1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76
// 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 <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 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 x<sub>m</sub> 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<f64> for Pareto { fn sample<R: Rng + ?Sized>(&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); } } }