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author | Daniel Mueller <deso@posteo.net> | 2019-01-02 21:14:10 -0800 |
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committer | Daniel Mueller <deso@posteo.net> | 2019-01-02 21:14:10 -0800 |
commit | ecf3474223ca3d16a10f12dc2272e3b0ed72c1bb (patch) | |
tree | 03134a683791176b49ef5c92e8d6acd24c3b5a9b /rand/src/distributions/mod.rs | |
parent | 686f61b75055ecb02baf9d9449525ae447a3bed1 (diff) | |
download | nitrocli-ecf3474223ca3d16a10f12dc2272e3b0ed72c1bb.tar.gz nitrocli-ecf3474223ca3d16a10f12dc2272e3b0ed72c1bb.tar.bz2 |
Update nitrokey crate to 0.2.3
This change updates the nitrokey crate to version 0.2.3. This version
bumps the rand crate used to 0.6.1, which in turn requires an additional
set of dependencies.
Import subrepo nitrokey/:nitrokey at b3e2adc5bb1300441ca74cc7672617c042f3ea31
Import subrepo rand/:rand at 73613ff903512e9503e41cc8ba9eae76269dc598
Import subrepo rustc_version/:rustc_version at 0294f2ba2018bf7be672abd53db351ce5055fa02
Import subrepo semver-parser/:semver-parser at 750da9b11a04125231b1fb293866ca036845acee
Import subrepo semver/:semver at 5eb6db94fa03f4d5c64a625a56188f496be47598
Diffstat (limited to 'rand/src/distributions/mod.rs')
-rw-r--r-- | rand/src/distributions/mod.rs | 666 |
1 files changed, 439 insertions, 227 deletions
diff --git a/rand/src/distributions/mod.rs b/rand/src/distributions/mod.rs index 5de8efb..160cd31 100644 --- a/rand/src/distributions/mod.rs +++ b/rand/src/distributions/mod.rs @@ -1,94 +1,394 @@ -// Copyright 2013 The Rust Project Developers. See the COPYRIGHT -// file at the top-level directory of this distribution and at -// http://rust-lang.org/COPYRIGHT. +// Copyright 2018 Developers of the Rand project. +// Copyright 2013-2017 The Rust Project Developers. // // Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or -// http://www.apache.org/licenses/LICENSE-2.0> or the MIT license -// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your +// 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. -//! Sampling from random distributions. +//! Generating random samples from probability distributions. //! -//! This is a generalization of `Rand` to allow parameters to control the -//! exact properties of the generated values, e.g. the mean and standard -//! deviation of a normal distribution. The `Sample` trait is the most -//! general, and allows for generating values that change some state -//! internally. The `IndependentSample` trait is for generating values -//! that do not need to record state. - -use core::marker; - -use {Rng, Rand}; - -pub use self::range::Range; -#[cfg(feature="std")] -pub use self::gamma::{Gamma, ChiSquared, FisherF, StudentT}; -#[cfg(feature="std")] -pub use self::normal::{Normal, LogNormal}; -#[cfg(feature="std")] -pub use self::exponential::Exp; - -pub mod range; -#[cfg(feature="std")] -pub mod gamma; -#[cfg(feature="std")] -pub mod normal; -#[cfg(feature="std")] -pub mod exponential; - -#[cfg(feature="std")] -mod ziggurat_tables; - -/// Types that can be used to create a random instance of `Support`. -pub trait Sample<Support> { - /// Generate a random value of `Support`, using `rng` as the - /// source of randomness. - fn sample<R: Rng>(&mut self, rng: &mut R) -> Support; -} - -/// `Sample`s that do not require keeping track of state. +//! This module is the home of the [`Distribution`] trait and several of its +//! implementations. It is the workhorse behind some of the convenient +//! functionality of the [`Rng`] trait, including [`gen`], [`gen_range`] and +//! of course [`sample`]. +//! +//! Abstractly, a [probability distribution] describes the probability of +//! occurance of each value in its sample space. +//! +//! More concretely, an implementation of `Distribution<T>` for type `X` is an +//! algorithm for choosing values from the sample space (a subset of `T`) +//! according to the distribution `X` represents, using an external source of +//! randomness (an RNG supplied to the `sample` function). +//! +//! A type `X` may implement `Distribution<T>` for multiple types `T`. +//! Any type implementing [`Distribution`] is stateless (i.e. immutable), +//! but it may have internal parameters set at construction time (for example, +//! [`Uniform`] allows specification of its sample space as a range within `T`). +//! +//! +//! # The `Standard` distribution +//! +//! The [`Standard`] distribution is important to mention. This is the +//! distribution used by [`Rng::gen()`] and represents the "default" way to +//! produce a random value for many different types, including most primitive +//! types, tuples, arrays, and a few derived types. See the documentation of +//! [`Standard`] for more details. +//! +//! Implementing `Distribution<T>` for [`Standard`] for user types `T` makes it +//! possible to generate type `T` with [`Rng::gen()`], and by extension also +//! with the [`random()`] function. +//! +//! +//! # Distribution to sample from a `Uniform` range +//! +//! The [`Uniform`] distribution is more flexible than [`Standard`], but also +//! more specialised: it supports fewer target types, but allows the sample +//! space to be specified as an arbitrary range within its target type `T`. +//! Both [`Standard`] and [`Uniform`] are in some sense uniform distributions. +//! +//! Values may be sampled from this distribution using [`Rng::gen_range`] or +//! by creating a distribution object with [`Uniform::new`], +//! [`Uniform::new_inclusive`] or `From<Range>`. When the range limits are not +//! known at compile time it is typically faster to reuse an existing +//! distribution object than to call [`Rng::gen_range`]. +//! +//! User types `T` may also implement `Distribution<T>` for [`Uniform`], +//! although this is less straightforward than for [`Standard`] (see the +//! documentation in the [`uniform` module]. Doing so enables generation of +//! values of type `T` with [`Rng::gen_range`]. +//! +//! +//! # Other distributions +//! +//! There are surprisingly many ways to uniformly generate random floats. A +//! range between 0 and 1 is standard, but the exact bounds (open vs closed) +//! and accuracy differ. In addition to the [`Standard`] distribution Rand offers +//! [`Open01`] and [`OpenClosed01`]. See [Floating point implementation] for +//! more details. +//! +//! [`Alphanumeric`] is a simple distribution to sample random letters and +//! numbers of the `char` type; in contrast [`Standard`] may sample any valid +//! `char`. +//! +//! [`WeightedIndex`] can be used to do weighted sampling from a set of items, +//! such as from an array. +//! +//! # Non-uniform probability distributions +//! +//! Rand currently provides the following probability distributions: +//! +//! - Related to real-valued quantities that grow linearly +//! (e.g. errors, offsets): +//! - [`Normal`] distribution, and [`StandardNormal`] as a primitive +//! - [`Cauchy`] distribution +//! - Related to Bernoulli trials (yes/no events, with a given probability): +//! - [`Binomial`] distribution +//! - [`Bernoulli`] distribution, similar to [`Rng::gen_bool`]. +//! - Related to positive real-valued quantities that grow exponentially +//! (e.g. prices, incomes, populations): +//! - [`LogNormal`] distribution +//! - Related to the occurrence of independent events at a given rate: +//! - [`Pareto`] distribution +//! - [`Poisson`] distribution +//! - [`Exp`]onential distribution, and [`Exp1`] as a primitive +//! - [`Weibull`] distribution +//! - Gamma and derived distributions: +//! - [`Gamma`] distribution +//! - [`ChiSquared`] distribution +//! - [`StudentT`] distribution +//! - [`FisherF`] distribution +//! - Triangular distribution: +//! - [`Beta`] distribution +//! - [`Triangular`] distribution +//! - Multivariate probability distributions +//! - [`Dirichlet`] distribution +//! - [`UnitSphereSurface`] distribution +//! - [`UnitCircle`] distribution +//! +//! # Examples +//! +//! Sampling from a distribution: +//! +//! ``` +//! use rand::{thread_rng, Rng}; +//! use rand::distributions::Exp; +//! +//! let exp = Exp::new(2.0); +//! let v = thread_rng().sample(exp); +//! println!("{} is from an Exp(2) distribution", v); +//! ``` +//! +//! Implementing the [`Standard`] distribution for a user type: +//! +//! ``` +//! # #![allow(dead_code)] +//! use rand::Rng; +//! use rand::distributions::{Distribution, Standard}; +//! +//! struct MyF32 { +//! x: f32, +//! } +//! +//! impl Distribution<MyF32> for Standard { +//! fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> MyF32 { +//! MyF32 { x: rng.gen() } +//! } +//! } +//! ``` +//! +//! +//! [probability distribution]: https://en.wikipedia.org/wiki/Probability_distribution +//! [`Distribution`]: trait.Distribution.html +//! [`gen_range`]: ../trait.Rng.html#method.gen_range +//! [`gen`]: ../trait.Rng.html#method.gen +//! [`sample`]: ../trait.Rng.html#method.sample +//! [`new_inclusive`]: struct.Uniform.html#method.new_inclusive +//! [`random()`]: ../fn.random.html +//! [`Rng::gen_bool`]: ../trait.Rng.html#method.gen_bool +//! [`Rng::gen_range`]: ../trait.Rng.html#method.gen_range +//! [`Rng::gen()`]: ../trait.Rng.html#method.gen +//! [`Rng`]: ../trait.Rng.html +//! [`uniform` module]: uniform/index.html +//! [Floating point implementation]: struct.Standard.html#floating-point-implementation +// distributions +//! [`Alphanumeric`]: struct.Alphanumeric.html +//! [`Bernoulli`]: struct.Bernoulli.html +//! [`Beta`]: struct.Beta.html +//! [`Binomial`]: struct.Binomial.html +//! [`Cauchy`]: struct.Cauchy.html +//! [`ChiSquared`]: struct.ChiSquared.html +//! [`Dirichlet`]: struct.Dirichlet.html +//! [`Exp`]: struct.Exp.html +//! [`Exp1`]: struct.Exp1.html +//! [`FisherF`]: struct.FisherF.html +//! [`Gamma`]: struct.Gamma.html +//! [`LogNormal`]: struct.LogNormal.html +//! [`Normal`]: struct.Normal.html +//! [`Open01`]: struct.Open01.html +//! [`OpenClosed01`]: struct.OpenClosed01.html +//! [`Pareto`]: struct.Pareto.html +//! [`Poisson`]: struct.Poisson.html +//! [`Standard`]: struct.Standard.html +//! [`StandardNormal`]: struct.StandardNormal.html +//! [`StudentT`]: struct.StudentT.html +//! [`Triangular`]: struct.Triangular.html +//! [`Uniform`]: struct.Uniform.html +//! [`Uniform::new`]: struct.Uniform.html#method.new +//! [`Uniform::new_inclusive`]: struct.Uniform.html#method.new_inclusive +//! [`UnitSphereSurface`]: struct.UnitSphereSurface.html +//! [`UnitCircle`]: struct.UnitCircle.html +//! [`Weibull`]: struct.Weibull.html +//! [`WeightedIndex`]: struct.WeightedIndex.html + +#[cfg(any(rust_1_26, features="nightly"))] +use core::iter; +use Rng; + +pub use self::other::Alphanumeric; +#[doc(inline)] pub use self::uniform::Uniform; +pub use self::float::{OpenClosed01, Open01}; +pub use self::bernoulli::Bernoulli; +#[cfg(feature="alloc")] pub use self::weighted::{WeightedIndex, WeightedError}; +#[cfg(feature="std")] pub use self::unit_sphere::UnitSphereSurface; +#[cfg(feature="std")] pub use self::unit_circle::UnitCircle; +#[cfg(feature="std")] pub use self::gamma::{Gamma, ChiSquared, FisherF, + StudentT, Beta}; +#[cfg(feature="std")] pub use self::normal::{Normal, LogNormal, StandardNormal}; +#[cfg(feature="std")] pub use self::exponential::{Exp, Exp1}; +#[cfg(feature="std")] pub use self::pareto::Pareto; +#[cfg(feature="std")] pub use self::poisson::Poisson; +#[cfg(feature="std")] pub use self::binomial::Binomial; +#[cfg(feature="std")] pub use self::cauchy::Cauchy; +#[cfg(feature="std")] pub use self::dirichlet::Dirichlet; +#[cfg(feature="std")] pub use self::triangular::Triangular; +#[cfg(feature="std")] pub use self::weibull::Weibull; + +pub mod uniform; +mod bernoulli; +#[cfg(feature="alloc")] mod weighted; +#[cfg(feature="std")] mod unit_sphere; +#[cfg(feature="std")] mod unit_circle; +#[cfg(feature="std")] mod gamma; +#[cfg(feature="std")] mod normal; +#[cfg(feature="std")] mod exponential; +#[cfg(feature="std")] mod pareto; +#[cfg(feature="std")] mod poisson; +#[cfg(feature="std")] mod binomial; +#[cfg(feature="std")] mod cauchy; +#[cfg(feature="std")] mod dirichlet; +#[cfg(feature="std")] mod triangular; +#[cfg(feature="std")] mod weibull; + +mod float; +mod integer; +mod other; +mod utils; +#[cfg(feature="std")] mod ziggurat_tables; + +/// Types (distributions) that can be used to create a random instance of `T`. +/// +/// It is possible to sample from a distribution through both the +/// `Distribution` and [`Rng`] traits, via `distr.sample(&mut rng)` and +/// `rng.sample(distr)`. They also both offer the [`sample_iter`] method, which +/// produces an iterator that samples from the distribution. +/// +/// All implementations are expected to be immutable; this has the significant +/// advantage of not needing to consider thread safety, and for most +/// distributions efficient state-less sampling algorithms are available. /// -/// Since no state is recorded, each sample is (statistically) -/// independent of all others, assuming the `Rng` used has this -/// property. -// FIXME maybe having this separate is overkill (the only reason is to -// take &self rather than &mut self)? or maybe this should be the -// trait called `Sample` and the other should be `DependentSample`. -pub trait IndependentSample<Support>: Sample<Support> { - /// Generate a random value. - fn ind_sample<R: Rng>(&self, &mut R) -> Support; +/// [`Rng`]: ../trait.Rng.html +/// [`sample_iter`]: trait.Distribution.html#method.sample_iter +pub trait Distribution<T> { + /// Generate a random value of `T`, using `rng` as the source of randomness. + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> T; + + /// Create an iterator that generates random values of `T`, using `rng` as + /// the source of randomness. + /// + /// # Example + /// + /// ``` + /// use rand::thread_rng; + /// use rand::distributions::{Distribution, Alphanumeric, Uniform, Standard}; + /// + /// let mut rng = thread_rng(); + /// + /// // Vec of 16 x f32: + /// let v: Vec<f32> = Standard.sample_iter(&mut rng).take(16).collect(); + /// + /// // String: + /// let s: String = Alphanumeric.sample_iter(&mut rng).take(7).collect(); + /// + /// // Dice-rolling: + /// let die_range = Uniform::new_inclusive(1, 6); + /// let mut roll_die = die_range.sample_iter(&mut rng); + /// while roll_die.next().unwrap() != 6 { + /// println!("Not a 6; rolling again!"); + /// } + /// ``` + fn sample_iter<'a, R>(&'a self, rng: &'a mut R) -> DistIter<'a, Self, R, T> + where Self: Sized, R: Rng + { + DistIter { + distr: self, + rng: rng, + phantom: ::core::marker::PhantomData, + } + } } -/// A wrapper for generating types that implement `Rand` via the -/// `Sample` & `IndependentSample` traits. -#[derive(Debug)] -pub struct RandSample<Sup> { - _marker: marker::PhantomData<fn() -> Sup>, +impl<'a, T, D: Distribution<T>> Distribution<T> for &'a D { + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> T { + (*self).sample(rng) + } } -impl<Sup> Copy for RandSample<Sup> {} -impl<Sup> Clone for RandSample<Sup> { - fn clone(&self) -> Self { *self } -} -impl<Sup: Rand> Sample<Sup> for RandSample<Sup> { - fn sample<R: Rng>(&mut self, rng: &mut R) -> Sup { self.ind_sample(rng) } +/// An iterator that generates random values of `T` with distribution `D`, +/// using `R` as the source of randomness. +/// +/// This `struct` is created by the [`sample_iter`] method on [`Distribution`]. +/// See its documentation for more. +/// +/// [`Distribution`]: trait.Distribution.html +/// [`sample_iter`]: trait.Distribution.html#method.sample_iter +#[derive(Debug)] +pub struct DistIter<'a, D: 'a, R: 'a, T> { + distr: &'a D, + rng: &'a mut R, + phantom: ::core::marker::PhantomData<T>, } -impl<Sup: Rand> IndependentSample<Sup> for RandSample<Sup> { - fn ind_sample<R: Rng>(&self, rng: &mut R) -> Sup { - rng.gen() +impl<'a, D, R, T> Iterator for DistIter<'a, D, R, T> + where D: Distribution<T>, R: Rng + 'a +{ + type Item = T; + + #[inline(always)] + fn next(&mut self) -> Option<T> { + Some(self.distr.sample(self.rng)) } -} -impl<Sup> RandSample<Sup> { - pub fn new() -> RandSample<Sup> { - RandSample { _marker: marker::PhantomData } + fn size_hint(&self) -> (usize, Option<usize>) { + (usize::max_value(), None) } } +#[cfg(rust_1_26)] +impl<'a, D, R, T> iter::FusedIterator for DistIter<'a, D, R, T> + where D: Distribution<T>, R: Rng + 'a {} + +#[cfg(features = "nightly")] +impl<'a, D, R, T> iter::TrustedLen for DistIter<'a, D, R, T> + where D: Distribution<T>, R: Rng + 'a {} + + +/// A generic random value distribution, implemented for many primitive types. +/// Usually generates values with a numerically uniform distribution, and with a +/// range appropriate to the type. +/// +/// ## Built-in Implementations +/// +/// Assuming the provided `Rng` is well-behaved, these implementations +/// generate values with the following ranges and distributions: +/// +/// * Integers (`i32`, `u32`, `isize`, `usize`, etc.): Uniformly distributed +/// over all values of the type. +/// * `char`: Uniformly distributed over all Unicode scalar values, i.e. all +/// code points in the range `0...0x10_FFFF`, except for the range +/// `0xD800...0xDFFF` (the surrogate code points). This includes +/// unassigned/reserved code points. +/// * `bool`: Generates `false` or `true`, each with probability 0.5. +/// * Floating point types (`f32` and `f64`): Uniformly distributed in the +/// half-open range `[0, 1)`. See notes below. +/// * Wrapping integers (`Wrapping<T>`), besides the type identical to their +/// normal integer variants. +/// +/// The following aggregate types also implement the distribution `Standard` as +/// long as their component types implement it: +/// +/// * Tuples and arrays: Each element of the tuple or array is generated +/// independently, using the `Standard` distribution recursively. +/// * `Option<T>` where `Standard` is implemented for `T`: Returns `None` with +/// probability 0.5; otherwise generates a random `x: T` and returns `Some(x)`. +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand::distributions::Standard; +/// +/// let val: f32 = SmallRng::from_entropy().sample(Standard); +/// println!("f32 from [0, 1): {}", val); +/// ``` +/// +/// # Floating point implementation +/// The floating point implementations for `Standard` generate a random value in +/// the half-open interval `[0, 1)`, i.e. including 0 but not 1. +/// +/// All values that can be generated are of the form `n * ε/2`. For `f32` +/// the 23 most significant random bits of a `u32` are used and for `f64` the +/// 53 most significant bits of a `u64` are used. The conversion uses the +/// multiplicative method: `(rng.gen::<$uty>() >> N) as $ty * (ε/2)`. +/// +/// See also: [`Open01`] which samples from `(0, 1)`, [`OpenClosed01`] which +/// samples from `(0, 1]` and `Rng::gen_range(0, 1)` which also samples from +/// `[0, 1)`. Note that `Open01` and `gen_range` (which uses [`Uniform`]) use +/// transmute-based methods which yield 1 bit less precision but may perform +/// faster on some architectures (on modern Intel CPUs all methods have +/// approximately equal performance). +/// +/// [`Open01`]: struct.Open01.html +/// [`OpenClosed01`]: struct.OpenClosed01.html +/// [`Uniform`]: uniform/struct.Uniform.html +#[derive(Clone, Copy, Debug)] +pub struct Standard; + + /// A value with a particular weight for use with `WeightedChoice`. +#[deprecated(since="0.6.0", note="use WeightedIndex instead")] +#[allow(deprecated)] #[derive(Copy, Clone, Debug)] pub struct Weighted<T> { /// The numerical weight of this item @@ -99,35 +399,19 @@ pub struct Weighted<T> { /// A distribution that selects from a finite collection of weighted items. /// -/// Each item has an associated weight that influences how likely it -/// is to be chosen: higher weight is more likely. -/// -/// The `Clone` restriction is a limitation of the `Sample` and -/// `IndependentSample` traits. Note that `&T` is (cheaply) `Clone` for -/// all `T`, as is `u32`, so one can store references or indices into -/// another vector. -/// -/// # Example -/// -/// ```rust -/// use rand::distributions::{Weighted, WeightedChoice, IndependentSample}; +/// Deprecated: use [`WeightedIndex`] instead. /// -/// let mut items = vec!(Weighted { weight: 2, item: 'a' }, -/// Weighted { weight: 4, item: 'b' }, -/// Weighted { weight: 1, item: 'c' }); -/// let wc = WeightedChoice::new(&mut items); -/// let mut rng = rand::thread_rng(); -/// for _ in 0..16 { -/// // on average prints 'a' 4 times, 'b' 8 and 'c' twice. -/// println!("{}", wc.ind_sample(&mut rng)); -/// } -/// ``` +/// [`WeightedIndex`]: struct.WeightedIndex.html +#[deprecated(since="0.6.0", note="use WeightedIndex instead")] +#[allow(deprecated)] #[derive(Debug)] pub struct WeightedChoice<'a, T:'a> { items: &'a mut [Weighted<T>], - weight_range: Range<u32> + weight_range: Uniform<u32>, } +#[deprecated(since="0.6.0", note="use WeightedIndex instead")] +#[allow(deprecated)] impl<'a, T: Clone> WeightedChoice<'a, T> { /// Create a new `WeightedChoice`. /// @@ -157,26 +441,24 @@ impl<'a, T: Clone> WeightedChoice<'a, T> { assert!(running_total != 0, "WeightedChoice::new called with a total weight of 0"); WeightedChoice { - items: items, + items, // we're likely to be generating numbers in this range // relatively often, so might as well cache it - weight_range: Range::new(0, running_total) + weight_range: Uniform::new(0, running_total) } } } -impl<'a, T: Clone> Sample<T> for WeightedChoice<'a, T> { - fn sample<R: Rng>(&mut self, rng: &mut R) -> T { self.ind_sample(rng) } -} - -impl<'a, T: Clone> IndependentSample<T> for WeightedChoice<'a, T> { - fn ind_sample<R: Rng>(&self, rng: &mut R) -> T { +#[deprecated(since="0.6.0", note="use WeightedIndex instead")] +#[allow(deprecated)] +impl<'a, T: Clone> Distribution<T> for WeightedChoice<'a, T> { + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> T { // we want to find the first element that has cumulative // weight > sample_weight, which we do by binary since the // cumulative weights of self.items are sorted. // choose a weight in [0, total_weight) - let sample_weight = self.weight_range.ind_sample(rng); + let sample_weight = self.weight_range.sample(rng); // short circuit when it's the first item if sample_weight < self.items[0].weight { @@ -208,163 +490,78 @@ impl<'a, T: Clone> IndependentSample<T> for WeightedChoice<'a, T> { } modifier /= 2; } - return self.items[idx + 1].item.clone(); - } -} - -/// Sample a random number using the Ziggurat method (specifically the -/// ZIGNOR variant from Doornik 2005). Most of the arguments are -/// directly from the paper: -/// -/// * `rng`: source of randomness -/// * `symmetric`: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0. -/// * `X`: the $x_i$ abscissae. -/// * `F`: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$) -/// * `F_DIFF`: precomputed values of $f(x_i) - f(x_{i+1})$ -/// * `pdf`: the probability density function -/// * `zero_case`: manual sampling from the tail when we chose the -/// bottom box (i.e. i == 0) - -// the perf improvement (25-50%) is definitely worth the extra code -// size from force-inlining. -#[cfg(feature="std")] -#[inline(always)] -fn ziggurat<R: Rng, P, Z>( - rng: &mut R, - symmetric: bool, - x_tab: ziggurat_tables::ZigTable, - f_tab: ziggurat_tables::ZigTable, - mut pdf: P, - mut zero_case: Z) - -> f64 where P: FnMut(f64) -> f64, Z: FnMut(&mut R, f64) -> f64 { - const SCALE: f64 = (1u64 << 53) as f64; - loop { - // reimplement the f64 generation as an optimisation suggested - // by the Doornik paper: we have a lot of precision-space - // (i.e. there are 11 bits of the 64 of a u64 to use after - // creating a f64), so we might as well reuse some to save - // generating a whole extra random number. (Seems to be 15% - // faster.) - // - // This unfortunately misses out on the benefits of direct - // floating point generation if an RNG like dSMFT is - // used. (That is, such RNGs create floats directly, highly - // efficiently and overload next_f32/f64, so by not calling it - // this may be slower than it would be otherwise.) - // FIXME: investigate/optimise for the above. - let bits: u64 = rng.gen(); - let i = (bits & 0xff) as usize; - let f = (bits >> 11) as f64 / SCALE; - - // u is either U(-1, 1) or U(0, 1) depending on if this is a - // symmetric distribution or not. - let u = if symmetric {2.0 * f - 1.0} else {f}; - let x = u * x_tab[i]; - - let test_x = if symmetric { x.abs() } else {x}; - - // algebraically equivalent to |u| < x_tab[i+1]/x_tab[i] (or u < x_tab[i+1]/x_tab[i]) - if test_x < x_tab[i + 1] { - return x; - } - if i == 0 { - return zero_case(rng, u); - } - // algebraically equivalent to f1 + DRanU()*(f0 - f1) < 1 - if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::<f64>() < pdf(x) { - return x; - } + self.items[idx + 1].item.clone() } } #[cfg(test)] mod tests { + use rngs::mock::StepRng; + #[allow(deprecated)] + use super::{WeightedChoice, Weighted, Distribution}; - use {Rng, Rand}; - use super::{RandSample, WeightedChoice, Weighted, Sample, IndependentSample}; - - #[derive(PartialEq, Debug)] - struct ConstRand(usize); - impl Rand for ConstRand { - fn rand<R: Rng>(_: &mut R) -> ConstRand { - ConstRand(0) - } - } - - // 0, 1, 2, 3, ... - struct CountingRng { i: u32 } - impl Rng for CountingRng { - fn next_u32(&mut self) -> u32 { - self.i += 1; - self.i - 1 - } - fn next_u64(&mut self) -> u64 { - self.next_u32() as u64 - } - } - - #[test] - fn test_rand_sample() { - let mut rand_sample = RandSample::<ConstRand>::new(); - - assert_eq!(rand_sample.sample(&mut ::test::rng()), ConstRand(0)); - assert_eq!(rand_sample.ind_sample(&mut ::test::rng()), ConstRand(0)); - } #[test] + #[allow(deprecated)] fn test_weighted_choice() { // this makes assumptions about the internal implementation of - // WeightedChoice, specifically: it doesn't reorder the items, - // it doesn't do weird things to the RNG (so 0 maps to 0, 1 to - // 1, internally; modulo a modulo operation). + // WeightedChoice. It may fail when the implementation in + // `distributions::uniform::UniformInt` changes. macro_rules! t { ($items:expr, $expected:expr) => {{ let mut items = $items; + let mut total_weight = 0; + for item in &items { total_weight += item.weight; } + let wc = WeightedChoice::new(&mut items); let expected = $expected; - let mut rng = CountingRng { i: 0 }; + // Use extremely large steps between the random numbers, because + // we test with small ranges and `UniformInt` is designed to prefer + // the most significant bits. + let mut rng = StepRng::new(0, !0 / (total_weight as u64)); for &val in expected.iter() { - assert_eq!(wc.ind_sample(&mut rng), val) + assert_eq!(wc.sample(&mut rng), val) } }} } - t!(vec!(Weighted { weight: 1, item: 10}), [10]); + t!([Weighted { weight: 1, item: 10}], [10]); // skip some - t!(vec!(Weighted { weight: 0, item: 20}, - Weighted { weight: 2, item: 21}, - Weighted { weight: 0, item: 22}, - Weighted { weight: 1, item: 23}), - [21,21, 23]); + t!([Weighted { weight: 0, item: 20}, + Weighted { weight: 2, item: 21}, + Weighted { weight: 0, item: 22}, + Weighted { weight: 1, item: 23}], + [21, 21, 23]); // different weights - t!(vec!(Weighted { weight: 4, item: 30}, - Weighted { weight: 3, item: 31}), - [30,30,30,30, 31,31,31]); + t!([Weighted { weight: 4, item: 30}, + Weighted { weight: 3, item: 31}], + [30, 31, 30, 31, 30, 31, 30]); // check that we're binary searching // correctly with some vectors of odd // length. - t!(vec!(Weighted { weight: 1, item: 40}, - Weighted { weight: 1, item: 41}, - Weighted { weight: 1, item: 42}, - Weighted { weight: 1, item: 43}, - Weighted { weight: 1, item: 44}), + t!([Weighted { weight: 1, item: 40}, + Weighted { weight: 1, item: 41}, + Weighted { weight: 1, item: 42}, + Weighted { weight: 1, item: 43}, + Weighted { weight: 1, item: 44}], [40, 41, 42, 43, 44]); - t!(vec!(Weighted { weight: 1, item: 50}, - Weighted { weight: 1, item: 51}, - Weighted { weight: 1, item: 52}, - Weighted { weight: 1, item: 53}, - Weighted { weight: 1, item: 54}, - Weighted { weight: 1, item: 55}, - Weighted { weight: 1, item: 56}), - [50, 51, 52, 53, 54, 55, 56]); + t!([Weighted { weight: 1, item: 50}, + Weighted { weight: 1, item: 51}, + Weighted { weight: 1, item: 52}, + Weighted { weight: 1, item: 53}, + Weighted { weight: 1, item: 54}, + Weighted { weight: 1, item: 55}, + Weighted { weight: 1, item: 56}], + [50, 54, 51, 55, 52, 56, 53]); } #[test] + #[allow(deprecated)] fn test_weighted_clone_initialization() { let initial : Weighted<u32> = Weighted {weight: 1, item: 1}; let clone = initial.clone(); @@ -373,6 +570,7 @@ mod tests { } #[test] #[should_panic] + #[allow(deprecated)] fn test_weighted_clone_change_weight() { let initial : Weighted<u32> = Weighted {weight: 1, item: 1}; let mut clone = initial.clone(); @@ -381,6 +579,7 @@ mod tests { } #[test] #[should_panic] + #[allow(deprecated)] fn test_weighted_clone_change_item() { let initial : Weighted<u32> = Weighted {weight: 1, item: 1}; let mut clone = initial.clone(); @@ -390,20 +589,33 @@ mod tests { } #[test] #[should_panic] + #[allow(deprecated)] fn test_weighted_choice_no_items() { WeightedChoice::<isize>::new(&mut []); } #[test] #[should_panic] + #[allow(deprecated)] fn test_weighted_choice_zero_weight() { WeightedChoice::new(&mut [Weighted { weight: 0, item: 0}, Weighted { weight: 0, item: 1}]); } #[test] #[should_panic] + #[allow(deprecated)] fn test_weighted_choice_weight_overflows() { - let x = ::std::u32::MAX / 2; // x + x + 2 is the overflow + let x = ::core::u32::MAX / 2; // x + x + 2 is the overflow WeightedChoice::new(&mut [Weighted { weight: x, item: 0 }, Weighted { weight: 1, item: 1 }, Weighted { weight: x, item: 2 }, Weighted { weight: 1, item: 3 }]); } + + #[cfg(feature="std")] + #[test] + fn test_distributions_iter() { + use distributions::Normal; + let mut rng = ::test::rng(210); + let distr = Normal::new(10.0, 10.0); + let results: Vec<_> = distr.sample_iter(&mut rng).take(100).collect(); + println!("{:?}", results); + } } |