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use crate::{params::{Shape, Rate}, prelude::*}; use rand::Rng; use spaces::real::PositiveReals; use std::fmt; params! { Params { k: Shape<usize>, lambda: Rate<f64> } } new_dist!(Erlang<Params>); macro_rules! get_params { ($self:ident) => { ($self.0.k.0, $self.0.lambda.0) } } impl Erlang { pub fn new(mu: usize, s: f64) -> Result<Erlang, failure::Error> { Params::new(mu, s).map(|p| Erlang(p)) } pub fn new_unchecked(mu: usize, s: f64) -> Erlang { Erlang(Params::new_unchecked(mu, s)) } #[inline(always)] pub fn mu(&self) -> f64 { 1.0 / self.0.lambda.0 } } impl Default for Erlang { fn default() -> Erlang { Erlang(Params::new_unchecked(1, 1.0)) } } impl Distribution for Erlang { type Support = PositiveReals; type Params = Params; fn support(&self) -> PositiveReals { PositiveReals } fn params(&self) -> Params { self.0 } fn cdf(&self, x: &f64) -> Probability { use special_fun::FloatSpecial; let (k, lambda) = get_params!(self); let k = k as f64; Probability::new_unchecked(k.gammainc(lambda * x) / k.factorial()) } fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64 { unimplemented!() } } impl ContinuousDistribution for Erlang { fn pdf(&self, x: &f64) -> f64 { use special_fun::FloatSpecial; let (k, lambda) = get_params!(self); lambda.powi(k as i32) * x.powi(k as i32 - 1) * (-lambda * x).exp() / (k as f64).factorial() } } impl UnivariateMoments for Erlang { fn mean(&self) -> f64 { let (k, lambda) = get_params!(self); k as f64 / lambda } fn variance(&self) -> f64 { let (k, lambda) = get_params!(self); k as f64 / lambda / lambda } fn skewness(&self) -> f64 { 2.0 / (self.0.k.0 as f64).sqrt() } fn excess_kurtosis(&self) -> f64 { 6.0 / self.0.k.0 as f64 } } impl Modes for Erlang { fn modes(&self) -> Vec<f64> { let (k, lambda) = get_params!(self); vec![(k - 1) as f64 / lambda] } } impl fmt::Display for Erlang { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { let (k, lambda) = get_params!(self); write!(f, "Erlang({}, {})", k, lambda) } }