1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457
//! Beta Binomial distribution of x in {0, ..., n} #[cfg(feature = "serde1")] use serde::{Deserialize, Serialize}; use once_cell::sync::OnceCell; use rand::Rng; use special::Beta as _; use std::f64; use std::fmt; use crate::misc::{ln_binom, ln_pflip}; use crate::traits::*; use crate::{clone_cache_f64, impl_display}; /// [Beta Binomial distribution](https://en.wikipedia.org/wiki/Beta-binomial_distribution) /// over k in {0, ..., n} /// /// # Example /// /// ``` /// use std::f64; /// use rv::prelude::*; /// /// let a = 3.0; /// let b = 2.0; /// let n = 20; /// /// let beta = Beta::new(a, b).unwrap(); /// let beta_binom = BetaBinomial::new(n, a, b).unwrap(); /// /// let beta_mean: f64 = beta.mean().unwrap(); /// let beta_binom_mean: f64 = beta_binom.mean().unwrap(); /// assert!( (beta_mean * f64::from(n) - beta_binom_mean).abs() < 1E-12 ); /// ``` /// /// Some functions will panic when given data outside the supported range: /// [0, n] /// /// ``` /// # use rv::prelude::*; /// let beta_binom = BetaBinomial::new(20, 3.0, 2.0).unwrap(); /// assert!(!beta_binom.supports(&21_u32)); /// ``` /// /// The following will panic because 21 is out of the support /// /// ```should_panic /// # use rv::prelude::*; /// # let beta_binom = BetaBinomial::new(20, 3.0, 2.0).unwrap(); /// beta_binom.pmf(&21_u32); // panics /// ``` #[derive(Debug)] #[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))] pub struct BetaBinomial { /// Total number of trials n: u32, /// Analogous to Beta Distribution α parameter. alpha: f64, /// Analogous to Beta Distribution β parameter beta: f64, // ln_beta(alpha, beta) #[cfg_attr(feature = "serde1", serde(skip))] ln_beta_ab: OnceCell<f64>, } impl Clone for BetaBinomial { fn clone(&self) -> Self { Self { n: self.n, alpha: self.alpha, beta: self.beta, ln_beta_ab: clone_cache_f64!(self, ln_beta_ab), } } } impl PartialEq for BetaBinomial { fn eq(&self, other: &BetaBinomial) -> bool { self.n == other.n && self.alpha == other.alpha && self.beta == other.beta } } #[derive(Debug, Clone, PartialEq)] #[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))] pub enum BetaBinomialError { /// The alpha parameter is less than zero AlphaTooLow { alpha: f64 }, /// The alpha parameter is infinite or NaN AlphaNotFinite { alpha: f64 }, /// The beta parameter is less than zero BetaTooLow { beta: f64 }, /// The beta parameter is infinite or NaN BetaNotFinite { beta: f64 }, /// The number of trails is zero NIsZero, } impl BetaBinomial { /// Create a beta-binomal distirbution /// /// # Arguments /// /// - n: the total number of trials /// - alpha: the prior pseudo obersvations of success /// - beta: the prior pseudo obersvations of failure pub fn new( n: u32, alpha: f64, beta: f64, ) -> Result<Self, BetaBinomialError> { if alpha <= 0.0 { Err(BetaBinomialError::AlphaTooLow { alpha }) } else if !alpha.is_finite() { Err(BetaBinomialError::AlphaNotFinite { alpha }) } else if beta <= 0.0 { Err(BetaBinomialError::BetaTooLow { beta }) } else if !beta.is_finite() { Err(BetaBinomialError::BetaNotFinite { beta }) } else if n == 0 { Err(BetaBinomialError::NIsZero) } else { Ok(BetaBinomial { n, alpha, beta, ln_beta_ab: OnceCell::new(), }) } } /// Creates a new BetaBinomial without checking whether the parameters are /// valid. #[inline] pub fn new_unchecked(n: u32, alpha: f64, beta: f64) -> Self { BetaBinomial { n, alpha, beta, ln_beta_ab: OnceCell::new(), } } /// Evaluate or fetch cached log sigma #[inline] fn ln_beta_ab(&self) -> f64 { *self .ln_beta_ab .get_or_init(|| self.alpha.ln_beta(self.beta)) } /// Get `n`, the number of trials. /// /// # Example /// /// ```rust /// use rv::dist::BetaBinomial; /// let bb = BetaBinomial::new(10, 1.0, 2.0).unwrap(); /// assert_eq!(bb.n(), 10); /// ``` #[inline] pub fn n(&self) -> u32 { self.n } /// Get the `alpha` parameter /// /// # Example /// /// ```rust /// use rv::dist::BetaBinomial; /// let bb = BetaBinomial::new(10, 1.0, 2.0).unwrap(); /// assert_eq!(bb.alpha(), 1.0); /// ``` #[inline] pub fn alpha(&self) -> f64 { self.alpha } /// Set the alpha parameter /// /// # Example /// /// ```rust /// use rv::dist::BetaBinomial; /// /// let mut bb = BetaBinomial::new(10, 1.0, 5.0).unwrap(); /// /// bb.set_alpha(2.0).unwrap(); /// assert_eq!(bb.alpha(), 2.0); /// ``` /// /// Will error for invalid values /// /// ```rust /// # use rv::dist::BetaBinomial; /// # let mut bb = BetaBinomial::new(10, 1.0, 5.0).unwrap(); /// assert!(bb.set_alpha(0.1).is_ok()); /// assert!(bb.set_alpha(0.0).is_err()); /// assert!(bb.set_alpha(-1.0).is_err()); /// assert!(bb.set_alpha(std::f64::INFINITY).is_err()); /// assert!(bb.set_alpha(std::f64::NAN).is_err()); /// ``` #[inline] pub fn set_alpha(&mut self, alpha: f64) -> Result<(), BetaBinomialError> { if alpha <= 0.0 { Err(BetaBinomialError::AlphaTooLow { alpha }) } else if !alpha.is_finite() { Err(BetaBinomialError::AlphaNotFinite { alpha }) } else { self.set_alpha_unchecked(alpha); Ok(()) } } /// Set alpha without input validation #[inline] pub fn set_alpha_unchecked(&mut self, alpha: f64) { self.ln_beta_ab = OnceCell::new(); self.alpha = alpha } /// Get the `beta` parameter /// /// # Example /// /// ```rust /// use rv::dist::BetaBinomial; /// let bb = BetaBinomial::new(10, 1.0, 2.0).unwrap(); /// assert_eq!(bb.beta(), 2.0); /// ``` #[inline] pub fn beta(&self) -> f64 { self.beta } /// Set the beta parameter /// /// # Example /// /// ```rust /// # use rv::dist::BetaBinomial; /// let mut bb = BetaBinomial::new(10, 1.0, 5.0).unwrap(); /// /// bb.set_beta(2.0).unwrap(); /// assert_eq!(bb.beta(), 2.0); /// ``` /// /// Will error for invalid values /// /// ```rust /// # use rv::dist::BetaBinomial; /// # let mut bb = BetaBinomial::new(10, 1.0, 5.0).unwrap(); /// assert!(bb.set_beta(0.1).is_ok()); /// assert!(bb.set_beta(0.0).is_err()); /// assert!(bb.set_beta(-1.0).is_err()); /// assert!(bb.set_beta(std::f64::INFINITY).is_err()); /// assert!(bb.set_beta(std::f64::NAN).is_err()); /// ``` #[inline] pub fn set_beta(&mut self, beta: f64) -> Result<(), BetaBinomialError> { if beta <= 0.0 { Err(BetaBinomialError::BetaTooLow { beta }) } else if !beta.is_finite() { Err(BetaBinomialError::BetaNotFinite { beta }) } else { self.set_beta_unchecked(beta); Ok(()) } } /// Set beta without input validation #[inline] pub fn set_beta_unchecked(&mut self, beta: f64) { self.ln_beta_ab = OnceCell::new(); self.beta = beta } /// Set the value of the n parameter /// /// # Example /// /// ```rust /// use rv::dist::BetaBinomial; /// /// let mut bb = BetaBinomial::new(10, 0.5, 0.5).unwrap(); /// /// bb.set_n(11).unwrap(); /// /// assert_eq!(bb.n(), 11); /// ``` /// /// Will error for invalid values /// /// ```rust /// # use rv::dist::BetaBinomial; /// # let mut bb = BetaBinomial::new(10, 0.5, 0.5).unwrap(); /// assert!(bb.set_n(11).is_ok()); /// assert!(bb.set_n(1).is_ok()); /// assert!(bb.set_n(0).is_err()); /// ``` #[inline] pub fn set_n(&mut self, n: u32) -> Result<(), BetaBinomialError> { if n == 0 { Err(BetaBinomialError::NIsZero) } else { self.set_n_unchecked(n); Ok(()) } } /// Set the value of n without input validation #[inline] pub fn set_n_unchecked(&mut self, n: u32) { self.n = n } } impl From<&BetaBinomial> for String { fn from(bb: &BetaBinomial) -> String { format!("BetaBinomial({}; α: {}, β: {})", bb.n, bb.alpha, bb.beta) } } impl_display!(BetaBinomial); macro_rules! impl_int_traits { ($kind:ty) => { impl Rv<$kind> for BetaBinomial { fn ln_f(&self, k: &$kind) -> f64 { let nf = f64::from(self.n); let kf = *k as f64; ln_binom(nf, kf) + (kf + self.alpha).ln_beta(nf - kf + self.beta) - self.ln_beta_ab() } fn draw<R: Rng>(&self, mut rng: &mut R) -> $kind { self.sample(1, &mut rng)[0] } fn sample<R: Rng>(&self, n: usize, mut rng: &mut R) -> Vec<$kind> { // TODO: Could speed this up if we didn't compute the // k-independent terms in ln_f let ln_weights: Vec<f64> = (0..=self.n).map(|x| self.ln_f(&x)).collect(); ln_pflip(&ln_weights, n, true, &mut rng) .iter() .map(|k| *k as $kind) .collect() } } impl Support<$kind> for BetaBinomial { #[allow(unused_comparisons)] fn supports(&self, k: &$kind) -> bool { *k >= 0 && *k <= self.n as $kind } } impl DiscreteDistr<$kind> for BetaBinomial {} impl Cdf<$kind> for BetaBinomial { fn cdf(&self, k: &$kind) -> f64 { // XXX: Slow and awful. // TODO: could make this faster with hypergeometric function, // but the `special` crate doesn't implement it (0..=*k).fold(0.0, |acc, x| acc + self.pmf(&x)) } } }; } impl Mean<f64> for BetaBinomial { fn mean(&self) -> Option<f64> { let nf = f64::from(self.n); let m = self.alpha / (self.alpha + self.beta); Some(nf * m) } } impl Variance<f64> for BetaBinomial { fn variance(&self) -> Option<f64> { let nf = f64::from(self.n); let apb = self.alpha + self.beta; let v_numer = nf * self.alpha * self.beta * (apb + nf); let v_denom = apb * apb * (apb + 1.0); Some(v_numer / v_denom) } } impl_int_traits!(u8); impl_int_traits!(u16); impl_int_traits!(u32); impl_int_traits!(u64); impl_int_traits!(usize); impl_int_traits!(i8); impl_int_traits!(i16); impl_int_traits!(i32); impl_int_traits!(i64); impl std::error::Error for BetaBinomialError {} impl fmt::Display for BetaBinomialError { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { match self { Self::AlphaTooLow { alpha } => { write!(f, "alpha ({}) must be greater than zero", alpha) } Self::AlphaNotFinite { alpha } => { write!(f, "alpha ({}) was non finite", alpha) } Self::BetaTooLow { beta } => { write!(f, "beta ({}) must be greater than zero", beta) } Self::BetaNotFinite { beta } => { write!(f, "beta ({}) was non finite", beta) } Self::NIsZero => write!(f, "n was zero"), } } } #[cfg(test)] mod tests { use super::*; use crate::test_basic_impls; use std::f64; const TOL: f64 = 1E-12; test_basic_impls!([count] BetaBinomial::new(10, 0.2, 0.7).unwrap()); #[test] fn new() { let beta_binom = BetaBinomial::new(10, 0.1, 0.2).unwrap(); assert_eq!(beta_binom.n, 10); assert::close(beta_binom.alpha(), 0.1, TOL); assert::close(beta_binom.beta(), 0.2, TOL); } #[test] fn pmf() { let beta_binom = BetaBinomial::new(10, 0.5, 2.0).unwrap(); // Values from wolfram alpha let target = vec![ 0.387765, 0.176257, 0.118973, 0.0881283, 0.0674732, 0.0520508, 0.039761, 0.0295368, 0.020768, 0.0130762, 0.00621118, ]; let pmfs: Vec<f64> = (0..=10).map(|k| beta_binom.pmf(&k)).collect(); assert::close(pmfs, target, 1E-6); } }