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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 binomial distribution.
-#![allow(deprecated)]
-#![allow(clippy::all)]
-
-use crate::Rng;
-use crate::distributions::{Distribution, Uniform};
-
-/// The binomial distribution `Binomial(n, p)`.
-///
-/// This distribution has density function:
-/// `f(k) = n!/(k! (n-k)!) p^k (1-p)^(n-k)` for `k >= 0`.
-#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
-#[derive(Clone, Copy, Debug)]
-pub struct Binomial {
- /// Number of trials.
- n: u64,
- /// Probability of success.
- p: f64,
-}
-
-impl Binomial {
- /// Construct a new `Binomial` with the given shape parameters `n` (number
- /// of trials) and `p` (probability of success).
- ///
- /// Panics if `p < 0` or `p > 1`.
- pub fn new(n: u64, p: f64) -> Binomial {
- assert!(p >= 0.0, "Binomial::new called with p < 0");
- assert!(p <= 1.0, "Binomial::new called with p > 1");
- Binomial { n, p }
- }
-}
-
-/// Convert a `f64` to an `i64`, panicing on overflow.
-// In the future (Rust 1.34), this might be replaced with `TryFrom`.
-fn f64_to_i64(x: f64) -> i64 {
- assert!(x < (::std::i64::MAX as f64));
- x as i64
-}
-
-impl Distribution<u64> for Binomial {
- fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 {
- // Handle these values directly.
- if self.p == 0.0 {
- return 0;
- } else if self.p == 1.0 {
- return self.n;
- }
-
- // The binomial distribution is symmetrical with respect to p -> 1-p,
- // k -> n-k switch p so that it is less than 0.5 - this allows for lower
- // expected values we will just invert the result at the end
- let p = if self.p <= 0.5 {
- self.p
- } else {
- 1.0 - self.p
- };
-
- let result;
- let q = 1. - p;
-
- // For small n * min(p, 1 - p), the BINV algorithm based on the inverse
- // transformation of the binomial distribution is efficient. Otherwise,
- // the BTPE algorithm is used.
- //
- // Voratas Kachitvichyanukul and Bruce W. Schmeiser. 1988. Binomial
- // random variate generation. Commun. ACM 31, 2 (February 1988),
- // 216-222. http://dx.doi.org/10.1145/42372.42381
-
- // Threshold for prefering the BINV algorithm. The paper suggests 10,
- // Ranlib uses 30, and GSL uses 14.
- const BINV_THRESHOLD: f64 = 10.;
-
- if (self.n as f64) * p < BINV_THRESHOLD &&
- self.n <= (::std::i32::MAX as u64) {
- // Use the BINV algorithm.
- let s = p / q;
- let a = ((self.n + 1) as f64) * s;
- let mut r = q.powi(self.n as i32);
- let mut u: f64 = rng.gen();
- let mut x = 0;
- while u > r as f64 {
- u -= r;
- x += 1;
- r *= a / (x as f64) - s;
- }
- result = x;
- } else {
- // Use the BTPE algorithm.
-
- // Threshold for using the squeeze algorithm. This can be freely
- // chosen based on performance. Ranlib and GSL use 20.
- const SQUEEZE_THRESHOLD: i64 = 20;
-
- // Step 0: Calculate constants as functions of `n` and `p`.
- let n = self.n as f64;
- let np = n * p;
- let npq = np * q;
- let f_m = np + p;
- let m = f64_to_i64(f_m);
- // radius of triangle region, since height=1 also area of region
- let p1 = (2.195 * npq.sqrt() - 4.6 * q).floor() + 0.5;
- // tip of triangle
- let x_m = (m as f64) + 0.5;
- // left edge of triangle
- let x_l = x_m - p1;
- // right edge of triangle
- let x_r = x_m + p1;
- let c = 0.134 + 20.5 / (15.3 + (m as f64));
- // p1 + area of parallelogram region
- let p2 = p1 * (1. + 2. * c);
-
- fn lambda(a: f64) -> f64 {
- a * (1. + 0.5 * a)
- }
-
- let lambda_l = lambda((f_m - x_l) / (f_m - x_l * p));
- let lambda_r = lambda((x_r - f_m) / (x_r * q));
- // p1 + area of left tail
- let p3 = p2 + c / lambda_l;
- // p1 + area of right tail
- let p4 = p3 + c / lambda_r;
-
- // return value
- let mut y: i64;
-
- let gen_u = Uniform::new(0., p4);
- let gen_v = Uniform::new(0., 1.);
-
- loop {
- // Step 1: Generate `u` for selecting the region. If region 1 is
- // selected, generate a triangularly distributed variate.
- let u = gen_u.sample(rng);
- let mut v = gen_v.sample(rng);
- if !(u > p1) {
- y = f64_to_i64(x_m - p1 * v + u);
- break;
- }
-
- if !(u > p2) {
- // Step 2: Region 2, parallelograms. Check if region 2 is
- // used. If so, generate `y`.
- let x = x_l + (u - p1) / c;
- v = v * c + 1.0 - (x - x_m).abs() / p1;
- if v > 1. {
- continue;
- } else {
- y = f64_to_i64(x);
- }
- } else if !(u > p3) {
- // Step 3: Region 3, left exponential tail.
- y = f64_to_i64(x_l + v.ln() / lambda_l);
- if y < 0 {
- continue;
- } else {
- v *= (u - p2) * lambda_l;
- }
- } else {
- // Step 4: Region 4, right exponential tail.
- y = f64_to_i64(x_r - v.ln() / lambda_r);
- if y > 0 && (y as u64) > self.n {
- continue;
- } else {
- v *= (u - p3) * lambda_r;
- }
- }
-
- // Step 5: Acceptance/rejection comparison.
-
- // Step 5.0: Test for appropriate method of evaluating f(y).
- let k = (y - m).abs();
- if !(k > SQUEEZE_THRESHOLD && (k as f64) < 0.5 * npq - 1.) {
- // Step 5.1: Evaluate f(y) via the recursive relationship. Start the
- // search from the mode.
- let s = p / q;
- let a = s * (n + 1.);
- let mut f = 1.0;
- if m < y {
- let mut i = m;
- loop {
- i += 1;
- f *= a / (i as f64) - s;
- if i == y {
- break;
- }
- }
- } else if m > y {
- let mut i = y;
- loop {
- i += 1;
- f /= a / (i as f64) - s;
- if i == m {
- break;
- }
- }
- }
- if v > f {
- continue;
- } else {
- break;
- }
- }
-
- // Step 5.2: Squeezing. Check the value of ln(v) againts upper and
- // lower bound of ln(f(y)).
- let k = k as f64;
- let rho = (k / npq) * ((k * (k / 3. + 0.625) + 1./6.) / npq + 0.5);
- let t = -0.5 * k*k / npq;
- let alpha = v.ln();
- if alpha < t - rho {
- break;
- }
- if alpha > t + rho {
- continue;
- }
-
- // Step 5.3: Final acceptance/rejection test.
- let x1 = (y + 1) as f64;
- let f1 = (m + 1) as f64;
- let z = (f64_to_i64(n) + 1 - m) as f64;
- let w = (f64_to_i64(n) - y + 1) as f64;
-
- fn stirling(a: f64) -> f64 {
- let a2 = a * a;
- (13860. - (462. - (132. - (99. - 140. / a2) / a2) / a2) / a2) / a / 166320.
- }
-
- if alpha > x_m * (f1 / x1).ln()
- + (n - (m as f64) + 0.5) * (z / w).ln()
- + ((y - m) as f64) * (w * p / (x1 * q)).ln()
- // We use the signs from the GSL implementation, which are
- // different than the ones in the reference. According to
- // the GSL authors, the new signs were verified to be
- // correct by one of the original designers of the
- // algorithm.
- + stirling(f1) + stirling(z) - stirling(x1) - stirling(w)
- {
- continue;
- }
-
- break;
- }
- assert!(y >= 0);
- result = y as u64;
- }
-
- // Invert the result for p < 0.5.
- if p != self.p {
- self.n - result
- } else {
- result
- }
- }
-}
-
-#[cfg(test)]
-mod test {
- use crate::Rng;
- use crate::distributions::Distribution;
- use super::Binomial;
-
- fn test_binomial_mean_and_variance<R: Rng>(n: u64, p: f64, rng: &mut R) {
- let binomial = Binomial::new(n, p);
-
- let expected_mean = n as f64 * p;
- let expected_variance = n as f64 * p * (1.0 - p);
-
- let mut results = [0.0; 1000];
- for i in results.iter_mut() { *i = binomial.sample(rng) as f64; }
-
- let mean = results.iter().sum::<f64>() / results.len() as f64;
- assert!((mean as f64 - expected_mean).abs() < expected_mean / 50.0,
- "mean: {}, expected_mean: {}", mean, expected_mean);
-
- let variance =
- results.iter().map(|x| (x - mean) * (x - mean)).sum::<f64>()
- / results.len() as f64;
- assert!((variance - expected_variance).abs() < expected_variance / 10.0,
- "variance: {}, expected_variance: {}", variance, expected_variance);
- }
-
- #[test]
- #[cfg(not(miri))] // Miri is too slow
- fn test_binomial() {
- let mut rng = crate::test::rng(351);
- test_binomial_mean_and_variance(150, 0.1, &mut rng);
- test_binomial_mean_and_variance(70, 0.6, &mut rng);
- test_binomial_mean_and_variance(40, 0.5, &mut rng);
- test_binomial_mean_and_variance(20, 0.7, &mut rng);
- test_binomial_mean_and_variance(20, 0.5, &mut rng);
- }
-
- #[test]
- fn test_binomial_end_points() {
- let mut rng = crate::test::rng(352);
- assert_eq!(rng.sample(Binomial::new(20, 0.0)), 0);
- assert_eq!(rng.sample(Binomial::new(20, 1.0)), 20);
- }
-
- #[test]
- #[should_panic]
- fn test_binomial_invalid_lambda_neg() {
- Binomial::new(20, -10.0);
- }
-}
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