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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, 132 insertions, 0 deletions
diff --git a/rand/rand_distr/src/pert.rs b/rand/rand_distr/src/pert.rs new file mode 100644 index 0000000..040cd05 --- /dev/null +++ b/rand/rand_distr/src/pert.rs @@ -0,0 +1,132 @@ +// 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); + } +} |