defmodule Distribution.MultiModal do # Copyright 2020 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 """ Bimodal distribution. """ defstruct [:weights,:distribs] @type t() :: %__MODULE__{ weights: [number()] | nil, distribs: [Distribution.t()] | nil, } @spec weights([number()]) :: [number()] def weights(list) do list ++ [1.0] |> Enum.reduce({[],1.0}, fn w,{result,last} -> {[last*w|result],last*(1-w)} end) |> elem(0) |> Enum.reverse end end defimpl Distribution, for: Distribution.MultiModal do require Distribution.MultiModal alias Distribution.MultiModal def skewness(%MultiModal{distribs: nil}), do: raise ArithmeticError, "Skewness not supported for MultiModal distribution" def kurtosis(%MultiModal{distribs: nil}), do: raise ArithmeticError, "Kurtosis not supported for MultiModal distribution" def size(%MultiModal{distribs: distribs}), do: length(distribs)-1 + (distribs|>Enum.map(&Distribution.size(&1))|>Enum.sum) def cdf(%MultiModal{weights: nil, distribs: distribs}) do fn x,list when is_list(list) -> {weights,parameters} = Enum.split(list,length(distribs)) distribs |> Enum.map(&{&1,Distribution.size(&1)}) |> Enum.reduce({[],parameters},fn {d,size},{result,rest} -> {[{d,Enum.take(rest,size)}|result],Enum.drop(rest,size)} end) |> elem(0) |> Enum.reverse() |> Enum.zip(MultiModal.weights(weights)) |> Enum.map(fn {tup,p} -> Tuple.append(tup,p) end) |> Enum.map(fn {d,pars,p} -> p*Distribution.cdf(d).(x,pars) end) |> Enum.sum end end def pdf(%MultiModal{weights: nil, distribs: distribs}) do fn x,list when is_list(list) -> {weights,parameters} = Enum.split(list,length(distribs)) distribs |> Enum.map(&{&1,Distribution.size(&1)}) |> Enum.reduce({[],parameters},fn {d,size},{result,rest} -> {[{d,Enum.take(rest,size)}|result],Enum.drop(rest,size)} end) |> elem(0) |> Enum.reverse() |> Enum.zip(MultiModal.weights(weights)) |> Enum.map(fn {tup,p} -> Tuple.append(tup,p) end) |> Enum.map(fn {d,pars,p} -> p*Distribution.pdf(d).(x,pars) end) |> Enum.sum end end def random(%MultiModal{weights: weights, distribs: distribs}) do distribs |> Enum.zip(MultiModal.weights(weights)) |> Enum.map(fn {d,p} -> p*Distribution.random(d) end) |> Enum.sum end end defimpl Inspect, for: Distribution.MultiModal do import Inspect.Algebra alias Distribution.MultiModal def inspect(dict, opts) do case {dict.weights,dict.distribs} do {_,nil} -> "#MultiModal<>" {nil,list=[_|_]} -> concat ["#MultiModal<", to_doc(list, opts), ">"] {weights=[_|_],list=[_|_]} -> concat ["#MultiModal<", "weights=(",Enum.join(MultiModal.weights(weights),","),"),", "distribs=", to_doc(list, opts), ">"] end end end