forked from rust-random/rand
/
weibull.rs
117 lines (104 loc) · 3.18 KB
/
weibull.rs
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// Copyright 2018 Developers of the Rand project.
//
// 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 Weibull distribution.
use rand::Rng;
use crate::{Distribution, OpenClosed01};
use crate::utils::Float;
use std::{error, fmt};
/// Samples floating-point numbers according to the Weibull distribution
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Weibull;
///
/// let val: f64 = thread_rng().sample(Weibull::new(1., 10.).unwrap());
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
pub struct Weibull<N> {
inv_shape: N,
scale: N,
}
/// Error type returned from `Weibull::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `scale <= 0` or `nan`.
ScaleTooSmall,
/// `shape <= 0` or `nan`.
ShapeTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ScaleTooSmall => "scale is not positive in Weibull distribution",
Error::ShapeTooSmall => "shape is not positive in Weibull distribution",
})
}
}
impl error::Error for Error {}
impl<N: Float> Weibull<N>
where OpenClosed01: Distribution<N>
{
/// Construct a new `Weibull` distribution with given `scale` and `shape`.
pub fn new(scale: N, shape: N) -> Result<Weibull<N>, Error> {
if !(scale > N::from(0.0)) {
return Err(Error::ScaleTooSmall);
}
if !(shape > N::from(0.0)) {
return Err(Error::ShapeTooSmall);
}
Ok(Weibull { inv_shape: N::from(1.)/shape, scale })
}
}
impl<N: Float> Distribution<N> for Weibull<N>
where OpenClosed01: Distribution<N>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N {
let x: N = rng.sample(OpenClosed01);
self.scale * (-x.ln()).powf(self.inv_shape)
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
#[should_panic]
fn invalid() {
Weibull::new(0., 0.).unwrap();
}
#[test]
fn sample() {
let scale = 1.0;
let shape = 2.0;
let d = Weibull::new(scale, shape).unwrap();
let mut rng = crate::test::rng(1);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 0.);
}
}
#[test]
fn value_stability() {
fn test_samples<N: Float + core::fmt::Debug, D: Distribution<N>>
(distr: D, zero: N, expected: &[N])
{
let mut rng = crate::test::rng(213);
let mut buf = [zero; 4];
for x in &mut buf {
*x = rng.sample(&distr);
}
assert_eq!(buf, expected);
}
test_samples(Weibull::new(1.0, 1.0).unwrap(), 0f32,
&[0.041495778, 0.7531094, 1.4189332, 0.38386202]);
test_samples(Weibull::new(2.0, 0.5).unwrap(), 0f64, &[
1.1343478702739669, 0.29470010050655226,
0.7556151370284702, 7.877212340241561]);
}
}