From 6e5e447e6e928608a9f1aed3639746781752fc3f Mon Sep 17 00:00:00 2001 From: Michael Orlitzky Date: Sat, 15 May 2010 00:03:22 -0400 Subject: [PATCH] Added the probability package containing the Distribution module. --- src/probability/Distribution.py | 93 +++++++++++++++++++++++++++++++++ src/probability/__init__.py | 1 + 2 files changed, 94 insertions(+) create mode 100644 src/probability/Distribution.py create mode 100644 src/probability/__init__.py diff --git a/src/probability/Distribution.py b/src/probability/Distribution.py new file mode 100644 index 0000000..3f778a6 --- /dev/null +++ b/src/probability/Distribution.py @@ -0,0 +1,93 @@ +import random + +class Distribution(object): + """ + A general class representing a probability distribution. + """ + + def __init__(self): + """ + components is a list of probability distributions contained + within this one. Right now, it's only used for sums of other + distributions. This might change once I have a clearer idea of + how it should work. + """ + self.components = [] + + + def __add__(self, dist2): + """ + Add another distribution to this one. Since we don't know what + kind of distributions we'll be adding here, we return a new + copy of the most general kind. + """ + d = Distribution() + d.components = self.components + dist2.components + return d + + + def sample(self): + """ + Sample one value from the distribution. + """ + if len(self.components) == 0: + return None + else: + return sum([component.sample() for component in self.components]) + + + def cdf(self, x): + """ + Evaluate the cumulative distribution function at x. Since we don't + know our components, there is no good way to do this. Instead, we + take a large number of samples, and see how many were less than or + equal to x. + """ + trials = 1000 + lte_count = 0 + + for i in range(0, trials): + if self.sample() <= x: + lte_count += 1 + + return (float(lte_count) / float(trials)) + + + +class Uniform(Distribution): + """ + Represents a uniform probability distribution. + """ + + def __init__(self, a, b): + """ + In subclasses, we know that there are no other components. For + example, a uniform distribution is just made up of a uniform + distribution and not, say, the sum of two uniforms (because + that would no longer be uniform). + """ + self.components = [self] + self.min = float(min(a,b)) + self.max = float(max(a,b)) + + + def sample(self): + return random.uniform(self.min, self.max) + + + def cdf(self, x): + """ + We can evaluate the CDF in special cases like this. + """ + x = float(x) + + if x <= self.min: + return 0.0 + elif x >= self.max: + return 1.0 + else: + # x is somewhere between self.min and self.max and is equally + # likely to be at all points in between; so, we just compute + # "how far" through the interval (self.min, self.max) is as a + # fraction of the whole, and return that. + return ((x - self.min) / (self.max - self.min)) diff --git a/src/probability/__init__.py b/src/probability/__init__.py new file mode 100644 index 0000000..8076a85 --- /dev/null +++ b/src/probability/__init__.py @@ -0,0 +1 @@ +# <3 git -- 2.43.2