1.0 - 6.0 * self.p * self.q) / self.var()
    }
}

impl DiscreteDistribution for Binomial {
    fn pmf(&self, k: u64) -> f64 {
        if k > self.n {
            return 0.0;
        }
        if self.p == 0.0 {
            return if k == 0 { 1.0 } else { 0.0 };
        }
        if self.p == 1.0 {
            return if k == self.n { 1.0 } else { 0.0 };
        }

        self.log_pmf(k).exp()
    }

    fn log_pmf(&self, k: u64) -> f64 {
        if k > self.n {
            return f64::NEG_INFINITY;
        }
        if self.p == 0.0 {
            return if k == 0 { 0.0 } else { f64::NEG_INFINITY };
        }
        if self.p == 1.0 {
            return if k == self.n { 0.0 } else { f64::NEG_INFINITY };
        }

        let k_f = k as f64;
        let n_f = self.n as f64;

        log_binom(self.n, k) + k_f * self.p.ln() + (n_f - k_f) * self.q.ln()
    }

    fn cdf(&self, k: u64) -> f64 {
        if k >= self.n {
            return 1.0;
        }
        if self.p == 0.0 {
            return 1.0;
        }
        if self.p == 1.0 {
            return 0.0;
        }

        // CDF = I_{1-p}(n-k, k+1) = 1 - I_p(k+1, n-k)
        1.0 - special::betainc((k + 1) as f64, (self.n - k) as f64, self.p)
    }

    fn sf(&self, k: u64) -> f64 {
        if k >= self.n {
            return 0.0;
        }
        if self.p == 0.0 {
            return 0.0;
        }
        if self.p == 1.0 {
            return 1.0;
        }

        // SF = P(X > k) = I_p(k+1, n-k)
        special::betainc((k + 1) as f64, (self.n - k) as f64, self.p)
    }

    fn ppf(&self, prob: f64) -> StatsResult<u64> {
        if !(0.0..=1.0).contains(&prob) {
            return Err(StatsError::InvalidProbability { value: prob });
        }
        if prob == 0.0 {
            return Ok(0);
        }
        if prob == 1.0 {
            return Ok(self.n);
        }

        // Binary search for smallest k with CDF(k) >= prob
        let mut lo = 0u64;
        let mut hi = self.n;

        while lo < hi {
            let mid = lo + (hi - lo) / 2;
            if self.cdf(mid) < prob {
                lo = mid + 1;
            } else {
                hi = mid;
            }
        }

        Ok(lo)
    }

    // ========================================================================
    // Tensor Methods - All computation stays on device using numr ops
    // ========================================================================

    fn pmf_tensor<R: Runtime<DType = DType>, C>(
        &self,
        k: &Tensor<R>,
        client: &C,
    ) -> Result<Tensor<R>>
    where
        C: TensorOps<R> + ScalarOps<R> + SpecialFunctions<R> + RuntimeClient<R>,
    {
        // PMF(k) = C(n,k) * p^k * (1-p)^(n-k)
        // Use log-space: log_pmf = log(C(n,k)) + k*log(p) + (n-k)*log(1-p)
        let log_pmf = self.log_pmf_tensor(k, client)?;
        client.exp(&log_pmf)
    }

    fn log_pmf_tensor<R: Runtime<DType = DType>, C>(
        &self,
        k: &Tensor<R>,
        client: &C,
    ) -> Result<Tensor<R>>
    where
        C: TensorOps<R> + ScalarOps<R> + SpecialFunctions<R> + RuntimeClient<R>,
    {
        // log_pmf(k) = log(C(n,k)) + k*log(p) + (n-k)*log(1-p)
        // log(C(n,k)) = lgamma(n+1) - lgamma(k+1) - lgamma(n-k+1)

        let n_f = self.n as f64;
        let ln_p = self.p.ln();
        let ln_q = self.q.ln();

        // floor(k) for integer semantics
        let k_floor = client.floor(k)?;
        let k_plus_1 = client.add_scalar(&k_floor, 1.0)?;

        // n - k
        let neg_k = client.mul_scalar(&k_floor, -1.0)?;
        let n_minus_k = client.add_scalar(&neg_k, n_f)?;
        let n_minus_k_plus_1 = client.add_scalar(&n_minus_k, 1.0)?;

        // Compute log(C(n,k)) using scalar lgamma for n+1 part
        let lgamma_n_plus_1 = special::lgamma(n_f + 1.0);
        let lgamma_k_plus_1 = client.lgamma(&k_plus_1)?;
        let lgamma_n_minus_k_plus_1 = client.lgamma(&n_minus_k_plus_1)?;

        // log(C(n,k)) = lgamma(n+1) - lgamma(k+1) - lgamma(n-k+1)
        let shape = k_floor.shape();
        let lgamma_n_plus_1_tensor = client.fill(shape, lgamma_n_plus_1, k_floor.dtype())?;
        let log_binom_coeff = client.sub(&lgamma_n_plus_1_tensor, &lgamma_k_plus_1)?;
        let log_binom_coeff = client.sub(&log_binom_coeff, &lgamma_n_minus_k_plus_1)?;

        // k * ln(p)
        let k_times_ln_p = client.mul_scalar(&k_floor, ln_p)?;

        // (n - k) * ln(q)
        let n_minus_k_times_ln_q = client.mul_scalar(&n_minus_k, ln_q)?;

        // Sum them all
        let result = client.add(&log_binom_coeff, &k_times_ln_p)?;
        client.add(&result, &n_minus_k_times_ln_q)
    }

    fn cdf_tensor<R: Runtime<DType = DType>, C>(
        &self,
        k: &Tensor<R>,
        client: &C,
    ) -> Result<Tensor<R>>
    where
        C: TensorOps<R> + ScalarOps<R> + SpecialFunctions<R> + RuntimeClient<R>,
    {
        // CDF(k) = 1 - betainc(k+1, n-k, p)
        let n_f = self.n as f64;
        let k_floor = client.floor(k)?;

        // k + 1
        let k_plus_1 = client.add_scalar(&k_floor, 1.0)?;
        // n - k
        let neg_k = client.mul_scalar(&k_floor, -1.0)?;
        let n_minus_k = client.add_scalar(&neg_k, n_f)?;

        // p tensor
        let shape = k_floor.shape();
        let p_tensor = client.fill(shape, self.p, k_floor.dtype())?;

        // betainc(k+1, n-k, p)
        let betainc_val = client.betainc(&k_plus_1, &n_minus_k, &p_tensor)?;

        // 1 - betainc
        client.sub_scalar(&client.mul_scalar(&betainc_val, -1.0)?, -1.0)
    }

    fn sf_tensor<R: Runtime<DType = DType>, C>(
        &self,
        k: &Tensor<R>,
        client: &C,
    ) -> Result<Tensor<R>>
    where
        C: TensorOps<R> + ScalarOps<R> + SpecialFunctions<R> + RuntimeClient<R>,
    {
        // SF(k) = betainc(k+1, n-k, p)
        let n_f = self.n as f64;
        let k_floor = client.floor(k)?;

        // k + 1
        let k_plus_1 = client.add_scalar(&k_floor, 1.0)?;
        // n - k
        let neg_k = client.mul_scalar(&k_floor, -1.0)?;
        let n_minus_k = client.add_scalar(&neg_k, n_f)?;

        // p tensor
        let shape = k_floor.shape();
        let p_tensor = client.fill(shape, self.p, k_floor.dtype())?;

        // betainc(k+1, n-k, p)
        client.betainc(&k_plus_1, &n_minus_k, &p_tensor)
    }

    fn ppf_tensor<R: Runtime<DType = DType>, C>(
        &self,
        p: &Tensor<R>,
        client: &C,
    ) -> Result<Tensor<R>>
    where
        C: TensorOps<R> + ScalarOps<R> + SpecialFunctions<R> + RuntimeClient<R>,
    {
        // PPF for binomial is complex to vectorize since it requires iterative search.
        // For now, use normal approximation: Binomial(n,p) ≈ Normal(np, np(1-p))
        // This is reasonable for large n or p close to 0.5
        let n_f = self.n as f64;
        let mean = n_f * self.p;
        let var = n_f * self.p * self.q;
        let std = var.sqrt();

        // Use erfinv for normal approximation
        let two_p_minus_1 = client.sub_scalar(&client.mul_scalar(p, 2.0)?, 1.0)?;
        let erfinv_val = client.erfinv(&two_p_minus_1)?;
        let z = client.mul_scalar(&erfinv_val, std::f64::consts::SQRT_2)?;

        // x = mean + std * z
        let scaled = client.mul_scalar(&z, std)?;
        let result = client.add_scalar(&scaled, mean)?;

        // Clamp to [0, n]
        client.clamp(&result, 0.0, n_f)
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_binomial_creation() {
        let b = Binomial::new(10, 0.5).unwrap();
        assert_eq!(b.n(), 10);
        assert!((b.p() - 0.5).abs() < 1e-10);

        assert!(Binomial::new(10, -0.1).is_err());
        assert!(Binomial::new(10, 1.1).is_err());
    }

    #[test]
    fn test_binomial_moments() {
        let b = Binomial::new(10, 0.3).unwrap();

        // Mean = np = 3
        assert!((b.mean() - 3.0).abs() < 1e-10);

        // Var = npq = 2.1
        assert!((b.var() - 2.1).abs() < 1e-10);

        // Skewness = (q-p)/sqrt(npq)
        let expected_skew = 0.4 / 2.1_f64.sqrt();
        assert!((b.skewness() - expected_skew).abs() < 1e-10);
    }

    #[test]
    fn test_binomial_pmf() {
        let b = Binomial::new(10, 0.5).unwrap();

        // P(X = 5) for fair coin is C(10,5) * 0.5^10 = 252/1024
        let expected = 252.0 / 1024.0;
        assert!((b.pmf(5) - expected).abs() < 1e-10);

        // Sum of all PMFs should be 1
        let total: f64 = (0..=10).map(|k| b.pmf(k)).sum();
        assert!((total - 1.0).abs() < 1e-10);

        // PMF(k) = 0 for k > n
        assert!((b.pmf(11) - 0.0).abs() < 1e-10);
    }

    #[test]
    fn test_binomial_cdf() {
        let b = Binomial::new(10, 0.5).unwrap();

        // CDF should be cumulative
        let cdf_5: f64 = (0..=5).map(|k| b.pmf(k)).sum();
        assert!((b.cdf(5) - cdf_5).abs() < 1e-6);

        // CDF(n) = 1
        assert!((b.cdf(10) - 1.0).abs() < 1e-10);

        // CDF is monotonic
        for k in 0..10 {
            assert!(b.cdf(k) <= b.cdf(k + 1));
        }
    }

    #[test]
    fn test_binomial_ppf() {
        let b = Binomial::new(10, 0.5).unwrap();

        // PPF should give smallest k with CDF(k) >= p
        for k in 0..=10 {
            let p = b.cdf(k);
            let result = b.ppf(p).unwrap();
            assert!(b.cdf(result) >= p);
            if result > 0 {
                assert!(b.cdf(result - 1) < p);
            }
        }
    }

    #[test]
    fn test_binomial_edge_cases() {
        // p = 0: always 0 successes
        let b = Binomial::new(10, 0.0).unwrap();
        assert!((b.pmf(0) - 1.0).abs() < 1e-10);
        assert!((b.pmf(1) - 0.0).abs() < 1e-10);

        // p = 1: always n successes
        let b = Binomial::new(10, 1.0).unwrap();
        assert!((b.pmf(10) - 1.0).abs() < 1e-10);
        assert!((b.pmf(9) - 0.0).abs() < 1e-10);

        // n = 0: always 0
        let b = Binomial::new(0, 0.5).unwrap();
        assert!((b.pmf(0) - 1.0).abs() < 1e-10);
    }
}