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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 exponential distribution.
use {Rng, Rand};
use distributions::{ziggurat, ziggurat_tables, Sample, IndependentSample};
/// A wrapper around an `f64` to generate Exp(1) random numbers.
///
/// See `Exp` for the general exponential distribution.
///
/// Implemented via the ZIGNOR variant[1] of the Ziggurat method. The
/// exact description in the paper was adjusted to use tables for the
/// exponential distribution rather than normal.
///
/// [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::exponential::Exp1;
///
/// let Exp1(x) = rand::random();
/// println!("{}", x);
/// ```
#[derive(Clone, Copy, Debug)]
pub struct Exp1(pub f64);
// This could be done via `-rng.gen::<f64>().ln()` but that is slower.
impl Rand for Exp1 {
#[inline]
fn rand<R:Rng>(rng: &mut R) -> Exp1 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x).exp()
}
#[inline]
fn zero_case<R:Rng>(rng: &mut R, _u: f64) -> f64 {
ziggurat_tables::ZIG_EXP_R - rng.gen::<f64>().ln()
}
Exp1(ziggurat(rng, false,
&ziggurat_tables::ZIG_EXP_X,
&ziggurat_tables::ZIG_EXP_F,
pdf, zero_case))
}
}
/// The exponential distribution `Exp(lambda)`.
///
/// This distribution has density function: `f(x) = lambda *
/// exp(-lambda * x)` for `x > 0`.
///
/// # Example
///
/// ```rust
/// use rand::distributions::{Exp, IndependentSample};
///
/// let exp = Exp::new(2.0);
/// let v = exp.ind_sample(&mut rand::thread_rng());
/// println!("{} is from a Exp(2) distribution", v);
/// ```
#[derive(Clone, Copy, Debug)]
pub struct Exp {
/// `lambda` stored as `1/lambda`, since this is what we scale by.
lambda_inverse: f64
}
impl Exp {
/// Construct a new `Exp` with the given shape parameter
/// `lambda`. Panics if `lambda <= 0`.
#[inline]
pub fn new(lambda: f64) -> Exp {
assert!(lambda > 0.0, "Exp::new called with `lambda` <= 0");
Exp { lambda_inverse: 1.0 / lambda }
}
}
impl Sample<f64> for Exp {
fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
}
impl IndependentSample<f64> for Exp {
fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
let Exp1(n) = rng.gen::<Exp1>();
n * self.lambda_inverse
}
}
#[cfg(test)]
mod test {
use distributions::{Sample, IndependentSample};
use super::Exp;
#[test]
fn test_exp() {
let mut exp = Exp::new(10.0);
let mut rng = ::test::rng();
for _ in 0..1000 {
assert!(exp.sample(&mut rng) >= 0.0);
assert!(exp.ind_sample(&mut rng) >= 0.0);
}
}
#[test]
#[should_panic]
fn test_exp_invalid_lambda_zero() {
Exp::new(0.0);
}
#[test]
#[should_panic]
fn test_exp_invalid_lambda_neg() {
Exp::new(-10.0);
}
}
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