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use crate::{ consts::{NINETEEN_OVER_360, ONE_HALF, ONE_THIRD, ONE_TWELTH, ONE_TWENTY_FOURTH, PI_E_2}, fitting::{Likelihood, Score, MLE}, statistics::{FisherInformation, Modes, Quantiles, ShannonEntropy, UnivariateMoments}, utils::log_factorial_stirling, Convolution, DiscreteDistribution, Distribution, Probability, }; use ndarray::Array2; use rand::Rng; use spaces::discrete::Naturals; use std::fmt; pub use crate::params::Rate; params! { #[derive(Copy)] Params { lambda: Rate<f64> } } pub struct Grad { pub lambda: f64, } new_dist!(Poisson<Params>); macro_rules! get_lambda { ($self:ident) => { $self.0.lambda.0 }; } impl Poisson { pub fn new(lambda: f64) -> Result<Poisson, failure::Error> { Ok(Poisson(Params::new(lambda)?)) } pub fn new_unchecked(lambda: f64) -> Poisson { Poisson(Params::new_unchecked(lambda)) } } impl Distribution for Poisson { type Support = Naturals; type Params = Params; fn support(&self) -> Naturals { Naturals } fn params(&self) -> Params { self.0 } fn cdf(&self, _: &u64) -> Probability { unimplemented!() } fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 { use rand_distr::Distribution as _; rand_distr::Poisson::<f64>::new(get_lambda!(self)) .unwrap() .sample(rng) } } impl DiscreteDistribution for Poisson { fn log_pmf(&self, k: &u64) -> f64 { let l = get_lambda!(self); *k as f64 * l.ln() - l - crate::utils::log_factorial_stirling(*k) } } impl UnivariateMoments for Poisson { fn mean(&self) -> f64 { get_lambda!(self) } fn variance(&self) -> f64 { get_lambda!(self) } fn skewness(&self) -> f64 { get_lambda!(self).powf(-ONE_HALF) } fn kurtosis(&self) -> f64 { 1.0 / get_lambda!(self) } } impl Quantiles for Poisson { fn quantile(&self, _: Probability) -> f64 { unimplemented!() } fn median(&self) -> f64 { let l = get_lambda!(self); (l + ONE_THIRD - 0.02 / l).floor() } } impl Modes for Poisson { fn modes(&self) -> Vec<u64> { vec![get_lambda!(self).floor() as u64] } } impl ShannonEntropy for Poisson { fn shannon_entropy(&self) -> f64 { let l = get_lambda!(self); (PI_E_2 * l).ln() / 2.0 - ONE_TWELTH / l - ONE_TWENTY_FOURTH / l / l - NINETEEN_OVER_360 / l / l / l } } impl FisherInformation for Poisson { fn fisher_information(&self) -> Array2<f64> { Array2::from_elem((1, 1), get_lambda!(self)) } } impl Likelihood for Poisson { fn log_likelihood(&self, samples: &[u64]) -> f64 { let n = samples.len() as f64; let l = get_lambda!(self); let l_ln = l.ln(); -n * l + samples .into_iter() .map(|k| l_ln * *k as f64 - log_factorial_stirling(*k)) .sum::<f64>() } } impl Score for Poisson { type Grad = Grad; fn score(&self, samples: &[u64]) -> Grad { let n = samples.len() as f64; let l = get_lambda!(self); Grad { lambda: n + samples.into_iter().sum::<u64>() as f64 / l, } } } impl MLE for Poisson { fn fit_mle(xs: &[u64]) -> Result<Self, failure::Error> { let n = xs.len() as f64; Poisson::new(xs.iter().fold(0.0, |acc, &x| acc + x as f64) as f64 / n) } } impl Convolution<Poisson> for Poisson { type Output = Poisson; fn convolve(self, rv: Poisson) -> Result<Poisson, failure::Error> { Ok(Poisson(Params::new_unchecked( get_lambda!(self) + get_lambda!(rv), ))) } } impl fmt::Display for Poisson { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { write!(f, "Poi({})", get_lambda!(self)) } }