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author | Daniel Mueller <deso@posteo.net> | 2020-01-02 08:32:06 -0800 |
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committer | Daniel Mueller <deso@posteo.net> | 2020-01-02 08:32:06 -0800 |
commit | fd091b04316db9dc5fafadbd6bdbe60b127408a9 (patch) | |
tree | f202270f7ae5cedc513be03833a26148d9b5e219 /rand/rand_distr/src/cauchy.rs | |
parent | 8161cdb26f98e65b39c603ddf7a614cc87c77a1c (diff) | |
download | nitrocli-fd091b04316db9dc5fafadbd6bdbe60b127408a9.tar.gz nitrocli-fd091b04316db9dc5fafadbd6bdbe60b127408a9.tar.bz2 |
Update nitrokey crate to 0.4.0
This change finally updates the version of the nitrokey crate that we
consume to 0.4.0. Along with that we update rand_core, one of its
dependencies, to 0.5.1. Further more we add cfg-if in version 0.1.10 and
getrandom in version 0.1.13, both of which are now new (non-development)
dependencies.
Import subrepo nitrokey/:nitrokey at e81057037e9b4f370b64c0a030a725bc6bdfb870
Import subrepo cfg-if/:cfg-if at 4484a6faf816ff8058088ad857b0c6bb2f4b02b2
Import subrepo getrandom/:getrandom at d661aa7e1b8cc80b47dabe3d2135b3b47d2858af
Import subrepo rand/:rand at d877ed528248b52d947e0484364a4e1ae59ca502
Diffstat (limited to 'rand/rand_distr/src/cauchy.rs')
-rw-r--r-- | rand/rand_distr/src/cauchy.rs | 120 |
1 files changed, 120 insertions, 0 deletions
diff --git a/rand/rand_distr/src/cauchy.rs b/rand/rand_distr/src/cauchy.rs new file mode 100644 index 0000000..6b0e7c6 --- /dev/null +++ b/rand/rand_distr/src/cauchy.rs @@ -0,0 +1,120 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2016-2017 The Rust Project Developers. +// +// 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. + +//! The Cauchy distribution. + +use rand::Rng; +use crate::{Distribution, Standard}; +use crate::utils::Float; + +/// The Cauchy distribution `Cauchy(median, scale)`. +/// +/// This distribution has a density function: +/// `f(x) = 1 / (pi * scale * (1 + ((x - median) / scale)^2))` +/// +/// # Example +/// +/// ``` +/// use rand_distr::{Cauchy, Distribution}; +/// +/// let cau = Cauchy::new(2.0, 5.0).unwrap(); +/// let v = cau.sample(&mut rand::thread_rng()); +/// println!("{} is from a Cauchy(2, 5) distribution", v); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Cauchy<N> { + median: N, + scale: N, +} + +/// Error type returned from `Cauchy::new`. +#[derive(Clone, Copy, Debug, PartialEq, Eq)] +pub enum Error { + /// `scale <= 0` or `nan`. + ScaleTooSmall, +} + +impl<N: Float> Cauchy<N> +where Standard: Distribution<N> +{ + /// Construct a new `Cauchy` with the given shape parameters + /// `median` the peak location and `scale` the scale factor. + pub fn new(median: N, scale: N) -> Result<Cauchy<N>, Error> { + if !(scale > N::from(0.0)) { + return Err(Error::ScaleTooSmall); + } + Ok(Cauchy { + median, + scale + }) + } +} + +impl<N: Float> Distribution<N> for Cauchy<N> +where Standard: Distribution<N> +{ + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N { + // sample from [0, 1) + let x = Standard.sample(rng); + // get standard cauchy random number + // note that π/2 is not exactly representable, even if x=0.5 the result is finite + let comp_dev = (N::pi() * x).tan(); + // shift and scale according to parameters + self.median + self.scale * comp_dev + } +} + +#[cfg(test)] +mod test { + use crate::Distribution; + use super::Cauchy; + + fn median(mut numbers: &mut [f64]) -> f64 { + sort(&mut numbers); + let mid = numbers.len() / 2; + numbers[mid] + } + + fn sort(numbers: &mut [f64]) { + numbers.sort_by(|a, b| a.partial_cmp(b).unwrap()); + } + + #[test] + fn test_cauchy_averages() { + // NOTE: given that the variance and mean are undefined, + // this test does not have any rigorous statistical meaning. + let cauchy = Cauchy::new(10.0, 5.0).unwrap(); + let mut rng = crate::test::rng(123); + let mut numbers: [f64; 1000] = [0.0; 1000]; + let mut sum = 0.0; + for i in 0..1000 { + numbers[i] = cauchy.sample(&mut rng); + sum += numbers[i]; + } + let median = median(&mut numbers); + println!("Cauchy median: {}", median); + assert!((median - 10.0).abs() < 0.4); // not 100% certain, but probable enough + let mean = sum / 1000.0; + println!("Cauchy mean: {}", mean); + // for a Cauchy distribution the mean should not converge + assert!((mean - 10.0).abs() > 0.4); // not 100% certain, but probable enough + } + + #[test] + #[should_panic] + fn test_cauchy_invalid_scale_zero() { + Cauchy::new(0.0, 0.0).unwrap(); + } + + #[test] + #[should_panic] + fn test_cauchy_invalid_scale_neg() { + Cauchy::new(0.0, -10.0).unwrap(); + } +} |