diff --git a/src/distributions/mod.rs b/src/distributions/mod.rs index 9afc2bc2e87..7ad237a2b63 100644 --- a/src/distributions/mod.rs +++ b/src/distributions/mod.rs @@ -91,8 +91,10 @@ //! (e.g. prices, incomes, populations): //! - [`LogNormal`] distribution //! - Related to the occurrence of independent events at a given rate: +//! - [`Pareto`] distribution //! - [`Poisson`] distribution //! - [`Exp`]onential distribution, and [`Exp1`] as a primitive +//! - [`Weibull`] distribution //! - Gamma and derived distributions: //! - [`Gamma`] distribution //! - [`ChiSquared`] distribution @@ -176,6 +178,7 @@ //! [`Uniform::new_inclusive`]: struct.Uniform.html#method.new_inclusive //! [`UnitSphereSurface`]: struct.UnitSphereSurface.html //! [`UnitCircle`]: struct.UnitCircle.html +//! [`Weibull`]: struct.Weibull.html //! [`WeightedIndex`]: struct.WeightedIndex.html use Rng; @@ -196,6 +199,7 @@ pub use self::bernoulli::Bernoulli; #[cfg(feature="std")] pub use self::cauchy::Cauchy; #[cfg(feature="std")] pub use self::dirichlet::Dirichlet; #[cfg(feature="std")] pub use self::triangular::Triangular; +#[cfg(feature="std")] pub use self::weibull::Weibull; pub mod uniform; mod bernoulli; @@ -211,6 +215,7 @@ mod bernoulli; #[cfg(feature="std")] mod cauchy; #[cfg(feature="std")] mod dirichlet; #[cfg(feature="std")] mod triangular; +#[cfg(feature="std")] mod weibull; mod float; mod integer; diff --git a/src/distributions/weibull.rs b/src/distributions/weibull.rs new file mode 100644 index 00000000000..46f998498ba --- /dev/null +++ b/src/distributions/weibull.rs @@ -0,0 +1,73 @@ +// Copyright 2018 The Rust Project Developers. See the COPYRIGHT +// file at the top-level directory of this distribution and at +// https://rust-lang.org/COPYRIGHT. +// +// 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 Weibull distribution. + +use Rng; +use distributions::{Distribution, OpenClosed01}; + +/// Samples floating-point numbers according to the Weibull distribution +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand::distributions::Weibull; +/// +/// let val: f64 = SmallRng::from_entropy().sample(Weibull::new(1., 10.)); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Weibull { + inv_shape: f64, + scale: f64, +} + +impl Weibull { + /// Construct a new `Weibull` distribution with given `scale` and `shape`. + /// + /// # Panics + /// + /// `scale` and `shape` have to be non-zero and positive. + pub fn new(scale: f64, shape: f64) -> Weibull { + assert!((scale > 0.) & (shape > 0.)); + Weibull { inv_shape: 1./shape, scale } + } +} + +impl Distribution for Weibull { + fn sample(&self, rng: &mut R) -> f64 { + let x: f64 = rng.sample(OpenClosed01); + self.scale * (-x.ln()).powf(self.inv_shape) + } +} + +#[cfg(test)] +mod tests { + use distributions::Distribution; + use super::Weibull; + + #[test] + #[should_panic] + fn invalid() { + Weibull::new(0., 0.); + } + + #[test] + fn sample() { + let scale = 1.0; + let shape = 2.0; + let d = Weibull::new(scale, shape); + let mut rng = ::test::rng(1); + for _ in 0..1000 { + let r = d.sample(&mut rng); + assert!(r >= 0.); + } + } +}