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feat: Added Exponential Probability Distribution (TheAlgorithms#2780)
* Add Exponential Distribution * Modified the documentation * Update Documentation * Update probability/exponential_dist.cpp Co-authored-by: realstealthninja <[email protected]> * Update probability/exponential_dist.cpp Co-authored-by: realstealthninja <[email protected]> * Update probability/exponential_dist.cpp Co-authored-by: realstealthninja <[email protected]> * Update the files * Removed the link from documentation * docs: remove the second brief tag * Update latex notation Co-authored-by: realstealthninja <[email protected]> * Update latex notation Co-authored-by: realstealthninja <[email protected]> * Corrected format issues * Update probability/exponential_dist.cpp Co-authored-by: realstealthninja <[email protected]> * Update probability/exponential_dist.cpp Co-authored-by: realstealthninja <[email protected]> * Update probability/exponential_dist.cpp Co-authored-by: realstealthninja <[email protected]> * Added more test, formatted with clang-format * Update files * Update format issues * Add more tests * Added namespaces --------- Co-authored-by: realstealthninja <[email protected]>
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probability/exponential_dist.cpp

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/**
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* @file
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* @brief [Exponential
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* Distribution](https://en.wikipedia.org/wiki/Exponential_distribution)
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*
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* The exponential distribution is used to model
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* events occuring between a Poisson process like radioactive decay.
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*
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* \f[P(x, \lambda) = \lambda e^{-\lambda x}\f]
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*
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* Summary of variables used:
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* \f$\lambda\f$ : rate parameter
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*/
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#include <cassert> // For assert
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#include <cmath> // For std::pow
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#include <iostream> // For I/O operation
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#include <stdexcept> // For std::invalid_argument
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#include <string> // For std::string
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/**
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* @namespace probability
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* @brief Probability algorithms
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*/
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namespace probability {
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/**
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* @namespace exponential_dist
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* @brief Functions for the [Exponential
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* Distribution](https://en.wikipedia.org/wiki/Exponential_distribution)
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* algorithm implementation
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*/
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namespace geometric_dist {
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/**
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* @brief the expected value of the exponential distribution
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* @returns \f[\mu = \frac{1}{\lambda}\f]
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*/
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double exponential_expected(double lambda) {
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if (lambda <= 0) {
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throw std::invalid_argument("lambda must be greater than 0");
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}
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return 1 / lambda;
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}
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/**
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* @brief the variance of the exponential distribution
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* @returns \f[\sigma^2 = \frac{1}{\lambda^2}\f]
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*/
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double exponential_var(double lambda) {
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if (lambda <= 0) {
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throw std::invalid_argument("lambda must be greater than 0");
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}
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return 1 / pow(lambda, 2);
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}
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/**
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* @brief the standard deviation of the exponential distribution
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* @returns \f[\sigma = \frac{1}{\lambda}\f]
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*/
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double exponential_std(double lambda) {
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if (lambda <= 0) {
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throw std::invalid_argument("lambda must be greater than 0");
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}
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return 1 / lambda;
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}
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} // namespace geometric_dist
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} // namespace probability
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/**
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* @brief Self-test implementations
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* @returns void
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*/
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static void test() {
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double lambda_1 = 1;
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double expected_1 = 1;
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double var_1 = 1;
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double std_1 = 1;
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double lambda_2 = 2;
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double expected_2 = 0.5;
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double var_2 = 0.25;
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double std_2 = 0.5;
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double lambda_3 = 3;
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double expected_3 = 0.333333;
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double var_3 = 0.111111;
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double std_3 = 0.333333;
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double lambda_4 = 0; // Test 0
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double lambda_5 = -2.3; // Test negative value
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const float threshold = 1e-3f;
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std::cout << "Test for lambda = 1 \n";
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assert(
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std::abs(expected_1 - probability::geometric_dist::exponential_expected(
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lambda_1)) < threshold);
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assert(std::abs(var_1 - probability::geometric_dist::exponential_var(
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lambda_1)) < threshold);
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assert(std::abs(std_1 - probability::geometric_dist::exponential_std(
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lambda_1)) < threshold);
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std::cout << "ALL TEST PASSED\n\n";
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std::cout << "Test for lambda = 2 \n";
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assert(
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std::abs(expected_2 - probability::geometric_dist::exponential_expected(
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lambda_2)) < threshold);
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assert(std::abs(var_2 - probability::geometric_dist::exponential_var(
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lambda_2)) < threshold);
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assert(std::abs(std_2 - probability::geometric_dist::exponential_std(
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lambda_2)) < threshold);
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std::cout << "ALL TEST PASSED\n\n";
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std::cout << "Test for lambda = 3 \n";
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assert(
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std::abs(expected_3 - probability::geometric_dist::exponential_expected(
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lambda_3)) < threshold);
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assert(std::abs(var_3 - probability::geometric_dist::exponential_var(
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lambda_3)) < threshold);
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assert(std::abs(std_3 - probability::geometric_dist::exponential_std(
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lambda_3)) < threshold);
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std::cout << "ALL TEST PASSED\n\n";
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std::cout << "Test for lambda = 0 \n";
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try {
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probability::geometric_dist::exponential_expected(lambda_4);
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probability::geometric_dist::exponential_var(lambda_4);
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probability::geometric_dist::exponential_std(lambda_4);
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} catch (std::invalid_argument& err) {
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assert(std::string(err.what()) == "lambda must be greater than 0");
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}
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std::cout << "ALL TEST PASSED\n\n";
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std::cout << "Test for lambda = -2.3 \n";
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try {
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probability::geometric_dist::exponential_expected(lambda_5);
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probability::geometric_dist::exponential_var(lambda_5);
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probability::geometric_dist::exponential_std(lambda_5);
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} catch (std::invalid_argument& err) {
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assert(std::string(err.what()) == "lambda must be greater than 0");
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}
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std::cout << "ALL TEST PASSED\n\n";
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}
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/**
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* @brief Main function
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* @return 0 on exit
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*/
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int main() {
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test(); // Self test implementation
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return 0;
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}

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