Class: Rust::RandomVariable

Inherits:
RandomVariableSlice show all
Defined in:
lib/rust/stats/probabilities.rb,
lib/rust/stats/probabilities.rb

Direct Known Subclasses

UniformRandomVariable

Constant Summary collapse

EPSILON = 
1e-7
ENGLISH_ALPHABET = 
RandomVariable.new({
    "a" => 0.08167,
    "b" => 0.01492,
    "c" => 0.02782,
    "d" => 0.04253, 
    "e" => 0.12703, 
    "f" => 0.02228, 
    "g" => 0.02015, 
    "h" => 0.06094, 
    "i" => 0.06966, 
    "j" => 0.00153, 
    "k" => 0.00772, 
    "l" => 0.04025, 
    "m" => 0.02406, 
    "n" => 0.06749, 
    "o" => 0.07507, 
    "p" => 0.01929, 
    "q" => 0.00095, 
    "r" => 0.05987, 
    "s" => 0.06327, 
    "t" => 0.09056, 
    "u" => 0.02758, 
    "v" => 0.00978, 
    "w" => 0.02360, 
    "x" => 0.00150, 
    "y" => 0.01974, 
    "z" => 0.00074
})
DICE = 
UniformRandomVariable.new([1, 2, 3, 4, 5, 6])
COIN = 
UniformRandomVariable.new(["h", "t"])

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from RandomVariableSlice

#<, #<=, #==, #>, #>=, #between, #expected, #ml, #so_that

Constructor Details

#initialize(values = {0 => 1.0}, exact = false) ⇒ RandomVariable

Returns a new instance of RandomVariable.



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# File 'lib/rust/stats/probabilities.rb', line 92

def initialize(values = {0 => 1.0}, exact = false)
    @values = values
    @exact = exact
    
    raise "All the probabilities should be in the range [0, 1]" unless @values.values.all? { |v| v.between? 0, 1 }
    raise "The cumulative probability must be exactly 1 (#{@values.values.sum} instead)"        unless @values.values.sum.between? 1-EPSILON, 1+EPSILON
    
    approx!
end

Instance Attribute Details

#values ⇒ Object (readonly)

Returns the value of attribute values.



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# File 'lib/rust/stats/probabilities.rb', line 90

def values
  @values
end

Class Method Details

.complete(hash, key = 0) ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 183

def self.complete(hash, key=0)
    hash[key] = 1 - hash.values.sum
    return RandomVariable.new(hash)
end

Instance Method Details

#*(times) ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 120

def *(times)
    if times.is_a? Integer
        return rep(times)
    elsif times.is_a? RandomVariable
        return mul(times)
    else
        raise "The argument must be an Integer or a RandomVariable"
    end
end

#+(other) ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 106

def +(other)
new_hash = {}

@values.each do |my_key, my_value|
    other.values.each do |other_key, other_value|
        sum_key = my_key + other_key
        
        new_hash[sum_key] = new_hash[sum_key].to_f + (my_value * other_value)
    end
end

return RandomVariable.new(new_hash, @exact)
end

#approx! ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 157

def approx!
    return if @exact
    
    to_delete = []
    @values.each do |v, probability|
        to_delete.push v if probability <= EPSILON
    end
    
    to_delete.each do |v| 
        probability = @values.delete v
        nearest = @values.keys.min_by { |k| k.distance v }
        @values[nearest] += probability
    end
end

#exact! ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 153

def exact!
    @exact = true
end

#extract ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 172

def extract
    v = rand
    
    cumulative = 0
    @values.each do |key, prob|
        cumulative += prob
        
        return key if cumulative >= v
    end
end

#mul(other) ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 130

def mul(other)
    new_hash = {}

    @values.each do |my_key, my_value|
        other.values.each do |other_key, other_value|
            mul_key = my_key * other_key
            
            new_hash[mul_key] = new_hash[mul_key].to_f + (my_value * other_value)
        end
    end

    return RandomVariable.new(new_hash, @exact)
end

#probability(v) ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 102

def probability(v)
    return @values[v].to_f
end

#rep(times) ⇒ Object 



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# File 'lib/rust/stats/probabilities.rb', line 144

def rep(times)
    rv = self
    (times-1).times do
        rv += self
    end
    
    return rv
end