001/* An actor that outputs a random sequence with a NegativeBinomial distribution.
002
003 Copyright (c) 2004-2016 The Regents of the University of California.
004 All rights reserved.
005 Permission is hereby granted, without written agreement and without
006 license or royalty fees, to use, copy, modify, and distribute this
007 software and its documentation for any purpose, provided that the above
008 copyright notice and the following two paragraphs appear in all copies
009 of this software.
010
011 IN NO EVENT SHALL THE UNIVERSITY OF CALIFORNIA BE LIABLE TO ANY PARTY
012 FOR DIRECT, INDIRECT, SPECIAL, INCIDENTAL, OR CONSEQUENTIAL DAMAGES
013 ARISING OUT OF THE USE OF THIS SOFTWARE AND ITS DOCUMENTATION, EVEN IF
014 THE UNIVERSITY OF CALIFORNIA HAS BEEN ADVISED OF THE POSSIBILITY OF
015 SUCH DAMAGE.
016
017 THE UNIVERSITY OF CALIFORNIA SPECIFICALLY DISCLAIMS ANY WARRANTIES,
018 INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
019 MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE SOFTWARE
020 PROVIDED HEREUNDER IS ON AN "AS IS" BASIS, AND THE UNIVERSITY OF
021 CALIFORNIA HAS NO OBLIGATION TO PROVIDE MAINTENANCE, SUPPORT, UPDATES,
022 ENHANCEMENTS, OR MODIFICATIONS.
023
024 PT_COPYRIGHT_VERSION_2
025 COPYRIGHTENDKEY
026
027 */
028package ptolemy.actor.lib.colt;
029
030import cern.jet.random.NegativeBinomial;
031import ptolemy.actor.parameters.PortParameter;
032import ptolemy.data.BooleanToken;
033import ptolemy.data.DoubleToken;
034import ptolemy.data.IntToken;
035import ptolemy.data.expr.SingletonParameter;
036import ptolemy.data.type.BaseType;
037import ptolemy.kernel.CompositeEntity;
038import ptolemy.kernel.util.IllegalActionException;
039import ptolemy.kernel.util.NameDuplicationException;
040
041///////////////////////////////////////////////////////////////////
042//// NegativeBinomial
043
044/**
045 Produce a random sequence with a NegativeBinomial distribution.  On each
046 iteration, a new random number is produced.  The output port is of
047 type DoubleToken.  The values that are generated are independent
048 and identically distributed with the mean and the standard
049 deviation given by parameters.  In addition, the seed can be
050 specified as a parameter to control the sequence that is generated.
051
052 <p> This actor instantiates a
053 <a href="http://hoschek.home.cern.ch/hoschek/colt/V1.0.3/doc/cern/jet/random/NegativeBinomial.html">cern.jet.random.NegativeBinomial</a> object with
054 n, the number of trials set to 1 and p, the probability of success, set
055 to 0.5.
056
057 A definition of NegativeBinomial by Wolfgang Hoschek can be found at
058 <a href="http://hoschek.home.cern.ch/hoschek/colt/V1.0.3/doc/cern/jet/stat/Probability.html#negativeBinomial(int,%20int,%20double)"><code>http://hoschek.home.cern.ch/hoschek/colt/V1.0.3/doc/cern/jet/stat/Probability.html#negativeBinomial(int,%20int,%20double)</code></a>:
059 <blockquote>
060 <h3>
061 negativeBinomial</h3>
062 <pre>public static double <b>negativeBinomial</b>(int&nbsp;k,
063 int&nbsp;n,
064 double&nbsp;p)</pre>
065
066
067 Returns the sum of the terms <tt>0</tt> through <tt>k</tt> of the Negative Binomial Distribution.
068 <pre>   k
069 --  ( n+j-1 )   n      j
070 &gt;   (       )  p  (1-p)
071 --  (   j   )
072 j=0
073 </pre>
074 In a sequence of Bernoulli trials, this is the probability
075 that <tt>k</tt> or fewer failures precede the <tt>n</tt>-th success.
076 <p>
077
078 The terms are not computed individually; instead the incomplete
079 beta integral is employed, according to the formula
080 </p><p>
081 <tt>y = negativeBinomial( k, n, p ) = Gamma.incompleteBeta( n, k+1, p )</tt>.
082
083 All arguments must be positive,</p>
084 <b>Parameters:
085 <br></b><code>k</code> - end term.
086 <br><code>n</code> - the number of trials.
087 <br><code>p</code> - the probability of success (must be in <tt>(0.0,1.0)</tt>).
088 </blockquote>
089 The above description of negativeBinomial() is
090 <a href="doc-files/colt-copyright.htm">copyrighted</a>.
091
092 @author David Bauer and Kostas Oikonomou
093 @version $Id$
094 @since Ptolemy II 4.1
095 @Pt.ProposedRating Red (cxh)
096 @Pt.AcceptedRating Red (cxh)
097 */
098public class ColtNegativeBinomial extends ColtRandomSource {
099    /** Construct an actor with the given container and name.
100     *  @param container The container.
101     *  @param name The name of this actor.
102     *  @exception IllegalActionException If the actor cannot be contained
103     *   by the proposed container.
104     *  @exception NameDuplicationException If the container already has an
105     *   actor with this name.
106     */
107    public ColtNegativeBinomial(CompositeEntity container, String name)
108            throws NameDuplicationException, IllegalActionException {
109        super(container, name);
110
111        output.setTypeEquals(BaseType.INT);
112
113        n = new PortParameter(this, "n", new IntToken(1));
114        n.setTypeEquals(BaseType.INT);
115        new SingletonParameter(n.getPort(), "_showName")
116                .setToken(BooleanToken.TRUE);
117
118        p = new PortParameter(this, "p", new DoubleToken(0.5));
119        p.setTypeEquals(BaseType.DOUBLE);
120        new SingletonParameter(p.getPort(), "_showName")
121                .setToken(BooleanToken.TRUE);
122
123        p.moveToFirst();
124        n.moveToFirst();
125    }
126
127    ///////////////////////////////////////////////////////////////////
128    ////                     ports and parameters                  ////
129
130    /** The mean, or n.
131     *  This has type int with default value 1.
132     */
133    public PortParameter n;
134
135    /** The variance, or p.
136     *  This has type double with default 0.5.
137     */
138    public PortParameter p;
139
140    ///////////////////////////////////////////////////////////////////
141    ////                         public methods                    ////
142
143    /** Send a random number with a NegativeBinomial distribution to the output.
144     *  This number is only changed in the prefire() method, so it will
145     *  remain constant throughout an iteration.
146     *  @exception IllegalActionException If there is no director.
147     */
148    @Override
149    public void fire() throws IllegalActionException {
150        n.update();
151        p.update();
152        super.fire();
153        output.send(0, new IntToken(_current));
154    }
155
156    ///////////////////////////////////////////////////////////////////
157    ////                         protected methods                 ////
158
159    /** Method that is called after _randomNumberGenerator is changed.
160     */
161    @Override
162    protected void _createdNewRandomNumberGenerator() {
163        _generator = new NegativeBinomial(1, 0.5, _randomNumberGenerator);
164    }
165
166    /** Generate a new random number.
167     *  @exception IllegalActionException If parameter values are incorrect.
168     */
169    @Override
170    protected void _generateRandomNumber() throws IllegalActionException {
171        int nValue = ((IntToken) n.getToken()).intValue();
172        double pValue = ((DoubleToken) p.getToken()).doubleValue();
173
174        _current = _generator.nextInt(nValue, pValue);
175    }
176
177    ///////////////////////////////////////////////////////////////////
178    ////                         private variables                 ////
179
180    /** The random number for the current iteration. */
181    private int _current;
182
183    /** The random number generator. */
184    private NegativeBinomial _generator;
185}