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use crate::density_estimation::{BuildDensityEstimator, DensityEstimator};
use crate::Range;
use rand::distributions::{Distribution, WeightedIndex};
use rand::Rng;
#[derive(Debug, Default)]
pub struct HistogramEstimatorBuilder {}
impl HistogramEstimatorBuilder {
pub fn new() -> Self {
Self::default()
}
}
impl BuildDensityEstimator for HistogramEstimatorBuilder {
type Estimator = HistogramEstimator;
type Error = std::convert::Infallible;
fn build_density_estimator<I>(
&self,
xs: I,
range: Range,
) -> Result<Self::Estimator, Self::Error>
where
I: Iterator<Item = f64> + Clone,
{
let cardinality = range.width().ceil() as usize;
let n = xs.clone().count() + cardinality;
let weight = 1.0 / n as f64;
let mut probabilities = vec![weight; cardinality];
for x in xs {
probabilities[x.floor() as usize] += weight;
}
let distribution = WeightedIndex::new(probabilities.iter()).expect("unreachable");
Ok(HistogramEstimator {
probabilities,
distribution,
})
}
}
#[derive(Debug)]
pub struct HistogramEstimator {
probabilities: Vec<f64>,
distribution: WeightedIndex<f64>,
}
impl DensityEstimator for HistogramEstimator {
fn log_pdf(&self, x: f64) -> f64 {
self.probabilities[x.floor() as usize]
}
}
impl Distribution<f64> for HistogramEstimator {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
self.distribution.sample(rng) as f64
}
}