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
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
use crate::statistics::distrib::Continuous;
use std::f64::consts::PI;
use std::f64;

/// Raised Cosine distribution
///
/// Fore more information:
/// <a href="https://en.wikipedia.org/wiki/Raised_cosine_distribution">https://en.wikipedia.org/wiki/Raised_cosine_distribution</a>
///
pub struct RaisedCosine
{
    mu: f64,
    s: f64
}



impl RaisedCosine
{
    /// Creates a probability distribution
    ///
    /// # Arguments
    ///
    /// * `mu`
    /// * `s` > 0.0
    ///
    /// # Panics
    ///
    /// if s < 0.0
    ///
    /// # Example
    ///
    /// ```
    /// use mathru::statistics::distrib::RaisedCosine;
    /// use std::f64::consts::PI;
    ///
    /// let mu: f64 = PI;
    /// let s: f64 = 0.5 * PI;
    /// let distrib: RaisedCosine = RaisedCosine::new(mu, s);
    /// ```
    pub fn new(mu: f64, s: f64) -> RaisedCosine
    {
        if s < 0.0
        {
            panic!();
        }
        RaisedCosine
        {
            mu: mu,
            s: s
        }
    }
}

impl Continuous<f64, f64> for RaisedCosine
{

    /// Probability density function
    ///
    /// # Arguments
    ///
    /// * `x` Random variable x
    ///
    /// # Panics
    ///
    ///
    ///
    /// # Example
    ///
    /// ```
    /// use mathru::statistics::distrib::{Continuous, RaisedCosine};
    ///
    /// let distrib: RaisedCosine = RaisedCosine::new(-1.2, 1.5);
    /// let x: f64 = 5.0;
    /// let p: f64 = distrib.pdf(x);
    /// ```
    fn pdf(self: & Self, x: f64) -> f64
    {
        if (self.mu - self.s) <= x && x < (self.mu + self.s)
        {
            return (1.0 + (PI*(x - self.mu)/self.s).cos()) / (2.0 * self.s)
        }

        return 0.0;
    }

    /// Cumulative distribution function
    ///
    /// # Arguments
    ///
    ///
    /// # Example
    ///
    /// ```
    /// use mathru::statistics::distrib::{Continuous, RaisedCosine};
    /// use std::f64::consts::PI;
    ///
    /// let distrib: RaisedCosine = RaisedCosine::new(1.0, PI);
    /// let x: f64 = PI/2.0;
    /// let p: f64 = distrib.cdf(x);
    /// ```
    fn cdf(self: &Self, x: f64) -> f64
    {
        if (self.mu - self.s) <= x && x <= (self.mu + self.s)
        {
            let k: f64 = (x - self.mu) / self.s;
            return (1.0 + k + 1.0 / PI * (k * PI).sin()) / 2.0;
        }
        else
        {
            if x < (self.mu - self.s)
            {
                return 0.0;
            }
            else
            {
                return 1.0
            }
        }
    }


    /// Quantile function of inverse cdf
    ///
    fn quantile<'a, 'b>(self: &'a Self, _p: f64) -> f64
    {
        unimplemented!();
    }

    /// Expected value
    ///
    /// # Example
    ///
    /// ```
    /// use mathru::statistics::distrib::{Continuous, RaisedCosine};
    ///
    /// let distrib: RaisedCosine = RaisedCosine::new(-2.0, 0.5);
    /// let mean: f64 = distrib.mean();
    /// ```
	fn mean<'a>(self: &'a Self) -> f64
    {
        return self.mu
    }

    /// Variance
    ///
    /// # Example
    ///
    /// ```
    /// use mathru::statistics::distrib::{Continuous, RaisedCosine};
    /// use std::f64::consts::PI;
    ///
    /// let distrib: RaisedCosine = RaisedCosine::new(2.0, PI);
    /// let var: f64 = distrib.variance();
    /// ```
	fn variance(self: & Self) -> f64
    {
        return self.s * self.s * (1.0 / 3.0 - 2.0 / (PI * PI));
    }
}