aboutsummaryrefslogtreecommitdiff
path: root/rand/src/distributions/dirichlet.rs
diff options
context:
space:
mode:
Diffstat (limited to 'rand/src/distributions/dirichlet.rs')
-rw-r--r--rand/src/distributions/dirichlet.rs137
1 files changed, 137 insertions, 0 deletions
diff --git a/rand/src/distributions/dirichlet.rs b/rand/src/distributions/dirichlet.rs
new file mode 100644
index 0000000..19384b8
--- /dev/null
+++ b/rand/src/distributions/dirichlet.rs
@@ -0,0 +1,137 @@
+// Copyright 2018 Developers of the Rand project.
+// Copyright 2013 The Rust Project Developers.
+//
+// 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 dirichlet distribution.
+
+use Rng;
+use distributions::Distribution;
+use distributions::gamma::Gamma;
+
+/// The dirichelet distribution `Dirichlet(alpha)`.
+///
+/// The Dirichlet distribution is a family of continuous multivariate
+/// probability distributions parameterized by a vector alpha of positive reals.
+/// It is a multivariate generalization of the beta distribution.
+///
+/// # Example
+///
+/// ```
+/// use rand::prelude::*;
+/// use rand::distributions::Dirichlet;
+///
+/// let dirichlet = Dirichlet::new(vec![1.0, 2.0, 3.0]);
+/// let samples = dirichlet.sample(&mut rand::thread_rng());
+/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples);
+/// ```
+
+#[derive(Clone, Debug)]
+pub struct Dirichlet {
+ /// Concentration parameters (alpha)
+ alpha: Vec<f64>,
+}
+
+impl Dirichlet {
+ /// Construct a new `Dirichlet` with the given alpha parameter `alpha`.
+ ///
+ /// # Panics
+ /// - if `alpha.len() < 2`
+ ///
+ #[inline]
+ pub fn new<V: Into<Vec<f64>>>(alpha: V) -> Dirichlet {
+ let a = alpha.into();
+ assert!(a.len() > 1);
+ for i in 0..a.len() {
+ assert!(a[i] > 0.0);
+ }
+
+ Dirichlet { alpha: a }
+ }
+
+ /// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`.
+ ///
+ /// # Panics
+ /// - if `alpha <= 0.0`
+ /// - if `size < 2`
+ ///
+ #[inline]
+ pub fn new_with_param(alpha: f64, size: usize) -> Dirichlet {
+ assert!(alpha > 0.0);
+ assert!(size > 1);
+ Dirichlet {
+ alpha: vec![alpha; size],
+ }
+ }
+}
+
+impl Distribution<Vec<f64>> for Dirichlet {
+ fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<f64> {
+ let n = self.alpha.len();
+ let mut samples = vec![0.0f64; n];
+ let mut sum = 0.0f64;
+
+ for i in 0..n {
+ let g = Gamma::new(self.alpha[i], 1.0);
+ samples[i] = g.sample(rng);
+ sum += samples[i];
+ }
+ let invacc = 1.0 / sum;
+ for i in 0..n {
+ samples[i] *= invacc;
+ }
+ samples
+ }
+}
+
+#[cfg(test)]
+mod test {
+ use super::Dirichlet;
+ use distributions::Distribution;
+
+ #[test]
+ fn test_dirichlet() {
+ let d = Dirichlet::new(vec![1.0, 2.0, 3.0]);
+ let mut rng = ::test::rng(221);
+ let samples = d.sample(&mut rng);
+ let _: Vec<f64> = samples
+ .into_iter()
+ .map(|x| {
+ assert!(x > 0.0);
+ x
+ })
+ .collect();
+ }
+
+ #[test]
+ fn test_dirichlet_with_param() {
+ let alpha = 0.5f64;
+ let size = 2;
+ let d = Dirichlet::new_with_param(alpha, size);
+ let mut rng = ::test::rng(221);
+ let samples = d.sample(&mut rng);
+ let _: Vec<f64> = samples
+ .into_iter()
+ .map(|x| {
+ assert!(x > 0.0);
+ x
+ })
+ .collect();
+ }
+
+ #[test]
+ #[should_panic]
+ fn test_dirichlet_invalid_length() {
+ Dirichlet::new_with_param(0.5f64, 1);
+ }
+
+ #[test]
+ #[should_panic]
+ fn test_dirichlet_invalid_alpha() {
+ Dirichlet::new_with_param(0.0f64, 2);
+ }
+}