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| </pre><pre class="rust"><code><span class="comment">// Copyright 2018 Developers of the Rand project. |
| // |
| // Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or |
| // https://www.apache.org/licenses/LICENSE-2.0> or the MIT license |
| // <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your |
| // option. This file may not be copied, modified, or distributed |
| // except according to those terms. |
| |
| </span><span class="doccomment">//! The Pareto distribution. |
| |
| </span><span class="kw">use </span>num_traits::Float; |
| <span class="kw">use crate</span>::{Distribution, OpenClosed01}; |
| <span class="kw">use </span>rand::Rng; |
| <span class="kw">use </span>core::fmt; |
| |
| <span class="doccomment">/// Samples floating-point numbers according to the Pareto distribution |
| /// |
| /// # Example |
| /// ``` |
| /// use rand::prelude::*; |
| /// use rand_distr::Pareto; |
| /// |
| /// let val: f64 = thread_rng().sample(Pareto::new(1., 2.).unwrap()); |
| /// println!("{}", val); |
| /// ``` |
| </span><span class="attribute">#[derive(Clone, Copy, Debug)] |
| #[cfg_attr(feature = <span class="string">"serde1"</span>, derive(serde::Serialize, serde::Deserialize))] |
| </span><span class="kw">pub struct </span>Pareto<F> |
| <span class="kw">where </span>F: Float, OpenClosed01: Distribution<F> |
| { |
| scale: F, |
| inv_neg_shape: F, |
| } |
| |
| <span class="doccomment">/// Error type returned from `Pareto::new`. |
| </span><span class="attribute">#[derive(Clone, Copy, Debug, PartialEq, Eq)] |
| </span><span class="kw">pub enum </span>Error { |
| <span class="doccomment">/// `scale <= 0` or `nan`. |
| </span>ScaleTooSmall, |
| <span class="doccomment">/// `shape <= 0` or `nan`. |
| </span>ShapeTooSmall, |
| } |
| |
| <span class="kw">impl </span>fmt::Display <span class="kw">for </span>Error { |
| <span class="kw">fn </span>fmt(<span class="kw-2">&</span><span class="self">self</span>, f: <span class="kw-2">&mut </span>fmt::Formatter<<span class="lifetime">'_</span>>) -> fmt::Result { |
| f.write_str(<span class="kw">match </span><span class="self">self </span>{ |
| Error::ScaleTooSmall => <span class="string">"scale is not positive in Pareto distribution"</span>, |
| Error::ShapeTooSmall => <span class="string">"shape is not positive in Pareto distribution"</span>, |
| }) |
| } |
| } |
| |
| <span class="attribute">#[cfg(feature = <span class="string">"std"</span>)] |
| #[cfg_attr(doc_cfg, doc(cfg(feature = <span class="string">"std"</span>)))] |
| </span><span class="kw">impl </span>std::error::Error <span class="kw">for </span>Error {} |
| |
| <span class="kw">impl</span><F> Pareto<F> |
| <span class="kw">where </span>F: Float, OpenClosed01: Distribution<F> |
| { |
| <span class="doccomment">/// Construct a new Pareto distribution with given `scale` and `shape`. |
| /// |
| /// In the literature, `scale` is commonly written as x<sub>m</sub> or k and |
| /// `shape` is often written as α. |
| </span><span class="kw">pub fn </span>new(scale: F, shape: F) -> <span class="prelude-ty">Result</span><Pareto<F>, Error> { |
| <span class="kw">let </span>zero = F::zero(); |
| |
| <span class="kw">if </span>!(scale > zero) { |
| <span class="kw">return </span><span class="prelude-val">Err</span>(Error::ScaleTooSmall); |
| } |
| <span class="kw">if </span>!(shape > zero) { |
| <span class="kw">return </span><span class="prelude-val">Err</span>(Error::ShapeTooSmall); |
| } |
| <span class="prelude-val">Ok</span>(Pareto { |
| scale, |
| inv_neg_shape: F::from(-<span class="number">1.0</span>).unwrap() / shape, |
| }) |
| } |
| } |
| |
| <span class="kw">impl</span><F> Distribution<F> <span class="kw">for </span>Pareto<F> |
| <span class="kw">where </span>F: Float, OpenClosed01: Distribution<F> |
| { |
| <span class="kw">fn </span>sample<R: Rng + <span class="question-mark">?</span>Sized>(<span class="kw-2">&</span><span class="self">self</span>, rng: <span class="kw-2">&mut </span>R) -> F { |
| <span class="kw">let </span>u: F = OpenClosed01.sample(rng); |
| <span class="self">self</span>.scale * u.powf(<span class="self">self</span>.inv_neg_shape) |
| } |
| } |
| |
| <span class="attribute">#[cfg(test)] |
| </span><span class="kw">mod </span>tests { |
| <span class="kw">use super</span>::<span class="kw-2">*</span>; |
| <span class="kw">use </span>core::fmt::{Debug, Display, LowerExp}; |
| |
| <span class="attribute">#[test] |
| #[should_panic] |
| </span><span class="kw">fn </span>invalid() { |
| Pareto::new(<span class="number">0.</span>, <span class="number">0.</span>).unwrap(); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>sample() { |
| <span class="kw">let </span>scale = <span class="number">1.0</span>; |
| <span class="kw">let </span>shape = <span class="number">2.0</span>; |
| <span class="kw">let </span>d = Pareto::new(scale, shape).unwrap(); |
| <span class="kw">let </span><span class="kw-2">mut </span>rng = <span class="kw">crate</span>::test::rng(<span class="number">1</span>); |
| <span class="kw">for _ in </span><span class="number">0</span>..<span class="number">1000 </span>{ |
| <span class="kw">let </span>r = d.sample(<span class="kw-2">&mut </span>rng); |
| <span class="macro">assert!</span>(r >= scale); |
| } |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>value_stability() { |
| <span class="kw">fn </span>test_samples<F: Float + Debug + Display + LowerExp, D: Distribution<F>>( |
| distr: D, thresh: F, expected: <span class="kw-2">&</span>[F], |
| ) { |
| <span class="kw">let </span><span class="kw-2">mut </span>rng = <span class="kw">crate</span>::test::rng(<span class="number">213</span>); |
| <span class="kw">for </span>v <span class="kw">in </span>expected { |
| <span class="kw">let </span>x = rng.sample(<span class="kw-2">&</span>distr); |
| <span class="macro">assert_almost_eq!</span>(x, <span class="kw-2">*</span>v, thresh); |
| } |
| } |
| |
| test_samples(Pareto::new(<span class="number">1f32</span>, <span class="number">1.0</span>).unwrap(), <span class="number">1e-6</span>, <span class="kw-2">&</span>[ |
| <span class="number">1.0423688</span>, <span class="number">2.1235929</span>, <span class="number">4.132709</span>, <span class="number">1.4679428</span>, |
| ]); |
| test_samples(Pareto::new(<span class="number">2.0</span>, <span class="number">0.5</span>).unwrap(), <span class="number">1e-14</span>, <span class="kw-2">&</span>[ |
| <span class="number">9.019295276219136</span>, |
| <span class="number">4.3097126018270595</span>, |
| <span class="number">6.837815045397157</span>, |
| <span class="number">105.8826669383772</span>, |
| ]); |
| } |
| } |
| </code></pre></div> |
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