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Diffstat (limited to 'rand/rand_distr/src/pareto.rs')
-rw-r--r-- | rand/rand_distr/src/pareto.rs | 89 |
1 files changed, 0 insertions, 89 deletions
diff --git a/rand/rand_distr/src/pareto.rs b/rand/rand_distr/src/pareto.rs deleted file mode 100644 index 33ea382..0000000 --- a/rand/rand_distr/src/pareto.rs +++ /dev/null @@ -1,89 +0,0 @@ -// 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); - } - } -} |