use crate::distribution::{Continuous, ContinuousCDF};
use crate::function::gamma;
use crate::statistics::*;
use crate::{Result, StatsError};
use rand::Rng;
use std::f64;
#[derive(Debug, Copy, Clone, PartialEq)]
pub struct Chi {
freedom: f64,
}
impl Chi {
pub fn new(freedom: f64) -> Result<Chi> {
if freedom.is_nan() || freedom <= 0.0 {
Err(StatsError::BadParams)
} else {
Ok(Chi { freedom })
}
}
pub fn freedom(&self) -> f64 {
self.freedom
}
}
impl ::rand::distributions::Distribution<f64> for Chi {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
(0..self.freedom as i64)
.fold(0.0, |acc, _| {
acc + super::normal::sample_unchecked(rng, 0.0, 1.0).powf(2.0)
})
.sqrt()
}
}
impl ContinuousCDF<f64, f64> for Chi {
fn cdf(&self, x: f64) -> f64 {
if self.freedom == f64::INFINITY || x == f64::INFINITY {
1.0
} else if x <= 0.0 {
0.0
} else {
gamma::gamma_lr(self.freedom / 2.0, x * x / 2.0)
}
}
}
impl Min<f64> for Chi {
fn min(&self) -> f64 {
0.0
}
}
impl Max<f64> for Chi {
fn max(&self) -> f64 {
f64::INFINITY
}
}
impl Distribution<f64> for Chi {
fn mean(&self) -> Option<f64> {
if self.freedom.is_infinite() {
None
} else if self.freedom > 300.0 {
Some(
self.freedom.sqrt()
/ ((1.0 + 0.25 / self.freedom)
* (1.0 + 0.03125 / (self.freedom * self.freedom))
* (1.0 - 0.046875 / (self.freedom * self.freedom * self.freedom))),
)
} else {
let mean = f64::consts::SQRT_2 * gamma::gamma((self.freedom + 1.0) / 2.0)
/ gamma::gamma(self.freedom / 2.0);
Some(mean)
}
}
fn variance(&self) -> Option<f64> {
let mean = self.mean()?;
Some(self.freedom - mean * mean)
}
fn entropy(&self) -> Option<f64> {
if self.freedom.is_infinite() {
return None;
}
let entr = gamma::ln_gamma(self.freedom / 2.0)
+ (self.freedom
- (2.0f64).ln()
- (self.freedom - 1.0) * gamma::digamma(self.freedom / 2.0))
/ 2.0;
Some(entr)
}
fn skewness(&self) -> Option<f64> {
let sigma = self.std_dev()?;
let skew = self.mean()? * (1.0 - 2.0 * sigma * sigma) / (sigma * sigma * sigma);
Some(skew)
}
}
impl Mode<Option<f64>> for Chi {
fn mode(&self) -> Option<f64> {
if self.freedom - 1.0 < 0.0 {
return None;
}
Some((self.freedom - 1.0).sqrt())
}
}
impl Continuous<f64, f64> for Chi {
fn pdf(&self, x: f64) -> f64 {
if self.freedom == f64::INFINITY || x == f64::INFINITY || x <= 0.0 {
0.0
} else if self.freedom > 160.0 {
self.ln_pdf(x).exp()
} else {
(2.0f64).powf(1.0 - self.freedom / 2.0)
* x.powf(self.freedom - 1.0)
* (-x * x / 2.0).exp()
/ gamma::gamma(self.freedom / 2.0)
}
}
fn ln_pdf(&self, x: f64) -> f64 {
if self.freedom == f64::INFINITY || x == f64::INFINITY || x <= 0.0 {
f64::NEG_INFINITY
} else {
(1.0 - self.freedom / 2.0) * (2.0f64).ln() + ((self.freedom - 1.0) * x.ln())
- x * x / 2.0
- gamma::ln_gamma(self.freedom / 2.0)
}
}
}
#[rustfmt::skip]
#[cfg(test)]
mod tests {
use std::f64;
use crate::distribution::internal::*;
use crate::distribution::{Chi, Continuous, ContinuousCDF};
use crate::statistics::*;
use crate::consts::ACC;
fn try_create(freedom: f64) -> Chi {
let n = Chi::new(freedom);
assert!(n.is_ok());
n.unwrap()
}
fn create_case(freedom: f64) {
let n = try_create(freedom);
assert_eq!(freedom, n.freedom());
}
fn bad_create_case(freedom: f64) {
let n = Chi::new(freedom);
assert!(n.is_err());
}
fn get_value<F>(freedom: f64, eval: F) -> f64
where
F: Fn(Chi) -> f64,
{
let n = try_create(freedom);
eval(n)
}
fn test_case<F>(freedom: f64, expected: f64, eval: F)
where
F: Fn(Chi) -> f64,
{
let x = get_value(freedom, eval);
assert_eq!(expected, x);
}
fn test_almost<F>(freedom: f64, expected: f64, acc: f64, eval: F)
where
F: Fn(Chi) -> f64,
{
let x = get_value(freedom, eval);
assert_almost_eq!(expected, x, acc);
}
#[test]
fn test_create() {
create_case(1.0);
create_case(3.0);
create_case(f64::INFINITY);
}
#[test]
fn test_bad_create() {
bad_create_case(0.0);
bad_create_case(-1.0);
bad_create_case(-100.0);
bad_create_case(f64::NEG_INFINITY);
bad_create_case(f64::NAN);
}
#[test]
fn test_mean() {
let mean = |x: Chi| x.mean().unwrap();
test_almost(1.0, 0.7978845608028653558799, 1e-15, mean);
test_almost(2.0, 1.25331413731550025121, 1e-14, mean);
test_almost(2.5, 1.43396639245837498609, 1e-14, mean);
test_almost(5.0, 2.12769216214097428235, 1e-14, mean);
test_almost(336.0, 18.31666925443713, 1e-12, mean);
}
#[test]
fn test_large_dof_mean_not_nan() {
for i in 1..1000 {
let mean = Chi::new(i as f64).unwrap().mean().unwrap();
assert!(!mean.is_nan(), "Chi mean for {} dof was {}", i, mean);
}
}
#[test]
#[should_panic]
fn test_mean_degen() {
let mean = |x: Chi| x.mean().unwrap();
get_value(f64::INFINITY, mean);
}
#[test]
fn test_variance() {
let variance = |x: Chi| x.variance().unwrap();
test_almost(1.0, 0.3633802276324186569245, 1e-15, variance);
test_almost(2.0, 0.42920367320510338077, 1e-14, variance);
test_almost(2.5, 0.44374038529991368581, 1e-13, variance);
test_almost(3.0, 0.4535209105296746277, 1e-14, variance);
}
#[test]
#[should_panic]
fn test_variance_degen() {
let variance = |x: Chi| x.variance().unwrap();
get_value(f64::INFINITY, variance);
}
#[test]
fn test_entropy() {
let entropy = |x: Chi| x.entropy().unwrap();
test_almost(1.0, 0.7257913526447274323631, 1e-15, entropy);
test_almost(2.0, 0.9420342421707937755946, 1e-15, entropy);
test_almost(2.5, 0.97574472333041323989, 1e-14, entropy);
test_almost(3.0, 0.99615419810620560239, 1e-14, entropy);
}
#[test]
#[should_panic]
fn test_entropy_degen() {
let entropy = |x: Chi| x.entropy().unwrap();
get_value(f64::INFINITY, entropy);
}
#[test]
fn test_skewness() {
let skewness = |x: Chi| x.skewness().unwrap();
test_almost(1.0, 0.995271746431156042444, 1e-14, skewness);
test_almost(2.0, 0.6311106578189371382, 1e-13, skewness);
test_almost(2.5, 0.5458487096285153216, 1e-12, skewness);
test_almost(3.0, 0.485692828049590809, 1e-12, skewness);
}
#[test]
#[should_panic]
fn test_skewness_degen() {
let skewness = |x: Chi| x.skewness().unwrap();
get_value(f64::INFINITY, skewness);
}
#[test]
fn test_mode() {
let mode = |x: Chi| x.mode().unwrap();
test_case(1.0, 0.0, mode);
test_case(2.0, 1.0, mode);
test_case(2.5, 1.224744871391589049099, mode);
test_case(3.0, f64::consts::SQRT_2, mode);
test_case(f64::INFINITY, f64::INFINITY, mode);
}
#[test]
#[should_panic]
fn test_mode_freedom_lt_1() {
let mode = |x: Chi| x.mode().unwrap();
get_value(0.5, mode);
}
#[test]
fn test_min_max() {
let min = |x: Chi| x.min();
let max = |x: Chi| x.max();
test_case(1.0, 0.0, min);
test_case(2.0, 0.0, min);
test_case(2.5, 0.0, min);
test_case(3.0, 0.0, min);
test_case(f64::INFINITY, 0.0, min);
test_case(1.0, f64::INFINITY, max);
test_case(2.0, f64::INFINITY, max);
test_case(2.5, f64::INFINITY, max);
test_case(3.0, f64::INFINITY, max);
test_case(f64::INFINITY, f64::INFINITY, max);
}
#[test]
fn test_pdf() {
let pdf = |arg: f64| move |x: Chi| x.pdf(arg);
test_case(1.0, 0.0, pdf(0.0));
test_almost(1.0, 0.79390509495402353102, 1e-15, pdf(0.1));
test_almost(1.0, 0.48394144903828669960, 1e-15, pdf(1.0));
test_almost(1.0, 2.1539520085086552718e-7, 1e-22, pdf(5.5));
test_case(1.0, 0.0, pdf(f64::INFINITY));
test_case(2.0, 0.0, pdf(0.0));
test_almost(2.0, 0.099501247919268231335, 1e-16, pdf(0.1));
test_almost(2.0, 0.60653065971263342360, 1e-15, pdf(1.0));
test_almost(2.0, 1.4847681768496578863e-6, 1e-21, pdf(5.5));
test_case(2.0, 0.0, pdf(f64::INFINITY));
test_case(2.5, 0.0, pdf(0.0));
test_almost(2.5, 0.029191065334961657461, 1e-16, pdf(0.1));
test_almost(2.5, 0.56269645152636456261, 1e-15, pdf(1.0));
test_almost(2.5, 3.2304380188895211768e-6, 1e-20, pdf(5.5));
test_case(2.5, 0.0, pdf(f64::INFINITY));
test_case(f64::INFINITY, 0.0, pdf(0.0));
test_case(f64::INFINITY, 0.0, pdf(0.1));
test_case(f64::INFINITY, 0.0, pdf(1.0));
test_case(f64::INFINITY, 0.0, pdf(5.5));
test_case(f64::INFINITY, 0.0, pdf(f64::INFINITY));
test_almost(170.0, 0.5644678498668440878, 1e-13, pdf(13.0));
}
#[test]
fn test_neg_pdf() {
let pdf = |arg: f64| move |x: Chi| x.pdf(arg);
test_case(1.0, 0.0, pdf(-1.0));
}
#[test]
fn test_ln_pdf() {
let ln_pdf = |arg: f64| move |x: Chi| x.ln_pdf(arg);
test_case(1.0, f64::NEG_INFINITY, ln_pdf(0.0));
test_almost(1.0, -0.23079135264472743236, 1e-15, ln_pdf(0.1));
test_almost(1.0, -0.72579135264472743236, 1e-15, ln_pdf(1.0));
test_almost(1.0, -15.350791352644727432, 1e-14, ln_pdf(5.5));
test_case(1.0, f64::NEG_INFINITY, ln_pdf(f64::INFINITY));
test_case(2.0, f64::NEG_INFINITY, ln_pdf(0.0));
test_almost(2.0, -2.3075850929940456840, 1e-15, ln_pdf(0.1));
test_almost(2.0, -0.5, 1e-15, ln_pdf(1.0));
test_almost(2.0, -13.420251907761574765, 1e-15, ln_pdf(5.5));
test_case(2.0, f64::NEG_INFINITY, ln_pdf(f64::INFINITY));
test_case(2.5, f64::NEG_INFINITY, ln_pdf(0.0));
test_almost(2.5, -3.5338925982092416919, 1e-15, ln_pdf(0.1));
test_almost(2.5, -0.57501495871817316589, 1e-15, ln_pdf(1.0));
test_almost(2.5, -12.642892820360535314, 1e-16, ln_pdf(5.5));
test_case(2.5, f64::NEG_INFINITY, ln_pdf(f64::INFINITY));
test_case(f64::INFINITY, f64::NEG_INFINITY, ln_pdf(0.0));
test_case(f64::INFINITY, f64::NEG_INFINITY, ln_pdf(0.1));
test_case(f64::INFINITY, f64::NEG_INFINITY, ln_pdf(1.0));
test_case(f64::INFINITY, f64::NEG_INFINITY, ln_pdf(5.5));
test_case(f64::INFINITY, f64::NEG_INFINITY, ln_pdf(f64::INFINITY));
test_almost(170.0, -0.57187185030600516424237, 1e-13, ln_pdf(13.0));
}
#[test]
fn test_neg_ln_pdf() {
let ln_pdf = |arg: f64| move |x: Chi| x.ln_pdf(arg);
test_case(1.0, f64::NEG_INFINITY, ln_pdf(-1.0));
}
#[test]
fn test_cdf() {
let cdf = |arg: f64| move |x: Chi| x.cdf(arg);
test_case(1.0, 0.0, cdf(0.0));
test_almost(1.0, 0.079655674554057962931, 1e-16, cdf(0.1));
test_almost(1.0, 0.68268949213708589717, 1e-15, cdf(1.0));
test_case(1.0, 0.99999996202087506822, cdf(5.5));
test_case(1.0, 1.0, cdf(f64::INFINITY));
test_case(2.0, 0.0, cdf(0.0));
test_almost(2.0, 0.0049875208073176866474, 1e-17, cdf(0.1));
test_almost(2.0, 0.39346934028736657640, 1e-15, cdf(1.0));
test_case(2.0, 0.99999973004214966370, cdf(5.5));
test_case(2.0, 1.0, cdf(f64::INFINITY));
test_case(2.5, 0.0, cdf(0.0));
test_almost(2.5, 0.0011702413714030096290, 1e-18, cdf(0.1));
test_almost(2.5, 0.28378995266531297417, 1e-16, cdf(1.0));
test_case(2.5, 0.99999940337322804750, cdf(5.5));
test_case(2.5, 1.0, cdf(f64::INFINITY));
test_case(f64::INFINITY, 1.0, cdf(0.0));
test_case(f64::INFINITY, 1.0, cdf(0.1));
test_case(f64::INFINITY, 1.0, cdf(1.0));
test_case(f64::INFINITY, 1.0, cdf(5.5));
test_case(f64::INFINITY, 1.0, cdf(f64::INFINITY));
}
#[test]
fn test_neg_cdf() {
let cdf = |arg: f64| move |x: Chi| x.cdf(arg);
test_case(1.0, 0.0, cdf(-1.0));
}
#[test]
fn test_continuous() {
test::check_continuous_distribution(&try_create(1.0), 0.0, 10.0);
test::check_continuous_distribution(&try_create(2.0), 0.0, 10.0);
test::check_continuous_distribution(&try_create(5.0), 0.0, 10.0);
}
}