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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/dirichlet.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/dirichlet.rs')
-rw-r--r-- | rand/rand_distr/src/dirichlet.rs | 154 |
1 files changed, 154 insertions, 0 deletions
diff --git a/rand/rand_distr/src/dirichlet.rs b/rand/rand_distr/src/dirichlet.rs new file mode 100644 index 0000000..71cf73c --- /dev/null +++ b/rand/rand_distr/src/dirichlet.rs @@ -0,0 +1,154 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 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 dirichlet distribution. + +use rand::Rng; +use crate::{Distribution, Gamma, StandardNormal, Exp1, Open01}; +use crate::utils::Float; + +/// The dirichelet distribution `Dirichlet(alpha)`. +/// +/// The Dirichlet distribution is a family of continuous multivariate +/// probability distributions parameterized by a vector alpha of positive reals. +/// It is a multivariate generalization of the beta distribution. +/// +/// # Example +/// +/// ``` +/// use rand::prelude::*; +/// use rand_distr::Dirichlet; +/// +/// let dirichlet = Dirichlet::new(vec![1.0, 2.0, 3.0]).unwrap(); +/// let samples = dirichlet.sample(&mut rand::thread_rng()); +/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples); +/// ``` +#[derive(Clone, Debug)] +pub struct Dirichlet<N> { + /// Concentration parameters (alpha) + alpha: Vec<N>, +} + +/// Error type returned from `Dirchlet::new`. +#[derive(Clone, Copy, Debug, PartialEq, Eq)] +pub enum Error { + /// `alpha.len() < 2`. + AlphaTooShort, + /// `alpha <= 0.0` or `nan`. + AlphaTooSmall, + /// `size < 2`. + SizeTooSmall, +} + +impl<N: Float> Dirichlet<N> +where StandardNormal: Distribution<N>, Exp1: Distribution<N>, Open01: Distribution<N> +{ + /// Construct a new `Dirichlet` with the given alpha parameter `alpha`. + /// + /// Requires `alpha.len() >= 2`. + #[inline] + pub fn new<V: Into<Vec<N>>>(alpha: V) -> Result<Dirichlet<N>, Error> { + let a = alpha.into(); + if a.len() < 2 { + return Err(Error::AlphaTooShort); + } + for &ai in &a { + if !(ai > N::from(0.0)) { + return Err(Error::AlphaTooSmall); + } + } + + Ok(Dirichlet { alpha: a }) + } + + /// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`. + /// + /// Requires `size >= 2`. + #[inline] + pub fn new_with_size(alpha: N, size: usize) -> Result<Dirichlet<N>, Error> { + if !(alpha > N::from(0.0)) { + return Err(Error::AlphaTooSmall); + } + if size < 2 { + return Err(Error::SizeTooSmall); + } + Ok(Dirichlet { + alpha: vec![alpha; size], + }) + } +} + +impl<N: Float> Distribution<Vec<N>> for Dirichlet<N> +where StandardNormal: Distribution<N>, Exp1: Distribution<N>, Open01: Distribution<N> +{ + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<N> { + let n = self.alpha.len(); + let mut samples = vec![N::from(0.0); n]; + let mut sum = N::from(0.0); + + for (s, &a) in samples.iter_mut().zip(self.alpha.iter()) { + let g = Gamma::new(a, N::from(1.0)).unwrap(); + *s = g.sample(rng); + sum += *s; + } + let invacc = N::from(1.0) / sum; + for s in samples.iter_mut() { + *s *= invacc; + } + samples + } +} + +#[cfg(test)] +mod test { + use super::Dirichlet; + use crate::Distribution; + + #[test] + fn test_dirichlet() { + let d = Dirichlet::new(vec![1.0, 2.0, 3.0]).unwrap(); + let mut rng = crate::test::rng(221); + let samples = d.sample(&mut rng); + let _: Vec<f64> = samples + .into_iter() + .map(|x| { + assert!(x > 0.0); + x + }) + .collect(); + } + + #[test] + fn test_dirichlet_with_param() { + let alpha = 0.5f64; + let size = 2; + let d = Dirichlet::new_with_size(alpha, size).unwrap(); + let mut rng = crate::test::rng(221); + let samples = d.sample(&mut rng); + let _: Vec<f64> = samples + .into_iter() + .map(|x| { + assert!(x > 0.0); + x + }) + .collect(); + } + + #[test] + #[should_panic] + fn test_dirichlet_invalid_length() { + Dirichlet::new_with_size(0.5f64, 1).unwrap(); + } + + #[test] + #[should_panic] + fn test_dirichlet_invalid_alpha() { + Dirichlet::new_with_size(0.0f64, 2).unwrap(); + } +} |