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Diffstat (limited to 'third_party/rust/rand/src/distributions/cauchy.rs')
-rw-r--r-- | third_party/rust/rand/src/distributions/cauchy.rs | 103 |
1 files changed, 103 insertions, 0 deletions
diff --git a/third_party/rust/rand/src/distributions/cauchy.rs b/third_party/rust/rand/src/distributions/cauchy.rs new file mode 100644 index 0000000000..0a5d1497ac --- /dev/null +++ b/third_party/rust/rand/src/distributions/cauchy.rs @@ -0,0 +1,103 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2016-2017 The Rust Project Developers. +// +// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or +// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license +// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your +// option. This file may not be copied, modified, or distributed +// except according to those terms. + +//! The Cauchy distribution. +#![allow(deprecated)] +#![allow(clippy::all)] + +use crate::Rng; +use crate::distributions::Distribution; +use std::f64::consts::PI; + +/// The Cauchy distribution `Cauchy(median, scale)`. +/// +/// This distribution has a density function: +/// `f(x) = 1 / (pi * scale * (1 + ((x - median) / scale)^2))` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] +#[derive(Clone, Copy, Debug)] +pub struct Cauchy { + median: f64, + scale: f64 +} + +impl Cauchy { + /// Construct a new `Cauchy` with the given shape parameters + /// `median` the peak location and `scale` the scale factor. + /// Panics if `scale <= 0`. + pub fn new(median: f64, scale: f64) -> Cauchy { + assert!(scale > 0.0, "Cauchy::new called with scale factor <= 0"); + Cauchy { + median, + scale + } + } +} + +impl Distribution<f64> for Cauchy { + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { + // sample from [0, 1) + let x = rng.gen::<f64>(); + // get standard cauchy random number + // note that π/2 is not exactly representable, even if x=0.5 the result is finite + let comp_dev = (PI * x).tan(); + // shift and scale according to parameters + let result = self.median + self.scale * comp_dev; + result + } +} + +#[cfg(test)] +mod test { + use crate::distributions::Distribution; + use super::Cauchy; + + fn median(mut numbers: &mut [f64]) -> f64 { + sort(&mut numbers); + let mid = numbers.len() / 2; + numbers[mid] + } + + fn sort(numbers: &mut [f64]) { + numbers.sort_by(|a, b| a.partial_cmp(b).unwrap()); + } + + #[test] + #[cfg(not(miri))] // Miri doesn't support transcendental functions + fn test_cauchy_averages() { + // NOTE: given that the variance and mean are undefined, + // this test does not have any rigorous statistical meaning. + let cauchy = Cauchy::new(10.0, 5.0); + let mut rng = crate::test::rng(123); + let mut numbers: [f64; 1000] = [0.0; 1000]; + let mut sum = 0.0; + for i in 0..1000 { + numbers[i] = cauchy.sample(&mut rng); + sum += numbers[i]; + } + let median = median(&mut numbers); + println!("Cauchy median: {}", median); + assert!((median - 10.0).abs() < 0.4); // not 100% certain, but probable enough + let mean = sum / 1000.0; + println!("Cauchy mean: {}", mean); + // for a Cauchy distribution the mean should not converge + assert!((mean - 10.0).abs() > 0.4); // not 100% certain, but probable enough + } + + #[test] + #[should_panic] + fn test_cauchy_invalid_scale_zero() { + Cauchy::new(0.0, 0.0); + } + + #[test] + #[should_panic] + fn test_cauchy_invalid_scale_neg() { + Cauchy::new(0.0, -10.0); + } +} |