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-// 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 normal and derived distributions.
-#![allow(deprecated)]
-
-use crate::Rng;
-use crate::distributions::{ziggurat_tables, Distribution, Open01};
-use crate::distributions::utils::ziggurat;
-
-/// Samples floating-point numbers according to the normal distribution
-/// `N(0, 1)` (a.k.a. a standard normal, or Gaussian). This is equivalent to
-/// `Normal::new(0.0, 1.0)` but faster.
-///
-/// See `Normal` for the general normal distribution.
-///
-/// Implemented via the ZIGNOR variant[^1] of the Ziggurat method.
-///
-/// [^1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to
-/// Generate Normal Random Samples*](
-/// https://www.doornik.com/research/ziggurat.pdf).
-/// Nuffield College, Oxford
-#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
-#[derive(Clone, Copy, Debug)]
-pub struct StandardNormal;
-
-impl Distribution<f64> for StandardNormal {
- fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
- #[inline]
- fn pdf(x: f64) -> f64 {
- (-x*x/2.0).exp()
- }
- #[inline]
- fn zero_case<R: Rng + ?Sized>(rng: &mut R, u: f64) -> f64 {
- // compute a random number in the tail by hand
-
- // strange initial conditions, because the loop is not
- // do-while, so the condition should be true on the first
- // run, they get overwritten anyway (0 < 1, so these are
- // good).
- let mut x = 1.0f64;
- let mut y = 0.0f64;
-
- while -2.0 * y < x * x {
- let x_: f64 = rng.sample(Open01);
- let y_: f64 = rng.sample(Open01);
-
- x = x_.ln() / ziggurat_tables::ZIG_NORM_R;
- y = y_.ln();
- }
-
- if u < 0.0 { x - ziggurat_tables::ZIG_NORM_R } else { ziggurat_tables::ZIG_NORM_R - x }
- }
-
- ziggurat(rng, true, // this is symmetric
- &ziggurat_tables::ZIG_NORM_X,
- &ziggurat_tables::ZIG_NORM_F,
- pdf, zero_case)
- }
-}
-
-/// The normal distribution `N(mean, std_dev**2)`.
-///
-/// This uses the ZIGNOR variant of the Ziggurat method, see [`StandardNormal`]
-/// for more details.
-///
-/// Note that [`StandardNormal`] is an optimised implementation for mean 0, and
-/// standard deviation 1.
-///
-/// [`StandardNormal`]: crate::distributions::StandardNormal
-#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
-#[derive(Clone, Copy, Debug)]
-pub struct Normal {
- mean: f64,
- std_dev: f64,
-}
-
-impl Normal {
- /// Construct a new `Normal` distribution with the given mean and
- /// standard deviation.
- ///
- /// # Panics
- ///
- /// Panics if `std_dev < 0`.
- #[inline]
- pub fn new(mean: f64, std_dev: f64) -> Normal {
- assert!(std_dev >= 0.0, "Normal::new called with `std_dev` < 0");
- Normal {
- mean,
- std_dev
- }
- }
-}
-impl Distribution<f64> for Normal {
- fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
- let n = rng.sample(StandardNormal);
- self.mean + self.std_dev * n
- }
-}
-
-
-/// The log-normal distribution `ln N(mean, std_dev**2)`.
-///
-/// If `X` is log-normal distributed, then `ln(X)` is `N(mean, std_dev**2)`
-/// distributed.
-#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
-#[derive(Clone, Copy, Debug)]
-pub struct LogNormal {
- norm: Normal
-}
-
-impl LogNormal {
- /// Construct a new `LogNormal` distribution with the given mean
- /// and standard deviation.
- ///
- /// # Panics
- ///
- /// Panics if `std_dev < 0`.
- #[inline]
- pub fn new(mean: f64, std_dev: f64) -> LogNormal {
- assert!(std_dev >= 0.0, "LogNormal::new called with `std_dev` < 0");
- LogNormal { norm: Normal::new(mean, std_dev) }
- }
-}
-impl Distribution<f64> for LogNormal {
- fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
- self.norm.sample(rng).exp()
- }
-}
-
-#[cfg(test)]
-mod tests {
- use crate::distributions::Distribution;
- use super::{Normal, LogNormal};
-
- #[test]
- fn test_normal() {
- let norm = Normal::new(10.0, 10.0);
- let mut rng = crate::test::rng(210);
- for _ in 0..1000 {
- norm.sample(&mut rng);
- }
- }
- #[test]
- #[should_panic]
- fn test_normal_invalid_sd() {
- Normal::new(10.0, -1.0);
- }
-
-
- #[test]
- fn test_log_normal() {
- let lnorm = LogNormal::new(10.0, 10.0);
- let mut rng = crate::test::rng(211);
- for _ in 0..1000 {
- lnorm.sample(&mut rng);
- }
- }
- #[test]
- #[should_panic]
- fn test_log_normal_invalid_sd() {
- LogNormal::new(10.0, -1.0);
- }
-}