// 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 Rng; use distributions::{Distribution, OpenClosed01}; /// Samples floating-point numbers according to the Pareto distribution /// /// # Example /// ``` /// use rand::prelude::*; /// use rand::distributions::Pareto; /// /// let val: f64 = SmallRng::from_entropy().sample(Pareto::new(1., 2.)); /// println!("{}", val); /// ``` #[derive(Clone, Copy, Debug)] pub struct Pareto { scale: f64, inv_neg_shape: f64, } impl Pareto { /// 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. /// /// # Panics /// /// `scale` and `shape` have to be non-zero and positive. pub fn new(scale: f64, shape: f64) -> Pareto { assert!((scale > 0.) & (shape > 0.)); Pareto { scale, inv_neg_shape: -1.0 / shape } } } impl Distribution for Pareto { fn sample(&self, rng: &mut R) -> f64 { let u: f64 = rng.sample(OpenClosed01); self.scale * u.powf(self.inv_neg_shape) } } #[cfg(test)] mod tests { use distributions::Distribution; use super::Pareto; #[test] #[should_panic] fn invalid() { Pareto::new(0., 0.); } #[test] fn sample() { let scale = 1.0; let shape = 2.0; let d = Pareto::new(scale, shape); let mut rng = ::test::rng(1); for _ in 0..1000 { let r = d.sample(&mut rng); assert!(r >= scale); } } }