diff options
Diffstat (limited to 'rand/examples')
-rw-r--r-- | rand/examples/monte-carlo.rs | 51 | ||||
-rw-r--r-- | rand/examples/monty-hall.rs | 116 |
2 files changed, 167 insertions, 0 deletions
diff --git a/rand/examples/monte-carlo.rs b/rand/examples/monte-carlo.rs new file mode 100644 index 0000000..9162996 --- /dev/null +++ b/rand/examples/monte-carlo.rs @@ -0,0 +1,51 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013-2018 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. + +//! # Monte Carlo estimation of π +//! +//! Imagine that we have a square with sides of length 2 and a unit circle +//! (radius = 1), both centered at the origin. The areas are: +//! +//! ```text +//! area of circle = πr² = π * r * r = π +//! area of square = 2² = 4 +//! ``` +//! +//! The circle is entirely within the square, so if we sample many points +//! randomly from the square, roughly π / 4 of them should be inside the circle. +//! +//! We can use the above fact to estimate the value of π: pick many points in +//! the square at random, calculate the fraction that fall within the circle, +//! and multiply this fraction by 4. + +#![cfg(feature="std")] + + +extern crate rand; + +use rand::distributions::{Distribution, Uniform}; + +fn main() { + let range = Uniform::new(-1.0f64, 1.0); + let mut rng = rand::thread_rng(); + + let total = 1_000_000; + let mut in_circle = 0; + + for _ in 0..total { + let a = range.sample(&mut rng); + let b = range.sample(&mut rng); + if a*a + b*b <= 1.0 { + in_circle += 1; + } + } + + // prints something close to 3.14159... + println!("π is approximately {}", 4. * (in_circle as f64) / (total as f64)); +} diff --git a/rand/examples/monty-hall.rs b/rand/examples/monty-hall.rs new file mode 100644 index 0000000..0932c5e --- /dev/null +++ b/rand/examples/monty-hall.rs @@ -0,0 +1,116 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013-2018 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. + +//! ## Monty Hall Problem +//! +//! This is a simulation of the [Monty Hall Problem][]: +//! +//! > Suppose you're on a game show, and you're given the choice of three doors: +//! > Behind one door is a car; behind the others, goats. You pick a door, say +//! > No. 1, and the host, who knows what's behind the doors, opens another +//! > door, say No. 3, which has a goat. He then says to you, "Do you want to +//! > pick door No. 2?" Is it to your advantage to switch your choice? +//! +//! The rather unintuitive answer is that you will have a 2/3 chance of winning +//! if you switch and a 1/3 chance of winning if you don't, so it's better to +//! switch. +//! +//! This program will simulate the game show and with large enough simulation +//! steps it will indeed confirm that it is better to switch. +//! +//! [Monty Hall Problem]: https://en.wikipedia.org/wiki/Monty_Hall_problem + +#![cfg(feature="std")] + + +extern crate rand; + +use rand::Rng; +use rand::distributions::{Distribution, Uniform}; + +struct SimulationResult { + win: bool, + switch: bool, +} + +// Run a single simulation of the Monty Hall problem. +fn simulate<R: Rng>(random_door: &Uniform<u32>, rng: &mut R) + -> SimulationResult { + let car = random_door.sample(rng); + + // This is our initial choice + let mut choice = random_door.sample(rng); + + // The game host opens a door + let open = game_host_open(car, choice, rng); + + // Shall we switch? + let switch = rng.gen(); + if switch { + choice = switch_door(choice, open); + } + + SimulationResult { win: choice == car, switch } +} + +// Returns the door the game host opens given our choice and knowledge of +// where the car is. The game host will never open the door with the car. +fn game_host_open<R: Rng>(car: u32, choice: u32, rng: &mut R) -> u32 { + use rand::seq::SliceRandom; + *free_doors(&[car, choice]).choose(rng).unwrap() +} + +// Returns the door we switch to, given our current choice and +// the open door. There will only be one valid door. +fn switch_door(choice: u32, open: u32) -> u32 { + free_doors(&[choice, open])[0] +} + +fn free_doors(blocked: &[u32]) -> Vec<u32> { + (0..3).filter(|x| !blocked.contains(x)).collect() +} + +fn main() { + // The estimation will be more accurate with more simulations + let num_simulations = 10000; + + let mut rng = rand::thread_rng(); + let random_door = Uniform::new(0u32, 3); + + let (mut switch_wins, mut switch_losses) = (0, 0); + let (mut keep_wins, mut keep_losses) = (0, 0); + + println!("Running {} simulations...", num_simulations); + for _ in 0..num_simulations { + let result = simulate(&random_door, &mut rng); + + match (result.win, result.switch) { + (true, true) => switch_wins += 1, + (true, false) => keep_wins += 1, + (false, true) => switch_losses += 1, + (false, false) => keep_losses += 1, + } + } + + let total_switches = switch_wins + switch_losses; + let total_keeps = keep_wins + keep_losses; + + println!("Switched door {} times with {} wins and {} losses", + total_switches, switch_wins, switch_losses); + + println!("Kept our choice {} times with {} wins and {} losses", + total_keeps, keep_wins, keep_losses); + + // With a large number of simulations, the values should converge to + // 0.667 and 0.333 respectively. + println!("Estimated chance to win if we switch: {}", + switch_wins as f32 / total_switches as f32); + println!("Estimated chance to win if we don't: {}", + keep_wins as f32 / total_keeps as f32); +} |