private static ProbabilityDistribution getPriorProbabilities(Target target) {
ProbabilityDistribution result = new ProbabilityDistribution();
List<TargetValue> values = target.getTargetValues();
for (TargetValue value : values) {
// "The defaultValue attribute is used only if the optype of the field is continuous"
if (value.getDefaultValue() != null) {
throw new InvalidFeatureException(value);
}
String targetCategory = value.getValue();
Double probability = value.getPriorProbability();
if (targetCategory == null || probability == null) {
continue;
}
result.put(targetCategory, probability);
}
if (result.isEmpty()) {
return null;
}
return result;
}
protected void assertPDF(
final double[] z, final double[] x, final ProbabilityDistribution<Double> dist) {
assertPDFWithNull(dist);
for (int i = 0; i < z.length; i++) {
assertEquals(dist.getPDF(x[i]), z[i], EPS);
}
}
protected void assertCDFWithNull(final ProbabilityDistribution<Double> dist) {
try {
dist.getCDF(null);
Assert.fail();
} catch (final IllegalArgumentException e) {
// Expected
}
}
public double getExpectedValueForTime(double time) {
if (!Double.isNaN(dVal)) return currentValue;
if (monthVal != null) return currentValue;
if (probVal != null) return probVal.getExpectedValue();
return monthProbVal.get(Clock.getMonthIndex(time)).getExpectedValue();
}
public String toString() {
if (!Double.isNaN(dVal)) return Double.toString(dVal);
if (monthVal != null) return monthVal.toString();
if (probVal != null) return probVal.toString();
return monthProbVal.toString();
}
@Test
public void test() {
double x;
final double eps = 1e-5;
for (int i = 0; i < 100; i++) {
x = RANDOM.nextDouble();
assertEquals(x, F.evaluate(T.getCDF(x)), eps);
}
}
protected void assertInverseCDF(final double[] x, final ProbabilityDistribution<Double> dist) {
assertInverseCDFWithNull(dist);
for (final double d : x) {
assertEquals(dist.getInverseCDF(dist.getCDF(d)), d, EPS);
}
try {
dist.getInverseCDF(3.4);
Assert.fail();
} catch (final IllegalArgumentException e) {
// Expected
}
try {
dist.getInverseCDF(-0.2);
Assert.fail();
} catch (final IllegalArgumentException e) {
// Expected
}
}
public void initialize() {
if (probVal != null) {
probVal.initialize();
}
if (monthProbVal != null) {
for (ProbabilityDistribution each : monthProbVal) {
each.initialize();
}
}
// Initialize the current value
if (!Double.isNaN(dVal)) currentValue = dVal;
if (monthVal != null) currentValue = monthVal.get(Clock.getMonthIndex(0));
if (probVal != null) currentValue = probVal.getExpectedValue();
}
public double getNextValueForTime(double time) {
if (!Double.isNaN(dVal)) currentValue = dVal;
if (monthVal != null) currentValue = monthVal.get(Clock.getMonthIndex(time));
if (probVal != null) currentValue = probVal.nextValue();
if (monthProbVal != null)
currentValue = monthProbVal.get(Clock.getMonthIndex(time)).nextValue();
return currentValue;
}
/**
* @param className ProbabilityDistribution class name
* @param props
* @param keyPrefix prefix to use for looking up keys in props
* @param minid
* @param maxid
* @return
*/
private static AccessDistribution tryDynamicLoad(
String className,
Properties props,
String keyPrefix,
long minid,
long maxid,
DistributionType kind) {
try {
Logger logger = Logger.getLogger(ConfigUtil.LINKBENCH_LOGGER);
logger.debug(
"Using ProbabilityDistribution class "
+ className
+ " for "
+ kind.toString().toLowerCase());
ProbabilityDistribution pDist =
ClassUtil.newInstance(className, ProbabilityDistribution.class);
pDist.init(minid, maxid, props, keyPrefix);
InvertibleShuffler shuffler = RealDistribution.getShuffler(kind, maxid - minid);
return new ProbAccessDistribution(pDist, shuffler);
} catch (ClassNotFoundException e) {
throw new LinkBenchConfigError(
"Access distribution class " + className + " not successfully loaded: " + e.getMessage());
}
}
/**
* Ritorna la probabilità della configurazione di eventi passata come parametro.
*
* @param conditions configurazione di nodi
* @return probabilità della configurazione
*/
public double probabilityOf(Map<String, Boolean> conditions) {
return distribution.probabilityOf(conditions);
}
/**
* Imposta la probabilità dell'evento del nodo. Il valore dello stato identifica la configurazione
* dei padri.</i>
*
* @param bi configurazione dei padri
* @param d probabilità
*/
public void setProbability(double d, boolean... pi) {
distribution.set(d, pi);
}
/**
* Imposta la probabilità dell'evento del nodo. <i>NB:Se il nodo è radice, si considera l'evento
* atomico. Se il nodo ha delle dipendenze, il valore dello stato identifica la configurazione del
* padre.</i>
*
* @param b stato
* @param d probabilità
*/
public void setProbability(boolean b, double d) {
distribution.set(d, b);
if (isRoot()) {
distribution.set(1.0 - d, !b);
}
}
/**
* @param x The parameters for the function, $(x, y, \rho$, with $-1 \geq \rho \geq 1$, not null
* @return The cdf
*/
@Override
public double getCDF(final double[] x) {
Validate.notNull(x);
Validate.isTrue(x.length == 3, "Need a, b and rho values");
Validate.isTrue(x[2] >= -1 && x[2] <= 1, "Correlation must be >= -1 and <= 1");
final double a = x[0];
double b = x[1];
final double rho = x[2];
if (a == Double.POSITIVE_INFINITY || b == Double.POSITIVE_INFINITY) {
return 1;
}
if (a == Double.NEGATIVE_INFINITY || b == Double.NEGATIVE_INFINITY) {
return 0;
}
final double sumSq = (a * a + b * b) / 2.;
double rho1, rho2, rho3, ab, absDiff, h5, c, d, mult = 0, rho3Sq, eab, e, result;
if (Math.abs(rho) >= 0.7) {
rho1 = 1 - rho * rho;
rho2 = Math.sqrt(rho1);
if (rho < 0) {
b *= -1;
}
ab = a * b;
eab = Math.exp(-ab / 2.);
if (Math.abs(rho) < 1) {
absDiff = Math.abs(a - b);
h5 = absDiff * absDiff / 2.;
absDiff = absDiff / rho2;
c = 0.5 - ab / 8.;
d = 3. - 2. * c * h5;
mult =
0.13298076 * absDiff * d * (1 - NORMAL.getCDF(absDiff))
- Math.exp(-h5 / rho1) * (d + c * rho1) * 0.053051647;
for (int i = 0; i < 5; i++) {
rho3 = rho2 * X[i];
rho3Sq = rho3 * rho3;
rho1 = Math.sqrt(1 - rho3Sq);
if (eab == 0) {
e = 0;
} else {
e = Math.exp(-ab / (1 + rho1)) / rho1 / eab;
}
mult = mult - Y[i] * Math.exp(-h5 / rho3Sq) * (e - 1 - c * rho3Sq);
}
}
final double corr = Double.isNaN(mult) ? 0. : mult * rho2 * eab;
result = corr + NORMAL.getCDF(Math.min(a, b));
if (rho < 0) {
result = NORMAL.getCDF(a) - result;
}
return result;
}
ab = a * b;
if (rho != 0) {
for (int i = 0; i < 5; i++) {
rho3 = rho * X[i];
rho1 = 1 - rho3 * rho3;
mult = mult + Y[i] * Math.exp((rho3 * ab - sumSq) / rho1) / Math.sqrt(rho1);
}
}
final double corr = Double.isNaN(mult) ? 0. : rho * mult;
return NORMAL.getCDF(a) * NORMAL.getCDF(b) + corr;
}
@Override
public long nextID(Random rng, long previousId) {
return dist.choose(rng);
}