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Diffstat (limited to 'rand/rand_distr/src/triangular.rs')
-rw-r--r-- | rand/rand_distr/src/triangular.rs | 125 |
1 files changed, 125 insertions, 0 deletions
diff --git a/rand/rand_distr/src/triangular.rs b/rand/rand_distr/src/triangular.rs new file mode 100644 index 0000000..dd0bbfb --- /dev/null +++ b/rand/rand_distr/src/triangular.rs @@ -0,0 +1,125 @@ +// 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 triangular distribution. + +use rand::Rng; +use crate::{Distribution, Standard}; +use crate::utils::Float; + +/// The triangular distribution. +/// +/// A continuous probability distribution parameterised by a range, and a mode +/// (most likely value) within that range. +/// +/// The probability density function is triangular. For a similar distribution +/// with a smooth PDF, see the [`Pert`] distribution. +/// +/// # Example +/// +/// ```rust +/// use rand_distr::{Triangular, Distribution}; +/// +/// let d = Triangular::new(0., 5., 2.5).unwrap(); +/// let v = d.sample(&mut rand::thread_rng()); +/// println!("{} is from a triangular distribution", v); +/// ``` +/// +/// [`Pert`]: crate::Pert +#[derive(Clone, Copy, Debug)] +pub struct Triangular<N> { + min: N, + max: N, + mode: N, +} + +/// Error type returned from [`Triangular::new`]. +#[derive(Clone, Copy, Debug, PartialEq, Eq)] +pub enum TriangularError { + /// `max < min` or `min` or `max` is NaN. + RangeTooSmall, + /// `mode < min` or `mode > max` or `mode` is NaN. + ModeRange, +} + +impl<N: Float> Triangular<N> +where Standard: Distribution<N> +{ + /// Set up the Triangular distribution with defined `min`, `max` and `mode`. + #[inline] + pub fn new(min: N, max: N, mode: N) -> Result<Triangular<N>, TriangularError> { + if !(max >= min) { + return Err(TriangularError::RangeTooSmall); + } + if !(mode >= min && max >= mode) { + return Err(TriangularError::ModeRange); + } + Ok(Triangular { min, max, mode }) + } +} + +impl<N: Float> Distribution<N> for Triangular<N> +where Standard: Distribution<N> +{ + #[inline] + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N { + let f: N = rng.sample(Standard); + let diff_mode_min = self.mode - self.min; + let range = self.max - self.min; + let f_range = f * range; + if f_range < diff_mode_min { + self.min + (f_range * diff_mode_min).sqrt() + } else { + self.max - ((range - f_range) * (self.max - self.mode)).sqrt() + } + } +} + +#[cfg(test)] +mod test { + use std::f64; + use rand::{Rng, rngs::mock}; + use super::*; + + #[test] + fn test_triangular() { + let mut half_rng = mock::StepRng::new(0x8000_0000_0000_0000, 0); + assert_eq!(half_rng.gen::<f64>(), 0.5); + for &(min, max, mode, median) in &[ + (-1., 1., 0., 0.), + (1., 2., 1., 2. - 0.5f64.sqrt()), + (5., 25., 25., 5. + 200f64.sqrt()), + (1e-5, 1e5, 1e-3, 1e5 - 4999999949.5f64.sqrt()), + (0., 1., 0.9, 0.45f64.sqrt()), + (-4., -0.5, -2., -4.0 + 3.5f64.sqrt()), + ] { + println!("{} {} {} {}", min, max, mode, median); + let distr = Triangular::new(min, max, mode).unwrap(); + // Test correct value at median: + assert_eq!(distr.sample(&mut half_rng), median); + } + + for &(min, max, mode) in &[ + (-1., 1., 2.), + (-1., 1., -2.), + (2., 1., 1.), + ] { + assert!(Triangular::new(min, max, mode).is_err()); + } + } + + #[test] + fn value_stability() { + let rng = crate::test::rng(860); + let distr = Triangular::new(2., 10., 3.).unwrap(); + let seq = distr.sample_iter(rng).take(5).collect::<Vec<f64>>(); + println!("seq: {:?}", seq); + let expected = vec![5.74373257511361, 7.890059162791258, + 4.7256280652553455, 2.9474808121184077, 3.058301946314053]; + assert!(seq == expected); + } +} |