use crate::distribution::{Continuous, ContinuousCDF};
use crate::statistics::*;
use crate::{Result, StatsError};
use rand::distributions::Uniform as RandUniform;
use rand::Rng;
use std::f64;
#[derive(Debug, Copy, Clone, PartialEq)]
pub struct Uniform {
min: f64,
max: f64,
}
impl Uniform {
pub fn new(min: f64, max: f64) -> Result<Uniform> {
if min > max || min.is_nan() || max.is_nan() {
Err(StatsError::BadParams)
} else {
Ok(Uniform { min, max })
}
}
}
impl ::rand::distributions::Distribution<f64> for Uniform {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
let d = RandUniform::new_inclusive(self.min, self.max);
rng.sample(d)
}
}
impl ContinuousCDF<f64, f64> for Uniform {
fn cdf(&self, x: f64) -> f64 {
if x <= self.min {
0.0
} else if x >= self.max {
1.0
} else {
(x - self.min) / (self.max - self.min)
}
}
}
impl Min<f64> for Uniform {
fn min(&self) -> f64 {
self.min
}
}
impl Max<f64> for Uniform {
fn max(&self) -> f64 {
self.max
}
}
impl Distribution<f64> for Uniform {
fn mean(&self) -> Option<f64> {
Some((self.min + self.max) / 2.0)
}
fn variance(&self) -> Option<f64> {
Some((self.max - self.min) * (self.max - self.min) / 12.0)
}
fn entropy(&self) -> Option<f64> {
Some((self.max - self.min).ln())
}
fn skewness(&self) -> Option<f64> {
Some(0.0)
}
}
impl Median<f64> for Uniform {
fn median(&self) -> f64 {
(self.min + self.max) / 2.0
}
}
impl Mode<Option<f64>> for Uniform {
fn mode(&self) -> Option<f64> {
Some((self.min + self.max) / 2.0)
}
}
impl Continuous<f64, f64> for Uniform {
fn pdf(&self, x: f64) -> f64 {
if x < self.min || x > self.max {
0.0
} else {
1.0 / (self.max - self.min)
}
}
fn ln_pdf(&self, x: f64) -> f64 {
if x < self.min || x > self.max {
f64::NEG_INFINITY
} else {
-(self.max - self.min).ln()
}
}
}
#[rustfmt::skip]
#[cfg(test)]
mod tests {
use crate::statistics::*;
use crate::distribution::{ContinuousCDF, Continuous, Uniform};
use crate::distribution::internal::*;
use crate::consts::ACC;
fn try_create(min: f64, max: f64) -> Uniform {
let n = Uniform::new(min, max);
assert!(n.is_ok());
n.unwrap()
}
fn create_case(min: f64, max: f64) {
let n = try_create(min, max);
assert_eq!(n.min(), min);
assert_eq!(n.max(), max);
}
fn bad_create_case(min: f64, max: f64) {
let n = Uniform::new(min, max);
assert!(n.is_err());
}
fn get_value<F>(min: f64, max: f64, eval: F) -> f64
where F: Fn(Uniform) -> f64
{
let n = try_create(min, max);
eval(n)
}
fn test_case<F>(min: f64, max: f64, expected: f64, eval: F)
where F: Fn(Uniform) -> f64
{
let x = get_value(min, max, eval);
assert_eq!(expected, x);
}
fn test_almost<F>(min: f64, max: f64, expected: f64, acc: f64, eval: F)
where F: Fn(Uniform) -> f64
{
let x = get_value(min, max, eval);
assert_almost_eq!(expected, x, acc);
}
#[test]
fn test_create() {
create_case(0.0, 0.0);
create_case(0.0, 0.1);
create_case(0.0, 1.0);
create_case(10.0, 10.0);
create_case(-5.0, 11.0);
create_case(-5.0, 100.0);
}
#[test]
fn test_bad_create() {
bad_create_case(f64::NAN, 1.0);
bad_create_case(1.0, f64::NAN);
bad_create_case(f64::NAN, f64::NAN);
bad_create_case(1.0, 0.0);
}
#[test]
fn test_variance() {
let variance = |x: Uniform| x.variance().unwrap();
test_case(-0.0, 2.0, 1.0 / 3.0, variance);
test_case(0.0, 2.0, 1.0 / 3.0, variance);
test_almost(0.1, 4.0, 1.2675, 1e-15, variance);
test_case(10.0, 11.0, 1.0 / 12.0, variance);
test_case(0.0, f64::INFINITY, f64::INFINITY, variance);
}
#[test]
fn test_entropy() {
let entropy = |x: Uniform| x.entropy().unwrap();
test_case(-0.0, 2.0, 0.6931471805599453094172, entropy);
test_case(0.0, 2.0, 0.6931471805599453094172, entropy);
test_almost(0.1, 4.0, 1.360976553135600743431, 1e-15, entropy);
test_case(1.0, 10.0, 2.19722457733621938279, entropy);
test_case(10.0, 11.0, 0.0, entropy);
test_case(0.0, f64::INFINITY, f64::INFINITY, entropy);
}
#[test]
fn test_skewness() {
let skewness = |x: Uniform| x.skewness().unwrap();
test_case(-0.0, 2.0, 0.0, skewness);
test_case(0.0, 2.0, 0.0, skewness);
test_case(0.1, 4.0, 0.0, skewness);
test_case(1.0, 10.0, 0.0, skewness);
test_case(10.0, 11.0, 0.0, skewness);
test_case(0.0, f64::INFINITY, 0.0, skewness);
}
#[test]
fn test_mode() {
let mode = |x: Uniform| x.mode().unwrap();
test_case(-0.0, 2.0, 1.0, mode);
test_case(0.0, 2.0, 1.0, mode);
test_case(0.1, 4.0, 2.05, mode);
test_case(1.0, 10.0, 5.5, mode);
test_case(10.0, 11.0, 10.5, mode);
test_case(0.0, f64::INFINITY, f64::INFINITY, mode);
}
#[test]
fn test_median() {
let median = |x: Uniform| x.median();
test_case(-0.0, 2.0, 1.0, median);
test_case(0.0, 2.0, 1.0, median);
test_case(0.1, 4.0, 2.05, median);
test_case(1.0, 10.0, 5.5, median);
test_case(10.0, 11.0, 10.5, median);
test_case(0.0, f64::INFINITY, f64::INFINITY, median);
}
#[test]
fn test_pdf() {
let pdf = |arg: f64| move |x: Uniform| x.pdf(arg);
test_case(0.0, 0.0, 0.0, pdf(-5.0));
test_case(0.0, 0.0, f64::INFINITY, pdf(0.0));
test_case(0.0, 0.0, 0.0, pdf(5.0));
test_case(0.0, 0.1, 0.0, pdf(-5.0));
test_case(0.0, 0.1, 10.0, pdf(0.05));
test_case(0.0, 0.1, 0.0, pdf(5.0));
test_case(0.0, 1.0, 0.0, pdf(-5.0));
test_case(0.0, 1.0, 1.0, pdf(0.5));
test_case(0.0, 0.1, 0.0, pdf(5.0));
test_case(0.0, 10.0, 0.0, pdf(-5.0));
test_case(0.0, 10.0, 0.1, pdf(1.0));
test_case(0.0, 10.0, 0.1, pdf(5.0));
test_case(0.0, 10.0, 0.0, pdf(11.0));
test_case(-5.0, 100.0, 0.0, pdf(-10.0));
test_case(-5.0, 100.0, 0.009523809523809523809524, pdf(-5.0));
test_case(-5.0, 100.0, 0.009523809523809523809524, pdf(0.0));
test_case(-5.0, 100.0, 0.0, pdf(101.0));
test_case(0.0, f64::INFINITY, 0.0, pdf(-5.0));
test_case(0.0, f64::INFINITY, 0.0, pdf(10.0));
test_case(0.0, f64::INFINITY, 0.0, pdf(f64::INFINITY));
}
#[test]
fn test_ln_pdf() {
let ln_pdf = |arg: f64| move |x: Uniform| x.ln_pdf(arg);
test_case(0.0, 0.0, f64::NEG_INFINITY, ln_pdf(-5.0));
test_case(0.0, 0.0, f64::INFINITY, ln_pdf(0.0));
test_case(0.0, 0.0, f64::NEG_INFINITY, ln_pdf(5.0));
test_case(0.0, 0.1, f64::NEG_INFINITY, ln_pdf(-5.0));
test_almost(0.0, 0.1, 2.302585092994045684018, 1e-15, ln_pdf(0.05));
test_case(0.0, 0.1, f64::NEG_INFINITY, ln_pdf(5.0));
test_case(0.0, 1.0, f64::NEG_INFINITY, ln_pdf(-5.0));
test_case(0.0, 1.0, 0.0, ln_pdf(0.5));
test_case(0.0, 0.1, f64::NEG_INFINITY, ln_pdf(5.0));
test_case(0.0, 10.0, f64::NEG_INFINITY, ln_pdf(-5.0));
test_case(0.0, 10.0, -2.302585092994045684018, ln_pdf(1.0));
test_case(0.0, 10.0, -2.302585092994045684018, ln_pdf(5.0));
test_case(0.0, 10.0, f64::NEG_INFINITY, ln_pdf(11.0));
test_case(-5.0, 100.0, f64::NEG_INFINITY, ln_pdf(-10.0));
test_case(-5.0, 100.0, -4.653960350157523371101, ln_pdf(-5.0));
test_case(-5.0, 100.0, -4.653960350157523371101, ln_pdf(0.0));
test_case(-5.0, 100.0, f64::NEG_INFINITY, ln_pdf(101.0));
test_case(0.0, f64::INFINITY, f64::NEG_INFINITY, ln_pdf(-5.0));
test_case(0.0, f64::INFINITY, f64::NEG_INFINITY, ln_pdf(10.0));
test_case(0.0, f64::INFINITY, f64::NEG_INFINITY, ln_pdf(f64::INFINITY));
}
#[test]
fn test_cdf() {
let cdf = |arg: f64| move |x: Uniform| x.cdf(arg);
test_case(0.0, 0.0, 0.0, cdf(0.0));
test_case(0.0, 0.1, 0.5, cdf(0.05));
test_case(0.0, 1.0, 0.5, cdf(0.5));
test_case(0.0, 10.0, 0.1, cdf(1.0));
test_case(0.0, 10.0, 0.5, cdf(5.0));
test_case(-5.0, 100.0, 0.0, cdf(-5.0));
test_case(-5.0, 100.0, 0.04761904761904761904762, cdf(0.0));
test_case(0.0, f64::INFINITY, 0.0, cdf(10.0));
test_case(0.0, f64::INFINITY, 1.0, cdf(f64::INFINITY));
}
#[test]
fn test_cdf_lower_bound() {
let cdf = |arg: f64| move |x: Uniform| x.cdf(arg);
test_case(0.0, 3.0, 0.0, cdf(-1.0));
}
#[test]
fn test_cdf_upper_bound() {
let cdf = |arg: f64| move |x: Uniform| x.cdf(arg);
test_case(0.0, 3.0, 1.0, cdf(5.0));
}
#[test]
fn test_continuous() {
test::check_continuous_distribution(&try_create(0.0, 10.0), 0.0, 10.0);
test::check_continuous_distribution(&try_create(-2.0, 15.0), -2.0, 15.0);
}
#[test]
fn test_samples_in_range() {
use rand::rngs::StdRng;
use rand::SeedableRng;
use rand::distributions::Distribution;
let seed = [
0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18,
19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31
];
let mut r: StdRng = SeedableRng::from_seed(seed);
let min = -0.5;
let max = 0.5;
let num_trials = 10_000;
let n = try_create(min, max);
assert!((0..num_trials)
.map(|_| n.sample::<StdRng>(&mut r))
.all(|v| (min <= v) && (v < max))
);
}
}