defmodule Distribution.Bernoulli do # Copyright 2019 Pieter Rijken # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. @moduledoc """ Provides the Bernoulli distribution. """ @enforce_keys [:pars] defstruct [:pars] @type t() :: %__MODULE__{ } end defimpl Distribution, for: Distribution.Bernoulli do import Distribution.Bernoulli alias Distribution.Bernoulli @spec bernoulli(value :: number) :: ((...) -> number) defp bernoulli(value) when is_number(value) do fn () -> u = :rand.uniform() if u <= value, do: 1, else: 0 end end def skewness(%Bernoulli{pars: [p]}), do: fn _ -> (1-2*p)/:math.sqrt(p*(1.0-p)) end def kurtosis(%Bernoulli{pars: [p]}), do: fn _ -> (1-6*p*(1.0-p))/p/(1.0-p) end def size(%Bernoulli{}), do: 1 def cdf(%Bernoulli{}), do: raise Distribution.FunctionNotSupportedError, message: "cdf is not supported for the Constant distribution" def pdf(%Bernoulli{}), do: raise Distribution.FunctionNotSupportedError, message: "pdf is not supported for the Constant distribution" def random(%Bernoulli{pars: [value]}), do: bernoulli(value).() end