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+// Copyright 2018 Developers of the Rand project.
+// Copyright 2016-2017 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.
+
+//! The Poisson distribution.
+
+use Rng;
+use distributions::{Distribution, Cauchy};
+use distributions::utils::log_gamma;
+
+/// The Poisson distribution `Poisson(lambda)`.
+///
+/// This distribution has a density function:
+/// `f(k) = lambda^k * exp(-lambda) / k!` for `k >= 0`.
+///
+/// # Example
+///
+/// ```
+/// use rand::distributions::{Poisson, Distribution};
+///
+/// let poi = Poisson::new(2.0);
+/// let v = poi.sample(&mut rand::thread_rng());
+/// println!("{} is from a Poisson(2) distribution", v);
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct Poisson {
+ lambda: f64,
+ // precalculated values
+ exp_lambda: f64,
+ log_lambda: f64,
+ sqrt_2lambda: f64,
+ magic_val: f64,
+}
+
+impl Poisson {
+ /// Construct a new `Poisson` with the given shape parameter
+ /// `lambda`. Panics if `lambda <= 0`.
+ pub fn new(lambda: f64) -> Poisson {
+ assert!(lambda > 0.0, "Poisson::new called with lambda <= 0");
+ let log_lambda = lambda.ln();
+ Poisson {
+ lambda,
+ exp_lambda: (-lambda).exp(),
+ log_lambda,
+ sqrt_2lambda: (2.0 * lambda).sqrt(),
+ magic_val: lambda * log_lambda - log_gamma(1.0 + lambda),
+ }
+ }
+}
+
+impl Distribution<u64> for Poisson {
+ fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 {
+ // using the algorithm from Numerical Recipes in C
+
+ // for low expected values use the Knuth method
+ if self.lambda < 12.0 {
+ let mut result = 0;
+ let mut p = 1.0;
+ while p > self.exp_lambda {
+ p *= rng.gen::<f64>();
+ result += 1;
+ }
+ result - 1
+ }
+ // high expected values - rejection method
+ else {
+ let mut int_result: u64;
+
+ // we use the Cauchy distribution as the comparison distribution
+ // f(x) ~ 1/(1+x^2)
+ let cauchy = Cauchy::new(0.0, 1.0);
+
+ loop {
+ let mut result;
+ let mut comp_dev;
+
+ loop {
+ // draw from the Cauchy distribution
+ comp_dev = rng.sample(cauchy);
+ // shift the peak of the comparison ditribution
+ result = self.sqrt_2lambda * comp_dev + self.lambda;
+ // repeat the drawing until we are in the range of possible values
+ if result >= 0.0 {
+ break;
+ }
+ }
+ // now the result is a random variable greater than 0 with Cauchy distribution
+ // the result should be an integer value
+ result = result.floor();
+ int_result = result as u64;
+
+ // this is the ratio of the Poisson distribution to the comparison distribution
+ // the magic value scales the distribution function to a range of approximately 0-1
+ // since it is not exact, we multiply the ratio by 0.9 to avoid ratios greater than 1
+ // this doesn't change the resulting distribution, only increases the rate of failed drawings
+ let check = 0.9 * (1.0 + comp_dev * comp_dev)
+ * (result * self.log_lambda - log_gamma(1.0 + result) - self.magic_val).exp();
+
+ // check with uniform random value - if below the threshold, we are within the target distribution
+ if rng.gen::<f64>() <= check {
+ break;
+ }
+ }
+ int_result
+ }
+ }
+}
+
+#[cfg(test)]
+mod test {
+ use distributions::Distribution;
+ use super::Poisson;
+
+ #[test]
+ fn test_poisson_10() {
+ let poisson = Poisson::new(10.0);
+ let mut rng = ::test::rng(123);
+ let mut sum = 0;
+ for _ in 0..1000 {
+ sum += poisson.sample(&mut rng);
+ }
+ let avg = (sum as f64) / 1000.0;
+ println!("Poisson average: {}", avg);
+ assert!((avg - 10.0).abs() < 0.5); // not 100% certain, but probable enough
+ }
+
+ #[test]
+ fn test_poisson_15() {
+ // Take the 'high expected values' path
+ let poisson = Poisson::new(15.0);
+ let mut rng = ::test::rng(123);
+ let mut sum = 0;
+ for _ in 0..1000 {
+ sum += poisson.sample(&mut rng);
+ }
+ let avg = (sum as f64) / 1000.0;
+ println!("Poisson average: {}", avg);
+ assert!((avg - 15.0).abs() < 0.5); // not 100% certain, but probable enough
+ }
+
+ #[test]
+ #[should_panic]
+ fn test_poisson_invalid_lambda_zero() {
+ Poisson::new(0.0);
+ }
+
+ #[test]
+ #[should_panic]
+ fn test_poisson_invalid_lambda_neg() {
+ Poisson::new(-10.0);
+ }
+}