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Diffstat (limited to 'third_party/rust/rand/src/distributions/exponential.rs')
-rw-r--r-- | third_party/rust/rand/src/distributions/exponential.rs | 108 |
1 files changed, 108 insertions, 0 deletions
diff --git a/third_party/rust/rand/src/distributions/exponential.rs b/third_party/rust/rand/src/distributions/exponential.rs new file mode 100644 index 0000000000..0278248a70 --- /dev/null +++ b/third_party/rust/rand/src/distributions/exponential.rs @@ -0,0 +1,108 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 The Rust Project Developers. +// +// 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 exponential distribution. +#![allow(deprecated)] + +use crate::{Rng}; +use crate::distributions::{ziggurat_tables, Distribution}; +use crate::distributions::utils::ziggurat; + +/// Samples floating-point numbers according to the exponential distribution, +/// with rate parameter `λ = 1`. This is equivalent to `Exp::new(1.0)` or +/// sampling with `-rng.gen::<f64>().ln()`, but faster. +/// +/// See `Exp` for the general exponential distribution. +/// +/// Implemented via the ZIGNOR variant[^1] of the Ziggurat method. The exact +/// description in the paper was adjusted to use tables for the exponential +/// distribution rather than normal. +/// +/// [^1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to +/// Generate Normal Random Samples*]( +/// https://www.doornik.com/research/ziggurat.pdf). +/// Nuffield College, Oxford +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] +#[derive(Clone, Copy, Debug)] +pub struct Exp1; + +// This could be done via `-rng.gen::<f64>().ln()` but that is slower. +impl Distribution<f64> for Exp1 { + #[inline] + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { + #[inline] + fn pdf(x: f64) -> f64 { + (-x).exp() + } + #[inline] + fn zero_case<R: Rng + ?Sized>(rng: &mut R, _u: f64) -> f64 { + ziggurat_tables::ZIG_EXP_R - rng.gen::<f64>().ln() + } + + ziggurat(rng, false, + &ziggurat_tables::ZIG_EXP_X, + &ziggurat_tables::ZIG_EXP_F, + pdf, zero_case) + } +} + +/// The exponential distribution `Exp(lambda)`. +/// +/// This distribution has density function: `f(x) = lambda * exp(-lambda * x)` +/// for `x > 0`. +/// +/// Note that [`Exp1`](crate::distributions::Exp1) is an optimised implementation for `lambda = 1`. +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] +#[derive(Clone, Copy, Debug)] +pub struct Exp { + /// `lambda` stored as `1/lambda`, since this is what we scale by. + lambda_inverse: f64 +} + +impl Exp { + /// Construct a new `Exp` with the given shape parameter + /// `lambda`. Panics if `lambda <= 0`. + #[inline] + pub fn new(lambda: f64) -> Exp { + assert!(lambda > 0.0, "Exp::new called with `lambda` <= 0"); + Exp { lambda_inverse: 1.0 / lambda } + } +} + +impl Distribution<f64> for Exp { + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { + let n: f64 = rng.sample(Exp1); + n * self.lambda_inverse + } +} + +#[cfg(test)] +mod test { + use crate::distributions::Distribution; + use super::Exp; + + #[test] + fn test_exp() { + let exp = Exp::new(10.0); + let mut rng = crate::test::rng(221); + for _ in 0..1000 { + assert!(exp.sample(&mut rng) >= 0.0); + } + } + #[test] + #[should_panic] + fn test_exp_invalid_lambda_zero() { + Exp::new(0.0); + } + #[test] + #[should_panic] + fn test_exp_invalid_lambda_neg() { + Exp::new(-10.0); + } +} |