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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)); } }