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-rw-r--r--rand/rand_distr/src/pareto.rs89
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diff --git a/rand/rand_distr/src/pareto.rs b/rand/rand_distr/src/pareto.rs
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-// 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);
- }
- }
-}