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use rand::Rng;
use crate::{Distribution, Standard};
use crate::utils::Float;
#[derive(Clone, Copy, Debug)]
pub struct Cauchy<N> {
median: N,
scale: N,
}
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
ScaleTooSmall,
}
impl<N: Float> Cauchy<N>
where Standard: Distribution<N>
{
pub fn new(median: N, scale: N) -> Result<Cauchy<N>, Error> {
if !(scale > N::from(0.0)) {
return Err(Error::ScaleTooSmall);
}
Ok(Cauchy {
median,
scale
})
}
}
impl<N: Float> Distribution<N> for Cauchy<N>
where Standard: Distribution<N>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N {
let x = Standard.sample(rng);
let comp_dev = (N::pi() * x).tan();
self.median + self.scale * comp_dev
}
}
#[cfg(test)]
mod test {
use crate::Distribution;
use super::Cauchy;
fn median(mut numbers: &mut [f64]) -> f64 {
sort(&mut numbers);
let mid = numbers.len() / 2;
numbers[mid]
}
fn sort(numbers: &mut [f64]) {
numbers.sort_by(|a, b| a.partial_cmp(b).unwrap());
}
#[test]
fn test_cauchy_averages() {
let cauchy = Cauchy::new(10.0, 5.0).unwrap();
let mut rng = crate::test::rng(123);
let mut numbers: [f64; 1000] = [0.0; 1000];
let mut sum = 0.0;
for i in 0..1000 {
numbers[i] = cauchy.sample(&mut rng);
sum += numbers[i];
}
let median = median(&mut numbers);
println!("Cauchy median: {}", median);
assert!((median - 10.0).abs() < 0.4);
let mean = sum / 1000.0;
println!("Cauchy mean: {}", mean);
assert!((mean - 10.0).abs() > 0.4);
}
#[test]
#[should_panic]
fn test_cauchy_invalid_scale_zero() {
Cauchy::new(0.0, 0.0).unwrap();
}
#[test]
#[should_panic]
fn test_cauchy_invalid_scale_neg() {
Cauchy::new(0.0, -10.0).unwrap();
}
}