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extern crate rand;
extern crate special;
use self::rand::distributions;
use self::rand::Rng;
use self::special::Gamma as SGamma;
use std::f64::consts::LN_2;
use std::io;
use traits::*;
#[derive(Serialize, Deserialize, Debug, Clone)]
pub struct ChiSquared {
pub k: f64,
}
impl ChiSquared {
pub fn new(k: f64) -> io::Result<Self> {
if k > 0.0 && k.is_finite() {
Ok(ChiSquared { k })
} else {
let err_kind = io::ErrorKind::InvalidInput;
let msg = "k must be finite and greater than 0";
let err = io::Error::new(err_kind, msg);
Err(err)
}
}
}
macro_rules! impl_traits {
($kind:ty) => {
impl Rv<$kind> for ChiSquared {
fn ln_f(&self, x: &$kind) -> f64 {
let k2 = self.k / 2.0;
let xf = f64::from(*x);
(k2 - 1.0) * xf.ln() - xf / 2.0 - k2 * LN_2 - k2.ln_gamma().0
}
#[inline]
fn ln_normalizer(&self) -> f64 {
0.0
}
fn draw<R: Rng>(&self, rng: &mut R) -> $kind {
let x2 = distributions::ChiSquared::new(self.k);
rng.sample(x2) as $kind
}
fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<$kind> {
let x2 = distributions::ChiSquared::new(self.k);
(0..n).map(|_| rng.sample(x2) as $kind).collect()
}
}
impl Support<$kind> for ChiSquared {
fn contains(&self, x: &$kind) -> bool {
*x > 0.0 && x.is_finite()
}
}
impl ContinuousDistr<$kind> for ChiSquared {}
impl Mean<$kind> for ChiSquared {
fn mean(&self) -> Option<$kind> {
Some(self.k as $kind)
}
}
impl Mode<$kind> for ChiSquared {
fn mode(&self) -> Option<$kind> {
Some(0.0f64.max(self.k - 2.0) as $kind)
}
}
impl Variance<$kind> for ChiSquared {
fn variance(&self) -> Option<$kind> {
Some((self.k * 2.0) as $kind)
}
}
impl Cdf<$kind> for ChiSquared {
fn cdf(&self, x: &$kind) -> f64 {
(f64::from(*x) / 2.0).inc_gamma(self.k / 2.0)
}
}
};
}
impl Skewness for ChiSquared {
fn skewness(&self) -> Option<f64> {
Some((8.0 / self.k).sqrt())
}
}
impl Kurtosis for ChiSquared {
fn kurtosis(&self) -> Option<f64> {
Some(12.0 / self.k)
}
}
impl_traits!(f64);
impl_traits!(f32);
#[cfg(test)]
mod tests {
extern crate assert;
use super::*;
use misc::ks_test;
use std::f64;
const TOL: f64 = 1E-12;
const KS_PVAL: f64 = 0.2;
const N_TRIES: usize = 5;
#[test]
fn new() {
let x2 = ChiSquared::new(3.2).unwrap();
assert::close(x2.k, 3.2, TOL);
}
#[test]
fn new_should_reject_k_leq_zero() {
assert!(ChiSquared::new(f64::MIN_POSITIVE).is_ok());
assert!(ChiSquared::new(0.0).is_err());
assert!(ChiSquared::new(-f64::MIN_POSITIVE).is_err());
assert!(ChiSquared::new(-1.0).is_err());
}
#[test]
fn new_should_reject_non_finite_k() {
assert!(ChiSquared::new(f64::INFINITY).is_err());
assert!(ChiSquared::new(-f64::NAN).is_err());
assert!(ChiSquared::new(f64::NEG_INFINITY).is_err());
}
#[test]
fn ln_pdf() {
let x2 = ChiSquared::new(2.5).unwrap();
assert::close(x2.ln_pdf(&1.2_f64), -1.32258175007963, TOL);
assert::close(x2.ln_pdf(&3.4_f64), -2.1622182813725894, TOL);
}
#[test]
fn cdf() {
let x2 = ChiSquared::new(2.5).unwrap();
assert::close(x2.cdf(&1.2_f64), 0.33859384379982849, TOL);
assert::close(x2.cdf(&3.4_f64), 0.74430510487063328, TOL);
}
#[test]
fn mean() {
let m: f64 = ChiSquared::new(2.5).unwrap().mean().unwrap();
assert::close(m, 2.5, TOL);
}
#[test]
fn variance() {
let v: f64 = ChiSquared::new(2.5).unwrap().variance().unwrap();
assert::close(v, 5.0, TOL);
}
#[test]
fn kurtosis() {
let k = ChiSquared::new(2.5).unwrap().kurtosis().unwrap();
assert::close(k, 4.8, TOL);
}
#[test]
fn skewness() {
let s = ChiSquared::new(2.5).unwrap().skewness().unwrap();
assert::close(s, 1.7888543819998317, TOL);
}
#[test]
fn draw_test() {
let mut rng = rand::thread_rng();
let x2 = ChiSquared::new(2.5).unwrap();
let cdf = |x: f64| x2.cdf(&x);
let passes = (0..N_TRIES).fold(0, |acc, _| {
let xs: Vec<f64> = x2.sample(1000, &mut rng);
let (_, p) = ks_test(&xs, cdf);
if p > KS_PVAL {
acc + 1
} else {
acc
}
});
assert!(passes > 0);
}
}