// Copyright 2018 Developers of the Rand project. // // Licensed under the Apache License, Version 2.0 or the MIT license // , at your // option. This file may not be copied, modified, or distributed // except according to those terms. //! The PERT distribution. use num_traits::Float; use crate::{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))] pub struct Pert where F: Float, StandardNormal: Distribution, Exp1: Distribution, Open01: Distribution, { min: F, range: F, beta: Beta, } /// Error type returned from [`Pert`] constructors. #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub enum 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(match self { 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", }) } } #[cfg(feature = "std")] #[cfg_attr(doc_cfg, doc(cfg(feature = "std")))] impl std::error::Error for PertError {} impl Pert where F: Float, StandardNormal: Distribution, Exp1: Distribution, Open01: Distribution, { /// Set up the PERT distribution with defined `min`, `max` and `mode`. /// /// This is equivalent to calling `Pert::new_shape` with `shape == 4.0`. #[inline] pub fn new(min: F, max: F, mode: F) -> Result, PertError> { Pert::new_with_shape(min, max, mode, F::from(4.).unwrap()) } /// Set up the PERT distribution with defined `min`, `max`, `mode` and /// `shape`. pub fn new_with_shape(min: F, max: F, mode: F, shape: F) -> Result, 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 }) } } impl Distribution for Pert where F: Float, StandardNormal: Distribution, Exp1: Distribution, Open01: Distribution, { #[inline] fn sample(&self, rng: &mut R) -> F { self.beta.sample(rng) * self.range + self.min } } #[cfg(test)] mod test { use super::*; #[test] fn test_pert() { for &(min, max, mode) in &[ (-1., 1., 0.), (1., 2., 1.), (5., 25., 25.), ] { let _distr = Pert::new(min, max, mode).unwrap(); // TODO: test correctness } for &(min, max, mode) in &[ (-1., 1., 2.), (-1., 1., -2.), (2., 1., 1.), ] { assert!(Pert::new(min, max, mode).is_err()); } } }