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bound: add Bound package and type (#845)

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* bound: add Bound package and type

Updates 833.
This commit is contained in:
Brendan Tracey
2019-02-10 18:41:55 -05:00
committed by GitHub
parent db78fa5579
commit db51563d4e
7 changed files with 42 additions and 26 deletions
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10
bound/bound.go Normal file
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@@ -0,0 +1,10 @@
// Copyright ©2019 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package bound
// Bound represents [Min, Max] bounds.
type Bound struct {
Min, Max float64
}

6
bound/doc.go Normal file
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@@ -0,0 +1,6 @@
// Copyright ©2019 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
// Package bound provides types for bounded data.
package bound // import "gonum.org/v1/gonum/bound"

3
stat/distmv/statdist.go
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@@ -7,6 +7,7 @@ package distmv
import (
"math"
"gonum.org/v1/gonum/bound"
"gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/mathext"
@@ -75,7 +76,7 @@ func (Bhattacharyya) DistUniform(l, r *Uniform) float64 {
// unifLogVolOverlap computes the log of the volume of the hyper-rectangle where
// both uniform distributions have positive probability.
func unifLogVolOverlap(b1, b2 []Bound) float64 {
func unifLogVolOverlap(b1, b2 []bound.Bound) float64 {
var logVolOverlap float64
for dim, v1 := range b1 {
v2 := b2[dim]

17
stat/distmv/statdist_test.go
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@@ -10,6 +10,7 @@ import (
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/bound"
"gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/mat"
)
@@ -61,14 +62,14 @@ func TestBhattacharyyaUniform(t *testing.T) {
tol float64
}{
{
a: NewUniform([]Bound{{-3, 2}, {-5, 8}}, rnd),
b: NewUniform([]Bound{{-4, 1}, {-7, 10}}, rnd),
a: NewUniform([]bound.Bound{{-3, 2}, {-5, 8}}, rnd),
b: NewUniform([]bound.Bound{{-4, 1}, {-7, 10}}, rnd),
samples: 100000,
tol: 1e-2,
},
{
a: NewUniform([]Bound{{-3, 2}, {-5, 8}}, rnd),
b: NewUniform([]Bound{{-5, -4}, {-7, 10}}, rnd),
a: NewUniform([]bound.Bound{{-3, 2}, {-5, 8}}, rnd),
b: NewUniform([]bound.Bound{{-5, -4}, {-7, 10}}, rnd),
samples: 100000,
tol: 1e-2,
},
@@ -256,14 +257,14 @@ func TestKullbackLeiblerUniform(t *testing.T) {
tol float64
}{
{
a: NewUniform([]Bound{{-5, 2}, {-7, 12}}, rnd),
b: NewUniform([]Bound{{-4, 1}, {-7, 10}}, rnd),
a: NewUniform([]bound.Bound{{-5, 2}, {-7, 12}}, rnd),
b: NewUniform([]bound.Bound{{-4, 1}, {-7, 10}}, rnd),
samples: 100000,
tol: 1e-2,
},
{
a: NewUniform([]Bound{{-5, 2}, {-7, 12}}, rnd),
b: NewUniform([]Bound{{-9, -6}, {-7, 10}}, rnd),
a: NewUniform([]bound.Bound{{-5, 2}, {-7, 12}}, rnd),
b: NewUniform([]bound.Bound{{-9, -6}, {-7, 10}}, rnd),
samples: 100000,
tol: 1e-2,
},

19
stat/distmv/uniform.go
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@@ -8,23 +8,18 @@ import (
"math"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/bound"
)
// Bound represents [Min, Max] bounds.
type Bound struct {
Min float64
Max float64
}
// Uniform represents a multivariate uniform distribution.
type Uniform struct {
bounds []Bound
bounds []bound.Bound
dim int
rnd *rand.Rand
}
// NewUniform creates a new uniform distribution with the given bounds.
func NewUniform(bnds []Bound, src rand.Source) *Uniform {
func NewUniform(bnds []bound.Bound, src rand.Source) *Uniform {
dim := len(bnds)
if dim == 0 {
panic(badZeroDimension)
@@ -35,7 +30,7 @@ func NewUniform(bnds []Bound, src rand.Source) *Uniform {
}
}
u := &Uniform{
bounds: make([]Bound, dim),
bounds: make([]bound.Bound, dim),
dim: dim,
}
if src != nil {
@@ -55,7 +50,7 @@ func NewUnitUniform(dim int, src rand.Source) *Uniform {
if dim <= 0 {
panic(nonPosDimension)
}
bounds := make([]Bound, dim)
bounds := make([]bound.Bound, dim)
for i := range bounds {
bounds[i].Min = 0
bounds[i].Max = 1
@@ -74,9 +69,9 @@ func NewUnitUniform(dim int, src rand.Source) *Uniform {
// is nil, a new slice is allocated and returned. If the input is non-nil, then
// the bounds are stored in-place into the input argument, and Bounds will panic
// if len(bounds) != u.Dim().
func (u *Uniform) Bounds(bounds []Bound) []Bound {
func (u *Uniform) Bounds(bounds []bound.Bound) []bound.Bound {
if bounds == nil {
bounds = make([]Bound, u.Dim())
bounds = make([]bound.Bound, u.Dim())
}
if len(bounds) != u.Dim() {
panic(badInputLength)

6
stat/distmv/uniform_test.go
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@@ -7,6 +7,8 @@ package distmv
import (
"math"
"testing"
"gonum.org/v1/gonum/bound"
)
func TestUniformEntropy(t *testing.T) {
@@ -15,11 +17,11 @@ func TestUniformEntropy(t *testing.T) {
Entropy float64
}{
{
NewUniform([]Bound{{0, 1}, {0, 1}}, nil),
NewUniform([]bound.Bound{{0, 1}, {0, 1}}, nil),
0,
},
{
NewUniform([]Bound{{-1, 3}, {2, 8}, {-5, -3}}, nil),
NewUniform([]bound.Bound{{-1, 3}, {2, 8}, {-5, -3}}, nil),
math.Log(48),
},
} {

7
stat/samplemv/sample_test.go
View File

@@ -10,6 +10,7 @@ import (
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/bound"
"gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat"
@@ -26,8 +27,8 @@ func TestLatinHypercube(t *testing.T) {
src := rand.New(rand.NewSource(1))
for _, nSamples := range []int{1, 2, 5, 10, 20} {
for _, dist := range []lhDist{
distmv.NewUniform([]distmv.Bound{{Min: 0, Max: 3}}, src),
distmv.NewUniform([]distmv.Bound{{Min: 0, Max: 3}, {Min: -1, Max: 5}, {Min: -4, Max: -1}}, src),
distmv.NewUniform([]bound.Bound{{Min: 0, Max: 3}}, src),
distmv.NewUniform([]bound.Bound{{Min: 0, Max: 3}, {Min: -1, Max: 5}, {Min: -4, Max: -1}}, src),
} {
dim := dist.Dim()
batch := mat.NewDense(nSamples, dim, nil)
@@ -92,7 +93,7 @@ func TestRejection(t *testing.T) {
src := rand.New(rand.NewSource(1))
// Test by finding the expected value of a uniform.
dim := 3
bounds := make([]distmv.Bound, dim)
bounds := make([]bound.Bound, dim)
for i := 0; i < dim; i++ {
min := src.NormFloat64()
max := src.NormFloat64()