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-rw-r--r--rand/rand_distr/src/dirichlet.rs154
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diff --git a/rand/rand_distr/src/dirichlet.rs b/rand/rand_distr/src/dirichlet.rs
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-// 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 rand::Rng;
-use crate::{Distribution, Gamma, StandardNormal, Exp1, Open01};
-use crate::utils::Float;
-
-/// 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_distr::Dirichlet;
-///
-/// let dirichlet = Dirichlet::new(vec![1.0, 2.0, 3.0]).unwrap();
-/// 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<N> {
- /// Concentration parameters (alpha)
- alpha: Vec<N>,
-}
-
-/// Error type returned from `Dirchlet::new`.
-#[derive(Clone, Copy, Debug, PartialEq, Eq)]
-pub enum Error {
- /// `alpha.len() < 2`.
- AlphaTooShort,
- /// `alpha <= 0.0` or `nan`.
- AlphaTooSmall,
- /// `size < 2`.
- SizeTooSmall,
-}
-
-impl<N: Float> Dirichlet<N>
-where StandardNormal: Distribution<N>, Exp1: Distribution<N>, Open01: Distribution<N>
-{
- /// Construct a new `Dirichlet` with the given alpha parameter `alpha`.
- ///
- /// Requires `alpha.len() >= 2`.
- #[inline]
- pub fn new<V: Into<Vec<N>>>(alpha: V) -> Result<Dirichlet<N>, Error> {
- let a = alpha.into();
- if a.len() < 2 {
- return Err(Error::AlphaTooShort);
- }
- for &ai in &a {
- if !(ai > N::from(0.0)) {
- return Err(Error::AlphaTooSmall);
- }
- }
-
- Ok(Dirichlet { alpha: a })
- }
-
- /// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`.
- ///
- /// Requires `size >= 2`.
- #[inline]
- pub fn new_with_size(alpha: N, size: usize) -> Result<Dirichlet<N>, Error> {
- if !(alpha > N::from(0.0)) {
- return Err(Error::AlphaTooSmall);
- }
- if size < 2 {
- return Err(Error::SizeTooSmall);
- }
- Ok(Dirichlet {
- alpha: vec![alpha; size],
- })
- }
-}
-
-impl<N: Float> Distribution<Vec<N>> for Dirichlet<N>
-where StandardNormal: Distribution<N>, Exp1: Distribution<N>, Open01: Distribution<N>
-{
- fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<N> {
- let n = self.alpha.len();
- let mut samples = vec![N::from(0.0); n];
- let mut sum = N::from(0.0);
-
- for (s, &a) in samples.iter_mut().zip(self.alpha.iter()) {
- let g = Gamma::new(a, N::from(1.0)).unwrap();
- *s = g.sample(rng);
- sum += *s;
- }
- let invacc = N::from(1.0) / sum;
- for s in samples.iter_mut() {
- *s *= invacc;
- }
- samples
- }
-}
-
-#[cfg(test)]
-mod test {
- use super::Dirichlet;
- use crate::Distribution;
-
- #[test]
- fn test_dirichlet() {
- let d = Dirichlet::new(vec![1.0, 2.0, 3.0]).unwrap();
- let mut rng = crate::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_size(alpha, size).unwrap();
- let mut rng = crate::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_size(0.5f64, 1).unwrap();
- }
-
- #[test]
- #[should_panic]
- fn test_dirichlet_invalid_alpha() {
- Dirichlet::new_with_size(0.0f64, 2).unwrap();
- }
-}