R/Bernoulli.R In distributions3: Probability Distributions as S3 Objects

Documented in Bernoullicdf.Bernoullifit_mle.Bernoullilog_pdf.Bernoullipdf.Bernoulliquantile.Bernoullirandom.Bernoullisuff_stat.Bernoullisupport.Bernoulli

#' Create a Bernoulli distribution
#'
#' Bernoulli distributions are used to represent events like coin flips
#' when there is single trial that is either successful or unsuccessful.
#' The Bernoulli distribution is a special case of the [Binomial()]
#' distribution with n = 1.
#'
#' @param p The success probability for the distribution. p can be any
#'   value in [0, 1], and defaults to 0.5.
#'
#' @return A Bernoulli object.
#' @export
#'
#' @family discrete distributions
#'
#' @details
#'
#'   We recommend reading this documentation on
#'   <https://alexpghayes.github.io/distributions3/>, where the math
#'   will render with additional detail.
#'
#'   In the following, let \eqn{X} be a Bernoulli random variable with parameter
#'   p = \eqn{p}. Some textbooks also define \eqn{q = 1 - p}, or use
#'
#'   The Bernoulli probability  distribution is widely used to model
#'   binary variables, such as 'failure' and 'success'. The most
#'   typical example is the flip of a coin, when  \eqn{p} is thought as the
#'   probability of flipping a head, and \eqn{q = 1 - p} is the
#'   probability of flipping a tail.
#'
#'   **Support**: \eqn{\{0, 1\}}{{0, 1}}
#'
#'   **Mean**: \eqn{p}
#'
#'   **Variance**: \eqn{p \cdot (1 - p) = p \cdot q}{p (1 - p)}
#'
#'   **Probability mass function (p.m.f)**:
#'
#'   \deqn{
#'     P(X = x) = p^x (1 - p)^{1-x} = p^x q^{1-x}
#'   }{
#'     P(X = x) = p^x (1 - p)^(1-x)
#'   }
#'
#'   **Cumulative distribution function (c.d.f)**:
#'
#'   \deqn{
#'     P(X \le x) =
#'     \left \{
#'       \begin{array}{ll}
#'         0 & x < 0 \\
#'         1 - p & 0 \leq x < 1 \\
#'         1 & x \geq 1
#'       \end{array}
#'     \right.
#'   }{
#'     P(X \le x) = (1 - p) 1_{[0, 1)}(x) + 1_{1}(x)
#'   }
#'
#'   **Moment generating function (m.g.f)**:
#'
#'   \deqn{
#'     E(e^{tX}) = (1 - p) + p e^t
#'   }{
#'     E(e^(tX)) = (1 - p) + p e^t
#'   }
#'
#' @examples
#'
#' set.seed(27)
#'
#' X <- Bernoulli(0.7)
#' X
#'
#' mean(X)
#' variance(X)
#' skewness(X)
#' kurtosis(X)
#'
#' random(X, 10)
#' pdf(X, 1)
#' log_pdf(X, 1)
#' cdf(X, 0)
#' quantile(X, 0.7)
#'
#' cdf(X, quantile(X, 0.7))
#' quantile(X, cdf(X, 0.7))
#'
Bernoulli <- function(p = 0.5) {
d <- list(p = p)
class(d) <- c("Bernoulli", "distribution")
d
}

#' @export
print.Bernoulli <- function(x, ...) {
cat(glue("Bernoulli distribution (p = {x$p})"), "\n") } #' @export mean.Bernoulli <- function(x, ...) { ellipsis::check_dots_used() x$p
}

#' @export
variance.Bernoulli <- function(x, ...) x$p * (1 - x$p)

#' @export
skewness.Bernoulli <- function(x, ...) {
p <- x$p q <- 1 - x$p
(1 - (2 * p)) / sqrt(p * q)
}

#' @export
kurtosis.Bernoulli <- function(x, ...) {
p <- x$p q <- 1 - x$p
(1 - (6 * p * q)) / (p * q)
}

#' Draw a random sample from a Bernoulli distribution
#'
#' @inherit Bernoulli examples
#'
#' @param x A Bernoulli object created by a call to [Bernoulli()].
#' @param n The number of samples to draw. Defaults to 1L.
#' @param ... Unused. Unevaluated arguments will generate a warning to
#'   catch mispellings or other possible errors.
#'
#' @return An integer vector of zeros and ones of length n.
#' @export
#'
random.Bernoulli <- function(x, n = 1L, ...) {
rbinom(n = n, size = 1, prob = x$p) } #' Evaluate the probability mass function of a Bernoulli distribution #' #' @inherit Bernoulli examples #' #' @param d A Bernoulli object created by a call to [Bernoulli()]. #' @param x A vector of elements whose probabilities you would like to #' determine given the distribution d. #' @param ... Unused. Unevaluated arguments will generate a warning to #' catch mispellings or other possible errors. #' #' @return A vector of probabilities, one for each element of x. #' @export #' pdf.Bernoulli <- function(d, x, ...) { dbinom(x = x, size = 1, prob = d$p)
}

#' @rdname pdf.Bernoulli
#' @export
#'
log_pdf.Bernoulli <- function(d, x, ...) {
dbinom(x = x, size = 1, prob = d$p, log = TRUE) } #' Evaluate the cumulative distribution function of a Bernoulli distribution #' #' @inherit Bernoulli examples #' #' @param d A Bernoulli object created by a call to [Bernoulli()]. #' @param x A vector of elements whose cumulative probabilities you would #' like to determine given the distribution d. #' @param ... Unused. Unevaluated arguments will generate a warning to #' catch mispellings or other possible errors. #' #' @return A vector of probabilities, one for each element of x. #' @export #' cdf.Bernoulli <- function(d, x, ...) { pbinom(q = x, size = 1, prob = d$p)
}

#' Determine quantiles of a Bernoulli distribution
#'
#' quantile() is the inverse of cdf().
#'
#' @inherit Bernoulli examples
#' @inheritParams random.Bernoulli
#'
#' @param probs A vector of probabilities.
#' @param ... Unused. Unevaluated arguments will generate a warning to
#'   catch mispellings or other possible errors.
#'
#' @return A vector of quantiles, one for each element of probs.
#' @export
#'
quantile.Bernoulli <- function(x, probs, ...) {
ellipsis::check_dots_used()
qbinom(p = probs, size = 1, prob = x$p) } #' Fit a Bernoulli distribution to data #' #' @param d A Bernoulli object. #' @param x A vector of zeroes and ones. #' @param ... Unused. #' #' @return a Bernoulli object #' @export fit_mle.Bernoulli <- function(d, x, ...) { ss <- suff_stat(d, x, ...) Bernoulli(p = ss$successes / (ss$successes + ss$failures))
}

#' Compute the sufficient statistics for a Bernoulli distribution from data
#'
#' @inheritParams fit_mle.Bernoulli
#'
#' @return A named list of the sufficient statistics of the Bernoulli
#'   distribution:
#'
#'   - successes: The number of successful trials (sum(x == 1))
#'   - failures: The number of failed trials (sum(x == 0)).
#'
#' @export
suff_stat.Bernoulli <- function(d, x, ...) {
valid_x <- (x %in% c(0L, 1L))
if (any(!valid_x)) stop("x contains elements other than 0 or 1")
list(successes = sum(x == 1), failures = sum(x == 0))
}

#' Return the support of the Bernoulli distribution
#'
#' @param d An Bernoulli object created by a call to [Bernoulli()].
#'
#' @return A vector of length 2 with the minimum and maximum value of the support.
#'
#' @export
support.Bernoulli <- function(d){
return(c(0, 1))
}

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distributions3 documentation built on Jan. 4, 2022, 1:07 a.m.