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Diffstat (limited to 'rand/rand_distr/src/weibull.rs')
-rw-r--r-- | rand/rand_distr/src/weibull.rs | 86 |
1 files changed, 86 insertions, 0 deletions
diff --git a/rand/rand_distr/src/weibull.rs b/rand/rand_distr/src/weibull.rs new file mode 100644 index 0000000..ddde380 --- /dev/null +++ b/rand/rand_distr/src/weibull.rs @@ -0,0 +1,86 @@ +// 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 Weibull distribution. + +use rand::Rng; +use crate::{Distribution, OpenClosed01}; +use crate::utils::Float; + +/// Samples floating-point numbers according to the Weibull distribution +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand_distr::Weibull; +/// +/// let val: f64 = thread_rng().sample(Weibull::new(1., 10.).unwrap()); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Weibull<N> { + inv_shape: N, + scale: N, +} + +/// Error type returned from `Weibull::new`. +#[derive(Clone, Copy, Debug, PartialEq, Eq)] +pub enum Error { + /// `scale <= 0` or `nan`. + ScaleTooSmall, + /// `shape <= 0` or `nan`. + ShapeTooSmall, +} + +impl<N: Float> Weibull<N> +where OpenClosed01: Distribution<N> +{ + /// Construct a new `Weibull` distribution with given `scale` and `shape`. + pub fn new(scale: N, shape: N) -> Result<Weibull<N>, Error> { + if !(scale > N::from(0.0)) { + return Err(Error::ScaleTooSmall); + } + if !(shape > N::from(0.0)) { + return Err(Error::ShapeTooSmall); + } + Ok(Weibull { inv_shape: N::from(1.)/shape, scale }) + } +} + +impl<N: Float> Distribution<N> for Weibull<N> +where OpenClosed01: Distribution<N> +{ + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N { + let x: N = rng.sample(OpenClosed01); + self.scale * (-x.ln()).powf(self.inv_shape) + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::Weibull; + + #[test] + #[should_panic] + fn invalid() { + Weibull::new(0., 0.).unwrap(); + } + + #[test] + fn sample() { + let scale = 1.0; + let shape = 2.0; + let d = Weibull::new(scale, shape).unwrap(); + let mut rng = crate::test::rng(1); + for _ in 0..1000 { + let r = d.sample(&mut rng); + assert!(r >= 0.); + } + } +} |