pareto.rs - source

Files

agnostic_orderbook

processor

cancel_order.rs close_market.rs consume_events.rs create_market.rs new_order.rs

critbit.rs entrypoint.rs error.rs instruction.rs lib.rs orderbook.rs processor.rs state.rs utils.rs

ahash

convert.rs fallback_hash.rs lib.rs operations.rs random_state.rs specialize.rs

aho_corasick

packed

teddy

compile.rs mod.rs runtime.rs

api.rs mod.rs pattern.rs rabinkarp.rs vector.rs

ahocorasick.rs automaton.rs buffer.rs byte_frequencies.rs classes.rs dfa.rs error.rs lib.rs nfa.rs prefilter.rs state_id.rs

arrayref

arrayvec

array.rs array_string.rs char.rs errors.rs lib.rs maybe_uninit.rs

atty

base64

read

decoder.rs mod.rs

write

encoder.rs mod.rs

chunked_encoder.rs decode.rs display.rs encode.rs lib.rs tables.rs

bincode

config

endian.rs int.rs legacy.rs limit.rs mod.rs trailing.rs

de

ser

byteorder.rs error.rs internal.rs lib.rs

blake3

ffi_avx2.rs ffi_avx512.rs ffi_sse2.rs ffi_sse41.rs guts.rs join.rs lib.rs platform.rs portable.rs traits.rs

block_buffer

block_padding

borsh

de

ser

helpers.rs mod.rs

lib.rs schema.rs schema_helpers.rs

borsh_derive

borsh_derive_internal

attribute_helpers.rs enum_de.rs enum_ser.rs lib.rs struct_de.rs struct_ser.rs union_de.rs union_ser.rs

borsh_schema_derive_internal

enum_schema.rs helpers.rs lib.rs struct_schema.rs

bs58

alphabet.rs decode.rs encode.rs lib.rs

bv

bytemuck

contiguous.rs lib.rs offset_of.rs pod.rs transparent.rs zeroable.rs

byteorder

cfg_if

constant_time_eq

cpufeatures

crunchy

crypto_mac

errors.rs lib.rs

curve25519_dalek

backend

serial

curve_models

scalar_mul

mod.rs pippenger.rs precomputed_straus.rs straus.rs variable_base.rs vartime_double_base.rs

u64

constants.rs field.rs mod.rs scalar.rs

constants.rs edwards.rs field.rs lib.rs macros.rs montgomery.rs prelude.rs ristretto.rs scalar.rs traits.rs window.rs

derivative

ast.rs attr.rs bound.rs clone.rs cmp.rs debug.rs default.rs hash.rs lib.rs matcher.rs paths.rs utils.rs

dex_v3

processor

cancel_order.rs close_account.rs close_market.rs consume_events.rs create_market.rs initialize_account.rs new_order.rs settle.rs sweep_fees.rs

entrypoint.rs error.rs instruction.rs lib.rs processor.rs state.rs utils.rs

digest

digest.rs dyn_digest.rs errors.rs fixed.rs lib.rs variable.rs xof.rs

either

enumflags2

fallible.rs formatting.rs lib.rs

enumflags2_derive

env_logger

filter

mod.rs regex.rs

fmt

humantime

extern_impl.rs mod.rs

writer

termcolor

extern_impl.rs mod.rs

generic_array

arr.rs functional.rs hex.rs impl_serde.rs impls.rs iter.rs lib.rs sequence.rs

getrandom

error.rs error_impls.rs lib.rs macos.rs use_file.rs util.rs util_libc.rs

hashbrown

external_trait_impls

raw

bitmask.rs mod.rs sse2.rs

lib.rs macros.rs map.rs scopeguard.rs set.rs

hex

error.rs lib.rs

hmac

hmac_drbg

humantime

date.rs duration.rs lib.rs wrapper.rs

itertools

keccak

lazy_static

core_lazy.rs lib.rs

libc

unix

bsd

apple

b64

x86_64

align.rs mod.rs

align.rs mod.rs

fixed_width_ints.rs lib.rs macros.rs

libm

math

acos.rs acosf.rs acosh.rs acoshf.rs asin.rs asinf.rs asinh.rs asinhf.rs atan.rs atan2.rs atan2f.rs atanf.rs atanh.rs atanhf.rs cbrt.rs cbrtf.rs ceil.rs ceilf.rs copysign.rs copysignf.rs cos.rs cosf.rs cosh.rs coshf.rs erf.rs erff.rs exp.rs exp10.rs exp10f.rs exp2.rs exp2f.rs expf.rs expm1.rs expm1f.rs expo2.rs fabs.rs fabsf.rs fdim.rs fdimf.rs fenv.rs floor.rs floorf.rs fma.rs fmaf.rs fmax.rs fmaxf.rs fmin.rs fminf.rs fmod.rs fmodf.rs frexp.rs frexpf.rs hypot.rs hypotf.rs ilogb.rs ilogbf.rs j0.rs j0f.rs j1.rs j1f.rs jn.rs jnf.rs k_cos.rs k_cosf.rs k_expo2.rs k_expo2f.rs k_sin.rs k_sinf.rs k_tan.rs k_tanf.rs ldexp.rs ldexpf.rs lgamma.rs lgamma_r.rs lgammaf.rs lgammaf_r.rs log.rs log10.rs log10f.rs log1p.rs log1pf.rs log2.rs log2f.rs logf.rs mod.rs modf.rs modff.rs nextafter.rs nextafterf.rs pow.rs powf.rs rem_pio2.rs rem_pio2_large.rs rem_pio2f.rs remainder.rs remainderf.rs remquo.rs remquof.rs round.rs roundf.rs scalbn.rs scalbnf.rs sin.rs sincos.rs sincosf.rs sinf.rs sinh.rs sinhf.rs sqrt.rs sqrtf.rs tan.rs tanf.rs tanh.rs tanhf.rs tgamma.rs tgammaf.rs trunc.rs truncf.rs

libsecp256k1

libsecp256k1_core

der.rs ecdh.rs ecdsa.rs ecmult.rs error.rs field.rs group.rs lib.rs scalar.rs

log

lib.rs macros.rs

memchr

memchr

x86

avx.rs mod.rs sse2.rs

fallback.rs iter.rs mod.rs naive.rs

memmem

prefilter

x86

avx.rs mod.rs sse.rs

fallback.rs genericsimd.rs mod.rs

x86

avx.rs mod.rs sse.rs

byte_frequencies.rs genericsimd.rs mod.rs rabinkarp.rs rarebytes.rs twoway.rs util.rs vector.rs

memmap2

num_derive

num_enum

num_enum_derive

num_traits

ops

checked.rs inv.rs mod.rs mul_add.rs overflowing.rs saturating.rs wrapping.rs

bounds.rs cast.rs float.rs identities.rs int.rs lib.rs macros.rs pow.rs real.rs sign.rs

opaque_debug

ppv_lite86

x86_64

lib.rs soft.rs types.rs

proc_macro2

detection.rs fallback.rs lib.rs marker.rs parse.rs wrapper.rs

quote

ext.rs format.rs ident_fragment.rs lib.rs runtime.rs spanned.rs to_tokens.rs

rand

rand_chacha

chacha.rs guts.rs lib.rs

rand_core

block.rs error.rs impls.rs le.rs lib.rs os.rs

rand_pcg

lib.rs pcg128.rs pcg64.rs

regex

literal

backtrack.rs compile.rs dfa.rs error.rs exec.rs expand.rs find_byte.rs input.rs lib.rs pikevm.rs pool.rs prog.rs re_builder.rs re_bytes.rs re_set.rs re_trait.rs re_unicode.rs sparse.rs utf8.rs

regex_syntax

rustversion

attr.rs bound.rs constfn.rs date.rs error.rs expr.rs iter.rs lib.rs release.rs time.rs token.rs version.rs

serde

de

ignored_any.rs impls.rs mod.rs seed.rs utf8.rs value.rs

private

de.rs doc.rs mod.rs ser.rs size_hint.rs

ser

fmt.rs impls.rs impossible.rs mod.rs

integer128.rs lib.rs macros.rs

serde_bytes

bytebuf.rs bytes.rs de.rs lib.rs ser.rs

serde_derive

internals

ast.rs attr.rs case.rs check.rs ctxt.rs mod.rs receiver.rs respan.rs symbol.rs

bound.rs de.rs dummy.rs fragment.rs lib.rs pretend.rs ser.rs try.rs

sha2

sha256

sha512

consts.rs lib.rs sha256.rs sha512.rs

sha3

lib.rs macros.rs paddings.rs reader.rs state.rs

solana_frozen_abi

solana_frozen_abi_macro

solana_logger

solana_program

solana_sdk_macro

spin

lib.rs mutex.rs once.rs rw_lock.rs

spl_token

error.rs instruction.rs lib.rs native_mint.rs processor.rs state.rs

subtle

syn

synstructure

lib.rs macros.rs

termcolor

thiserror

aserror.rs display.rs lib.rs

thiserror_impl

ast.rs attr.rs expand.rs fmt.rs generics.rs lib.rs prop.rs valid.rs

typenum

array.rs bit.rs int.rs lib.rs marker_traits.rs operator_aliases.rs private.rs type_operators.rs uint.rs

unicode_xid

lib.rs tables.rs

zeroize

zeroize_derive

// 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 Pareto distribution.
#![allow(deprecated)]

use crate::distributions::{Distribution, OpenClosed01};
use crate::Rng;

/// Samples floating-point numbers according to the Pareto distribution
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct Pareto {
    scale: f64,
    inv_neg_shape: f64,
}

impl Pareto {
    /// Construct a new Pareto distribution with given `scale` and `shape`.
    ///
    /// In the literature, `scale` is commonly written as x<sub>m</sub> or k and
    /// `shape` is often written as α.
    ///
    /// # Panics
    ///
    /// `scale` and `shape` have to be non-zero and positive.
    pub fn new(scale: f64, shape: f64) -> Pareto {
        assert!((scale > 0.) & (shape > 0.));
        Pareto {
            scale,
            inv_neg_shape: -1.0 / shape,
        }
    }
}

impl Distribution<f64> for Pareto {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        let u: f64 = rng.sample(OpenClosed01);
        self.scale * u.powf(self.inv_neg_shape)
    }
}

#[cfg(test)]
mod tests {
    use super::Pareto;
    use crate::distributions::Distribution;

    #[test]
    #[should_panic]
    fn invalid() {
        Pareto::new(0., 0.);
    }

    #[test]
    fn sample() {
        let scale = 1.0;
        let shape = 2.0;
        let d = Pareto::new(scale, shape);
        let mut rng = crate::test::rng(1);
        for _ in 0..1000 {
            let r = d.sample(&mut rng);
            assert!(r >= scale);
        }
    }
}