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use crate::{ consts::E, prelude::*, }; use rand::Rng; use spaces::real::Reals; use std::fmt; locscale_params! { Params { mu<f64>, b<f64> } } new_dist!(Laplace<Params>); macro_rules! get_params { ($self:ident) => { ($self.0.mu.0, $self.0.b.0) } } impl Laplace { pub fn new(mu: f64, b: f64) -> Result<Laplace, failure::Error> { Params::new(mu, b).map(|p| Laplace(p)) } pub fn new_unchecked(mu: f64, b: f64) -> Laplace { Laplace(Params::new_unchecked(mu, b)) } } impl Distribution for Laplace { type Support = Reals; type Params = Params; fn support(&self) -> Reals { Reals } fn params(&self) -> Params { self.0 } fn cdf(&self, x: &f64) -> Probability { let (mu, b) = get_params!(self); Probability::new_unchecked((-((x - mu).abs() / b).abs()).exp() / 2.0 / b) } fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { use rand_distr::Distribution as _; let u: f64 = rand_distr::Uniform::new(-0.5, 0.5).sample(rng); let (mu, b) = get_params!(self); mu - b * u.signum() * (1.0 - 2.0 * u.abs()).ln() } } impl ContinuousDistribution for Laplace { fn pdf(&self, x: &f64) -> f64 { use std::cmp::Ordering::*; let (mu, b) = get_params!(self); match x.partial_cmp(&mu).expect("Invalid value provided for `mu`.") { Less | Equal => ((x - mu) / b).exp() / 2.0, Greater => 1.0 - ((mu - x) / b).exp() / 2.0, } } } impl UnivariateMoments for Laplace { fn mean(&self) -> f64 { self.0.mu.0 } fn variance(&self) -> f64 { 2.0 * self.0.b.0 * self.0.b.0 } fn skewness(&self) -> f64 { 0.0 } fn kurtosis(&self) -> f64 { 6.0 } fn excess_kurtosis(&self) -> f64 { 3.0 } } impl Quantiles for Laplace { fn quantile(&self, _: Probability) -> f64 { unimplemented!() } fn median(&self) -> f64 { self.0.mu.0 } } impl Modes for Laplace { fn modes(&self) -> Vec<f64> { vec![self.0.mu.0] } } impl Entropy for Laplace { fn entropy(&self) -> f64 { (2.0 * self.0.b.0 * E).ln() } } impl fmt::Display for Laplace { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { let (mu, b) = get_params!(self); write!(f, "Laplace({}, {})", mu, b) } }