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Diffstat (limited to 'rand/rand_distr/src/pert.rs')
-rw-r--r-- | rand/rand_distr/src/pert.rs | 132 |
1 files changed, 0 insertions, 132 deletions
diff --git a/rand/rand_distr/src/pert.rs b/rand/rand_distr/src/pert.rs deleted file mode 100644 index 040cd05..0000000 --- a/rand/rand_distr/src/pert.rs +++ /dev/null @@ -1,132 +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 PERT distribution. - -use rand::Rng; -use crate::{Distribution, Beta, StandardNormal, Exp1, Open01}; -use crate::utils::Float; - -/// The PERT distribution. -/// -/// Similar to the [`Triangular`] distribution, the PERT distribution is -/// parameterised by a range and a mode within that range. Unlike the -/// [`Triangular`] distribution, the probability density function of the PERT -/// distribution is smooth, with a configurable weighting around the mode. -/// -/// # Example -/// -/// ```rust -/// use rand_distr::{Pert, Distribution}; -/// -/// let d = Pert::new(0., 5., 2.5).unwrap(); -/// let v = d.sample(&mut rand::thread_rng()); -/// println!("{} is from a PERT distribution", v); -/// ``` -/// -/// [`Triangular`]: crate::Triangular -#[derive(Clone, Copy, Debug)] -pub struct Pert<N> { - min: N, - range: N, - beta: Beta<N>, -} - -/// Error type returned from [`Pert`] constructors. -#[derive(Clone, Copy, Debug, PartialEq, Eq)] -pub enum PertError { - /// `max < min` or `min` or `max` is NaN. - RangeTooSmall, - /// `mode < min` or `mode > max` or `mode` is NaN. - ModeRange, - /// `shape < 0` or `shape` is NaN - ShapeTooSmall, -} - -impl<N: Float> Pert<N> -where StandardNormal: Distribution<N>, Exp1: Distribution<N>, Open01: Distribution<N> -{ - /// Set up the PERT distribution with defined `min`, `max` and `mode`. - /// - /// This is equivalent to calling `Pert::new_shape` with `shape == 4.0`. - #[inline] - pub fn new(min: N, max: N, mode: N) -> Result<Pert<N>, PertError> { - Pert::new_with_shape(min, max, mode, N::from(4.)) - } - - /// Set up the PERT distribution with defined `min`, `max`, `mode` and - /// `shape`. - pub fn new_with_shape(min: N, max: N, mode: N, shape: N) -> Result<Pert<N>, PertError> { - if !(max > min) { - return Err(PertError::RangeTooSmall); - } - if !(mode >= min && max >= mode) { - return Err(PertError::ModeRange); - } - if !(shape >= N::from(0.)) { - return Err(PertError::ShapeTooSmall); - } - - let range = max - min; - let mu = (min + max + shape * mode) / (shape + N::from(2.)); - let v = if mu == mode { - shape * N::from(0.5) + N::from(1.) - } else { - (mu - min) * (N::from(2.) * mode - min - max) - / ((mode - mu) * (max - min)) - }; - let w = v * (max - mu) / (mu - min); - let beta = Beta::new(v, w).map_err(|_| PertError::RangeTooSmall)?; - Ok(Pert{ min, range, beta }) - } -} - -impl<N: Float> Distribution<N> for Pert<N> -where StandardNormal: Distribution<N>, Exp1: Distribution<N>, Open01: Distribution<N> -{ - #[inline] - fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N { - self.beta.sample(rng) * self.range + self.min - } -} - -#[cfg(test)] -mod test { - use std::f64; - use super::*; - - #[test] - fn test_pert() { - for &(min, max, mode) in &[ - (-1., 1., 0.), - (1., 2., 1.), - (5., 25., 25.), - ] { - let _distr = Pert::new(min, max, mode).unwrap(); - // TODO: test correctness - } - - for &(min, max, mode) in &[ - (-1., 1., 2.), - (-1., 1., -2.), - (2., 1., 1.), - ] { - assert!(Pert::new(min, max, mode).is_err()); - } - } - - #[test] - fn value_stability() { - let rng = crate::test::rng(860); - let distr = Pert::new(2., 10., 3.).unwrap(); // mean = 4, var = 12/7 - let seq = distr.sample_iter(rng).take(5).collect::<Vec<f64>>(); - println!("seq: {:?}", seq); - let expected = vec![4.631484136029422, 3.307201472321789, - 3.29995019556348, 3.66835483991721, 3.514246139933899]; - assert!(seq == expected); - } -} |