Merge pull request #574 from vks/beta

Implement Beta distribution

src/distributions/gamma.rs

@@ -305,10 +305,49 @@ impl Distribution<f64> for StudentT {
     }
 }
 
+/// The Beta distribution with shape parameters `alpha` and `beta`.
+///
+/// # Example
+///
+/// ```
+/// use rand::distributions::{Distribution, Beta};
+///
+/// let beta = Beta::new(2.0, 5.0);
+/// let v = beta.sample(&mut rand::thread_rng());
+/// println!("{} is from a Beta(2, 5) distribution", v);
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct Beta {
+    gamma_a: Gamma,
+    gamma_b: Gamma,
+}
+
+impl Beta {
+    /// Construct an object representing the `Beta(alpha, beta)`
+    /// distribution.
+    ///
+    /// Panics if `shape <= 0` or `scale <= 0`.
+    pub fn new(alpha: f64, beta: f64) -> Beta {
+        assert!((alpha > 0.) & (beta > 0.));
+        Beta {
+            gamma_a: Gamma::new(alpha, 1.),
+            gamma_b: Gamma::new(beta, 1.),
+        }
+    }
+}
+
+impl Distribution<f64> for Beta {
+    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
+        let x = self.gamma_a.sample(rng);
+        let y = self.gamma_b.sample(rng);
+        x / (x + y)
+    }
+}
+
 #[cfg(test)]
 mod test {
     use distributions::Distribution;
-    use super::{ChiSquared, StudentT, FisherF};
+    use super::{Beta, ChiSquared, StudentT, FisherF};
 
     #[test]
     fn test_chi_squared_one() {
@@ -357,4 +396,19 @@ mod test {
             t.sample(&mut rng);
         }
     }
+
+    #[test]
+    fn test_beta() {
+        let beta = Beta::new(1.0, 2.0);
+        let mut rng = ::test::rng(201);
+        for _ in 0..1000 {
+            beta.sample(&mut rng);
+        }
+    }
+
+    #[test]
+    #[should_panic]
+    fn test_beta_invalid_dof() {
+        Beta::new(0., 0.);
+    }
 }

src/distributions/mod.rs

@@ -101,7 +101,8 @@
 //!   - [`StudentT`] distribution
 //!   - [`FisherF`] distribution
 //! - Triangular distribution:
-//!  - [`Triangular`] distribution
+//!   - [`Beta`] distribution
+//!   - [`Triangular`] distribution
 //! - Multivariate probability distributions
 //!   - [`Dirichlet`] distribution
 //!   - [`UnitSphereSurface`] distribution
@@ -155,6 +156,7 @@
 // distributions
 //! [`Alphanumeric`]: struct.Alphanumeric.html
 //! [`Bernoulli`]: struct.Bernoulli.html
+//! [`Beta`]: struct.Beta.html
 //! [`Binomial`]: struct.Binomial.html
 //! [`Cauchy`]: struct.Cauchy.html
 //! [`ChiSquared`]: struct.ChiSquared.html
@@ -190,7 +192,8 @@ pub use self::bernoulli::Bernoulli;
 #[cfg(feature="alloc")] pub use self::weighted::{WeightedIndex, WeightedError};
 #[cfg(feature="std")] pub use self::unit_sphere::UnitSphereSurface;
 #[cfg(feature="std")] pub use self::unit_circle::UnitCircle;
-#[cfg(feature="std")] pub use self::gamma::{Gamma, ChiSquared, FisherF, StudentT};
+#[cfg(feature="std")] pub use self::gamma::{Gamma, ChiSquared, FisherF,
+    StudentT, Beta};
 #[cfg(feature="std")] pub use self::normal::{Normal, LogNormal, StandardNormal};
 #[cfg(feature="std")] pub use self::exponential::{Exp, Exp1};
 #[cfg(feature="std")] pub use self::pareto::Pareto;