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Computed field len and rand now returns type T in Uniform{T} #1796

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Computed field len and rand now returns type T in Uniform{T} #1796

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45 changes: 23 additions & 22 deletions src/univariate/continuous/uniform.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -26,7 +26,8 @@ External links
struct Uniform{T<:Real} <: ContinuousUnivariateDistribution
a::T
b::T
Uniform{T}(a::Real, b::Real) where {T <: Real} = new{T}(a, b)
len::T
Uniform{T}(a::Real, b::Real) where {T <: Real} = new{T}(a, b, b-a)
end

function Uniform(a::T, b::T; check_args::Bool=true) where {T <: Real}
Expand All @@ -47,11 +48,11 @@ Base.convert(::Type{Uniform{T}}, d::Uniform{T}) where {T<:Real} = d

#### Parameters

params(d::Uniform) = (d.a, d.b)
params(d::Uniform) = (d.a, d.b, d.len)
partype(::Uniform{T}) where {T<:Real} = T

location(d::Uniform) = d.a
scale(d::Uniform) = d.b - d.a
scale(d::Uniform) = d.len


#### Statistics
Expand All @@ -61,12 +62,12 @@ median(d::Uniform) = mean(d)
mode(d::Uniform) = mean(d)
modes(d::Uniform) = Float64[]

var(d::Uniform) = (w = d.b - d.a; w^2 / 12)
var(d::Uniform) = (w = d.len; w^2 / 12)

skewness(d::Uniform{T}) where {T<:Real} = zero(T)
kurtosis(d::Uniform{T}) where {T<:Real} = -6/5*one(T)

entropy(d::Uniform) = log(d.b - d.a)
entropy(d::Uniform) = log(d.len)


#### Evaluation
Expand All @@ -86,21 +87,21 @@ end
gradlogpdf(d::Uniform, x::Real) = zero(partype(d)) / oneunit(x)

function cdf(d::Uniform, x::Real)
a, b = params(d)
return clamp((x - a) / (b - a), 0, 1)
a, _, len = params(d)
return clamp((x - a) / len, 0, 1)
end
function ccdf(d::Uniform, x::Real)
a, b = params(d)
return clamp((b - x) / (b - a), 0, 1)
_, b = params(d)
return clamp((b - x) / len, 0, 1)
end

quantile(d::Uniform, p::Real) = d.a + p * (d.b - d.a)
cquantile(d::Uniform, p::Real) = d.b + p * (d.a - d.b)
quantile(d::Uniform, p::Real) = d.a + p * d.len
cquantile(d::Uniform, p::Real) = d.b + p * -d.len


function mgf(d::Uniform, t::Real)
(a, b) = params(d)
u = (b - a) * t / 2
(a, b, len) = params(d)
u = len * t / 2
u == zero(u) && return one(u)
v = (a + b) * t / 2
exp(v) * (sinh(u) / u)
Expand All @@ -117,28 +118,28 @@ end

function cgf(d::Uniform, t)
# log((exp(t*b) - exp(t*a))/ (t*(b-a)))
a,b = params(d)
x = t*(b-a)
_,_,len = params(d)
x = t*len
if abs(x) <= sqrt(eps(float(one(x))))
cgf_around_zero(d, t)
else
cgf_away_from_zero(d, t)
end
end
function cgf_around_zero(d::Uniform, t)
a,b = params(d)
x = t*(b-a)
a,_,len = params(d)
x = t*len
t*a + log1p(cgf_uniform_around_zero_kernel(x))
end
function cgf_away_from_zero(d::Uniform, t)
a,b = params(d)
x = t*(b-a)
a,b,len = params(d)
x = t*len
logsubexp(t*b, t*a) - log(abs(x))
end

function cf(d::Uniform, t::Real)
(a, b) = params(d)
u = (b - a) * t / 2
(a, b, len) = params(d)
u = len * t / 2
u == zero(u) && return complex(one(u))
v = (a + b) * t / 2
cis(v) * (sin(u) / u)
Expand All @@ -151,7 +152,7 @@ Base.:*(c::Real, d::Uniform) = Uniform(minmax(c * d.a, c * d.b)...)

#### Sampling

rand(rng::AbstractRNG, d::Uniform) = d.a + (d.b - d.a) * rand(rng)
rand(rng::AbstractRNG, d::Uniform{T}) where T = d.a + d.len * rand(T, rng)
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Suggested change
rand(rng::AbstractRNG, d::Uniform{T}) where T = d.a + d.len * rand(T, rng)
rand(rng::AbstractRNG, d::Uniform{T}) where T = d.a + d.len * rand(float(T), rng)

You need to promote T to a floating-point type.


_rand!(rng::AbstractRNG, d::Uniform, A::AbstractArray{<:Real}) =
A .= quantile.(d, rand!(rng, A))
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