// Copyright 2018 Developers of the Rand project. // // 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 PERT distribution.
use num_traits::Float; usecrate::{Beta, Distribution, Exp1, Open01, StandardNormal}; use rand::Rng; use core::fmt;
/// The PERT distribution. /// /// Similar to the [`Triangular`] distribution, the PERT distribution is /// parameterised by a range and a mode within that range. Unlike the /// [`Triangular`] distribution, the probability density function of the PERT /// distribution is smooth, with a configurable weighting around the mode. /// /// # Example /// /// ```rust /// use rand_distr::{Pert, Distribution}; /// /// let d = Pert::new(0., 5., 2.5).unwrap(); /// let v = d.sample(&mut rand::thread_rng()); /// println!("{} is from a PERT distribution", v); /// ``` /// /// [`Triangular`]: crate::Triangular #[derive(Clone, Copy, Debug)] #[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))] pubstruct Pert<F> where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
min: F,
range: F,
beta: Beta<F>,
}
/// Error type returned from [`Pert`] constructors. #[derive(Clone, Copy, Debug, PartialEq, Eq)] pubenum PertError { /// `max < min` or `min` or `max` is NaN.
RangeTooSmall, /// `mode < min` or `mode > max` or `mode` is NaN.
ModeRange, /// `shape < 0` or `shape` is NaN
ShapeTooSmall,
}
impl fmt::Display for PertError { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(matchself {
PertError::RangeTooSmall => "requirement min < max is not met in PERT distribution",
PertError::ModeRange => "mode is outside [min, max] in PERT distribution",
PertError::ShapeTooSmall => "shape < 0 or is NaN in PERT distribution",
})
}
}
impl<F> Pert<F> where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{ /// Set up the PERT distribution with defined `min`, `max` and `mode`. /// /// This is equivalent to calling `Pert::new_shape` with `shape == 4.0`. #[inline] pubfn new(min: F, max: F, mode: F) -> Result<Pert<F>, PertError> {
Pert::new_with_shape(min, max, mode, F::from(4.).unwrap())
}
/// Set up the PERT distribution with defined `min`, `max`, `mode` and /// `shape`. pubfn new_with_shape(min: F, max: F, mode: F, shape: F) -> Result<Pert<F>, PertError> { if !(max > min) { return Err(PertError::RangeTooSmall);
} if !(mode >= min && max >= mode) { return Err(PertError::ModeRange);
} if !(shape >= F::from(0.).unwrap()) { return Err(PertError::ShapeTooSmall);
}
let range = max - min; let mu = (min + max + shape * mode) / (shape + F::from(2.).unwrap()); let v = if mu == mode {
shape * F::from(0.5).unwrap() + F::from(1.).unwrap()
} else {
(mu - min) * (F::from(2.).unwrap() * mode - min - max) / ((mode - mu) * (max - min))
}; let w = v * (max - mu) / (mu - min); let beta = Beta::new(v, w).map_err(|_| PertError::RangeTooSmall)?;
Ok(Pert { min, range, beta })
}
}
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