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
pub fn is_valid_multinomial(arr: &[f64], incl_zero: bool) -> bool {
let mut sum = 0.0;
for i in 0..arr.len() {
let el = *unsafe { arr.get_unchecked(i) };
if incl_zero && el < 0.0 {
return false;
} else if !incl_zero && el <= 0.0 {
return false;
} else if el.is_nan() {
return false;
}
sum += el;
}
sum != 0.0
}
#[cfg(test)]
pub mod test {
use super::is_valid_multinomial;
use crate::distribution::{Continuous, Discrete, Univariate};
use std::f64;
fn check_integrate_pdf_is_cdf<D: Univariate<f64, f64> + Continuous<f64, f64>>(
dist: &D,
x_min: f64,
x_max: f64,
step: f64,
) {
let mut prev_x = x_min;
let mut prev_density = dist.pdf(x_min);
let mut sum = 0.0;
loop {
let x = prev_x + step;
let density = dist.pdf(x);
assert!(density >= 0.0);
let ln_density = dist.ln_pdf(x);
assert_almost_eq!(density.ln(), ln_density, 1e-10);
sum += (prev_density + density) * step / 2.0;
let cdf = dist.cdf(x);
if (sum - cdf).abs() > 1e-3 {
println!("Integral of pdf doesn't equal cdf!");
println!("Integration from {} by {} to {} = {}", x_min, step, x, sum);
println!("cdf = {}", cdf);
assert!(false);
}
if x >= x_max {
break;
} else {
prev_x = x;
prev_density = density;
}
}
assert!(sum > 0.99);
assert!(sum <= 1.001);
}
fn check_sum_pmf_is_cdf<D: Univariate<u64, f64> + Discrete<u64, f64>>(dist: &D, x_max: u64) {
let mut sum = 0.0;
for i in 0..x_max + 3 {
let prob = dist.pmf(i);
assert!(prob >= 0.0);
assert!(prob <= 1.0);
sum += prob;
if i == x_max {
assert!(sum > 0.99);
}
assert_almost_eq!(sum, dist.cdf(i as f64), 1e-10);
assert_almost_eq!(sum, dist.cdf(i as f64 + 0.1), 1e-10);
assert_almost_eq!(sum, dist.cdf(i as f64 + 0.5), 1e-10);
assert_almost_eq!(sum, dist.cdf(i as f64 + 0.9), 1e-10);
}
assert!(sum > 0.99);
assert!(sum <= 1.0 + 1e-10);
}
pub fn check_continuous_distribution<D: Univariate<f64, f64> + Continuous<f64, f64>>(
dist: &D,
x_min: f64,
x_max: f64,
) {
assert_eq!(dist.pdf(f64::NEG_INFINITY), 0.0);
assert_eq!(dist.pdf(f64::INFINITY), 0.0);
assert_eq!(dist.ln_pdf(f64::NEG_INFINITY), f64::NEG_INFINITY);
assert_eq!(dist.ln_pdf(f64::INFINITY), f64::NEG_INFINITY);
assert_eq!(dist.cdf(f64::NEG_INFINITY), 0.0);
assert_eq!(dist.cdf(f64::INFINITY), 1.0);
check_integrate_pdf_is_cdf(dist, x_min, x_max, (x_max - x_min) / 100000.0);
}
pub fn check_discrete_distribution<D: Univariate<u64, f64> + Discrete<u64, f64>>(
dist: &D,
x_max: u64,
) {
assert_eq!(dist.cdf(f64::NEG_INFINITY), 0.0);
assert_eq!(dist.cdf(-10.0), 0.0);
assert_eq!(dist.cdf(-1.0), 0.0);
assert_eq!(dist.cdf(-0.01), 0.0);
assert_eq!(dist.cdf(f64::INFINITY), 1.0);
check_sum_pmf_is_cdf(dist, x_max);
}
#[test]
fn test_is_valid_multinomial() {
use std::f64;
let invalid = [1.0, f64::NAN, 3.0];
assert!(!is_valid_multinomial(&invalid, true));
let invalid2 = [-2.0, 5.0, 1.0, 6.2];
assert!(!is_valid_multinomial(&invalid2, true));
let invalid3 = [0.0, 0.0, 0.0];
assert!(!is_valid_multinomial(&invalid3, true));
let valid = [5.2, 0.0, 1e-15, 1000000.12];
assert!(is_valid_multinomial(&valid, true));
}
#[test]
fn test_is_valid_multinomial_no_zero() {
let invalid = [5.2, 0.0, 1e-15, 1000000.12];
assert!(!is_valid_multinomial(&invalid, false));
}
}