// 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 Poisson distribution. #![allow(deprecated)] use crate::Rng; use crate::distributions::{Distribution, Cauchy}; use crate::distributions::utils::log_gamma; /// The Poisson distribution `Poisson(lambda)`. /// /// This distribution has a density function: /// `f(k) = lambda^k * exp(-lambda) / k!` for `k >= 0`. #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Poisson { lambda: f64, // precalculated values exp_lambda: f64, log_lambda: f64, sqrt_2lambda: f64, magic_val: f64, } impl Poisson { /// Construct a new `Poisson` with the given shape parameter /// `lambda`. Panics if `lambda <= 0`. pub fn new(lambda: f64) -> Poisson { assert!(lambda > 0.0, "Poisson::new called with lambda <= 0"); let log_lambda = lambda.ln(); Poisson { lambda, exp_lambda: (-lambda).exp(), log_lambda, sqrt_2lambda: (2.0 * lambda).sqrt(), magic_val: lambda * log_lambda - log_gamma(1.0 + lambda), } } } impl Distribution for Poisson { fn sample(&self, rng: &mut R) -> u64 { // using the algorithm from Numerical Recipes in C // for low expected values use the Knuth method if self.lambda < 12.0 { let mut result = 0; let mut p = 1.0; while p > self.exp_lambda { p *= rng.gen::(); result += 1; } result - 1 } // high expected values - rejection method else { let mut int_result: u64; // 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 result; let mut comp_dev; loop { // draw from the Cauchy distribution comp_dev = rng.sample(cauchy); // shift the peak of the comparison ditribution result = self.sqrt_2lambda * comp_dev + self.lambda; // repeat the drawing until we are in the range of possible values if result >= 0.0 { break; } } // now the result is a random variable greater than 0 with Cauchy distribution // the result should be an integer value result = result.floor(); int_result = result as u64; // this is the ratio of the Poisson distribution to the comparison distribution // the magic value scales the distribution function to a range of approximately 0-1 // since it is not exact, we multiply the ratio by 0.9 to avoid ratios greater than 1 // this doesn't change the resulting distribution, only increases the rate of failed drawings let check = 0.9 * (1.0 + comp_dev * comp_dev) * (result * self.log_lambda - log_gamma(1.0 + result) - self.magic_val).exp(); // check with uniform random value - if below the threshold, we are within the target distribution if rng.gen::() <= check { break; } } int_result } } } #[cfg(test)] mod test { use crate::distributions::Distribution; use super::Poisson; #[test] #[cfg(not(miri))] // Miri is too slow fn test_poisson_10() { let poisson = Poisson::new(10.0); let mut rng = crate::test::rng(123); let mut sum = 0; for _ in 0..1000 { sum += poisson.sample(&mut rng); } let avg = (sum as f64) / 1000.0; println!("Poisson average: {}", avg); assert!((avg - 10.0).abs() < 0.5); // not 100% certain, but probable enough } #[test] #[cfg(not(miri))] // Miri doesn't support transcendental functions fn test_poisson_15() { // Take the 'high expected values' path let poisson = Poisson::new(15.0); let mut rng = crate::test::rng(123); let mut sum = 0; for _ in 0..1000 { sum += poisson.sample(&mut rng); } let avg = (sum as f64) / 1000.0; println!("Poisson average: {}", avg); assert!((avg - 15.0).abs() < 0.5); // not 100% certain, but probable enough } #[test] #[should_panic] fn test_poisson_invalid_lambda_zero() { Poisson::new(0.0); } #[test] #[should_panic] fn test_poisson_invalid_lambda_neg() { Poisson::new(-10.0); } }