From fd091b04316db9dc5fafadbd6bdbe60b127408a9 Mon Sep 17 00:00:00 2001 From: Daniel Mueller Date: Thu, 2 Jan 2020 08:32:06 -0800 Subject: Update nitrokey crate to 0.4.0 This change finally updates the version of the nitrokey crate that we consume to 0.4.0. Along with that we update rand_core, one of its dependencies, to 0.5.1. Further more we add cfg-if in version 0.1.10 and getrandom in version 0.1.13, both of which are now new (non-development) dependencies. Import subrepo nitrokey/:nitrokey at e81057037e9b4f370b64c0a030a725bc6bdfb870 Import subrepo cfg-if/:cfg-if at 4484a6faf816ff8058088ad857b0c6bb2f4b02b2 Import subrepo getrandom/:getrandom at d661aa7e1b8cc80b47dabe3d2135b3b47d2858af Import subrepo rand/:rand at d877ed528248b52d947e0484364a4e1ae59ca502 --- rand/rand_distr/src/pareto.rs | 89 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 89 insertions(+) create mode 100644 rand/rand_distr/src/pareto.rs (limited to 'rand/rand_distr/src/pareto.rs') diff --git a/rand/rand_distr/src/pareto.rs b/rand/rand_distr/src/pareto.rs new file mode 100644 index 0000000..33ea382 --- /dev/null +++ b/rand/rand_distr/src/pareto.rs @@ -0,0 +1,89 @@ +// Copyright 2018 Developers of the Rand project. +// +// Licensed under the Apache License, Version 2.0 or the MIT license +// , at your +// option. This file may not be copied, modified, or distributed +// except according to those terms. + +//! The Pareto distribution. + +use rand::Rng; +use crate::{Distribution, OpenClosed01}; +use crate::utils::Float; + +/// Samples floating-point numbers according to the Pareto distribution +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand_distr::Pareto; +/// +/// let val: f64 = thread_rng().sample(Pareto::new(1., 2.).unwrap()); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Pareto { + scale: N, + inv_neg_shape: N, +} + +/// Error type returned from `Pareto::new`. +#[derive(Clone, Copy, Debug, PartialEq, Eq)] +pub enum Error { + /// `scale <= 0` or `nan`. + ScaleTooSmall, + /// `shape <= 0` or `nan`. + ShapeTooSmall, +} + +impl Pareto +where OpenClosed01: Distribution +{ + /// Construct a new Pareto distribution with given `scale` and `shape`. + /// + /// In the literature, `scale` is commonly written as xm or k and + /// `shape` is often written as α. + pub fn new(scale: N, shape: N) -> Result, Error> { + if !(scale > N::from(0.0)) { + return Err(Error::ScaleTooSmall); + } + if !(shape > N::from(0.0)) { + return Err(Error::ShapeTooSmall); + } + Ok(Pareto { scale, inv_neg_shape: N::from(-1.0) / shape }) + } +} + +impl Distribution for Pareto +where OpenClosed01: Distribution +{ + fn sample(&self, rng: &mut R) -> N { + let u: N = OpenClosed01.sample(rng); + self.scale * u.powf(self.inv_neg_shape) + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::Pareto; + + #[test] + #[should_panic] + fn invalid() { + Pareto::new(0., 0.).unwrap(); + } + + #[test] + fn sample() { + let scale = 1.0; + let shape = 2.0; + let d = Pareto::new(scale, shape).unwrap(); + let mut rng = crate::test::rng(1); + for _ in 0..1000 { + let r = d.sample(&mut rng); + assert!(r >= scale); + } + } +} -- cgit v1.2.1