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use crate::{ consts::{THREE_FIFTHS, THREE_HALVES, TWELVE_FIFTHS}, params::{Loc, Scale}, prelude::*, }; use rand::Rng; use spaces::real::Interval; use std::fmt; params! { Params { a: Loc<f64>, a2c: Scale<f64>, c2b: Scale<f64> } } impl Params { pub fn symmetric(a: f64, b: f64) -> Result<Params, failure::Error> { let d = (b - a) / 2.0; Params::new(a, d, d) } #[inline(always)] pub fn c(&self) -> f64 { self.a.0 + self.a2c.0 } #[inline(always)] pub fn b(&self) -> f64 { self.c() + self.c2b.0 } } new_dist!(Triangular<Params>); macro_rules! get_params { ($self:ident) => { ($self.0.a.0, $self.0.b(), $self.0.c()) } } impl Triangular { pub fn new(a: f64, a2c: f64, c2b: f64) -> Result<Triangular, failure::Error> { Params::new(a, a2c, c2b).map(|p| Triangular(p)) } pub fn new_unchecked(a: f64, a2c: f64, c2b: f64) -> Triangular { Triangular(Params::new_unchecked(a, a2c, c2b)) } } impl Distribution for Triangular { type Support = Interval; type Params = Params; fn support(&self) -> Interval { Interval::bounded(self.0.a.0, self.0.b()) } fn params(&self) -> Params { self.0 } fn cdf(&self, x: &f64) -> Probability { let (a, b, c) = get_params!(self); match *x { x if x <= a => Probability::zero(), x if x <= c => Probability::new_unchecked( (x - a) * (x - a) / (b - a) / (c - a) ), x if x <= b => Probability::new_unchecked( 1.0 - (b - x) * (b - x) / (b - a) / (b - c) ), _ => Probability::one(), } } fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { use rand_distr::Distribution as _; let (a, b, c) = get_params!(self); rand_distr::Triangular::new(a, b, c).unwrap().sample(rng) } } impl ContinuousDistribution for Triangular { fn pdf(&self, x: &f64) -> f64 { let (a, b, c) = get_params!(self); match *x { x if x <= a => 0.0, x if (x - c).abs() < 1e-7 => 2.0 / (b - a), x if x < c => 2.0 * (x - a) / (b - a) / (c - a), x if x <= b => 2.0 * (b - x) / (b - a) / (b - c), _ => 0.0, } } } impl UnivariateMoments for Triangular { fn mean(&self) -> f64 { let (a, b, c) = get_params!(self); (a + b + c) / 2.0 } fn variance(&self) -> f64 { let (a, b, c) = get_params!(self); let sq_terms = a * a + b * b + c * c; let cross_terms = a * b + a * c + b * c; (sq_terms - cross_terms) / 18.0 } fn skewness(&self) -> f64 { let (a, b, c) = get_params!(self); let sq_terms = a * a + b * b + c * c; let cross_terms = a * b + a * c + b * c; let numerator = 2.0f64.sqrt() * (a + b - 2.0 * c) * (2.0 * a - b - c) * (a - 2.0 * b + c); let denominator = 5.0 * (sq_terms - cross_terms).powf(THREE_HALVES); numerator / denominator } fn kurtosis(&self) -> f64 { TWELVE_FIFTHS } fn excess_kurtosis(&self) -> f64 { -THREE_FIFTHS } } impl Quantiles for Triangular { fn quantile(&self, _: Probability) -> f64 { unimplemented!() } fn median(&self) -> f64 { let (a, b, c) = get_params!(self); let midpoint = (a + b) / 2.0; if c >= midpoint { a + ((b - a) * (c - a) / 2.0).sqrt() } else { b - ((b - a) * (b - c) / 2.0).sqrt() } } } impl Modes for Triangular { fn modes(&self) -> Vec<f64> { vec![self.0.c()] } } impl Entropy for Triangular { fn entropy(&self) -> f64 { 1.0 + ((self.0.b() - self.0.a.0) / 2.0).ln() } } impl fmt::Display for Triangular { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { let (a, b, c) = get_params!(self); write!(f, "Triangular({}, {}, {})", a, b, c) } }