File: ProbabilityMassFunction.h

package info (click to toggle)
primrose 6%2Bdfsg1-2
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 5,304 kB
  • sloc: cpp: 27,318; php: 765; ansic: 636; objc: 272; sh: 136; makefile: 92; perl: 67
file content (409 lines) | stat: -rw-r--r-- 8,423 bytes parent folder | download | duplicates (18)
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
/*
 * Modification History
 *
 * 2001-November-17   Jason Rohrer
 * Created.
 * Added a constructor for explicit initialization of elements.
 * Made serializable.
 *
 * 2001-November-18   Jason Rohrer
 * Added function for finding the minimum probability value.
 * Added a print function.
 */



#ifndef PROBABILITY_MASS_FUNCTION_INCLUDED
#define PROBABILITY_MASS_FUNCTION_INCLUDED


#include "minorGems/util/SimpleVector.h"
#include "minorGems/util/random/RandomSource.h"

#include "minorGems/io/Serializable.h"



/**
 * A discrete probability distribution.
 * All probabilities are constrained to sum to 1.
 *
 * @author Jason Rohrer
 */
class ProbabilityMassFunction : public Serializable {

	public:


		
		/**
		 * Constructs a probability mass function.
		 *
		 * @param inRandSource the random source to use when
		 *   sampling from this function.
		 *   Must be destroyed by caller after this class is destroyed.
		 */
		ProbabilityMassFunction( RandomSource *inRandSource );
		

		
		/**
		 * Constructs a probability mass function with elements
		 * already inserted.
		 *
		 * @param inRandSource the random source to use when
		 *   sampling from this function.
		 *   Must be destroyed by caller after this class is destroyed.
		 * @param inNumElements the number of elements
		 *   this PMF should be initialized with.
		 * @param inProbabilities the probabilities to start with.
		 *   Note that these values will be normalized before
		 *   being stored.
		 *   Will be destroyed by this constructor.
		 */
		ProbabilityMassFunction( RandomSource *inRandSource,
								 int inNumElements, double *inProbabilities );

		
		
		virtual ~ProbabilityMassFunction();



		/**
		 * Adds an element and a probability to
		 * this mass function.
		 *
		 * Note that since the distribution
		 * always sums to 1, inProbability will
		 * be normalized and thus the value set will likely
		 * not exactly equal the value specified by the caller.
		 *
		 * @param inProbability the probability of the new element.
		 *
		 * @return the index of the new element in the distribution/
		 *   Note that the actual index of this element
		 *   may change in the future as elements are added to
		 *   and removed from this mass function.
		 */
		virtual unsigned long addElement( double inProbability );



		/**
		 * Removes an element from this mass function.
		 *
		 * @param inIndex the index of the element.
		 */
		virtual void removeElement( unsigned long inIndex );

		

		/**
		 * Gets the probability of an element.
		 *
		 * @param inIndex the index of the element.
		 *
		 * @return the probability of the element at inIndex,
		 *   or 0 if inIndex is not a valid index.
		 */
		virtual double getProbability( unsigned long inIndex );


		
		/**
		 * Sets the probability of an element.
		 *
		 * Note that since the distribution
		 * always sums to 1, inProbability will
		 * be normalized and thus the value set will likely
		 * not exactly equal the value specified by the caller.
		 *
		 * @param inIndex the index of the element.
		 * @param inProbability the probability of the element at inIndex.
		 */
		virtual void setProbability( unsigned long inIndex,
									 double inProbability );



		/**
		 * Samples an element at random according to this distribution.
		 *
		 * @return the index of the sampled element.
		 */
		virtual unsigned long sampleElement();
		


		/**
		 * Gets the minimum probability value of this function.
		 *
		 * @return the minimum probability value.
		 */
		virtual double getMinimumProbability();



		/**
		 * Prints the probabilities in this mass function to standard out.
		 */
		virtual void print();

		

		// implement the Serializable interface
		virtual int serialize( OutputStream *inOutputStream );
		virtual int deserialize( InputStream *inInputStream );


		
	protected:
		RandomSource *mRandSource;
		
		SimpleVector< double > *mProbabilityVector;



		/**
		 * Normalizes this distribution so that it sums to 1.
		 */
		virtual void normalize();

		

		/**
		 * Gets the net sum of this probability distribution.
		 *
		 * @return the sum of this distribution.
		 */
		virtual double getProbabilitySum();


		
	};



inline ProbabilityMassFunction::ProbabilityMassFunction(
	RandomSource *inRandSource )
	: mRandSource( inRandSource ),
	  mProbabilityVector( new SimpleVector< double >() ) {
	}



inline ProbabilityMassFunction::ProbabilityMassFunction(
	RandomSource *inRandSource,
	int inNumElements, double *inProbabilities )
	: mRandSource( inRandSource ),
	  mProbabilityVector( new SimpleVector< double >( inNumElements ) ){

	for( int i=0; i<inNumElements; i++ ) {
		mProbabilityVector->push_back( inProbabilities[i] );
		}

	normalize();
	}



inline ProbabilityMassFunction::~ProbabilityMassFunction() {

	// we can simply delete this vector, since its elements are primitives
	delete mProbabilityVector;	
	}



inline unsigned long ProbabilityMassFunction::addElement(
	double inProbability ) {

	mProbabilityVector->push_back( inProbability );

	normalize();
	
	return mProbabilityVector->size();
	}



inline void ProbabilityMassFunction::removeElement(
	unsigned long inIndex ) {

	mProbabilityVector->deleteElement( (int)inIndex );

	normalize();	
	}



inline double ProbabilityMassFunction::getProbability(
	unsigned long inIndex ) {

	if( inIndex >= 0 && inIndex < mProbabilityVector->size() ) {
		return *( mProbabilityVector->getElement( inIndex ) );
		}
	else {
		return 0;
		}
	}



inline void ProbabilityMassFunction::setProbability( unsigned long inIndex,
													 double inProbability ) {

	if( inIndex >= 0 && inIndex < mProbabilityVector->size() ) {
		*( mProbabilityVector->getElement( inIndex ) ) = inProbability;
		normalize();
		}
	}



inline unsigned long ProbabilityMassFunction::sampleElement() {

	double randVal = mRandSource->getRandomDouble();
	
	// compute a running CDF value until we surpass randVal
	double currentCDFVal = 0;
	int currentIndex = -1;
	
	while( currentCDFVal < randVal ) {
		currentIndex++;

		double currentProb =
			*( mProbabilityVector->getElement( currentIndex ) );

		currentCDFVal += currentProb;
		}
	// when we exit the while loop, we are at the index of the
	// element whose probability pushed the CDF past randVal

	
	if( currentIndex == -1 ) {
		// randVal was 0
		return 0;
		}
	else {
		return currentIndex;
		}
	}



inline double ProbabilityMassFunction::getMinimumProbability() {
	// works, since all values <= 1
	double minValue = 2;

	int numElements = mProbabilityVector->size();
	
	for( int i=0; i<numElements; i++ ) {

		double prob = *( mProbabilityVector->getElement( i ) );

		if( prob < minValue ) {
			minValue = prob;
			}
		}
	
	return minValue;
	}



inline void ProbabilityMassFunction::normalize() {

	double currentSum = getProbabilitySum();

	if( currentSum != 1 ) {
		double invCurrentSum = 1.0 / currentSum;

		int numElements = mProbabilityVector->size();

		for( int i=0; i<numElements; i++ ) {

			double *prob = mProbabilityVector->getElement( i );

			*prob = (*prob) * invCurrentSum;
			}

		double newSum = getProbabilitySum();
		}
	}



inline double ProbabilityMassFunction::getProbabilitySum() {
	double sum = 0;

	int numElements = mProbabilityVector->size();

	for( int i=0; i<numElements; i++ ) {
		
		sum += *( mProbabilityVector->getElement( i ) );
		}
	
	return sum;
	}



inline void ProbabilityMassFunction::print() {
	long numElements = mProbabilityVector->size();

	for( int i=0; i<numElements; i++ ) {
		double prob = *( mProbabilityVector->getElement( i ) );

		printf( "%lf ", prob );
		}
	}



inline int ProbabilityMassFunction::serialize( OutputStream *inOutputStream ) {

	int numBytes = 0;

	long numElements = mProbabilityVector->size();

	numBytes += inOutputStream->writeLong( numElements );
	
	for( int i=0; i<numElements; i++ ) {
		numBytes += inOutputStream->writeDouble(
			*( mProbabilityVector->getElement( i ) ) );
		}
	
	return numBytes;
	}
	
	
	
inline int ProbabilityMassFunction::deserialize( InputStream *inInputStream ) {
	int numBytes = 0;

	delete mProbabilityVector;

	long numElements;

	numBytes += inInputStream->readLong( &numElements );

	mProbabilityVector = new SimpleVector< double >( numElements );

	for( int i=0; i<numElements; i++ ) {
		double prob;

		numBytes += inInputStream->readDouble( &prob );

		mProbabilityVector->push_back( prob );
		}

	normalize();
	
	return numBytes;
	}



#endif