diff --git a/Manifest.toml b/Manifest.toml new file mode 100644 index 0000000000..24c24f39c5 --- /dev/null +++ b/Manifest.toml @@ -0,0 +1,283 @@ +# This file is machine-generated - editing it directly is not advised + +julia_version = "1.11.7" +manifest_format = "2.0" +project_hash = "962aad218adea1a5fe37ec65f3ff696c6a646b6b" + +[[deps.AliasTables]] +deps = ["PtrArrays", "Random"] +git-tree-sha1 = "9876e1e164b144ca45e9e3198d0b689cadfed9ff" +uuid = "66dad0bd-aa9a-41b7-9441-69ab47430ed8" +version = "1.1.3" + +[[deps.Artifacts]] +uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33" +version = "1.11.0" + +[[deps.Combinatorics]] +git-tree-sha1 = "c761b00e7755700f9cdf5b02039939d1359330e1" +uuid = "861a8166-3701-5b0c-9a16-15d98fcdc6aa" +version = "1.1.0" + +[[deps.CompilerSupportLibraries_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae" +version = "1.1.1+0" + +[[deps.DataAPI]] +git-tree-sha1 = "abe83f3a2f1b857aac70ef8b269080af17764bbe" +uuid = 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"2f01184e-e22b-5df5-ae63-d93ebab69eaf" + StaticArrays = "90137ffa-7385-5640-81b9-e52037218182" + Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2" + +[[deps.HypergeometricFunctions]] +deps = ["LinearAlgebra", "OpenLibm_jll", "SpecialFunctions"] +git-tree-sha1 = "68c173f4f449de5b438ee67ed0c9c748dc31a2ec" +uuid = "34004b35-14d8-5ef3-9330-4cdb6864b03a" +version = "0.3.28" + +[[deps.IrrationalConstants]] +git-tree-sha1 = "b2d91fe939cae05960e760110b328288867b5758" +uuid = "92d709cd-6900-40b7-9082-c6be49f344b6" +version = "0.2.6" + +[[deps.JLLWrappers]] +deps = ["Artifacts", "Preferences"] +git-tree-sha1 = "0533e564aae234aff59ab625543145446d8b6ec2" +uuid = "692b3bcd-3c85-4b1f-b108-f13ce0eb3210" +version = "1.7.1" + +[[deps.Libdl]] +uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb" +version = "1.11.0" + +[[deps.LinearAlgebra]] +deps = ["Libdl", "OpenBLAS_jll", "libblastrampoline_jll"] +uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" +version = "1.11.0" + +[[deps.LogExpFunctions]] +deps = 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+uuid = "05823500-19ac-5b8b-9628-191a04bc5112" +version = "0.8.5+0" + +[[deps.OpenSpecFun_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl"] +git-tree-sha1 = "1346c9208249809840c91b26703912dff463d335" +uuid = "efe28fd5-8261-553b-a9e1-b2916fc3738e" +version = "0.5.6+0" + +[[deps.OrderedCollections]] +git-tree-sha1 = "05868e21324cede2207c6f0f466b4bfef6d5e7ee" +uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d" +version = "1.8.1" + +[[deps.PDMats]] +deps = ["LinearAlgebra", "SparseArrays", "SuiteSparse"] +git-tree-sha1 = "e4cff168707d441cd6bf3ff7e4832bdf34278e4a" +uuid = "90014a1f-27ba-587c-ab20-58faa44d9150" +version = "0.11.37" +weakdeps = ["StatsBase"] + + [deps.PDMats.extensions] + StatsBaseExt = "StatsBase" + +[[deps.Preferences]] +deps = ["TOML"] +git-tree-sha1 = "8b770b60760d4451834fe79dd483e318eee709c4" +uuid = "21216c6a-2e73-6563-6e65-726566657250" +version = "1.5.2" + +[[deps.Printf]] +deps = ["Unicode"] +uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7" 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"Reexport", "Rmath", "SpecialFunctions"] +git-tree-sha1 = "91f091a8716a6bb38417a6e6f274602a19aaa685" +uuid = "4c63d2b9-4356-54db-8cca-17b64c39e42c" +version = "1.5.2" + + [deps.StatsFuns.extensions] + StatsFunsChainRulesCoreExt = "ChainRulesCore" + StatsFunsInverseFunctionsExt = "InverseFunctions" + + [deps.StatsFuns.weakdeps] + ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4" + InverseFunctions = "3587e190-3f89-42d0-90ee-14403ec27112" + +[[deps.SuiteSparse]] +deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"] +uuid = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9" + +[[deps.SuiteSparse_jll]] +deps = ["Artifacts", "Libdl", "libblastrampoline_jll"] +uuid = "bea87d4a-7f5b-5778-9afe-8cc45184846c" +version = "7.7.0+0" + +[[deps.TOML]] +deps = ["Dates"] +uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76" +version = "1.0.3" + +[[deps.Unicode]] +uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" +version = "1.11.0" + +[[deps.libblastrampoline_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" +version = "5.11.0+0" diff --git a/Project.toml b/Project.toml index 36efe12703..1e54eca942 100644 --- a/Project.toml +++ b/Project.toml @@ -6,6 +6,7 @@ version = "0.25.125" [deps] AliasTables = "66dad0bd-aa9a-41b7-9441-69ab47430ed8" ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4" +Combinatorics = "861a8166-3701-5b0c-9a16-15d98fcdc6aa" DensityInterface = "b429d917-457f-4dbc-8f4c-0cc954292b1d" FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b" LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" @@ -36,6 +37,7 @@ Aqua = "0.8.9" Calculus = "0.5" ChainRulesCore = "1" ChainRulesTestUtils = "1" +Combinatorics = "1.1.0" DensityInterface = "0.4" Distributed = "<0.0.1, 1" FillArrays = "0.9, 0.10, 0.11, 0.12, 0.13, 1" diff --git a/src/multivariate/multinomial.jl b/src/multivariate/multinomial.jl index f365450cab..57997f97ca 100644 --- a/src/multivariate/multinomial.jl +++ b/src/multivariate/multinomial.jl @@ -1,3 +1,5 @@ +using Combinatorics + """ The [Multinomial distribution](http://en.wikipedia.org/wiki/Multinomial_distribution) generalizes the *binomial distribution*. Consider n independent draws from a Categorical @@ -19,6 +21,7 @@ Multinomial(n, k) # Multinomial distribution for n trials with equal probabili # over 1:k ``` """ + struct Multinomial{T<:Real, TV<:AbstractVector{T}} <: DiscreteMultivariateDistribution n::Int p::TV @@ -162,6 +165,53 @@ function _logpdf(d::Multinomial, x::AbstractVector{T}) where T<:Real return s end +""" + cdf(d::Multinomial, x::AbstractVector{<:Real}) + +Compute the cumulative distribution function (CDF) of the Multinomial distribution `d` evaluated at `x`. + +This calculates the probability of observing counts less than or equal to the corresponding +values in `x` for all categories simultaneously. +""" +function cdf(d::Multinomial, x::AbstractVector{<:Real}) + n = d.n + k = length(d.p) + + any(x .< 0) && return 0.0 + + sum(x) < n && return 0.0 + + pool = Int[] + for i in 1:k + max_capacity = min(floor(Int, x[i]), n) + append!(pool, fill(i, max_capacity)) + end + + total_prob = 0.0 + + y = zeros(Int, k) + + for combo in multiset_combinations(pool, n) + fill!(y, 0) + for category in combo + y[category] += 1 + end + + total_prob += pdf(d, y) + end + + return total_prob +end + +""" + logcdf(d::Multinomial, x::AbstractVector{<:Real}) + +Compute the log of the cumulative distribution function of the Multinomial distribution `d` evaluated at `x`. +""" +function logcdf(d::Multinomial, x::AbstractVector{<:Real}) + return log(cdf(d, x)) +end + # Sampling # if only a single sample is requested, no alias table is created