// 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 PERT distribution. use rand::Rng; use crate::{Distribution, Beta, StandardNormal, Exp1, Open01}; use crate::utils::Float; /// The PERT distribution. /// /// Similar to the [`Triangular`] distribution, the PERT distribution is /// parameterised by a range and a mode within that range. Unlike the /// [`Triangular`] distribution, the probability density function of the PERT /// distribution is smooth, with a configurable weighting around the mode. /// /// # Example /// /// ```rust /// use rand_distr::{Pert, Distribution}; /// /// let d = Pert::new(0., 5., 2.5).unwrap(); /// let v = d.sample(&mut rand::thread_rng()); /// println!("{} is from a PERT distribution", v); /// ``` /// /// [`Triangular`]: crate::Triangular #[derive(Clone, Copy, Debug)] pub struct Pert { min: N, range: N, beta: Beta, } /// Error type returned from [`Pert`] constructors. #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub enum PertError { /// `max < min` or `min` or `max` is NaN. RangeTooSmall, /// `mode < min` or `mode > max` or `mode` is NaN. ModeRange, /// `shape < 0` or `shape` is NaN ShapeTooSmall, } impl Pert where StandardNormal: Distribution, Exp1: Distribution, Open01: Distribution { /// Set up the PERT distribution with defined `min`, `max` and `mode`. /// /// This is equivalent to calling `Pert::new_shape` with `shape == 4.0`. #[inline] pub fn new(min: N, max: N, mode: N) -> Result, PertError> { Pert::new_with_shape(min, max, mode, N::from(4.)) } /// Set up the PERT distribution with defined `min`, `max`, `mode` and /// `shape`. pub fn new_with_shape(min: N, max: N, mode: N, shape: N) -> Result, PertError> { if !(max > min) { return Err(PertError::RangeTooSmall); } if !(mode >= min && max >= mode) { return Err(PertError::ModeRange); } if !(shape >= N::from(0.)) { return Err(PertError::ShapeTooSmall); } let range = max - min; let mu = (min + max + shape * mode) / (shape + N::from(2.)); let v = if mu == mode { shape * N::from(0.5) + N::from(1.) } else { (mu - min) * (N::from(2.) * mode - min - max) / ((mode - mu) * (max - min)) }; let w = v * (max - mu) / (mu - min); let beta = Beta::new(v, w).map_err(|_| PertError::RangeTooSmall)?; Ok(Pert{ min, range, beta }) } } impl Distribution for Pert where StandardNormal: Distribution, Exp1: Distribution, Open01: Distribution { #[inline] fn sample(&self, rng: &mut R) -> N { self.beta.sample(rng) * self.range + self.min } } #[cfg(test)] mod test { use std::f64; use super::*; #[test] fn test_pert() { for &(min, max, mode) in &[ (-1., 1., 0.), (1., 2., 1.), (5., 25., 25.), ] { let _distr = Pert::new(min, max, mode).unwrap(); // TODO: test correctness } for &(min, max, mode) in &[ (-1., 1., 2.), (-1., 1., -2.), (2., 1., 1.), ] { assert!(Pert::new(min, max, mode).is_err()); } } #[test] fn value_stability() { let rng = crate::test::rng(860); let distr = Pert::new(2., 10., 3.).unwrap(); // mean = 4, var = 12/7 let seq = distr.sample_iter(rng).take(5).collect::>(); println!("seq: {:?}", seq); let expected = vec![4.631484136029422, 3.307201472321789, 3.29995019556348, 3.66835483991721, 3.514246139933899]; assert!(seq == expected); } }