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| </pre><pre class="rust"><code><span class="comment">// Copyright 2018 Developers of the Rand project.</span> |
| <span class="comment">// Copyright 2013 The Rust Project Developers.</span> |
| <span class="comment">//</span> |
| <span class="comment">// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or</span> |
| <span class="comment">// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license</span> |
| <span class="comment">// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your</span> |
| <span class="comment">// option. This file may not be copied, modified, or distributed</span> |
| <span class="comment">// except according to those terms.</span> |
| |
| <span class="doccomment">//! The exponential distribution.</span> |
| |
| <span class="kw">use</span> <span class="ident"><span class="kw">crate</span>::utils::ziggurat</span>; |
| <span class="kw">use</span> <span class="ident">num_traits::Float</span>; |
| <span class="kw">use</span> <span class="kw">crate</span>::{<span class="ident">ziggurat_tables</span>, <span class="ident">Distribution</span>}; |
| <span class="kw">use</span> <span class="ident">rand::Rng</span>; |
| <span class="kw">use</span> <span class="ident">core::fmt</span>; |
| |
| <span class="doccomment">/// Samples floating-point numbers according to the exponential distribution,</span> |
| <span class="doccomment">/// with rate parameter `λ = 1`. This is equivalent to `Exp::new(1.0)` or</span> |
| <span class="doccomment">/// sampling with `-rng.gen::<f64>().ln()`, but faster.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// See `Exp` for the general exponential distribution.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// Implemented via the ZIGNOR variant[^1] of the Ziggurat method. The exact</span> |
| <span class="doccomment">/// description in the paper was adjusted to use tables for the exponential</span> |
| <span class="doccomment">/// distribution rather than normal.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// [^1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to</span> |
| <span class="doccomment">/// Generate Normal Random Samples*](</span> |
| <span class="doccomment">/// https://www.doornik.com/research/ziggurat.pdf).</span> |
| <span class="doccomment">/// Nuffield College, Oxford</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// # Example</span> |
| <span class="doccomment">/// ```</span> |
| <span class="doccomment">/// use rand::prelude::*;</span> |
| <span class="doccomment">/// use rand_distr::Exp1;</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// let val: f64 = thread_rng().sample(Exp1);</span> |
| <span class="doccomment">/// println!("{}", val);</span> |
| <span class="doccomment">/// ```</span> |
| <span class="attribute">#[<span class="ident">derive</span>(<span class="ident">Clone</span>, <span class="ident">Copy</span>, <span class="ident">Debug</span>)]</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"serde1"</span>, <span class="ident">derive</span>(<span class="ident">serde::Serialize</span>, <span class="ident">serde::Deserialize</span>))]</span> |
| <span class="kw">pub</span> <span class="kw">struct</span> <span class="ident">Exp1</span>; |
| |
| <span class="kw">impl</span> <span class="ident">Distribution</span><span class="op"><</span><span class="ident">f32</span><span class="op">></span> <span class="kw">for</span> <span class="ident">Exp1</span> { |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">fn</span> <span class="ident">sample</span><span class="op"><</span><span class="ident">R</span>: <span class="ident">Rng</span> <span class="op">+</span> <span class="question-mark">?</span><span class="ident">Sized</span><span class="op">></span>(<span class="kw-2">&</span><span class="self">self</span>, <span class="ident">rng</span>: <span class="kw-2">&mut</span> <span class="ident">R</span>) -> <span class="ident">f32</span> { |
| <span class="comment">// TODO: use optimal 32-bit implementation</span> |
| <span class="kw">let</span> <span class="ident">x</span>: <span class="ident">f64</span> <span class="op">=</span> <span class="self">self</span>.<span class="ident">sample</span>(<span class="ident">rng</span>); |
| <span class="ident">x</span> <span class="kw">as</span> <span class="ident">f32</span> |
| } |
| } |
| |
| <span class="comment">// This could be done via `-rng.gen::<f64>().ln()` but that is slower.</span> |
| <span class="kw">impl</span> <span class="ident">Distribution</span><span class="op"><</span><span class="ident">f64</span><span class="op">></span> <span class="kw">for</span> <span class="ident">Exp1</span> { |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">fn</span> <span class="ident">sample</span><span class="op"><</span><span class="ident">R</span>: <span class="ident">Rng</span> <span class="op">+</span> <span class="question-mark">?</span><span class="ident">Sized</span><span class="op">></span>(<span class="kw-2">&</span><span class="self">self</span>, <span class="ident">rng</span>: <span class="kw-2">&mut</span> <span class="ident">R</span>) -> <span class="ident">f64</span> { |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">fn</span> <span class="ident">pdf</span>(<span class="ident">x</span>: <span class="ident">f64</span>) -> <span class="ident">f64</span> { |
| (<span class="op">-</span><span class="ident">x</span>).<span class="ident">exp</span>() |
| } |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">fn</span> <span class="ident">zero_case</span><span class="op"><</span><span class="ident">R</span>: <span class="ident">Rng</span> <span class="op">+</span> <span class="question-mark">?</span><span class="ident">Sized</span><span class="op">></span>(<span class="ident">rng</span>: <span class="kw-2">&mut</span> <span class="ident">R</span>, <span class="ident">_u</span>: <span class="ident">f64</span>) -> <span class="ident">f64</span> { |
| <span class="ident">ziggurat_tables::ZIG_EXP_R</span> <span class="op">-</span> <span class="ident">rng</span>.<span class="ident">gen</span>::<span class="op"><</span><span class="ident">f64</span><span class="op">></span>().<span class="ident">ln</span>() |
| } |
| |
| <span class="ident">ziggurat</span>( |
| <span class="ident">rng</span>, |
| <span class="bool-val">false</span>, |
| <span class="kw-2">&</span><span class="ident">ziggurat_tables::ZIG_EXP_X</span>, |
| <span class="kw-2">&</span><span class="ident">ziggurat_tables::ZIG_EXP_F</span>, |
| <span class="ident">pdf</span>, |
| <span class="ident">zero_case</span>, |
| ) |
| } |
| } |
| |
| <span class="doccomment">/// The exponential distribution `Exp(lambda)`.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// This distribution has density function: `f(x) = lambda * exp(-lambda * x)`</span> |
| <span class="doccomment">/// for `x > 0`, when `lambda > 0`. For `lambda = 0`, all samples yield infinity.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// Note that [`Exp1`](crate::Exp1) is an optimised implementation for `lambda = 1`.</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// # Example</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// ```</span> |
| <span class="doccomment">/// use rand_distr::{Exp, Distribution};</span> |
| <span class="doccomment">///</span> |
| <span class="doccomment">/// let exp = Exp::new(2.0).unwrap();</span> |
| <span class="doccomment">/// let v = exp.sample(&mut rand::thread_rng());</span> |
| <span class="doccomment">/// println!("{} is from a Exp(2) distribution", v);</span> |
| <span class="doccomment">/// ```</span> |
| <span class="attribute">#[<span class="ident">derive</span>(<span class="ident">Clone</span>, <span class="ident">Copy</span>, <span class="ident">Debug</span>)]</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"serde1"</span>, <span class="ident">derive</span>(<span class="ident">serde::Serialize</span>, <span class="ident">serde::Deserialize</span>))]</span> |
| <span class="kw">pub</span> <span class="kw">struct</span> <span class="ident">Exp</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| <span class="kw">where</span> <span class="ident">F</span>: <span class="ident">Float</span>, <span class="ident">Exp1</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| { |
| <span class="doccomment">/// `lambda` stored as `1/lambda`, since this is what we scale by.</span> |
| <span class="ident">lambda_inverse</span>: <span class="ident">F</span>, |
| } |
| |
| <span class="doccomment">/// Error type returned from `Exp::new`.</span> |
| <span class="attribute">#[<span class="ident">derive</span>(<span class="ident">Clone</span>, <span class="ident">Copy</span>, <span class="ident">Debug</span>, <span class="ident">PartialEq</span>, <span class="ident">Eq</span>)]</span> |
| <span class="kw">pub</span> <span class="kw">enum</span> <span class="ident">Error</span> { |
| <span class="doccomment">/// `lambda < 0` or `nan`.</span> |
| <span class="ident">LambdaTooSmall</span>, |
| } |
| |
| <span class="kw">impl</span> <span class="ident">fmt::Display</span> <span class="kw">for</span> <span class="ident">Error</span> { |
| <span class="kw">fn</span> <span class="ident">fmt</span>(<span class="kw-2">&</span><span class="self">self</span>, <span class="ident">f</span>: <span class="kw-2">&mut</span> <span class="ident">fmt::Formatter</span><span class="op"><</span><span class="lifetime">'_</span><span class="op">></span>) -> <span class="ident">fmt::Result</span> { |
| <span class="ident">f</span>.<span class="ident">write_str</span>(<span class="kw">match</span> <span class="self">self</span> { |
| <span class="ident">Error::LambdaTooSmall</span> => <span class="string">"lambda is negative or NaN in exponential distribution"</span>, |
| }) |
| } |
| } |
| |
| <span class="attribute">#[<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"std"</span>)]</span> |
| <span class="attribute">#[<span class="ident">cfg_attr</span>(<span class="ident">doc_cfg</span>, <span class="ident">doc</span>(<span class="ident">cfg</span>(<span class="ident">feature</span> <span class="op">=</span> <span class="string">"std"</span>)))]</span> |
| <span class="kw">impl</span> <span class="ident">std::error::Error</span> <span class="kw">for</span> <span class="ident">Error</span> {} |
| |
| <span class="kw">impl</span><span class="op"><</span><span class="ident">F</span>: <span class="ident">Float</span><span class="op">></span> <span class="ident">Exp</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| <span class="kw">where</span> <span class="ident">F</span>: <span class="ident">Float</span>, <span class="ident">Exp1</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| { |
| <span class="doccomment">/// Construct a new `Exp` with the given shape parameter</span> |
| <span class="doccomment">/// `lambda`.</span> |
| <span class="doccomment">/// </span> |
| <span class="doccomment">/// # Remarks</span> |
| <span class="doccomment">/// </span> |
| <span class="doccomment">/// For custom types `N` implementing the [`Float`] trait,</span> |
| <span class="doccomment">/// the case `lambda = 0` is handled as follows: each sample corresponds</span> |
| <span class="doccomment">/// to a sample from an `Exp1` multiplied by `1 / 0`. Primitive types </span> |
| <span class="doccomment">/// yield infinity, since `1 / 0 = infinity`.</span> |
| <span class="attribute">#[<span class="ident">inline</span>]</span> |
| <span class="kw">pub</span> <span class="kw">fn</span> <span class="ident">new</span>(<span class="ident">lambda</span>: <span class="ident">F</span>) -> <span class="prelude-ty">Result</span><span class="op"><</span><span class="ident">Exp</span><span class="op"><</span><span class="ident">F</span><span class="op">></span>, <span class="ident">Error</span><span class="op">></span> { |
| <span class="kw">if</span> <span class="op">!</span>(<span class="ident">lambda</span> <span class="op">></span><span class="op">=</span> <span class="ident">F::zero</span>()) { |
| <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::LambdaTooSmall</span>); |
| } |
| <span class="prelude-val">Ok</span>(<span class="ident">Exp</span> { |
| <span class="ident">lambda_inverse</span>: <span class="ident">F::one</span>() <span class="op">/</span> <span class="ident">lambda</span>, |
| }) |
| } |
| } |
| |
| <span class="kw">impl</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> <span class="kw">for</span> <span class="ident">Exp</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| <span class="kw">where</span> <span class="ident">F</span>: <span class="ident">Float</span>, <span class="ident">Exp1</span>: <span class="ident">Distribution</span><span class="op"><</span><span class="ident">F</span><span class="op">></span> |
| { |
| <span class="kw">fn</span> <span class="ident">sample</span><span class="op"><</span><span class="ident">R</span>: <span class="ident">Rng</span> <span class="op">+</span> <span class="question-mark">?</span><span class="ident">Sized</span><span class="op">></span>(<span class="kw-2">&</span><span class="self">self</span>, <span class="ident">rng</span>: <span class="kw-2">&mut</span> <span class="ident">R</span>) -> <span class="ident">F</span> { |
| <span class="ident">rng</span>.<span class="ident">sample</span>(<span class="ident">Exp1</span>) <span class="op">*</span> <span class="self">self</span>.<span class="ident">lambda_inverse</span> |
| } |
| } |
| |
| <span class="attribute">#[<span class="ident">cfg</span>(<span class="ident">test</span>)]</span> |
| <span class="kw">mod</span> <span class="ident">test</span> { |
| <span class="kw">use</span> <span class="kw">super</span>::<span class="kw-2">*</span>; |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_exp</span>() { |
| <span class="kw">let</span> <span class="ident">exp</span> <span class="op">=</span> <span class="ident">Exp::new</span>(<span class="number">10.0</span>).<span class="ident">unwrap</span>(); |
| <span class="kw">let</span> <span class="kw-2">mut</span> <span class="ident">rng</span> <span class="op">=</span> <span class="ident"><span class="kw">crate</span>::test::rng</span>(<span class="number">221</span>); |
| <span class="kw">for</span> <span class="kw">_</span> <span class="kw">in</span> <span class="number">0</span>..<span class="number">1000</span> { |
| <span class="macro">assert!</span>(<span class="ident">exp</span>.<span class="ident">sample</span>(<span class="kw-2">&mut</span> <span class="ident">rng</span>) <span class="op">></span><span class="op">=</span> <span class="number">0.0</span>); |
| } |
| } |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_zero</span>() { |
| <span class="kw">let</span> <span class="ident">d</span> <span class="op">=</span> <span class="ident">Exp::new</span>(<span class="number">0.0</span>).<span class="ident">unwrap</span>(); |
| <span class="macro">assert_eq!</span>(<span class="ident">d</span>.<span class="ident">sample</span>(<span class="kw-2">&mut</span> <span class="ident"><span class="kw">crate</span>::test::rng</span>(<span class="number">21</span>)), <span class="ident">f64::infinity</span>()); |
| } |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="attribute">#[<span class="ident">should_panic</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_exp_invalid_lambda_neg</span>() { |
| <span class="ident">Exp::new</span>(<span class="op">-</span><span class="number">10.0</span>).<span class="ident">unwrap</span>(); |
| } |
| |
| <span class="attribute">#[<span class="ident">test</span>]</span> |
| <span class="attribute">#[<span class="ident">should_panic</span>]</span> |
| <span class="kw">fn</span> <span class="ident">test_exp_invalid_lambda_nan</span>() { |
| <span class="ident">Exp::new</span>(<span class="ident">f64::nan</span>()).<span class="ident">unwrap</span>(); |
| } |
| } |
| </code></pre></div> |
| </section><section id="search" class="content hidden"></section></div></main><div id="rustdoc-vars" data-root-path="../../" data-current-crate="rand_distr" data-themes="ayu,dark,light" data-resource-suffix="" data-rustdoc-version="1.60.0-nightly (1bd4fdc94 2022-01-12)" ></div> |
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