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use crate::core::*; use rand::Rng; use spaces::{continuous::PositiveReals, Matrix}; use std::fmt; #[derive(Debug, Clone, Copy)] pub struct Exponential { pub lambda: f64, } impl Exponential { pub fn new(lambda: f64) -> Exponential { assert_positive_real!(lambda); Exponential { lambda } } pub fn mu(&self) -> f64 { 1.0 / self.lambda } } impl Default for Exponential { fn default() -> Exponential { Exponential { lambda: 1.0 } } } impl Distribution for Exponential { type Support = PositiveReals; fn support(&self) -> PositiveReals { PositiveReals } fn cdf(&self, x: f64) -> Probability { (1.0 - (-self.lambda * x).exp()).into() } fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64 { unimplemented!() } } impl ContinuousDistribution for Exponential { fn pdf(&self, x: f64) -> Probability { (self.lambda * (-self.lambda * x).exp()).into() } } impl UnivariateMoments for Exponential { fn mean(&self) -> f64 { 1.0 / self.lambda } fn variance(&self) -> f64 { 1.0 / self.lambda / self.lambda } fn skewness(&self) -> f64 { 2.0 } fn kurtosis(&self) -> f64 { 3.0 } fn excess_kurtosis(&self) -> f64 { 6.0 } } impl Quantiles for Exponential { fn quantile(&self, _: Probability) -> f64 { unimplemented!() } fn median(&self) -> f64 { self.mean() * 2.0f64.ln() } } impl Modes for Exponential { fn modes(&self) -> Vec<f64> { vec![0.0] } } impl Entropy for Exponential { fn entropy(&self) -> f64 { 1.0 - self.lambda.ln() } } impl FisherInformation for Exponential { fn fisher_information(&self) -> Matrix { Matrix::from_elem((1, 1), self.lambda * self.lambda) } } impl fmt::Display for Exponential { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { write!(f, "Exp({})", self.lambda) } }