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use crate::{ consts::{THREE_FIFTHS, THREE_HALVES, TWELVE_FIFTHS}, core::*, }; use rand::Rng; use spaces::continuous::Interval; use std::fmt; #[derive(Debug, Clone, Copy)] pub struct Triangular { pub a: f64, pub b: f64, pub c: f64, } impl Triangular { pub fn new(a: f64, b: f64, c: f64) -> Triangular { if b <= a { panic!("b must be strictly greater than a.") } if c < a || c > b { panic!("c must lie in the interval [a, b].") } Triangular { a, b, c } } pub fn symmetric(a: f64, b: f64) -> Triangular { Triangular::new(a, b, (a + b) / 2.0) } } impl Into<rand::distributions::Triangular> for Triangular { fn into(self) -> rand::distributions::Triangular { rand::distributions::Triangular::new(self.a, self.b, self.c) } } impl Into<rand::distributions::Triangular> for &Triangular { fn into(self) -> rand::distributions::Triangular { rand::distributions::Triangular::new(self.a, self.b, self.c) } } impl Distribution for Triangular { type Support = Interval; fn support(&self) -> Interval { Interval::bounded(self.a, self.b) } fn cdf(&self, x: f64) -> Probability { if x <= self.a { 0.0 } else if x <= self.c { (x - self.a) * (x - self.a) / (self.b - self.a) / (self.c - self.a) } else if x <= self.b { 1.0 - (self.b - x) * (self.b - x) / (self.b - self.a) / (self.b - self.c) } else { 1.0 } .into() } fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { use rand::distributions::{Triangular as TriangularSampler, Distribution as DistSampler}; let sampler: TriangularSampler = self.into(); sampler.sample(rng) } } impl ContinuousDistribution for Triangular { fn pdf(&self, x: f64) -> Probability { if x <= self.a { 0.0 } else if x < self.c { 2.0 * (x - self.a) / (self.b - self.a) / (self.c - self.a) } else if (x - self.c).abs() < 1e-7 { 2.0 / (self.b - self.a) } else if x <= self.b { 2.0 * (self.b - x) / (self.b - self.a) / (self.b - self.c) } else { 0.0 } .into() } } impl UnivariateMoments for Triangular { fn mean(&self) -> f64 { (self.a + self.b + self.c) / 2.0 } fn variance(&self) -> f64 { let sq_terms = self.a * self.a + self.b * self.b + self.c * self.c; let cross_terms = self.a * self.b + self.a * self.c + self.b * self.c; (sq_terms - cross_terms) / 18.0 } fn skewness(&self) -> f64 { let sq_terms = self.a * self.a + self.b * self.b + self.c * self.c; let cross_terms = self.a * self.b + self.a * self.c + self.b * self.c; let numerator = 2.0f64.sqrt() * (self.a + self.b - 2.0 * self.c) * (2.0 * self.a - self.b - self.c) * (self.a - 2.0 * self.b + self.c); let denominator = 5.0 * (sq_terms - cross_terms).powf(THREE_HALVES); numerator / denominator } fn kurtosis(&self) -> f64 { TWELVE_FIFTHS } fn excess_kurtosis(&self) -> f64 { -THREE_FIFTHS } } impl Quantiles for Triangular { fn quantile(&self, _: Probability) -> f64 { unimplemented!() } fn median(&self) -> f64 { let midpoint = (self.a + self.b) / 2.0; if self.c >= midpoint { self.a + ((self.b - self.a) * (self.c - self.a) / 2.0).sqrt() } else { self.b - ((self.b - self.a) * (self.b - self.c) / 2.0).sqrt() } } } impl Modes for Triangular { fn modes(&self) -> Vec<f64> { vec![self.c] } } impl Entropy for Triangular { fn entropy(&self) -> f64 { 1.0 + ((self.b - self.a) / 2.0).ln() } } impl fmt::Display for Triangular { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { write!(f, "Triangular({}, {}, {})", self.a, self.b, self.c) } }