Merge pull request #576 from vks/weibull

Implement Weibull distribution

src/distributions/mod.rs

@@ -91,8 +91,10 @@
 //!   (e.g. prices, incomes, populations):
 //!   - [`LogNormal`] distribution
 //! - Related to the occurrence of independent events at a given rate:
+//!   - [`Pareto`] distribution
 //!   - [`Poisson`] distribution
 //!   - [`Exp`]onential distribution, and [`Exp1`] as a primitive
+//!   - [`Weibull`] distribution
 //! - Gamma and derived distributions:
 //!   - [`Gamma`] distribution
 //!   - [`ChiSquared`] distribution
@@ -176,6 +178,7 @@
 //! [`Uniform::new_inclusive`]: struct.Uniform.html#method.new_inclusive
 //! [`UnitSphereSurface`]: struct.UnitSphereSurface.html
 //! [`UnitCircle`]: struct.UnitCircle.html
+//! [`Weibull`]: struct.Weibull.html
 //! [`WeightedIndex`]: struct.WeightedIndex.html
 
 use Rng;
@@ -196,6 +199,7 @@ pub use self::bernoulli::Bernoulli;
 #[cfg(feature="std")] pub use self::cauchy::Cauchy;
 #[cfg(feature="std")] pub use self::dirichlet::Dirichlet;
 #[cfg(feature="std")] pub use self::triangular::Triangular;
+#[cfg(feature="std")] pub use self::weibull::Weibull;
 
 pub mod uniform;
 mod bernoulli;
@@ -211,6 +215,7 @@ mod bernoulli;
 #[cfg(feature="std")] mod cauchy;
 #[cfg(feature="std")] mod dirichlet;
 #[cfg(feature="std")] mod triangular;
+#[cfg(feature="std")] mod weibull;
 
 mod float;
 mod integer;

src/distributions/weibull.rs

@@ -0,0 +1,73 @@
+// Copyright 2018 The Rust Project Developers. See the COPYRIGHT
+// file at the top-level directory of this distribution and at
+// https://rust-lang.org/COPYRIGHT.
+//
+// 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 Weibull distribution.
+
+use Rng;
+use distributions::{Distribution, OpenClosed01};
+
+/// Samples floating-point numbers according to the Weibull distribution
+///
+/// # Example
+/// ```
+/// use rand::prelude::*;
+/// use rand::distributions::Weibull;
+///
+/// let val: f64 = SmallRng::from_entropy().sample(Weibull::new(1., 10.));
+/// println!("{}", val);
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct Weibull {
+    inv_shape: f64,
+    scale: f64,
+}
+
+impl Weibull {
+    /// Construct a new `Weibull` distribution with given `scale` and `shape`.
+    ///
+    /// # Panics
+    ///
+    /// `scale` and `shape` have to be non-zero and positive.
+    pub fn new(scale: f64, shape: f64) -> Weibull {
+        assert!((scale > 0.) & (shape > 0.));
+        Weibull { inv_shape: 1./shape, scale }
+    }
+}
+
+impl Distribution<f64> for Weibull {
+    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
+        let x: f64 = rng.sample(OpenClosed01);
+        self.scale * (-x.ln()).powf(self.inv_shape)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use distributions::Distribution;
+    use super::Weibull;
+
+    #[test]
+    #[should_panic]
+    fn invalid() {
+        Weibull::new(0., 0.);
+    }
+
+    #[test]
+    fn sample() {
+        let scale = 1.0;
+        let shape = 2.0;
+        let d = Weibull::new(scale, shape);
+        let mut rng = ::test::rng(1);
+        for _ in 0..1000 {
+            let r = d.sample(&mut rng);
+            assert!(r >= 0.);
+        }
+    }
+}