Added multinomialProbability method.

git-svn-id: file:///humgen/gsa-scr1/gsa-engineering/svn_contents/trunk@545 348d0f76-0448-11de-a6fe-93d51630548a
This commit is contained in:
kiran 2009-04-27 15:03:50 +00:00
parent eeb0b78cce
commit b9c9dbb1d7
1 changed files with 41 additions and 2 deletions

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@ -67,7 +67,11 @@ public class MathUtils {
}
/**
* Computes a binomial probability
* Computes a binomial probability. This is computed using the formula
*
* B(k; n; p) = [ n! / ( k! (n - k)! ) ] (p^k)( (1-p)^k )
*
* where n is the number of trials, k is the number of successes, and p is the probability of success
*
* @param k number of successes
* @param n number of Bernoulli trials
@ -75,7 +79,42 @@ public class MathUtils {
*
* @return the binomial probability of the specified configuration. Computes values down to about 1e-237.
*/
public static double binomialProbability(long k, long n, double p) {
public static double binomialProbability(int k, int n, double p) {
return Arithmetic.binomial(n, k)*Math.pow(p, k)*Math.pow(1.0 - p, n - k);
//return (new cern.jet.random.Binomial(n, p, cern.jet.random.engine.RandomEngine.makeDefault())).pdf(k);
}
/**
* Computes a multinomial probability. This is computed using the formula
*
* M(x1,x2,...,xk; n; p1,p2,...,pk) = [ n! / (x1! x2! ... xk!) ] (p1^x1)(p2^x2)(...)(pk^xk)
*
* where xi represents the number of times outcome i was observed, n is the number of total observations, and
* pi represents the probability of the i-th outcome to occur. In this implementation, the value of n is
* inferred as the sum over i of xi;
*
* @param x an int[] of counts, where each element represents the number of times a certain outcome was observed
* @param p a double[] of probabilities, where each element represents the probability a given outcome can occur
* @return the multinomial probability of the specified configuration.
*/
public static double multinomialProbability(int[] x, double[] p) {
int n = 0;
for ( int obsCount : x ) { n += obsCount; }
double nfact = Arithmetic.factorial(n);
double obsfact = 1.0, probs = 1.0, totalprob = 0.0;
for (int obsCountsIndex = 0; obsCountsIndex < x.length; obsCountsIndex++) {
double ofact = Arithmetic.factorial(x[obsCountsIndex]);
obsfact *= ofact;
probs *= Math.pow(p[obsCountsIndex], x[obsCountsIndex]);
totalprob += p[obsCountsIndex];
}
assert(MathUtils.compareDoubles(totalprob, 1.0, 0.01) == 0);
return (nfact/obsfact)*probs;
}
}