Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Ideal and robust soliton distribution #119

Open
wants to merge 4 commits into
base: master
Choose a base branch
from
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
248 changes: 248 additions & 0 deletions src/distribution/ideal_soliton.rs
Original file line number Diff line number Diff line change
@@ -0,0 +1,248 @@
use crate::distribution::Soliton;
use crate::statistics::*;
use crate::{Result, StatsError};
use rand::distributions::Distribution;
use rand::Rng;
use std::f64;

/// Implements the [Discrete
/// Uniform](https://en.wikipedia.org/wiki/Discrete_uniform_distribution)
/// distribution and an related ideal soliton of the discrete uniform distribuiton
///
/// # Examples
///
/// ```
/// use statrs::distribution::{DiscreteUniform, Discrete};
/// use statrs::statistics::Mean;
/// use statrs::distribution::IdealSoliton;
///
/// let sol = IdealSoliton::new(5).unwrap();
/// let n = DiscreteUniform::new(0, 5).unwrap();
/// assert_eq!(n.mean(), 2.5);
/// assert_eq!(n.pmf(3), 1.0 / 6.0);
/// assert_eq!(sol.soliton(1), 1.0/5.0);
/// ```

#[derive(Debug, Clone, PartialEq)]
pub struct IdealSoliton {
min: i64,
max: i64,
}

impl IdealSoliton {
/// Constructs a new discrete uniform distribution with a minimum value
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

There are seven doc strings referencing the discrete uniform distribution instead of the (ideal|robust) soliton distribution.

Copy link
Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Forgot to update this as had been done in robust soliton. 👍

/// of `min` and a maximum value of `max`.
///
/// Additionally construct the ideal soliton of the same max value of `max`
/// falling between (1, max)
///
/// # Errors
///
/// Returns an error if `max < min`
///
/// # Examples
///
/// ```
/// use statrs::distribution::DiscreteUniform;
/// use statrs::distribution::IdealSoliton;
///
/// let mut sol = IdealSoliton::new(5);
/// let mut result = DiscreteUniform::new(0, 5);
/// assert!(result.is_ok());
/// assert!(sol.is_ok());
///
/// result = DiscreteUniform::new(5, 0);
/// sol = IdealSoliton::new(-1);
/// assert!(result.is_err());
/// assert!(sol.is_err());
/// ```
pub fn new(max: i64) -> Result<IdealSoliton> {
if max < 1 {
Err(StatsError::BadParams)
} else {
Ok(IdealSoliton { min: 1, max })
}
}
}

impl Distribution<f64> for IdealSoliton {
fn sample<R: Rng + ?Sized>(&self, r: &mut R) -> f64 {
r.gen_range(0, 1) as f64
}
}

impl Min<i64> for IdealSoliton {
/// Returns the minimum value in the domain of the discrete uniform
/// distribution
///
/// # Remarks
///
/// This is the same value as the minimum passed into the constructor
fn min(&self) -> i64 {
self.min
}
}

impl Max<i64> for IdealSoliton {
/// Returns the maximum value in the domain of the discrete uniform
/// distribution
///
/// # Remarks
///
/// This is the same value as the maximum passed into the constructor
fn max(&self) -> i64 {
self.max
}
}

impl Mean<f64> for IdealSoliton {
/// Returns the mean of the discrete uniform distribution
///
/// # Formula
///
/// ```ignore
/// (min + max) / 2
/// ```
fn mean(&self) -> f64 {
(self.min + self.max) as f64 / 2.0
}
}

impl Variance<f64> for IdealSoliton {
/// Returns the variance of the discrete uniform distribution
///
/// # Formula
///
/// ```ignore
/// ((max - min + 1)^2 - 1) / 12
/// ```
fn variance(&self) -> f64 {
let diff = (self.max - self.min) as f64;
((diff + 1.0) * (diff + 1.0) - 1.0) / 12.0
}

/// Returns the standard deviation of the discrete uniform distribution
///
/// # Formula
///
/// ```ignore
/// sqrt(((max - min + 1)^2 - 1) / 12)
/// ```
fn std_dev(&self) -> f64 {
self.variance().sqrt()
}
}

impl Soliton<i64, f64> for IdealSoliton {
/// Calculates the ideal soliton for the
/// discrete uniform distribution at `x`
///
/// # Remarks
///
/// Returns `0.0` if `x` is not in `[min, max]`
///
/// # Formula
///
/// ```ignore
/// p(1) = 1 / (max)
/// p(x) = 1/(x(x-1))
/// ```
fn soliton(&self, x: i64) -> f64 {
if x > 1 && x < self.max {
1.0 / ((x as f64) * (x as f64 - 1.0))
} else if x == 1 {
1.0 / self.max as f64
} else {
// Point must be in range (0, limit]
0.0
}
}

fn normalization_factor(&self) -> f64 {
0.0
}

fn additive_probability(&self, _x: i64) -> f64 {
0.0
}
}

#[cfg_attr(rustfmt, rustfmt_skip)]
#[cfg(test)]
mod test {
use std::fmt::Debug;
use std::f64;
use crate::statistics::*;
use crate::distribution::IdealSoliton;

fn try_create(max: i64) -> IdealSoliton {
let n = IdealSoliton::new(max);
assert!(n.is_ok());
n.unwrap()
}

fn create_case(max: i64) {
let n = try_create(max);
assert_eq!(1, n.min());
assert_eq!(max, n.max());
}

fn bad_create_case(max: i64) {
let n = IdealSoliton::new(max);
assert!(n.is_err());
}

fn get_value<T, F>(max: i64, eval: F) -> T
where T: PartialEq + Debug,
F: Fn(IdealSoliton) -> T
{
let n = try_create(max);
eval(n)
}

fn test_case<T, F>(max: i64, expected: T, eval: F)
where T: PartialEq + Debug,
F: Fn(IdealSoliton) -> T
{
let x = get_value(max, eval);
assert_eq!(expected, x);
}

fn test_case_greater<T, F>(max: i64, expected: T, eval: F)
where T: PartialEq + Debug + Into<f64>,
F: Fn(IdealSoliton) -> T
{
let sol = get_value(max, eval);
let a: f64 = sol.into();
let b = expected.into();
assert!(a > b, "{} greater than {}", a, b);
}

#[test]
fn test_create() {
create_case(10);
create_case(4);
create_case(20);
}

#[test]
fn test_bad_create() {
bad_create_case(-2);
bad_create_case(0);
}

#[test]
fn test_mean() {
test_case_greater(10, 0.9, |x| x.mean());
}

#[test]
fn test_variance() {
test_case(10, 8.25, |x| x.variance());
}

#[test]
fn test_std_dev() {
test_case(10, (8.25f64).sqrt(), |x| x.std_dev());
}
}
25 changes: 25 additions & 0 deletions src/distribution/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,8 @@ pub use self::students_t::StudentsT;
pub use self::triangular::Triangular;
pub use self::uniform::Uniform;
pub use self::weibull::Weibull;
pub use self::robust_soliton::RobustSoliton;
pub use self::ideal_soliton::IdealSoliton;
use crate::statistics::{Max, Min};

mod bernoulli;
Expand All @@ -48,6 +50,7 @@ mod fisher_snedecor;
mod gamma;
mod geometric;
mod hypergeometric;
mod ideal_soliton;
mod internal;
mod inverse_gamma;
mod log_normal;
Expand All @@ -57,6 +60,7 @@ mod negative_binomial;
mod normal;
mod pareto;
mod poisson;
mod robust_soliton;
mod students_t;
mod triangular;
mod uniform;
Expand Down Expand Up @@ -269,3 +273,24 @@ pub trait CheckedDiscrete<T, K> {
/// ```
fn checked_ln_pmf(&self, x: T) -> Result<K>;
}

/// The 'IdealSoliton' trait provides an interface for interacting
/// with discrete statistical distributions from integers 1..N with
/// N as the single parameter for the distribution
pub trait Soliton<T, K> {
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Traits are often, but not always, a contract on types one does not yet know about. In this case the trait is superfluous, as there only seem to be two soliton distributions, both of which are provided.

/// Returns the probability mass function calculated at `x` for
/// a given distribution
///
/// # Examples
///
/// ```
/// use statrs::distribution::{IdealSoliton, Soliton};
/// use statrs::prec;
///
/// let n = IdealSoliton::new(5).unwrap();
/// assert_eq!(n.soliton(1), 0.2);
/// ```
fn soliton(&self, x: T) -> K;
fn normalization_factor(&self) -> K;
fn additive_probability(&self, x: T) -> K;
}
Loading