// Copyright 2018 Developers of the Rand project. // Copyright 2016-2017 The Rust Project Developers. // // Licensed under the Apache License, Version 2.0 or the MIT license // , at your // option. This file may not be copied, modified, or distributed // except according to those terms. //! The binomial distribution. use Rng; use distributions::{Distribution, Bernoulli, Cauchy}; use distributions::utils::log_gamma; /// 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`. /// /// # Example /// /// ``` /// use rand::distributions::{Binomial, Distribution}; /// /// let bin = Binomial::new(20, 0.3); /// let v = bin.sample(&mut rand::thread_rng()); /// println!("{} is from a binomial distribution", v); /// ``` #[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 } } } impl Distribution for Binomial { fn sample(&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; } // For low n, it is faster to sample directly. For both methods, // performance is independent of p. On Intel Haswell CPU this method // appears to be faster for approx n < 300. if self.n < 300 { let mut result = 0; let d = Bernoulli::new(self.p); for _ in 0 .. self.n { result += rng.sample(d) as u32; } return result as u64; } // 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 }; // prepare some cached values let float_n = self.n as f64; let ln_fact_n = log_gamma(float_n + 1.0); let pc = 1.0 - p; let log_p = p.ln(); let log_pc = pc.ln(); let expected = self.n as f64 * p; let sq = (expected * (2.0 * pc)).sqrt(); let mut lresult; // 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 comp_dev: f64; loop { // draw from the Cauchy distribution comp_dev = rng.sample(cauchy); // shift the peak of the comparison ditribution lresult = expected + sq * comp_dev; // repeat the drawing until we are in the range of possible values if lresult >= 0.0 && lresult < float_n + 1.0 { break; } } // the result should be discrete lresult = lresult.floor(); let log_binomial_dist = ln_fact_n - log_gamma(lresult+1.0) - log_gamma(float_n - lresult + 1.0) + lresult*log_p + (float_n - lresult)*log_pc; // this is the binomial probability divided by the comparison probability // we will generate a uniform random value and if it is larger than this, // we interpret it as a value falling out of the distribution and repeat let comparison_coeff = (log_binomial_dist.exp() * sq) * (1.2 * (1.0 + comp_dev*comp_dev)); if comparison_coeff >= rng.gen() { break; } } // invert the result for p < 0.5 if p != self.p { self.n - lresult as u64 } else { lresult as u64 } } } #[cfg(test)] mod test { use Rng; use distributions::Distribution; use super::Binomial; fn test_binomial_mean_and_variance(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::() / results.len() as f64; assert!((mean as f64 - expected_mean).abs() < expected_mean / 50.0); let variance = results.iter().map(|x| (x - mean) * (x - mean)).sum::() / results.len() as f64; assert!((variance - expected_variance).abs() < expected_variance / 10.0); } #[test] fn test_binomial() { let mut rng = ::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 = ::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); } }