// 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); } } }