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authorRobin Krahl <me@robin-krahl.de>2018-12-11 23:50:45 +0100
committerDaniel Mueller <deso@posteo.net>2018-12-17 07:52:13 -0800
commit986ad2f782cf944990e4eda8bf88ea1821233302 (patch)
tree1717075a4eb11861c32e5c45d01e47360fb1264d /rand/src/distributions/normal.rs
parente97c287c01cf22a1b582a7da9b309b58f3935d0e (diff)
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Add nitrokey as a dependency to nitrocli
The nitrokey crate provides a simple interface to the Nitrokey Storage and the Nitrokey Pro based on the libnitrokey library developed by Nitrokey UG. The low-level bindings to this library are available in the nitrokey-sys crate. This patch adds version v0.2.1 of the nitrokey crate as a dependency for nitrocli. It includes the indirect dependencies nitrokey-sys (version 3.4.1) and rand (version 0.4.3). Import subrepo nitrokey/:nitrokey at 2eccc96ceec2282b868891befe9cda7f941fbe7b Import subrepo nitrokey-sys/:nitrokey-sys at f1a11ebf72610fb9cf80ac7f9f147b4ba1a5336f Import subrepo rand/:rand at d7d5da49daf7ceb3e5940072940d495cced3a1b3
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+// 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.
+//
+// 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
+// option. This file may not be copied, modified, or distributed
+// except according to those terms.
+
+//! The normal and derived distributions.
+
+use {Rng, Rand, Open01};
+use distributions::{ziggurat, ziggurat_tables, Sample, IndependentSample};
+
+/// A wrapper around an `f64` to generate N(0, 1) random numbers
+/// (a.k.a. a standard normal, or Gaussian).
+///
+/// See `Normal` for the general normal distribution.
+///
+/// Implemented via the ZIGNOR variant[1] of the Ziggurat method.
+///
+/// [1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to
+/// Generate Normal Random
+/// Samples*](http://www.doornik.com/research/ziggurat.pdf). Nuffield
+/// College, Oxford
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::normal::StandardNormal;
+///
+/// let StandardNormal(x) = rand::random();
+/// println!("{}", x);
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct StandardNormal(pub f64);
+
+impl Rand for StandardNormal {
+ fn rand<R:Rng>(rng: &mut R) -> StandardNormal {
+ #[inline]
+ fn pdf(x: f64) -> f64 {
+ (-x*x/2.0).exp()
+ }
+ #[inline]
+ fn zero_case<R:Rng>(rng: &mut R, u: f64) -> f64 {
+ // compute a random number in the tail by hand
+
+ // strange initial conditions, because the loop is not
+ // do-while, so the condition should be true on the first
+ // run, they get overwritten anyway (0 < 1, so these are
+ // good).
+ let mut x = 1.0f64;
+ let mut y = 0.0f64;
+
+ while -2.0 * y < x * x {
+ let Open01(x_) = rng.gen::<Open01<f64>>();
+ let Open01(y_) = rng.gen::<Open01<f64>>();
+
+ x = x_.ln() / ziggurat_tables::ZIG_NORM_R;
+ y = y_.ln();
+ }
+
+ if u < 0.0 { x - ziggurat_tables::ZIG_NORM_R } else { ziggurat_tables::ZIG_NORM_R - x }
+ }
+
+ StandardNormal(ziggurat(
+ rng,
+ true, // this is symmetric
+ &ziggurat_tables::ZIG_NORM_X,
+ &ziggurat_tables::ZIG_NORM_F,
+ pdf, zero_case))
+ }
+}
+
+/// The normal distribution `N(mean, std_dev**2)`.
+///
+/// This uses the ZIGNOR variant of the Ziggurat method, see
+/// `StandardNormal` for more details.
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::{Normal, IndependentSample};
+///
+/// // mean 2, standard deviation 3
+/// let normal = Normal::new(2.0, 3.0);
+/// let v = normal.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from a N(2, 9) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct Normal {
+ mean: f64,
+ std_dev: f64,
+}
+
+impl Normal {
+ /// Construct a new `Normal` distribution with the given mean and
+ /// standard deviation.
+ ///
+ /// # Panics
+ ///
+ /// Panics if `std_dev < 0`.
+ #[inline]
+ pub fn new(mean: f64, std_dev: f64) -> Normal {
+ assert!(std_dev >= 0.0, "Normal::new called with `std_dev` < 0");
+ Normal {
+ mean: mean,
+ std_dev: std_dev
+ }
+ }
+}
+impl Sample<f64> for Normal {
+ fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for Normal {
+ fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+ let StandardNormal(n) = rng.gen::<StandardNormal>();
+ self.mean + self.std_dev * n
+ }
+}
+
+
+/// The log-normal distribution `ln N(mean, std_dev**2)`.
+///
+/// If `X` is log-normal distributed, then `ln(X)` is `N(mean,
+/// std_dev**2)` distributed.
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::{LogNormal, IndependentSample};
+///
+/// // mean 2, standard deviation 3
+/// let log_normal = LogNormal::new(2.0, 3.0);
+/// let v = log_normal.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from an ln N(2, 9) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct LogNormal {
+ norm: Normal
+}
+
+impl LogNormal {
+ /// Construct a new `LogNormal` distribution with the given mean
+ /// and standard deviation.
+ ///
+ /// # Panics
+ ///
+ /// Panics if `std_dev < 0`.
+ #[inline]
+ pub fn new(mean: f64, std_dev: f64) -> LogNormal {
+ assert!(std_dev >= 0.0, "LogNormal::new called with `std_dev` < 0");
+ LogNormal { norm: Normal::new(mean, std_dev) }
+ }
+}
+impl Sample<f64> for LogNormal {
+ fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for LogNormal {
+ fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+ self.norm.ind_sample(rng).exp()
+ }
+}
+
+#[cfg(test)]
+mod tests {
+ use distributions::{Sample, IndependentSample};
+ use super::{Normal, LogNormal};
+
+ #[test]
+ fn test_normal() {
+ let mut norm = Normal::new(10.0, 10.0);
+ let mut rng = ::test::rng();
+ for _ in 0..1000 {
+ norm.sample(&mut rng);
+ norm.ind_sample(&mut rng);
+ }
+ }
+ #[test]
+ #[should_panic]
+ fn test_normal_invalid_sd() {
+ Normal::new(10.0, -1.0);
+ }
+
+
+ #[test]
+ fn test_log_normal() {
+ let mut lnorm = LogNormal::new(10.0, 10.0);
+ let mut rng = ::test::rng();
+ for _ in 0..1000 {
+ lnorm.sample(&mut rng);
+ lnorm.ind_sample(&mut rng);
+ }
+ }
+ #[test]
+ #[should_panic]
+ fn test_log_normal_invalid_sd() {
+ LogNormal::new(10.0, -1.0);
+ }
+}