| <!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="Source of the Rust file `rand_distr/src/skew_normal.rs`."><meta name="keywords" content="rust, rustlang, rust-lang"><title>skew_normal.rs - source</title><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceSerif4-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../FiraSans-Regular.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../FiraSans-Medium.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceCodePro-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceSerif4-Bold.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceCodePro-Semibold.ttf.woff2"><link rel="stylesheet" type="text/css" href="../../normalize.css"><link rel="stylesheet" type="text/css" href="../../rustdoc.css" id="mainThemeStyle"><link rel="stylesheet" type="text/css" href="../../ayu.css" disabled><link rel="stylesheet" type="text/css" href="../../dark.css" disabled><link rel="stylesheet" type="text/css" href="../../light.css" id="themeStyle"><script id="default-settings" ></script><script src="../../storage.js"></script><script src="../../crates.js"></script><script defer src="../../main.js"></script><script defer src="../../source-script.js"></script><script defer src="../../source-files.js"></script> |
| <noscript><link rel="stylesheet" href="../../noscript.css"></noscript><link rel="shortcut icon" href="https://www.rust-lang.org/favicon.ico"></head><body class="rustdoc source"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="sidebar"><div class="sidebar-menu" role="button">☰</div><a class="sidebar-logo" href="../../rand_distr/index.html"><div class="logo-container"><img src="https://www.rust-lang.org/logos/rust-logo-128x128-blk.png" alt="logo"></div> |
| </a></nav><main><div class="width-limiter"><div class="sub-container"><a class="sub-logo-container" href="../../rand_distr/index.html"><img src="https://www.rust-lang.org/logos/rust-logo-128x128-blk.png" alt="logo"></a><nav class="sub"><div class="theme-picker"><button id="theme-picker" aria-label="Pick another theme!" aria-haspopup="menu" title="themes"><img width="18" height="18" alt="Pick another theme!" src="../../brush.svg"></button><div id="theme-choices" role="menu"></div></div><form class="search-form"><div class="search-container"><div> |
| <input class="search-input" name="search" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"></div><button type="button" id="help-button" title="help">?</button><a id="settings-menu" href="../../settings.html" title="settings"><img width="18" height="18" alt="Change settings" src="../../wheel.svg"></a></div></form></nav></div><section id="main-content" class="content"><div class="example-wrap"><pre class="line-numbers"><span id="1"> 1</span> |
| <span id="2"> 2</span> |
| <span id="3"> 3</span> |
| <span id="4"> 4</span> |
| <span id="5"> 5</span> |
| <span id="6"> 6</span> |
| <span id="7"> 7</span> |
| <span id="8"> 8</span> |
| <span id="9"> 9</span> |
| <span id="10"> 10</span> |
| <span id="11"> 11</span> |
| <span id="12"> 12</span> |
| <span id="13"> 13</span> |
| <span id="14"> 14</span> |
| <span id="15"> 15</span> |
| <span id="16"> 16</span> |
| <span id="17"> 17</span> |
| <span id="18"> 18</span> |
| <span id="19"> 19</span> |
| <span id="20"> 20</span> |
| <span id="21"> 21</span> |
| <span id="22"> 22</span> |
| <span id="23"> 23</span> |
| <span id="24"> 24</span> |
| <span id="25"> 25</span> |
| <span id="26"> 26</span> |
| <span id="27"> 27</span> |
| <span id="28"> 28</span> |
| <span id="29"> 29</span> |
| <span id="30"> 30</span> |
| <span id="31"> 31</span> |
| <span id="32"> 32</span> |
| <span id="33"> 33</span> |
| <span id="34"> 34</span> |
| <span id="35"> 35</span> |
| <span id="36"> 36</span> |
| <span id="37"> 37</span> |
| <span id="38"> 38</span> |
| <span id="39"> 39</span> |
| <span id="40"> 40</span> |
| <span id="41"> 41</span> |
| <span id="42"> 42</span> |
| <span id="43"> 43</span> |
| <span id="44"> 44</span> |
| <span id="45"> 45</span> |
| <span id="46"> 46</span> |
| <span id="47"> 47</span> |
| <span id="48"> 48</span> |
| <span id="49"> 49</span> |
| <span id="50"> 50</span> |
| <span id="51"> 51</span> |
| <span id="52"> 52</span> |
| <span id="53"> 53</span> |
| <span id="54"> 54</span> |
| <span id="55"> 55</span> |
| <span id="56"> 56</span> |
| <span id="57"> 57</span> |
| <span id="58"> 58</span> |
| <span id="59"> 59</span> |
| <span id="60"> 60</span> |
| <span id="61"> 61</span> |
| <span id="62"> 62</span> |
| <span id="63"> 63</span> |
| <span id="64"> 64</span> |
| <span id="65"> 65</span> |
| <span id="66"> 66</span> |
| <span id="67"> 67</span> |
| <span id="68"> 68</span> |
| <span id="69"> 69</span> |
| <span id="70"> 70</span> |
| <span id="71"> 71</span> |
| <span id="72"> 72</span> |
| <span id="73"> 73</span> |
| <span id="74"> 74</span> |
| <span id="75"> 75</span> |
| <span id="76"> 76</span> |
| <span id="77"> 77</span> |
| <span id="78"> 78</span> |
| <span id="79"> 79</span> |
| <span id="80"> 80</span> |
| <span id="81"> 81</span> |
| <span id="82"> 82</span> |
| <span id="83"> 83</span> |
| <span id="84"> 84</span> |
| <span id="85"> 85</span> |
| <span id="86"> 86</span> |
| <span id="87"> 87</span> |
| <span id="88"> 88</span> |
| <span id="89"> 89</span> |
| <span id="90"> 90</span> |
| <span id="91"> 91</span> |
| <span id="92"> 92</span> |
| <span id="93"> 93</span> |
| <span id="94"> 94</span> |
| <span id="95"> 95</span> |
| <span id="96"> 96</span> |
| <span id="97"> 97</span> |
| <span id="98"> 98</span> |
| <span id="99"> 99</span> |
| <span id="100">100</span> |
| <span id="101">101</span> |
| <span id="102">102</span> |
| <span id="103">103</span> |
| <span id="104">104</span> |
| <span id="105">105</span> |
| <span id="106">106</span> |
| <span id="107">107</span> |
| <span id="108">108</span> |
| <span id="109">109</span> |
| <span id="110">110</span> |
| <span id="111">111</span> |
| <span id="112">112</span> |
| <span id="113">113</span> |
| <span id="114">114</span> |
| <span id="115">115</span> |
| <span id="116">116</span> |
| <span id="117">117</span> |
| <span id="118">118</span> |
| <span id="119">119</span> |
| <span id="120">120</span> |
| <span id="121">121</span> |
| <span id="122">122</span> |
| <span id="123">123</span> |
| <span id="124">124</span> |
| <span id="125">125</span> |
| <span id="126">126</span> |
| <span id="127">127</span> |
| <span id="128">128</span> |
| <span id="129">129</span> |
| <span id="130">130</span> |
| <span id="131">131</span> |
| <span id="132">132</span> |
| <span id="133">133</span> |
| <span id="134">134</span> |
| <span id="135">135</span> |
| <span id="136">136</span> |
| <span id="137">137</span> |
| <span id="138">138</span> |
| <span id="139">139</span> |
| <span id="140">140</span> |
| <span id="141">141</span> |
| <span id="142">142</span> |
| <span id="143">143</span> |
| <span id="144">144</span> |
| <span id="145">145</span> |
| <span id="146">146</span> |
| <span id="147">147</span> |
| <span id="148">148</span> |
| <span id="149">149</span> |
| <span id="150">150</span> |
| <span id="151">151</span> |
| <span id="152">152</span> |
| <span id="153">153</span> |
| <span id="154">154</span> |
| <span id="155">155</span> |
| <span id="156">156</span> |
| <span id="157">157</span> |
| <span id="158">158</span> |
| <span id="159">159</span> |
| <span id="160">160</span> |
| <span id="161">161</span> |
| <span id="162">162</span> |
| <span id="163">163</span> |
| <span id="164">164</span> |
| <span id="165">165</span> |
| <span id="166">166</span> |
| <span id="167">167</span> |
| <span id="168">168</span> |
| <span id="169">169</span> |
| <span id="170">170</span> |
| <span id="171">171</span> |
| <span id="172">172</span> |
| <span id="173">173</span> |
| <span id="174">174</span> |
| <span id="175">175</span> |
| <span id="176">176</span> |
| <span id="177">177</span> |
| <span id="178">178</span> |
| <span id="179">179</span> |
| <span id="180">180</span> |
| <span id="181">181</span> |
| <span id="182">182</span> |
| <span id="183">183</span> |
| <span id="184">184</span> |
| <span id="185">185</span> |
| <span id="186">186</span> |
| <span id="187">187</span> |
| <span id="188">188</span> |
| <span id="189">189</span> |
| <span id="190">190</span> |
| <span id="191">191</span> |
| <span id="192">192</span> |
| <span id="193">193</span> |
| <span id="194">194</span> |
| <span id="195">195</span> |
| <span id="196">196</span> |
| <span id="197">197</span> |
| <span id="198">198</span> |
| <span id="199">199</span> |
| <span id="200">200</span> |
| <span id="201">201</span> |
| <span id="202">202</span> |
| <span id="203">203</span> |
| <span id="204">204</span> |
| <span id="205">205</span> |
| <span id="206">206</span> |
| <span id="207">207</span> |
| <span id="208">208</span> |
| <span id="209">209</span> |
| <span id="210">210</span> |
| <span id="211">211</span> |
| <span id="212">212</span> |
| <span id="213">213</span> |
| <span id="214">214</span> |
| <span id="215">215</span> |
| <span id="216">216</span> |
| <span id="217">217</span> |
| <span id="218">218</span> |
| <span id="219">219</span> |
| <span id="220">220</span> |
| <span id="221">221</span> |
| <span id="222">222</span> |
| <span id="223">223</span> |
| <span id="224">224</span> |
| <span id="225">225</span> |
| <span id="226">226</span> |
| <span id="227">227</span> |
| <span id="228">228</span> |
| <span id="229">229</span> |
| <span id="230">230</span> |
| <span id="231">231</span> |
| <span id="232">232</span> |
| <span id="233">233</span> |
| <span id="234">234</span> |
| <span id="235">235</span> |
| <span id="236">236</span> |
| <span id="237">237</span> |
| <span id="238">238</span> |
| <span id="239">239</span> |
| <span id="240">240</span> |
| <span id="241">241</span> |
| <span id="242">242</span> |
| <span id="243">243</span> |
| <span id="244">244</span> |
| <span id="245">245</span> |
| <span id="246">246</span> |
| <span id="247">247</span> |
| <span id="248">248</span> |
| <span id="249">249</span> |
| <span id="250">250</span> |
| <span id="251">251</span> |
| <span id="252">252</span> |
| <span id="253">253</span> |
| <span id="254">254</span> |
| <span id="255">255</span> |
| <span id="256">256</span> |
| </pre><pre class="rust"><code><span class="comment">// Copyright 2021 Developers of the Rand project.</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 Skew Normal distribution.</span> |
| |
| <span class="kw">use</span> <span class="kw">crate</span>::{<span class="ident">Distribution</span>, <span class="ident">StandardNormal</span>}; |
| <span class="kw">use</span> <span class="ident">core::fmt</span>; |
| <span class="kw">use</span> <span class="ident">num_traits::Float</span>; |
| <span class="kw">use</span> <span class="ident">rand::Rng</span>; |
| |
| <span class="doccomment">/// The [skew normal distribution] `SN(location, scale, shape)`.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// The skew normal distribution is a generalization of the</span> |
| <span class="doccomment">/// [`Normal`] distribution to allow for non-zero skewness.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// It has the density function, for `scale > 0`,</span> |
| <span class="doccomment">/// `f(x) = 2 / scale * phi((x - location) / scale) * Phi(alpha * (x - location) / scale)`</span> |
| <span class="doccomment">/// where `phi` and `Phi` are the density and distribution of a standard normal variable.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// # Example</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// ```</span> |
| <span class="doccomment">/// use rand_distr::{SkewNormal, Distribution};</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// // location 2, scale 3, shape 1</span> |
| <span class="doccomment">/// let skew_normal = SkewNormal::new(2.0, 3.0, 1.0).unwrap();</span> |
| <span class="doccomment">/// let v = skew_normal.sample(&mut rand::thread_rng());</span> |
| <span class="doccomment">/// println!("{} is from a SN(2, 3, 1) distribution", v)</span> |
| <span class="doccomment">/// ```</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// # Implementation details</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// We are using the algorithm from [A Method to Simulate the Skew Normal Distribution].</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// [skew normal distribution]: https://en.wikipedia.org/wiki/Skew_normal_distribution</span> |
| <span class="doccomment">/// [`Normal`]: struct.Normal.html</span> |
| <span class="doccomment">/// [A Method to Simulate the Skew Normal Distribution]: https://dx.doi.org/10.4236/am.2014.513201</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> |
| <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">SkewNormal</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">location</span>: <span class="ident">F</span>, |
| <span class="ident">scale</span>: <span class="ident">F</span>, |
| <span class="ident">shape</span>: <span class="ident">F</span>, |
| } |
| |
| <span class="doccomment">/// Error type returned from `SkewNormal::new`.</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">/// The scale parameter is not finite or it is less or equal to zero.</span> |
| <span class="ident">ScaleTooSmall</span>, |
| <span class="doccomment">/// The shape parameter is not finite.</span> |
| <span class="ident">BadShape</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::ScaleTooSmall</span> => { |
| <span class="string">"scale parameter is either non-finite or it is less or equal to zero in skew normal distribution"</span> |
| } |
| <span class="ident">Error::BadShape</span> => <span class="string">"shape parameter is non-finite in skew normal 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">SkewNormal</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="doccomment">/// Construct, from location, scale and shape.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// Parameters:</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// - location (unrestricted)</span> |
| <span class="doccomment">/// - scale (must be finite and larger than zero)</span> |
| <span class="doccomment">/// - shape (must be finite)</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">location</span>: <span class="ident">F</span>, <span class="ident">scale</span>: <span class="ident">F</span>, <span class="ident">shape</span>: <span class="ident">F</span>) -> <span class="prelude-ty">Result</span><span class="op"><</span><span class="ident">SkewNormal</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">scale</span>.<span class="ident">is_finite</span>() <span class="op">|</span><span class="op">|</span> <span class="op">!</span>(<span class="ident">scale</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::ScaleTooSmall</span>); |
| } |
| <span class="kw">if</span> <span class="op">!</span><span class="ident">shape</span>.<span class="ident">is_finite</span>() { |
| <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::BadShape</span>); |
| } |
| <span class="prelude-val">Ok</span>(<span class="ident">SkewNormal</span> { |
| <span class="ident">location</span>, |
| <span class="ident">scale</span>, |
| <span class="ident">shape</span>, |
| }) |
| } |
| |
| <span class="doccomment">/// Returns the location of the distribution.</span> |
| <span class="kw">pub</span> <span class="kw">fn</span> <span class="ident">location</span>(<span class="kw-2">&</span><span class="self">self</span>) -> <span class="ident">F</span> { |
| <span class="self">self</span>.<span class="ident">location</span> |
| } |
| |
| <span class="doccomment">/// Returns the scale of the distribution.</span> |
| <span class="kw">pub</span> <span class="kw">fn</span> <span class="ident">scale</span>(<span class="kw-2">&</span><span class="self">self</span>) -> <span class="ident">F</span> { |
| <span class="self">self</span>.<span class="ident">scale</span> |
| } |
| |
| <span class="doccomment">/// Returns the shape of the distribution.</span> |
| <span class="kw">pub</span> <span class="kw">fn</span> <span class="ident">shape</span>(<span class="kw-2">&</span><span class="self">self</span>) -> <span class="ident">F</span> { |
| <span class="self">self</span>.<span class="ident">shape</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">F</span><span class="op">></span> <span class="kw">for</span> <span class="ident">SkewNormal</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="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">F</span> { |
| <span class="kw">let</span> <span class="ident">linear_map</span> <span class="op">=</span> <span class="op">|</span><span class="ident">x</span>: <span class="ident">F</span><span class="op">|</span> -> <span class="ident">F</span> { <span class="ident">x</span> <span class="op">*</span> <span class="self">self</span>.<span class="ident">scale</span> <span class="op">+</span> <span class="self">self</span>.<span class="ident">location</span> }; |
| <span class="kw">let</span> <span class="ident">u_1</span>: <span class="ident">F</span> <span class="op">=</span> <span class="ident">rng</span>.<span class="ident">sample</span>(<span class="ident">StandardNormal</span>); |
| <span class="kw">if</span> <span class="self">self</span>.<span class="ident">shape</span> <span class="op">==</span> <span class="ident">F::zero</span>() { |
| <span class="ident">linear_map</span>(<span class="ident">u_1</span>) |
| } <span class="kw">else</span> { |
| <span class="kw">let</span> <span class="ident">u_2</span> <span class="op">=</span> <span class="ident">rng</span>.<span class="ident">sample</span>(<span class="ident">StandardNormal</span>); |
| <span class="kw">let</span> (<span class="ident">u</span>, <span class="ident">v</span>) <span class="op">=</span> (<span class="ident">u_1</span>.<span class="ident">max</span>(<span class="ident">u_2</span>), <span class="ident">u_1</span>.<span class="ident">min</span>(<span class="ident">u_2</span>)); |
| <span class="kw">if</span> <span class="self">self</span>.<span class="ident">shape</span> <span class="op">==</span> <span class="op">-</span><span class="ident">F::one</span>() { |
| <span class="ident">linear_map</span>(<span class="ident">v</span>) |
| } <span class="kw">else</span> <span class="kw">if</span> <span class="self">self</span>.<span class="ident">shape</span> <span class="op">==</span> <span class="ident">F::one</span>() { |
| <span class="ident">linear_map</span>(<span class="ident">u</span>) |
| } <span class="kw">else</span> { |
| <span class="kw">let</span> <span class="ident">normalized</span> <span class="op">=</span> ((<span class="ident">F::one</span>() <span class="op">+</span> <span class="self">self</span>.<span class="ident">shape</span>) <span class="op">*</span> <span class="ident">u</span> <span class="op">+</span> (<span class="ident">F::one</span>() <span class="op">-</span> <span class="self">self</span>.<span class="ident">shape</span>) <span class="op">*</span> <span class="ident">v</span>) |
| <span class="op">/</span> ((<span class="ident">F::one</span>() <span class="op">+</span> <span class="self">self</span>.<span class="ident">shape</span> <span class="op">*</span> <span class="self">self</span>.<span class="ident">shape</span>).<span class="ident">sqrt</span>() |
| <span class="op">*</span> <span class="ident">F::from</span>(<span class="ident">core::f64::consts::SQRT_2</span>).<span class="ident">unwrap</span>()); |
| <span class="ident">linear_map</span>(<span class="ident">normalized</span>) |
| } |
| } |
| } |
| } |
| |
| <span class="attribute">#[<span class="ident">cfg</span>(<span class="ident">test</span>)]</span> |
| <span class="kw">mod</span> <span class="ident">tests</span> { |
| <span class="kw">use</span> <span class="kw">super</span>::<span class="kw-2">*</span>; |
| |
| <span class="kw">fn</span> <span class="ident">test_samples</span><span class="op"><</span><span class="ident">F</span>: <span class="ident">Float</span> <span class="op">+</span> <span class="ident">core::fmt::Debug</span>, <span class="ident">D</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span><span class="op">></span>( |
| <span class="ident">distr</span>: <span class="ident">D</span>, <span class="ident">zero</span>: <span class="ident">F</span>, <span class="ident">expected</span>: <span class="kw-2">&</span>[<span class="ident">F</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">213</span>); |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">buf</span> <span class="op">=</span> [<span class="ident">zero</span>; <span class="number">4</span>]; |
| <span class="kw">for</span> <span class="ident">x</span> <span class="kw">in</span> <span class="kw-2">&mut</span> <span class="ident">buf</span> { |
| <span class="kw-2">*</span><span class="ident">x</span> <span class="op">=</span> <span class="ident">rng</span>.<span class="ident">sample</span>(<span class="kw-2">&</span><span class="ident">distr</span>); |
| } |
| <span class="macro">assert_eq!</span>(<span class="ident">buf</span>, <span class="ident">expected</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">invalid_scale_nan</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="ident">core::f64::NAN</span>, <span class="number">0.0</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">invalid_scale_zero</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="number">0.0</span>, <span class="number">0.0</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">invalid_scale_negative</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="op">-</span><span class="number">1.0</span>, <span class="number">0.0</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">invalid_scale_infinite</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="ident">core::f64::INFINITY</span>, <span class="number">0.0</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">invalid_shape_nan</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="number">1.0</span>, <span class="ident">core::f64::NAN</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">invalid_shape_infinite</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="number">1.0</span>, <span class="ident">core::f64::INFINITY</span>).<span class="ident">unwrap</span>(); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">valid_location_nan</span>() { |
| <span class="ident">SkewNormal::new</span>(<span class="ident">core::f64::NAN</span>, <span class="number">1.0</span>, <span class="number">0.0</span>).<span class="ident">unwrap</span>(); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">skew_normal_value_stability</span>() { |
| <span class="ident">test_samples</span>( |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="number">1.0</span>, <span class="number">0.0</span>).<span class="ident">unwrap</span>(), |
| <span class="number">0f32</span>, |
| <span class="kw-2">&</span>[<span class="op">-</span><span class="number">0.11844189</span>, <span class="number">0.781378</span>, <span class="number">0.06563994</span>, <span class="op">-</span><span class="number">1.1932899</span>], |
| ); |
| <span class="ident">test_samples</span>( |
| <span class="ident">SkewNormal::new</span>(<span class="number">0.0</span>, <span class="number">1.0</span>, <span class="number">0.0</span>).<span class="ident">unwrap</span>(), |
| <span class="number">0f64</span>, |
| <span class="kw-2">&</span>[ |
| <span class="op">-</span><span class="number">0.11844188827977231</span>, |
| <span class="number">0.7813779637772346</span>, |
| <span class="number">0.06563993969580051</span>, |
| <span class="op">-</span><span class="number">1.1932899004186373</span>, |
| ], |
| ); |
| <span class="ident">test_samples</span>( |
| <span class="ident">SkewNormal::new</span>(<span class="ident">core::f64::INFINITY</span>, <span class="number">1.0</span>, <span class="number">0.0</span>).<span class="ident">unwrap</span>(), |
| <span class="number">0f64</span>, |
| <span class="kw-2">&</span>[ |
| <span class="ident">core::f64::INFINITY</span>, |
| <span class="ident">core::f64::INFINITY</span>, |
| <span class="ident">core::f64::INFINITY</span>, |
| <span class="ident">core::f64::INFINITY</span>, |
| ], |
| ); |
| <span class="ident">test_samples</span>( |
| <span class="ident">SkewNormal::new</span>(<span class="ident">core::f64::NEG_INFINITY</span>, <span class="number">1.0</span>, <span class="number">0.0</span>).<span class="ident">unwrap</span>(), |
| <span class="number">0f64</span>, |
| <span class="kw-2">&</span>[ |
| <span class="ident">core::f64::NEG_INFINITY</span>, |
| <span class="ident">core::f64::NEG_INFINITY</span>, |
| <span class="ident">core::f64::NEG_INFINITY</span>, |
| <span class="ident">core::f64::NEG_INFINITY</span>, |
| ], |
| ); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">skew_normal_value_location_nan</span>() { |
| <span class="kw">let</span> <span class="ident">skew_normal</span> <span class="op">=</span> <span class="ident">SkewNormal::new</span>(<span class="ident">core::f64::NAN</span>, <span class="number">1.0</span>, <span class="number">0.0</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">213</span>); |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">buf</span> <span class="op">=</span> [<span class="number">0.0</span>; <span class="number">4</span>]; |
| <span class="kw">for</span> <span class="ident">x</span> <span class="kw">in</span> <span class="kw-2">&mut</span> <span class="ident">buf</span> { |
| <span class="kw-2">*</span><span class="ident">x</span> <span class="op">=</span> <span class="ident">rng</span>.<span class="ident">sample</span>(<span class="kw-2">&</span><span class="ident">skew_normal</span>); |
| } |
| <span class="kw">for</span> <span class="ident">value</span> <span class="kw">in</span> <span class="ident">buf</span>.<span class="ident">iter</span>() { |
| <span class="macro">assert!</span>(<span class="ident">value</span>.<span class="ident">is_nan</span>()); |
| } |
| } |
| } |
| </code></pre></div> |
| </section><section id="search" class="content hidden"></section></div></main><div id="rustdoc-vars" data-root-path="../../" data-current-crate="rand_distr" data-themes="ayu,dark,light" data-resource-suffix="" data-rustdoc-version="1.60.0-nightly (1bd4fdc94 2022-01-12)" ></div> |
| </body></html> |
