BetaDiscreteDistribution.cpp

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//
// File: BetaDiscreteDistribution.cpp
// Authors:
//   Laurent Guéguen
// Created: lundi 31 mai 2010, à 11h 15
//
 
/*
  Copyright or © or Copr. CNRS, (November 17, 2004)
  
  This software is a computer program whose purpose is to provide classes
  for numerical calculus.
  
  This software is governed by the CeCILL license under French law and
  abiding by the rules of distribution of free software. You can use,
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info".
  
  As a counterpart to the access to the source code and rights to copy,
  modify and redistribute granted by the license, users are provided only
  with a limited warranty and the software's author, the holder of the
  economic rights, and the successive licensors have only limited
  liability.
  
  In this respect, the user's attention is drawn to the risks associated
  with loading, using, modifying and/or developing or reproducing the
  software by the user in light of its specific status of free software,
  that may mean that it is complicated to manipulate, and that also
  therefore means that it is reserved for developers and experienced
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*/
 
 
#include "../../Utils/MapTools.h"
#include "../NumConstants.h"
#include "../Random/RandomTools.h"
#include "BetaDiscreteDistribution.h"
 
using namespace bpp;
 
// From the STL:
#include <cmath>
 
using namespace std;
 
BetaDiscreteDistribution::BetaDiscreteDistribution(size_t n, double alpha, double beta) :
  AbstractDiscreteDistribution(n, NumConstants::VERY_TINY(), "Beta."), alpha_(alpha), beta_(beta), diffln_(0)
{
  addParameter_(new Parameter("Beta.alpha", alpha, std::make_shared<IntervalConstraint>(1, 0.0001, true)));
 
  // For precision issues, beta cannot be too low
  addParameter_(new Parameter("Beta.beta", beta, std::make_shared<IntervalConstraint>(1, 0.1, true)));
  intMinMax_->setLowerBound(0, true);
  intMinMax_->setUpperBound(1, true);
 
  diffln_ = exp(RandomTools::lnBeta(alpha_ + 1, beta_) - RandomTools::lnBeta(alpha_, beta_));
  discretize();
}
 
BetaDiscreteDistribution::BetaDiscreteDistribution(const BetaDiscreteDistribution& bdd) :
  AbstractDiscreteDistribution(bdd), alpha_(bdd.alpha_), beta_(bdd.beta_), diffln_(bdd.diffln_)
{}
 
BetaDiscreteDistribution& BetaDiscreteDistribution::operator=(const BetaDiscreteDistribution& bdd)
{
  AbstractDiscreteDistribution::operator=(bdd);
 
  alpha_ = bdd.alpha_;
  beta_ = bdd.beta_;
  diffln_ = bdd.diffln_;
 
  return *this;
}
 
/******************************************************************************/
 
void BetaDiscreteDistribution::fireParameterChanged(const ParameterList& parameters)
{
  AbstractDiscreteDistribution::fireParameterChanged(parameters);
  alpha_ = getParameterValue("alpha");
  beta_ = getParameterValue("beta");
 
  if (alpha_ <= 1 && intMinMax_->getLowerBound() == 0)
    intMinMax_->setLowerBound(precision(), false);
 
  if (beta_ <= 1 && intMinMax_->getUpperBound() == 1)
    intMinMax_->setUpperBound(1 - precision(), false);
 
  diffln_ = exp(RandomTools::lnBeta(alpha_ + 1, beta_) - RandomTools::lnBeta(alpha_, beta_));
  discretize();
}
 
/******************************************************************************/
 
double BetaDiscreteDistribution::qProb(double x) const
{
  return RandomTools::qBeta(x, alpha_, beta_);
}
 
double BetaDiscreteDistribution::pProb(double x) const
{
  return RandomTools::pBeta(x, alpha_, beta_);
}
 
double BetaDiscreteDistribution::Expectation(double a) const
{
  return RandomTools::pBeta(a, alpha_ + 1, beta_) * diffln_;
}