// Copyright 2018 Developers of the Rand project. // // Licensed under the Apache License, Version 2.0 or the MIT license // , at your // option. This file may not be copied, modified, or distributed // except according to those terms. //! The Bernoulli distribution. use crate::distributions::Distribution; use crate::Rng; use core::{fmt, u64}; /// The Bernoulli distribution. /// /// This is a special case of the Binomial distribution where `n = 1`. /// /// # Example /// /// ```rust /// use rand::distributions::{Bernoulli, Distribution}; /// /// let d = Bernoulli::new(0.3).unwrap(); /// let v = d.sample(&mut rand::thread_rng()); /// println!("{} is from a Bernoulli distribution", v); /// ``` /// /// # Precision /// /// This `Bernoulli` distribution uses 64 bits from the RNG (a `u64`), /// so only probabilities that are multiples of 2-64 can be /// represented. #[derive(Clone, Copy, Debug)] pub struct Bernoulli { /// Probability of success, relative to the maximal integer. p_int: u64, } // To sample from the Bernoulli distribution we use a method that compares a // random `u64` value `v < (p * 2^64)`. // // If `p == 1.0`, the integer `v` to compare against can not represented as a // `u64`. We manually set it to `u64::MAX` instead (2^64 - 1 instead of 2^64). // Note that value of `p < 1.0` can never result in `u64::MAX`, because an // `f64` only has 53 bits of precision, and the next largest value of `p` will // result in `2^64 - 2048`. // // Also there is a 100% theoretical concern: if someone consistenly wants to // generate `true` using the Bernoulli distribution (i.e. by using a probability // of `1.0`), just using `u64::MAX` is not enough. On average it would return // false once every 2^64 iterations. Some people apparently care about this // case. // // That is why we special-case `u64::MAX` to always return `true`, without using // the RNG, and pay the performance price for all uses that *are* reasonable. // Luckily, if `new()` and `sample` are close, the compiler can optimize out the // extra check. const ALWAYS_TRUE: u64 = u64::MAX; // This is just `2.0.powi(64)`, but written this way because it is not available // in `no_std` mode. const SCALE: f64 = 2.0 * (1u64 << 63) as f64; /// Error type returned from `Bernoulli::new`. #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub enum BernoulliError { /// `p < 0` or `p > 1`. InvalidProbability, } impl fmt::Display for BernoulliError { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { f.write_str(match self { BernoulliError::InvalidProbability => "p is outside [0, 1] in Bernoulli distribution", }) } } #[cfg(feature = "std")] impl ::std::error::Error for BernoulliError {} impl Bernoulli { /// Construct a new `Bernoulli` with the given probability of success `p`. /// /// # Precision /// /// For `p = 1.0`, the resulting distribution will always generate true. /// For `p = 0.0`, the resulting distribution will always generate false. /// /// This method is accurate for any input `p` in the range `[0, 1]` which is /// a multiple of 2-64. (Note that not all multiples of /// 2-64 in `[0, 1]` can be represented as a `f64`.) #[inline] pub fn new(p: f64) -> Result { if !(p >= 0.0 && p < 1.0) { if p == 1.0 { return Ok(Bernoulli { p_int: ALWAYS_TRUE }); } return Err(BernoulliError::InvalidProbability); } Ok(Bernoulli { p_int: (p * SCALE) as u64, }) } /// Construct a new `Bernoulli` with the probability of success of /// `numerator`-in-`denominator`. I.e. `new_ratio(2, 3)` will return /// a `Bernoulli` with a 2-in-3 chance, or about 67%, of returning `true`. /// /// return `true`. If `numerator == 0` it will always return `false`. /// For `numerator > denominator` and `denominator == 0`, this returns an /// error. Otherwise, for `numerator == denominator`, samples are always /// true; for `numerator == 0` samples are always false. #[inline] pub fn from_ratio(numerator: u32, denominator: u32) -> Result { if numerator > denominator || denominator == 0 { return Err(BernoulliError::InvalidProbability); } if numerator == denominator { return Ok(Bernoulli { p_int: ALWAYS_TRUE }); } let p_int = ((f64::from(numerator) / f64::from(denominator)) * SCALE) as u64; Ok(Bernoulli { p_int }) } } impl Distribution for Bernoulli { #[inline] fn sample(&self, rng: &mut R) -> bool { // Make sure to always return true for p = 1.0. if self.p_int == ALWAYS_TRUE { return true; } let v: u64 = rng.gen(); v < self.p_int } } #[cfg(test)] mod test { use super::Bernoulli; use crate::distributions::Distribution; use crate::Rng; #[test] fn test_trivial() { let mut r = crate::test::rng(1); let always_false = Bernoulli::new(0.0).unwrap(); let always_true = Bernoulli::new(1.0).unwrap(); for _ in 0..5 { assert_eq!(r.sample::(&always_false), false); assert_eq!(r.sample::(&always_true), true); assert_eq!(Distribution::::sample(&always_false, &mut r), false); assert_eq!(Distribution::::sample(&always_true, &mut r), true); } } #[test] #[cfg_attr(miri, ignore)] // Miri is too slow fn test_average() { const P: f64 = 0.3; const NUM: u32 = 3; const DENOM: u32 = 10; let d1 = Bernoulli::new(P).unwrap(); let d2 = Bernoulli::from_ratio(NUM, DENOM).unwrap(); const N: u32 = 100_000; let mut sum1: u32 = 0; let mut sum2: u32 = 0; let mut rng = crate::test::rng(2); for _ in 0..N { if d1.sample(&mut rng) { sum1 += 1; } if d2.sample(&mut rng) { sum2 += 1; } } let avg1 = (sum1 as f64) / (N as f64); assert!((avg1 - P).abs() < 5e-3); let avg2 = (sum2 as f64) / (N as f64); assert!((avg2 - (NUM as f64) / (DENOM as f64)).abs() < 5e-3); } #[test] fn value_stability() { let mut rng = crate::test::rng(3); let distr = Bernoulli::new(0.4532).unwrap(); let mut buf = [false; 10]; for x in &mut buf { *x = rng.sample(&distr); } assert_eq!(buf, [ true, false, false, true, false, false, true, true, true, true ]); } }