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Diffstat (limited to 'rand/rand_distr/src/exponential.rs')
| -rw-r--r-- | rand/rand_distr/src/exponential.rs | 145 |
1 files changed, 0 insertions, 145 deletions
diff --git a/rand/rand_distr/src/exponential.rs b/rand/rand_distr/src/exponential.rs deleted file mode 100644 index 8322489..0000000 --- a/rand/rand_distr/src/exponential.rs +++ /dev/null @@ -1,145 +0,0 @@ -// Copyright 2018 Developers of the Rand project. -// Copyright 2013 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 exponential distribution. - -use rand::Rng; -use crate::{ziggurat_tables, Distribution}; -use crate::utils::{ziggurat, Float}; - -/// Samples floating-point numbers according to the exponential distribution, -/// with rate parameter `λ = 1`. This is equivalent to `Exp::new(1.0)` or -/// sampling with `-rng.gen::<f64>().ln()`, but faster. -/// -/// 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*]( -/// https://www.doornik.com/research/ziggurat.pdf). -/// Nuffield College, Oxford -/// -/// # Example -/// ``` -/// use rand::prelude::*; -/// use rand_distr::Exp1; -/// -/// let val: f64 = thread_rng().sample(Exp1); -/// println!("{}", val); -/// ``` -#[derive(Clone, Copy, Debug)] -pub struct Exp1; - -impl Distribution<f32> for Exp1 { - #[inline] - fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f32 { - // TODO: use optimal 32-bit implementation - let x: f64 = self.sample(rng); - x as f32 - } -} - -// This could be done via `-rng.gen::<f64>().ln()` but that is slower. -impl Distribution<f64> for Exp1 { - #[inline] - fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 { - #[inline] - fn pdf(x: f64) -> f64 { - (-x).exp() - } - #[inline] - fn zero_case<R: Rng + ?Sized>(rng: &mut R, _u: f64) -> f64 { - ziggurat_tables::ZIG_EXP_R - rng.gen::<f64>().ln() - } - - 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`. -/// -/// Note that [`Exp1`](crate::Exp1) is an optimised implementation for `lambda = 1`. -/// -/// # Example -/// -/// ``` -/// use rand_distr::{Exp, Distribution}; -/// -/// let exp = Exp::new(2.0).unwrap(); -/// let v = exp.sample(&mut rand::thread_rng()); -/// println!("{} is from a Exp(2) distribution", v); -/// ``` -#[derive(Clone, Copy, Debug)] -pub struct Exp<N> { - /// `lambda` stored as `1/lambda`, since this is what we scale by. - lambda_inverse: N -} - -/// Error type returned from `Exp::new`. -#[derive(Clone, Copy, Debug, PartialEq, Eq)] -pub enum Error { - /// `lambda <= 0` or `nan`. - LambdaTooSmall, -} - -impl<N: Float> Exp<N> -where Exp1: Distribution<N> -{ - /// Construct a new `Exp` with the given shape parameter - /// `lambda`. - #[inline] - pub fn new(lambda: N) -> Result<Exp<N>, Error> { - if !(lambda > N::from(0.0)) { - return Err(Error::LambdaTooSmall); - } - Ok(Exp { lambda_inverse: N::from(1.0) / lambda }) - } -} - -impl<N: Float> Distribution<N> for Exp<N> -where Exp1: Distribution<N> -{ - fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> N { - rng.sample(Exp1) * self.lambda_inverse - } -} - -#[cfg(test)] -mod test { - use crate::Distribution; - use super::Exp; - - #[test] - fn test_exp() { - let exp = Exp::new(10.0).unwrap(); - let mut rng = crate::test::rng(221); - for _ in 0..1000 { - assert!(exp.sample(&mut rng) >= 0.0); - } - } - #[test] - #[should_panic] - fn test_exp_invalid_lambda_zero() { - Exp::new(0.0).unwrap(); - } - #[test] - #[should_panic] - fn test_exp_invalid_lambda_neg() { - Exp::new(-10.0).unwrap(); - } -} |