diff options
author | Daniel Mueller <deso@posteo.net> | 2020-01-02 08:32:06 -0800 |
---|---|---|
committer | Daniel Mueller <deso@posteo.net> | 2020-01-02 08:32:06 -0800 |
commit | fd091b04316db9dc5fafadbd6bdbe60b127408a9 (patch) | |
tree | f202270f7ae5cedc513be03833a26148d9b5e219 /rand/rand_distr/src/pareto.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/pareto.rs')
-rw-r--r-- | rand/rand_distr/src/pareto.rs | 89 |
1 files changed, 89 insertions, 0 deletions
diff --git a/rand/rand_distr/src/pareto.rs b/rand/rand_distr/src/pareto.rs new file mode 100644 index 0000000..33ea382 --- /dev/null +++ b/rand/rand_distr/src/pareto.rs @@ -0,0 +1,89 @@ +// 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. + +//! The Pareto distribution. + +use rand::Rng; +use crate::{Distribution, OpenClosed01}; +use crate::utils::Float; + +/// 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); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Pareto<N> { + scale: N, + inv_neg_shape: N, +} + +/// Error type returned from `Pareto::new`. +#[derive(Clone, Copy, Debug, PartialEq, Eq)] +pub enum Error { + /// `scale <= 0` or `nan`. + ScaleTooSmall, + /// `shape <= 0` or `nan`. + ShapeTooSmall, +} + +impl<N: Float> Pareto<N> +where OpenClosed01: Distribution<N> +{ + /// 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. + pub fn new(scale: N, shape: N) -> Result<Pareto<N>, Error> { + if !(scale > N::from(0.0)) { + return Err(Error::ScaleTooSmall); + } + if !(shape > N::from(0.0)) { + return Err(Error::ShapeTooSmall); + } + Ok(Pareto { scale, inv_neg_shape: N::from(-1.0) / shape }) + } +} + +impl<N: Float> Distribution<N> for Pareto<N> +where OpenClosed01: Distribution<N> +{ + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N { + let u: N = OpenClosed01.sample(rng); + self.scale * u.powf(self.inv_neg_shape) + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::Pareto; + + #[test] + #[should_panic] + fn invalid() { + Pareto::new(0., 0.).unwrap(); + } + + #[test] + fn sample() { + let scale = 1.0; + let shape = 2.0; + let d = Pareto::new(scale, shape).unwrap(); + let mut rng = crate::test::rng(1); + for _ in 0..1000 { + let r = d.sample(&mut rng); + assert!(r >= scale); + } + } +} |