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| </pre><pre class="rust"><code><span class="comment">// Copyright 2018 Developers of the Rand project.</span> |
| <span class="comment">// Copyright 2013 The Rust Project Developers.</span> |
| <span class="comment">//</span> |
| <span class="comment">// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or</span> |
| <span class="comment">// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license</span> |
| <span class="comment">// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your</span> |
| <span class="comment">// option. This file may not be copied, modified, or distributed</span> |
| <span class="comment">// except according to those terms.</span> |
| |
| <span class="doccomment">//! The dirichlet distribution.</span> |
| <span class="attribute">#![<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"alloc"</span>)]</span> |
| <span class="kw">use</span> <span class="ident">num_traits::Float</span>; |
| <span class="kw">use</span> <span class="kw">crate</span>::{<span class="ident">Distribution</span>, <span class="ident">Exp1</span>, <span class="ident">Gamma</span>, <span class="ident">Open01</span>, <span class="ident">StandardNormal</span>}; |
| <span class="kw">use</span> <span class="ident">rand::Rng</span>; |
| <span class="kw">use</span> <span class="ident">core::fmt</span>; |
| <span class="kw">use</span> <span class="ident">alloc</span>::{<span class="ident">boxed::Box</span>, <span class="ident">vec</span>, <span class="ident">vec::Vec</span>}; |
| |
| <span class="doccomment">/// The Dirichlet distribution `Dirichlet(alpha)`.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// The Dirichlet distribution is a family of continuous multivariate</span> |
| <span class="doccomment">/// probability distributions parameterized by a vector alpha of positive reals.</span> |
| <span class="doccomment">/// It is a multivariate generalization of the beta distribution.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// # Example</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// ```</span> |
| <span class="doccomment">/// use rand::prelude::*;</span> |
| <span class="doccomment">/// use rand_distr::Dirichlet;</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// let dirichlet = Dirichlet::new(&[1.0, 2.0, 3.0]).unwrap();</span> |
| <span class="doccomment">/// let samples = dirichlet.sample(&mut rand::thread_rng());</span> |
| <span class="doccomment">/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples);</span> |
| <span class="doccomment">/// ```</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">doc_cfg</span>, <span class="ident">doc</span>(<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"alloc"</span>)))]</span> |
| <span class="attribute">#[<span class="ident">derive</span>(<span class="ident">Clone</span>, <span class="ident">Debug</span>)]</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"serde1"</span>, <span class="ident">derive</span>(<span class="ident">serde::Serialize</span>, <span class="ident">serde::Deserialize</span>))]</span> |
| <span class="kw">pub</span> <span class="kw">struct</span> <span class="ident">Dirichlet</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| <span class="kw">where</span> |
| <span class="ident">F</span>: <span class="ident">Float</span>, |
| <span class="ident">StandardNormal</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| <span class="ident">Exp1</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| <span class="ident">Open01</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| { |
| <span class="doccomment">/// Concentration parameters (alpha)</span> |
| <span class="ident">alpha</span>: <span class="ident">Box</span><span class="op"><</span>[<span class="ident">F</span>]<span class="op">></span>, |
| } |
| |
| <span class="doccomment">/// Error type returned from `Dirchlet::new`.</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">doc_cfg</span>, <span class="ident">doc</span>(<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"alloc"</span>)))]</span> |
| <span class="attribute">#[<span class="ident">derive</span>(<span class="ident">Clone</span>, <span class="ident">Copy</span>, <span class="ident">Debug</span>, <span class="ident">PartialEq</span>, <span class="ident">Eq</span>)]</span> |
| <span class="kw">pub</span> <span class="kw">enum</span> <span class="ident">Error</span> { |
| <span class="doccomment">/// `alpha.len() < 2`.</span> |
| <span class="ident">AlphaTooShort</span>, |
| <span class="doccomment">/// `alpha <= 0.0` or `nan`.</span> |
| <span class="ident">AlphaTooSmall</span>, |
| <span class="doccomment">/// `size < 2`.</span> |
| <span class="ident">SizeTooSmall</span>, |
| } |
| |
| <span class="kw">impl</span> <span class="ident">fmt::Display</span> <span class="kw">for</span> <span class="ident">Error</span> { |
| <span class="kw">fn</span> <span class="ident">fmt</span>(<span class="kw-2">&</span><span class="self">self</span>, <span class="ident">f</span>: <span class="kw-2">&mut</span> <span class="ident">fmt::Formatter</span><span class="op"><</span><span class="lifetime">'_</span><span class="op">></span>) -> <span class="ident">fmt::Result</span> { |
| <span class="ident">f</span>.<span class="ident">write_str</span>(<span class="kw">match</span> <span class="self">self</span> { |
| <span class="ident">Error::AlphaTooShort</span> <span class="op">|</span> <span class="ident">Error::SizeTooSmall</span> => { |
| <span class="string">"less than 2 dimensions in Dirichlet distribution"</span> |
| } |
| <span class="ident">Error::AlphaTooSmall</span> => <span class="string">"alpha is not positive in Dirichlet distribution"</span>, |
| }) |
| } |
| } |
| |
| <span class="attribute">#[<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"std"</span>)]</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">doc_cfg</span>, <span class="ident">doc</span>(<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"std"</span>)))]</span> |
| <span class="kw">impl</span> <span class="ident">std::error::Error</span> <span class="kw">for</span> <span class="ident">Error</span> {} |
| |
| <span class="kw">impl</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> <span class="ident">Dirichlet</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| <span class="kw">where</span> |
| <span class="ident">F</span>: <span class="ident">Float</span>, |
| <span class="ident">StandardNormal</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| <span class="ident">Exp1</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| <span class="ident">Open01</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| { |
| <span class="doccomment">/// Construct a new `Dirichlet` with the given alpha parameter `alpha`.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// Requires `alpha.len() >= 2`.</span> |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">pub</span> <span class="kw">fn</span> <span class="ident">new</span>(<span class="ident">alpha</span>: <span class="kw-2">&</span>[<span class="ident">F</span>]) -> <span class="prelude-ty">Result</span><span class="op"><</span><span class="ident">Dirichlet</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, <span class="ident">Error</span><span class="op">></span> { |
| <span class="kw">if</span> <span class="ident">alpha</span>.<span class="ident">len</span>() <span class="op"><</span> <span class="number">2</span> { |
| <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::AlphaTooShort</span>); |
| } |
| <span class="kw">for</span> <span class="kw-2">&</span><span class="ident">ai</span> <span class="kw">in</span> <span class="ident">alpha</span>.<span class="ident">iter</span>() { |
| <span class="kw">if</span> <span class="op">!</span>(<span class="ident">ai</span> <span class="op">></span> <span class="ident">F::zero</span>()) { |
| <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::AlphaTooSmall</span>); |
| } |
| } |
| |
| <span class="prelude-val">Ok</span>(<span class="ident">Dirichlet</span> { <span class="ident">alpha</span>: <span class="ident">alpha</span>.<span class="ident">to_vec</span>().<span class="ident">into_boxed_slice</span>() }) |
| } |
| |
| <span class="doccomment">/// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// Requires `size >= 2`.</span> |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">pub</span> <span class="kw">fn</span> <span class="ident">new_with_size</span>(<span class="ident">alpha</span>: <span class="ident">F</span>, <span class="ident">size</span>: <span class="ident">usize</span>) -> <span class="prelude-ty">Result</span><span class="op"><</span><span class="ident">Dirichlet</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, <span class="ident">Error</span><span class="op">></span> { |
| <span class="kw">if</span> <span class="op">!</span>(<span class="ident">alpha</span> <span class="op">></span> <span class="ident">F::zero</span>()) { |
| <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::AlphaTooSmall</span>); |
| } |
| <span class="kw">if</span> <span class="ident">size</span> <span class="op"><</span> <span class="number">2</span> { |
| <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::SizeTooSmall</span>); |
| } |
| <span class="prelude-val">Ok</span>(<span class="ident">Dirichlet</span> { |
| <span class="ident">alpha</span>: <span class="macro">vec!</span>[<span class="ident">alpha</span>; <span class="ident">size</span>].<span class="ident">into_boxed_slice</span>(), |
| }) |
| } |
| } |
| |
| <span class="kw">impl</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> <span class="ident">Distribution</span><span class="op"><</span><span class="ident">Vec</span><span class="op"><</span><span class="ident">F</span><span class="op">></span><span class="op">></span> <span class="kw">for</span> <span class="ident">Dirichlet</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| <span class="kw">where</span> |
| <span class="ident">F</span>: <span class="ident">Float</span>, |
| <span class="ident">StandardNormal</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| <span class="ident">Exp1</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| <span class="ident">Open01</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, |
| { |
| <span class="kw">fn</span> <span class="ident">sample</span><span class="op"><</span><span class="ident">R</span>: <span class="ident">Rng</span> <span class="op">+</span> <span class="question-mark">?</span><span class="ident">Sized</span><span class="op">></span>(<span class="kw-2">&</span><span class="self">self</span>, <span class="ident">rng</span>: <span class="kw-2">&mut</span> <span class="ident">R</span>) -> <span class="ident">Vec</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> { |
| <span class="kw">let</span> <span class="ident">n</span> <span class="op">=</span> <span class="self">self</span>.<span class="ident">alpha</span>.<span class="ident">len</span>(); |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">samples</span> <span class="op">=</span> <span class="macro">vec!</span>[<span class="ident">F::zero</span>(); <span class="ident">n</span>]; |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">sum</span> <span class="op">=</span> <span class="ident">F::zero</span>(); |
| |
| <span class="kw">for</span> (<span class="ident">s</span>, <span class="kw-2">&</span><span class="ident">a</span>) <span class="kw">in</span> <span class="ident">samples</span>.<span class="ident">iter_mut</span>().<span class="ident">zip</span>(<span class="self">self</span>.<span class="ident">alpha</span>.<span class="ident">iter</span>()) { |
| <span class="kw">let</span> <span class="ident">g</span> <span class="op">=</span> <span class="ident">Gamma::new</span>(<span class="ident">a</span>, <span class="ident">F::one</span>()).<span class="ident">unwrap</span>(); |
| <span class="kw-2">*</span><span class="ident">s</span> <span class="op">=</span> <span class="ident">g</span>.<span class="ident">sample</span>(<span class="ident">rng</span>); |
| <span class="ident">sum</span> <span class="op">=</span> <span class="ident">sum</span> <span class="op">+</span> (<span class="kw-2">*</span><span class="ident">s</span>); |
| } |
| <span class="kw">let</span> <span class="ident">invacc</span> <span class="op">=</span> <span class="ident">F::one</span>() <span class="op">/</span> <span class="ident">sum</span>; |
| <span class="kw">for</span> <span class="ident">s</span> <span class="kw">in</span> <span class="ident">samples</span>.<span class="ident">iter_mut</span>() { |
| <span class="kw-2">*</span><span class="ident">s</span> <span class="op">=</span> (<span class="kw-2">*</span><span class="ident">s</span>)<span class="kw-2">*</span><span class="ident">invacc</span>; |
| } |
| <span class="ident">samples</span> |
| } |
| } |
| |
| <span class="attribute">#[<span class="ident">cfg</span>(<span class="ident">test</span>)]</span> |
| <span class="kw">mod</span> <span class="ident">test</span> { |
| <span class="kw">use</span> <span class="kw">super</span>::<span class="kw-2">*</span>; |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_dirichlet</span>() { |
| <span class="kw">let</span> <span class="ident">d</span> <span class="op">=</span> <span class="ident">Dirichlet::new</span>(<span class="kw-2">&</span>[<span class="number">1.0</span>, <span class="number">2.0</span>, <span class="number">3.0</span>]).<span class="ident">unwrap</span>(); |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">rng</span> <span class="op">=</span> <span class="ident"><span class="kw">crate</span>::test::rng</span>(<span class="number">221</span>); |
| <span class="kw">let</span> <span class="ident">samples</span> <span class="op">=</span> <span class="ident">d</span>.<span class="ident">sample</span>(<span class="kw-2">&mut</span> <span class="ident">rng</span>); |
| <span class="kw">let</span> <span class="kw">_</span>: <span class="ident">Vec</span><span class="op"><</span><span class="ident">f64</span><span class="op">></span> <span class="op">=</span> <span class="ident">samples</span> |
| .<span class="ident">into_iter</span>() |
| .<span class="ident">map</span>(<span class="op">|</span><span class="ident">x</span><span class="op">|</span> { |
| <span class="macro">assert!</span>(<span class="ident">x</span> <span class="op">></span> <span class="number">0.0</span>); |
| <span class="ident">x</span> |
| }) |
| .<span class="ident">collect</span>(); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_dirichlet_with_param</span>() { |
| <span class="kw">let</span> <span class="ident">alpha</span> <span class="op">=</span> <span class="number">0.5f64</span>; |
| <span class="kw">let</span> <span class="ident">size</span> <span class="op">=</span> <span class="number">2</span>; |
| <span class="kw">let</span> <span class="ident">d</span> <span class="op">=</span> <span class="ident">Dirichlet::new_with_size</span>(<span class="ident">alpha</span>, <span class="ident">size</span>).<span class="ident">unwrap</span>(); |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">rng</span> <span class="op">=</span> <span class="ident"><span class="kw">crate</span>::test::rng</span>(<span class="number">221</span>); |
| <span class="kw">let</span> <span class="ident">samples</span> <span class="op">=</span> <span class="ident">d</span>.<span class="ident">sample</span>(<span class="kw-2">&mut</span> <span class="ident">rng</span>); |
| <span class="kw">let</span> <span class="kw">_</span>: <span class="ident">Vec</span><span class="op"><</span><span class="ident">f64</span><span class="op">></span> <span class="op">=</span> <span class="ident">samples</span> |
| .<span class="ident">into_iter</span>() |
| .<span class="ident">map</span>(<span class="op">|</span><span class="ident">x</span><span class="op">|</span> { |
| <span class="macro">assert!</span>(<span class="ident">x</span> <span class="op">></span> <span class="number">0.0</span>); |
| <span class="ident">x</span> |
| }) |
| .<span class="ident">collect</span>(); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="attribute">#[<span class="ident">should_panic</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_dirichlet_invalid_length</span>() { |
| <span class="ident">Dirichlet::new_with_size</span>(<span class="number">0.5f64</span>, <span class="number">1</span>).<span class="ident">unwrap</span>(); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="attribute">#[<span class="ident">should_panic</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_dirichlet_invalid_alpha</span>() { |
| <span class="ident">Dirichlet::new_with_size</span>(<span class="number">0.0f64</span>, <span class="number">2</span>).<span class="ident">unwrap</span>(); |
| } |
| } |
| </code></pre></div> |
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