本文整理了Java中org.apache.mahout.math.jet.random.Gamma
类的一些代码示例,展示了Gamma
类的具体用法。这些代码示例主要来源于Github
/Stackoverflow
/Maven
等平台,是从一些精选项目中提取出来的代码,具有较强的参考意义,能在一定程度帮忙到你。Gamma
类的具体详情如下:
包路径:org.apache.mahout.math.jet.random.Gamma
类名称:Gamma
暂无
代码示例来源:origin: tdunning/t-digest
@Override
AbstractDistribution create(Random random) {
return new Gamma(0.1, 0.1, random);
}
},
代码示例来源:origin: apache/mahout
@Test
public void testNextDouble() {
double[] z = new double[100000];
Random gen = RandomUtils.getRandom();
for (double alpha : new double[]{1, 2, 10, 0.1, 0.01, 100}) {
Gamma g = new Gamma(alpha, 1, gen);
for (int i = 0; i < z.length; i++) {
z[i] = g.nextDouble();
}
Arrays.sort(z);
// verify that empirical CDF matches theoretical one pretty closely
for (double q : seq(0.01, 1, 0.01)) {
double p = z[(int) (q * z.length)];
assertEquals(q, g.cdf(p), 0.01);
}
}
}
代码示例来源:origin: apache/mahout
/**
* Constructs a Gamma distribution with a given shape (alpha) and rate (beta).
*
* @param alpha The shape parameter.
* @param rate The rate parameter.
* @param randomGenerator The random number generator that generates bits for us.
* @throws IllegalArgumentException if <tt>alpha <= 0.0 || alpha <= 0.0</tt>.
*/
public Gamma(double alpha, double rate, Random randomGenerator) {
this.alpha = alpha;
this.rate = rate;
setRandomGenerator(randomGenerator);
}
代码示例来源:origin: apache/mahout
private static void checkGammaCdf(double alpha, double beta, double... values) {
Gamma g = new Gamma(alpha, beta, RandomUtils.getRandom());
int i = 0;
for (double x : seq(0, 2 * alpha, 2 * alpha / 10)) {
assertEquals(String.format(Locale.ENGLISH, "alpha=%.2f, i=%d, x=%.2f", alpha, i, x),
values[i], g.cdf(x), 1.0e-7);
i++;
}
}
代码示例来源:origin: apache/mahout
@Test
public void testPdf() {
Random gen = RandomUtils.getRandom();
for (double alpha : new double[]{0.01, 0.1, 1, 2, 10, 100}) {
for (double beta : new double[]{0.1, 1, 2, 100}) {
Gamma g1 = new Gamma(alpha, beta, gen);
for (double x : seq(0, 0.99, 0.1)) {
double p = Math.pow(beta, alpha) * Math.pow(x, alpha - 1) *
Math.exp(-beta * x - org.apache.mahout.math.jet.stat.Gamma.logGamma(alpha));
assertEquals(String.format(Locale.ENGLISH, "alpha=%.2f, beta=%.2f, x=%.2f\n", alpha, beta, x),
p, g1.pdf(x), 1.0e-9);
}
}
}
}
}
代码示例来源:origin: apache/mahout
@Test(timeout=50000)
public void testTimesSparseEfficiency() {
Random raw = RandomUtils.getRandom();
Gamma gen = new Gamma(0.1, 0.1, raw);
int[] values = new int[1000];
for (int k = 0; k < 1000; k++) {
int j = (int) Math.min(1000, gen.nextDouble());
values[j]++;
int[] values = new int[1000];
for (int k = 0; k < 1000; k++) {
int j = (int) Math.min(1000, gen.nextDouble());
values[j]++;
代码示例来源:origin: apache/mahout
/** Returns a random number from the distribution. */
@Override
public double nextDouble() {
return nextDouble(alpha, rate);
}
代码示例来源:origin: apache/mahout
/** Returns the probability distribution function.
* @param x Where to compute the density function.
*
* @return The value of the gamma density at x.
*/
@Override
public double pdf(double x) {
if (x < 0) {
throw new IllegalArgumentException();
}
if (x == 0) {
if (alpha == 1.0) {
return rate;
} else if (alpha < 1) {
return Double.POSITIVE_INFINITY;
} else {
return 0;
}
}
if (alpha == 1.0) {
return rate * Math.exp(-x * rate);
}
return rate * Math.exp((alpha - 1.0) * Math.log(x * rate) - x * rate - logGamma(alpha));
}
代码示例来源:origin: apache/mahout
b = 1.0 + 0.36788794412 * alpha; // Step 1
while (true) {
double p = b * randomDouble();
if (p <= 1.0) { // Step 2. Case gds <= 1
gds = Math.exp(Math.log(p) / alpha);
if (Math.log(randomDouble()) <= -gds) {
return gds / rate;
if (Math.log(randomDouble()) <= (alpha - 1.0) * Math.log(gds)) {
return gds / rate;
double v1;
do {
v1 = 2.0 * randomDouble() - 1.0;
double v2 = 2.0 * randomDouble() - 1.0;
v12 = v1 * v1 + v2 * v2;
} while (v12 > 1.0);
double u = randomDouble();
if (d * u <= t * t * t) {
return gds / rate;
double e;
do {
e = -Math.log(randomDouble());
u = randomDouble();
u = u + u - 1.0;
sign_u = u > 0 ? 1.0 : -1.0;
代码示例来源:origin: apache/mahout
@Test(timeout=50000)
public void testTimesDenseEfficiency() {
Random raw = RandomUtils.getRandom();
Gamma gen = new Gamma(0.1, 0.1, raw);
int[] values = new int[1000];
for (int k = 0; k < 1000; k++) {
int j = (int) Math.min(1000, gen.nextDouble());
values[j]++;
代码示例来源:origin: apache/mahout
Gamma g1 = new Gamma(1, beta, gen);
Gamma g2 = new Gamma(1, 1, gen);
for (double x : seq(0, 0.99, 0.1)) {
assertEquals(String.format(Locale.ENGLISH, "Rate invariance: x = %.4f, alpha = 1, beta = %.1f", x, beta),
1 - Math.exp(-x * beta), g1.cdf(x), 1.0e-9);
assertEquals(String.format(Locale.ENGLISH, "Rate invariance: x = %.4f, alpha = 1, beta = %.1f", x, beta),
g2.cdf(beta * x), g1.cdf(x), 1.0e-9);
Gamma g = new Gamma(alpha, 1, gen);
for (double beta : new double[]{0.1, 1, 2, 100}) {
Gamma g1 = new Gamma(alpha, beta, gen);
for (double x : seq(0, 0.9999, 0.001)) {
assertEquals(
String.format(Locale.ENGLISH, "Rate invariance: x = %.4f, alpha = %.2f, beta = %.1f", x, alpha, beta),
g.cdf(x * beta), g1.cdf(x), 0);
代码示例来源:origin: apache/mahout
/**
* Returns a sample from this distribution. The value returned will
* be the number of negative samples required before achieving r
* positive samples. Each successive sample is taken independently
* from a Bernouli process with probability p of success.
*
* The algorithm used is taken from J.H. Ahrens, U. Dieter (1974):
* Computer methods for sampling from gamma, beta, Poisson and
* binomial distributions, Computing 12, 223--246.
*
* This algorithm is essentially the same as described at
* http://en.wikipedia.org/wiki/Negative_binomial_distribution#Gamma.E2.80.93Poisson_mixture
* except that the notion of positive and negative outcomes is uniformly
* inverted. Because the inversion is complete and consistent, this
* definition is effectively identical to that defined on wikipedia.
*/
public int nextInt(int r, double p) {
return this.poisson.nextInt(gamma.nextDouble(r, p / (1.0 - p)));
}
代码示例来源:origin: cloudera/mahout
@Test
public void testPdf() {
Random gen = RandomUtils.getRandom();
for (double alpha : new double[]{0.01, 0.1, 1, 2, 10, 100}) {
for (double beta : new double[]{0.1, 1, 2, 100}) {
Gamma g1 = new Gamma(alpha, beta, gen);
for (double x : seq(0, 0.99, 0.1)) {
double p = Math.pow(beta, alpha) * Math.pow(x, alpha - 1) *
Math.exp(-beta * x - org.apache.mahout.math.jet.stat.Gamma.logGamma(alpha));
assertEquals(String.format(Locale.ENGLISH, "alpha=%.2f, beta=%.2f, x=%.2f\n", alpha, beta, x),
p, g1.pdf(x), 1.0e-9);
}
}
}
}
}
代码示例来源:origin: org.apache.mahout/mahout-math
/** Returns the probability distribution function.
* @param x Where to compute the density function.
*
* @return The value of the gamma density at x.
*/
@Override
public double pdf(double x) {
if (x < 0) {
throw new IllegalArgumentException();
}
if (x == 0) {
if (alpha == 1.0) {
return rate;
} else if (alpha < 1) {
return Double.POSITIVE_INFINITY;
} else {
return 0;
}
}
if (alpha == 1.0) {
return rate * Math.exp(-x * rate);
}
return rate * Math.exp((alpha - 1.0) * Math.log(x * rate) - x * rate - logGamma(alpha));
}
代码示例来源:origin: org.apache.mahout/mahout-math
b = 1.0 + 0.36788794412 * alpha; // Step 1
while (true) {
double p = b * randomDouble();
if (p <= 1.0) { // Step 2. Case gds <= 1
gds = Math.exp(Math.log(p) / alpha);
if (Math.log(randomDouble()) <= -gds) {
return gds / rate;
if (Math.log(randomDouble()) <= (alpha - 1.0) * Math.log(gds)) {
return gds / rate;
double v1;
do {
v1 = 2.0 * randomDouble() - 1.0;
double v2 = 2.0 * randomDouble() - 1.0;
v12 = v1 * v1 + v2 * v2;
} while (v12 > 1.0);
double u = randomDouble();
if (d * u <= t * t * t) {
return gds / rate;
double e;
do {
e = -Math.log(randomDouble());
u = randomDouble();
u = u + u - 1.0;
sign_u = u > 0 ? 1.0 : -1.0;
代码示例来源:origin: apache/mahout
/**
* Constructs a Negative Binomial distribution which describes the probability of getting
* a particular number of negative trials (k) before getting a fixed number of positive
* trials (r) where each positive trial has probability (p) of being successful.
*
* @param r the required number of positive trials.
* @param p the probability of success.
* @param randomGenerator a uniform random number generator.
*/
public NegativeBinomial(int r, double p, Random randomGenerator) {
setRandomGenerator(randomGenerator);
this.r = r;
this.p = p;
this.gamma = new Gamma(r, 1, randomGenerator);
this.poisson = new Poisson(0.0, randomGenerator);
}
代码示例来源:origin: apache/mahout
@Test(timeout=50000)
public void testTimesOtherSparseEfficiency() {
Random raw = RandomUtils.getRandom();
Gamma gen = new Gamma(0.1, 0.1, raw);
// build a sequential sparse matrix and a diagonal matrix and multiply them
Matrix x = new SparseRowMatrix(1000, 2000, false);
for (int i = 0; i < 1000; i++) {
int[] values = new int[1000];
for (int k = 0; k < 1000; k++) {
int j = (int) Math.min(1000, gen.nextDouble());
values[j]++;
}
for (int j = 0; j < 1000; j++) {
if (values[j] > 0) {
x.set(i, j, values[j]);
}
}
}
Vector d = new DenseVector(2000).assign(Functions.random());
Matrix y = new DiagonalMatrix(d);
long t0 = System.nanoTime();
Matrix z = x.times(y);
double elapsedTime = (System.nanoTime() - t0) * 1e-6;
System.out.printf("done in %.1f ms\n", elapsedTime);
for (MatrixSlice row : z) {
for (Vector.Element element : row.nonZeroes()) {
assertEquals(x.get(row.index(), element.index()) * d.get(element.index()), element.get(), 1e-12);
}
}
}
代码示例来源:origin: cloudera/mahout
@Test
public void testNextDouble() {
double[] z = new double[100000];
Random gen = RandomUtils.getRandom();
for (double alpha : new double[]{1, 2, 10, 0.1, 0.01, 100}) {
Gamma g = new Gamma(alpha, 1, gen);
for (int i = 0; i < z.length; i++) {
z[i] = g.nextDouble();
}
Arrays.sort(z);
// verify that empirical CDF matches theoretical one pretty closely
for (double q : seq(0.01, 1, 0.01)) {
double p = z[(int) (q * z.length)];
assertEquals(q, g.cdf(p), 0.01);
}
}
}
代码示例来源:origin: cloudera/mahout
private static void checkGammaCdf(double alpha, double beta, double... values) {
Gamma g = new Gamma(alpha, beta, RandomUtils.getRandom());
int i = 0;
for (double x : seq(0, 2 * alpha, 2 * alpha / 10)) {
assertEquals(String.format(Locale.ENGLISH, "alpha=%.2f, i=%d, x=%.2f", alpha, i, x),
values[i], g.cdf(x), 1.0e-7);
i++;
}
}
代码示例来源:origin: org.apache.mahout/mahout-math
/** Returns a random number from the distribution. */
@Override
public double nextDouble() {
return nextDouble(alpha, rate);
}
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