From 8f715b042f2589cabce7ad919a871088613622c8 Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 27 Mar 2019 16:24:49 +0000 Subject: [PATCH 01/11] Simplify ::test::rng function --- src/lib.rs | 21 ++------------------- 1 file changed, 2 insertions(+), 19 deletions(-) diff --git a/src/lib.rs b/src/lib.rs index 5006279c5bb..6d152f0a363 100644 --- a/src/lib.rs +++ b/src/lib.rs @@ -577,25 +577,8 @@ mod test { use super::*; #[cfg(all(not(feature="std"), feature="alloc"))] use alloc::boxed::Box; - pub struct TestRng { inner: R } - - impl RngCore for TestRng { - fn next_u32(&mut self) -> u32 { - self.inner.next_u32() - } - fn next_u64(&mut self) -> u64 { - self.inner.next_u64() - } - fn fill_bytes(&mut self, dest: &mut [u8]) { - self.inner.fill_bytes(dest) - } - fn try_fill_bytes(&mut self, dest: &mut [u8]) -> Result<(), Error> { - self.inner.try_fill_bytes(dest) - } - } - - pub fn rng(seed: u64) -> TestRng { - TestRng { inner: StdRng::seed_from_u64(seed) } + pub fn rng(seed: u64) -> impl RngCore { + StdRng::seed_from_u64(seed) } #[test] From 58f14da01fccd784a085d8a7ff26ea01cfb7d620 Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 27 Mar 2019 16:12:09 +0000 Subject: [PATCH 02/11] Add rand_distr crate The lib.rs file has been adjusted significantly; all other contents are copied from rand with minimal fixes. --- Cargo.toml | 1 + rand_distr/CHANGELOG.md | 8 + rand_distr/COPYRIGHT | 12 + rand_distr/Cargo.toml | 22 ++ rand_distr/LICENSE-APACHE | 201 +++++++++++++++ rand_distr/LICENSE-MIT | 25 ++ rand_distr/README.md | 41 +++ rand_distr/src/binomial.rs | 190 ++++++++++++++ rand_distr/src/cauchy.rs | 115 +++++++++ rand_distr/src/dirichlet.rs | 137 ++++++++++ rand_distr/src/exponential.rs | 124 +++++++++ rand_distr/src/gamma.rs | 413 ++++++++++++++++++++++++++++++ rand_distr/src/lib.rs | 100 ++++++++ rand_distr/src/normal.rs | 197 ++++++++++++++ rand_distr/src/pareto.rs | 74 ++++++ rand_distr/src/poisson.rs | 157 ++++++++++++ rand_distr/src/triangular.rs | 86 +++++++ rand_distr/src/unit_circle.rs | 101 ++++++++ rand_distr/src/unit_sphere.rs | 99 +++++++ rand_distr/src/utils.rs | 118 +++++++++ rand_distr/src/weibull.rs | 71 +++++ rand_distr/src/ziggurat_tables.rs | 279 ++++++++++++++++++++ src/distributions/float.rs | 3 +- src/distributions/mod.rs | 3 + 24 files changed, 2576 insertions(+), 1 deletion(-) create mode 100644 rand_distr/CHANGELOG.md create mode 100644 rand_distr/COPYRIGHT create mode 100644 rand_distr/Cargo.toml create mode 100644 rand_distr/LICENSE-APACHE create mode 100644 rand_distr/LICENSE-MIT create mode 100644 rand_distr/README.md create mode 100644 rand_distr/src/binomial.rs create mode 100644 rand_distr/src/cauchy.rs create mode 100644 rand_distr/src/dirichlet.rs create mode 100644 rand_distr/src/exponential.rs create mode 100644 rand_distr/src/gamma.rs create mode 100644 rand_distr/src/lib.rs create mode 100644 rand_distr/src/normal.rs create mode 100644 rand_distr/src/pareto.rs create mode 100644 rand_distr/src/poisson.rs create mode 100644 rand_distr/src/triangular.rs create mode 100644 rand_distr/src/unit_circle.rs create mode 100644 rand_distr/src/unit_sphere.rs create mode 100644 rand_distr/src/utils.rs create mode 100644 rand_distr/src/weibull.rs create mode 100644 rand_distr/src/ziggurat_tables.rs diff --git a/Cargo.toml b/Cargo.toml index dac64b81721..36c756ef4e9 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -34,6 +34,7 @@ stdweb = ["rand_os/stdweb"] [workspace] members = [ "rand_core", + "rand_distr", "rand_jitter", "rand_os", "rand_isaac", diff --git a/rand_distr/CHANGELOG.md b/rand_distr/CHANGELOG.md new file mode 100644 index 00000000000..d38fae24d27 --- /dev/null +++ b/rand_distr/CHANGELOG.md @@ -0,0 +1,8 @@ +# Changelog +All notable changes to this project will be documented in this file. + +The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/) +and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html). + +## [0.1.0] - ?? +Initial release. diff --git a/rand_distr/COPYRIGHT b/rand_distr/COPYRIGHT new file mode 100644 index 00000000000..468d907caf9 --- /dev/null +++ b/rand_distr/COPYRIGHT @@ -0,0 +1,12 @@ +Copyrights in the Rand project are retained by their contributors. No +copyright assignment is required to contribute to the Rand project. + +For full authorship information, see the version control history. + +Except as otherwise noted (below and/or in individual files), Rand is +licensed under the Apache License, Version 2.0 or + or the MIT license + or , at your option. + +The Rand project includes code from the Rust project +published under these same licenses. diff --git a/rand_distr/Cargo.toml b/rand_distr/Cargo.toml new file mode 100644 index 00000000000..d6e4931ce34 --- /dev/null +++ b/rand_distr/Cargo.toml @@ -0,0 +1,22 @@ +[package] +name = "rand_distr" +version = "0.1.0" +authors = ["The Rand Project Developers"] +license = "MIT/Apache-2.0" +readme = "README.md" +repository = "https://github.com/rust-random/rand" +documentation = "https://rust-random.github.io/rand/rand_distr/" +homepage = "https://crates.io/crates/rand_distr" +description = """ +Sampling from random number distributions +""" +keywords = ["random", "rng", "distribution", "probability"] +categories = ["algorithms"] +edition = "2018" + +[badges] +travis-ci = { repository = "rust-random/rand" } +appveyor = { repository = "rust-random/rand" } + +[dependencies] +rand = { path = "..", version = ">=0.5, <=0.7" } diff --git a/rand_distr/LICENSE-APACHE b/rand_distr/LICENSE-APACHE new file mode 100644 index 00000000000..17d74680f8c --- /dev/null +++ b/rand_distr/LICENSE-APACHE @@ -0,0 +1,201 @@ + Apache License + Version 2.0, January 2004 + https://www.apache.org/licenses/ + +TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION + +1. 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IN NO EVENT +SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY +CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION +OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR +IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER +DEALINGS IN THE SOFTWARE. diff --git a/rand_distr/README.md b/rand_distr/README.md new file mode 100644 index 00000000000..9a53f8515d7 --- /dev/null +++ b/rand_distr/README.md @@ -0,0 +1,41 @@ +# rand_distr + +[![Build Status](https://travis-ci.org/rust-random/rand.svg?branch=master)](https://travis-ci.org/rust-random/rand) +[![Build Status](https://ci.appveyor.com/api/projects/status/github/rust-random/rand?svg=true)](https://ci.appveyor.com/project/rust-random/rand) +[![Latest version](https://img.shields.io/crates/v/rand_distr.svg)](https://crates.io/crates/rand_distr) +[[![Book](https://img.shields.io/badge/book-master-yellow.svg)](https://rust-random.github.io/book/) +[![API](https://img.shields.io/badge/api-master-yellow.svg)](https://rust-random.github.io/rand/rand_distr) +[![API](https://docs.rs/rand_distr/badge.svg)](https://docs.rs/rand_distr) +[![Minimum rustc version](https://img.shields.io/badge/rustc-1.32+-lightgray.svg)](https://github.com/rust-random/rand#rust-version-requirements) + +Implements a full suite of random number distributions sampling routines. + +This crate is a super-set of the [rand::distributions] module, including support +for sampling from Beta, Cauchy, ChiSquared, Dirichlet, exponential, Fisher F, +Gamma, Log-normal, Normal, Pareto, Poisson, StudentT, Triangular, Circle, +Sphere and Weibull distributions. + +It is worth mentioning the [statrs] crate which provides similar functionality +along with various support functions, including PDF and CDF computation. In +contrast, this `rand_distr` crate focusses on sampling from distributions. + +Unlike most Rand crates, `rand_distr` does not currently support `no_std`. + +Links: + +- [API documentation (master)](https://rust-random.github.io/rand/rand_distr) +- [API documentation (docs.rs)](https://docs.rs/rand_distr) +- [Changelog](CHANGELOG.md) +- [The Rand project](https://github.com/rust-random/rand) + + +[statrs]: https://github.com/boxtown/statrs +[rand::distributions]: https://rust-random.github.io/rand/rand/distributions/index.html + +## License + +`rand_distr` is distributed under the terms of both the MIT license and the +Apache License (Version 2.0). + +See [LICENSE-APACHE](LICENSE-APACHE) and [LICENSE-MIT](LICENSE-MIT), and +[COPYRIGHT](COPYRIGHT) for details. diff --git a/rand_distr/src/binomial.rs b/rand_distr/src/binomial.rs new file mode 100644 index 00000000000..2b6d1f1e4d6 --- /dev/null +++ b/rand_distr/src/binomial.rs @@ -0,0 +1,190 @@ +// 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 rand::Rng; +use crate::{Distribution, Cauchy}; +use crate::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_distr::{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; + } + + // 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; + + // For small n * min(p, 1 - p), the BINV algorithm based on the inverse + // transformation of the binomial distribution is more efficient: + // + // 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 + if (self.n as f64) * p < 10. && self.n <= (::std::i32::MAX as u64) { + let q = 1. - p; + 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 { + // FIXME: Using the BTPE algorithm is probably faster. + + // 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; + } + } + result = lresult as u64; + } + + // invert the result for p < 0.5 + if p != self.p { + self.n - result + } else { + result + } + } +} + +#[cfg(test)] +mod test { + use rand::Rng; + use crate::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 = 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); + } +} diff --git a/rand_distr/src/cauchy.rs b/rand_distr/src/cauchy.rs new file mode 100644 index 00000000000..49707a501f4 --- /dev/null +++ b/rand_distr/src/cauchy.rs @@ -0,0 +1,115 @@ +// 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 Cauchy distribution. + +use rand::Rng; +use crate::Distribution; +use std::f64::consts::PI; + +/// The Cauchy distribution `Cauchy(median, scale)`. +/// +/// This distribution has a density function: +/// `f(x) = 1 / (pi * scale * (1 + ((x - median) / scale)^2))` +/// +/// # Example +/// +/// ``` +/// use rand_distr::{Cauchy, Distribution}; +/// +/// let cau = Cauchy::new(2.0, 5.0); +/// let v = cau.sample(&mut rand::thread_rng()); +/// println!("{} is from a Cauchy(2, 5) distribution", v); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Cauchy { + median: f64, + scale: f64 +} + +impl Cauchy { + /// Construct a new `Cauchy` with the given shape parameters + /// `median` the peak location and `scale` the scale factor. + /// Panics if `scale <= 0`. + pub fn new(median: f64, scale: f64) -> Cauchy { + assert!(scale > 0.0, "Cauchy::new called with scale factor <= 0"); + Cauchy { + median, + scale + } + } +} + +impl Distribution for Cauchy { + fn sample(&self, rng: &mut R) -> f64 { + // sample from [0, 1) + let x = rng.gen::(); + // get standard cauchy random number + // note that π/2 is not exactly representable, even if x=0.5 the result is finite + let comp_dev = (PI * x).tan(); + // shift and scale according to parameters + let result = self.median + self.scale * comp_dev; + result + } +} + +#[cfg(test)] +mod test { + use crate::Distribution; + use super::Cauchy; + + fn median(mut numbers: &mut [f64]) -> f64 { + sort(&mut numbers); + let mid = numbers.len() / 2; + numbers[mid] + } + + fn sort(numbers: &mut [f64]) { + numbers.sort_by(|a, b| a.partial_cmp(b).unwrap()); + } + + #[test] + fn test_cauchy_median() { + let cauchy = Cauchy::new(10.0, 5.0); + let mut rng = crate::test::rng(123); + let mut numbers: [f64; 1000] = [0.0; 1000]; + for i in 0..1000 { + numbers[i] = cauchy.sample(&mut rng); + } + let median = median(&mut numbers); + println!("Cauchy median: {}", median); + assert!((median - 10.0).abs() < 0.5); // not 100% certain, but probable enough + } + + #[test] + fn test_cauchy_mean() { + let cauchy = Cauchy::new(10.0, 5.0); + let mut rng = crate::test::rng(123); + let mut sum = 0.0; + for _ in 0..1000 { + sum += cauchy.sample(&mut rng); + } + let mean = sum / 1000.0; + println!("Cauchy mean: {}", mean); + // for a Cauchy distribution the mean should not converge + assert!((mean - 10.0).abs() > 0.5); // not 100% certain, but probable enough + } + + #[test] + #[should_panic] + fn test_cauchy_invalid_scale_zero() { + Cauchy::new(0.0, 0.0); + } + + #[test] + #[should_panic] + fn test_cauchy_invalid_scale_neg() { + Cauchy::new(0.0, -10.0); + } +} diff --git a/rand_distr/src/dirichlet.rs b/rand_distr/src/dirichlet.rs new file mode 100644 index 00000000000..6a34cd088fe --- /dev/null +++ b/rand_distr/src/dirichlet.rs @@ -0,0 +1,137 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 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 dirichlet distribution. + +use rand::Rng; +use crate::Distribution; +use crate::gamma::Gamma; + +/// The dirichelet distribution `Dirichlet(alpha)`. +/// +/// The Dirichlet distribution is a family of continuous multivariate +/// probability distributions parameterized by a vector alpha of positive reals. +/// It is a multivariate generalization of the beta distribution. +/// +/// # Example +/// +/// ``` +/// use rand::prelude::*; +/// use rand_distr::Dirichlet; +/// +/// let dirichlet = Dirichlet::new(vec![1.0, 2.0, 3.0]); +/// let samples = dirichlet.sample(&mut rand::thread_rng()); +/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples); +/// ``` + +#[derive(Clone, Debug)] +pub struct Dirichlet { + /// Concentration parameters (alpha) + alpha: Vec, +} + +impl Dirichlet { + /// Construct a new `Dirichlet` with the given alpha parameter `alpha`. + /// + /// # Panics + /// - if `alpha.len() < 2` + /// + #[inline] + pub fn new>>(alpha: V) -> Dirichlet { + let a = alpha.into(); + assert!(a.len() > 1); + for i in 0..a.len() { + assert!(a[i] > 0.0); + } + + Dirichlet { alpha: a } + } + + /// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`. + /// + /// # Panics + /// - if `alpha <= 0.0` + /// - if `size < 2` + /// + #[inline] + pub fn new_with_param(alpha: f64, size: usize) -> Dirichlet { + assert!(alpha > 0.0); + assert!(size > 1); + Dirichlet { + alpha: vec![alpha; size], + } + } +} + +impl Distribution> for Dirichlet { + fn sample(&self, rng: &mut R) -> Vec { + let n = self.alpha.len(); + let mut samples = vec![0.0f64; n]; + let mut sum = 0.0f64; + + for i in 0..n { + let g = Gamma::new(self.alpha[i], 1.0); + samples[i] = g.sample(rng); + sum += samples[i]; + } + let invacc = 1.0 / sum; + for i in 0..n { + samples[i] *= invacc; + } + samples + } +} + +#[cfg(test)] +mod test { + use super::Dirichlet; + use crate::Distribution; + + #[test] + fn test_dirichlet() { + let d = Dirichlet::new(vec![1.0, 2.0, 3.0]); + let mut rng = crate::test::rng(221); + let samples = d.sample(&mut rng); + let _: Vec = samples + .into_iter() + .map(|x| { + assert!(x > 0.0); + x + }) + .collect(); + } + + #[test] + fn test_dirichlet_with_param() { + let alpha = 0.5f64; + let size = 2; + let d = Dirichlet::new_with_param(alpha, size); + let mut rng = crate::test::rng(221); + let samples = d.sample(&mut rng); + let _: Vec = samples + .into_iter() + .map(|x| { + assert!(x > 0.0); + x + }) + .collect(); + } + + #[test] + #[should_panic] + fn test_dirichlet_invalid_length() { + Dirichlet::new_with_param(0.5f64, 1); + } + + #[test] + #[should_panic] + fn test_dirichlet_invalid_alpha() { + Dirichlet::new_with_param(0.0f64, 2); + } +} diff --git a/rand_distr/src/exponential.rs b/rand_distr/src/exponential.rs new file mode 100644 index 00000000000..23cbd2e9d22 --- /dev/null +++ b/rand_distr/src/exponential.rs @@ -0,0 +1,124 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 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 exponential distribution. + +use rand::Rng; +use crate::{ziggurat_tables, Distribution}; +use crate::utils::ziggurat; + +/// 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::().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 = SmallRng::from_entropy().sample(Exp1); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Exp1; + +// This could be done via `-rng.gen::().ln()` but that is slower. +impl Distribution for Exp1 { + #[inline] + fn sample(&self, rng: &mut R) -> f64 { + #[inline] + fn pdf(x: f64) -> f64 { + (-x).exp() + } + #[inline] + fn zero_case(rng: &mut R, _u: f64) -> f64 { + ziggurat_tables::ZIG_EXP_R - rng.gen::().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); +/// let v = exp.sample(&mut rand::thread_rng()); +/// println!("{} is from a Exp(2) distribution", v); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Exp { + /// `lambda` stored as `1/lambda`, since this is what we scale by. + lambda_inverse: f64 +} + +impl Exp { + /// Construct a new `Exp` with the given shape parameter + /// `lambda`. Panics if `lambda <= 0`. + #[inline] + pub fn new(lambda: f64) -> Exp { + assert!(lambda > 0.0, "Exp::new called with `lambda` <= 0"); + Exp { lambda_inverse: 1.0 / lambda } + } +} + +impl Distribution for Exp { + fn sample(&self, rng: &mut R) -> f64 { + let n: f64 = rng.sample(Exp1); + n * self.lambda_inverse + } +} + +#[cfg(test)] +mod test { + use crate::Distribution; + use super::Exp; + + #[test] + fn test_exp() { + let exp = Exp::new(10.0); + 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); + } + #[test] + #[should_panic] + fn test_exp_invalid_lambda_neg() { + Exp::new(-10.0); + } +} diff --git a/rand_distr/src/gamma.rs b/rand_distr/src/gamma.rs new file mode 100644 index 00000000000..b16cdb2ce6c --- /dev/null +++ b/rand_distr/src/gamma.rs @@ -0,0 +1,413 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 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 Gamma and derived distributions. + +use self::GammaRepr::*; +use self::ChiSquaredRepr::*; + +use rand::Rng; +use crate::normal::StandardNormal; +use crate::{Distribution, Exp, Open01}; + +/// The Gamma distribution `Gamma(shape, scale)` distribution. +/// +/// The density function of this distribution is +/// +/// ```text +/// f(x) = x^(k - 1) * exp(-x / θ) / (Γ(k) * θ^k) +/// ``` +/// +/// where `Γ` is the Gamma function, `k` is the shape and `θ` is the +/// scale and both `k` and `θ` are strictly positive. +/// +/// The algorithm used is that described by Marsaglia & Tsang 2000[^1], +/// falling back to directly sampling from an Exponential for `shape +/// == 1`, and using the boosting technique described in that paper for +/// `shape < 1`. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{Distribution, Gamma}; +/// +/// let gamma = Gamma::new(2.0, 5.0); +/// let v = gamma.sample(&mut rand::thread_rng()); +/// println!("{} is from a Gamma(2, 5) distribution", v); +/// ``` +/// +/// [^1]: George Marsaglia and Wai Wan Tsang. 2000. "A Simple Method for +/// Generating Gamma Variables" *ACM Trans. Math. Softw.* 26, 3 +/// (September 2000), 363-372. +/// DOI:[10.1145/358407.358414](https://doi.acm.org/10.1145/358407.358414) +#[derive(Clone, Copy, Debug)] +pub struct Gamma { + repr: GammaRepr, +} + +#[derive(Clone, Copy, Debug)] +enum GammaRepr { + Large(GammaLargeShape), + One(Exp), + Small(GammaSmallShape) +} + +// These two helpers could be made public, but saving the +// match-on-Gamma-enum branch from using them directly (e.g. if one +// knows that the shape is always > 1) doesn't appear to be much +// faster. + +/// Gamma distribution where the shape parameter is less than 1. +/// +/// Note, samples from this require a compulsory floating-point `pow` +/// call, which makes it significantly slower than sampling from a +/// gamma distribution where the shape parameter is greater than or +/// equal to 1. +/// +/// See `Gamma` for sampling from a Gamma distribution with general +/// shape parameters. +#[derive(Clone, Copy, Debug)] +struct GammaSmallShape { + inv_shape: f64, + large_shape: GammaLargeShape +} + +/// Gamma distribution where the shape parameter is larger than 1. +/// +/// See `Gamma` for sampling from a Gamma distribution with general +/// shape parameters. +#[derive(Clone, Copy, Debug)] +struct GammaLargeShape { + scale: f64, + c: f64, + d: f64 +} + +impl Gamma { + /// Construct an object representing the `Gamma(shape, scale)` + /// distribution. + /// + /// Panics if `shape <= 0` or `scale <= 0`. + #[inline] + pub fn new(shape: f64, scale: f64) -> Gamma { + assert!(shape > 0.0, "Gamma::new called with shape <= 0"); + assert!(scale > 0.0, "Gamma::new called with scale <= 0"); + + let repr = if shape == 1.0 { + One(Exp::new(1.0 / scale)) + } else if shape < 1.0 { + Small(GammaSmallShape::new_raw(shape, scale)) + } else { + Large(GammaLargeShape::new_raw(shape, scale)) + }; + Gamma { repr } + } +} + +impl GammaSmallShape { + fn new_raw(shape: f64, scale: f64) -> GammaSmallShape { + GammaSmallShape { + inv_shape: 1. / shape, + large_shape: GammaLargeShape::new_raw(shape + 1.0, scale) + } + } +} + +impl GammaLargeShape { + fn new_raw(shape: f64, scale: f64) -> GammaLargeShape { + let d = shape - 1. / 3.; + GammaLargeShape { + scale, + c: 1. / (9. * d).sqrt(), + d + } + } +} + +impl Distribution for Gamma { + fn sample(&self, rng: &mut R) -> f64 { + match self.repr { + Small(ref g) => g.sample(rng), + One(ref g) => g.sample(rng), + Large(ref g) => g.sample(rng), + } + } +} +impl Distribution for GammaSmallShape { + fn sample(&self, rng: &mut R) -> f64 { + let u: f64 = rng.sample(Open01); + + self.large_shape.sample(rng) * u.powf(self.inv_shape) + } +} +impl Distribution for GammaLargeShape { + fn sample(&self, rng: &mut R) -> f64 { + loop { + let x = rng.sample(StandardNormal); + let v_cbrt = 1.0 + self.c * x; + if v_cbrt <= 0.0 { // a^3 <= 0 iff a <= 0 + continue + } + + let v = v_cbrt * v_cbrt * v_cbrt; + let u: f64 = rng.sample(Open01); + + let x_sqr = x * x; + if u < 1.0 - 0.0331 * x_sqr * x_sqr || + u.ln() < 0.5 * x_sqr + self.d * (1.0 - v + v.ln()) { + return self.d * v * self.scale + } + } + } +} + +/// The chi-squared distribution `χ²(k)`, where `k` is the degrees of +/// freedom. +/// +/// For `k > 0` integral, this distribution is the sum of the squares +/// of `k` independent standard normal random variables. For other +/// `k`, this uses the equivalent characterisation +/// `χ²(k) = Gamma(k/2, 2)`. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{ChiSquared, Distribution}; +/// +/// let chi = ChiSquared::new(11.0); +/// let v = chi.sample(&mut rand::thread_rng()); +/// println!("{} is from a χ²(11) distribution", v) +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct ChiSquared { + repr: ChiSquaredRepr, +} + +#[derive(Clone, Copy, Debug)] +enum ChiSquaredRepr { + // k == 1, Gamma(alpha, ..) is particularly slow for alpha < 1, + // e.g. when alpha = 1/2 as it would be for this case, so special- + // casing and using the definition of N(0,1)^2 is faster. + DoFExactlyOne, + DoFAnythingElse(Gamma), +} + +impl ChiSquared { + /// Create a new chi-squared distribution with degrees-of-freedom + /// `k`. Panics if `k < 0`. + pub fn new(k: f64) -> ChiSquared { + let repr = if k == 1.0 { + DoFExactlyOne + } else { + assert!(k > 0.0, "ChiSquared::new called with `k` < 0"); + DoFAnythingElse(Gamma::new(0.5 * k, 2.0)) + }; + ChiSquared { repr } + } +} +impl Distribution for ChiSquared { + fn sample(&self, rng: &mut R) -> f64 { + match self.repr { + DoFExactlyOne => { + // k == 1 => N(0,1)^2 + let norm = rng.sample(StandardNormal); + norm * norm + } + DoFAnythingElse(ref g) => g.sample(rng) + } + } +} + +/// The Fisher F distribution `F(m, n)`. +/// +/// This distribution is equivalent to the ratio of two normalised +/// chi-squared distributions, that is, `F(m,n) = (χ²(m)/m) / +/// (χ²(n)/n)`. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{FisherF, Distribution}; +/// +/// let f = FisherF::new(2.0, 32.0); +/// let v = f.sample(&mut rand::thread_rng()); +/// println!("{} is from an F(2, 32) distribution", v) +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct FisherF { + numer: ChiSquared, + denom: ChiSquared, + // denom_dof / numer_dof so that this can just be a straight + // multiplication, rather than a division. + dof_ratio: f64, +} + +impl FisherF { + /// Create a new `FisherF` distribution, with the given + /// parameter. Panics if either `m` or `n` are not positive. + pub fn new(m: f64, n: f64) -> FisherF { + assert!(m > 0.0, "FisherF::new called with `m < 0`"); + assert!(n > 0.0, "FisherF::new called with `n < 0`"); + + FisherF { + numer: ChiSquared::new(m), + denom: ChiSquared::new(n), + dof_ratio: n / m + } + } +} +impl Distribution for FisherF { + fn sample(&self, rng: &mut R) -> f64 { + self.numer.sample(rng) / self.denom.sample(rng) * self.dof_ratio + } +} + +/// The Student t distribution, `t(nu)`, where `nu` is the degrees of +/// freedom. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{StudentT, Distribution}; +/// +/// let t = StudentT::new(11.0); +/// let v = t.sample(&mut rand::thread_rng()); +/// println!("{} is from a t(11) distribution", v) +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct StudentT { + chi: ChiSquared, + dof: f64 +} + +impl StudentT { + /// Create a new Student t distribution with `n` degrees of + /// freedom. Panics if `n <= 0`. + pub fn new(n: f64) -> StudentT { + assert!(n > 0.0, "StudentT::new called with `n <= 0`"); + StudentT { + chi: ChiSquared::new(n), + dof: n + } + } +} +impl Distribution for StudentT { + fn sample(&self, rng: &mut R) -> f64 { + let norm = rng.sample(StandardNormal); + norm * (self.dof / self.chi.sample(rng)).sqrt() + } +} + +/// The Beta distribution with shape parameters `alpha` and `beta`. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{Distribution, Beta}; +/// +/// let beta = Beta::new(2.0, 5.0); +/// let v = beta.sample(&mut rand::thread_rng()); +/// println!("{} is from a Beta(2, 5) distribution", v); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Beta { + gamma_a: Gamma, + gamma_b: Gamma, +} + +impl Beta { + /// Construct an object representing the `Beta(alpha, beta)` + /// distribution. + /// + /// Panics if `shape <= 0` or `scale <= 0`. + pub fn new(alpha: f64, beta: f64) -> Beta { + assert!((alpha > 0.) & (beta > 0.)); + Beta { + gamma_a: Gamma::new(alpha, 1.), + gamma_b: Gamma::new(beta, 1.), + } + } +} + +impl Distribution for Beta { + fn sample(&self, rng: &mut R) -> f64 { + let x = self.gamma_a.sample(rng); + let y = self.gamma_b.sample(rng); + x / (x + y) + } +} + +#[cfg(test)] +mod test { + use crate::Distribution; + use super::{Beta, ChiSquared, StudentT, FisherF}; + + #[test] + fn test_chi_squared_one() { + let chi = ChiSquared::new(1.0); + let mut rng = crate::test::rng(201); + for _ in 0..1000 { + chi.sample(&mut rng); + } + } + #[test] + fn test_chi_squared_small() { + let chi = ChiSquared::new(0.5); + let mut rng = crate::test::rng(202); + for _ in 0..1000 { + chi.sample(&mut rng); + } + } + #[test] + fn test_chi_squared_large() { + let chi = ChiSquared::new(30.0); + let mut rng = crate::test::rng(203); + for _ in 0..1000 { + chi.sample(&mut rng); + } + } + #[test] + #[should_panic] + fn test_chi_squared_invalid_dof() { + ChiSquared::new(-1.0); + } + + #[test] + fn test_f() { + let f = FisherF::new(2.0, 32.0); + let mut rng = crate::test::rng(204); + for _ in 0..1000 { + f.sample(&mut rng); + } + } + + #[test] + fn test_t() { + let t = StudentT::new(11.0); + let mut rng = crate::test::rng(205); + for _ in 0..1000 { + t.sample(&mut rng); + } + } + + #[test] + fn test_beta() { + let beta = Beta::new(1.0, 2.0); + let mut rng = crate::test::rng(201); + for _ in 0..1000 { + beta.sample(&mut rng); + } + } + + #[test] + #[should_panic] + fn test_beta_invalid_dof() { + Beta::new(0., 0.); + } +} diff --git a/rand_distr/src/lib.rs b/rand_distr/src/lib.rs new file mode 100644 index 00000000000..b012cc33851 --- /dev/null +++ b/rand_distr/src/lib.rs @@ -0,0 +1,100 @@ +// Copyright 2019 Developers of the Rand project. +// +// 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. + +#![doc(html_logo_url = "https://www.rust-lang.org/logos/rust-logo-128x128-blk.png", + html_favicon_url = "https://www.rust-lang.org/favicon.ico", + html_root_url = "https://rust-random.github.io/rand/")] + +#![deny(missing_docs)] +#![deny(missing_debug_implementations)] + +//! Generating random samples from probability distributions. +//! +//! ## Re-exports +//! +//! This crate is a super-set of the [`rand::distributions`] module. See the +//! [`rand::distributions`] module documentation for an overview of the core +//! [`Distribution`] trait and implementations. +//! +//! The following are re-exported: +//! +//! - The [`Distribution`] trait and [`DistIter`] helper type +//! - The [`Standard`], [`Alphanumeric`], [`Uniform`], [`OpenClosed01`], [`Open01`] and [`Bernoulli`] distributions +//! - The [`weighted`] sub-module +//! +//! ## Distributions +//! +//! This crate provides the following probability distributions: +//! +//! - Related to real-valued quantities that grow linearly +//! (e.g. errors, offsets): +//! - [`Normal`] distribution, and [`StandardNormal`] as a primitive +//! - [`Cauchy`] distribution +//! - Related to Bernoulli trials (yes/no events, with a given probability): +//! - [`Binomial`] distribution +//! - Related to positive real-valued quantities that grow exponentially +//! (e.g. prices, incomes, populations): +//! - [`LogNormal`] distribution +//! - Related to the occurrence of independent events at a given rate: +//! - [`Pareto`] distribution +//! - [`Poisson`] distribution +//! - [`Exp`]onential distribution, and [`Exp1`] as a primitive +//! - [`Weibull`] distribution +//! - Gamma and derived distributions: +//! - [`Gamma`] distribution +//! - [`ChiSquared`] distribution +//! - [`StudentT`] distribution +//! - [`FisherF`] distribution +//! - Triangular distribution: +//! - [`Beta`] distribution +//! - [`Triangular`] distribution +//! - Multivariate probability distributions +//! - [`Dirichlet`] distribution +//! - [`UnitSphereSurface`] distribution +//! - [`UnitCircle`] distribution + +pub use rand::distributions::{Distribution, DistIter, Standard, + Alphanumeric, Uniform, OpenClosed01, Open01, Bernoulli, weighted}; + +pub use self::unit_sphere::UnitSphereSurface; +pub use self::unit_circle::UnitCircle; +pub use self::gamma::{Gamma, ChiSquared, FisherF, + StudentT, Beta}; +pub use self::normal::{Normal, LogNormal, StandardNormal}; +pub use self::exponential::{Exp, Exp1}; +pub use self::pareto::Pareto; +pub use self::poisson::Poisson; +pub use self::binomial::Binomial; +pub use self::cauchy::Cauchy; +pub use self::dirichlet::Dirichlet; +pub use self::triangular::Triangular; +pub use self::weibull::Weibull; + +mod unit_sphere; +mod unit_circle; +mod gamma; +mod normal; +mod exponential; +mod pareto; +mod poisson; +mod binomial; +mod cauchy; +mod dirichlet; +mod triangular; +mod weibull; +mod utils; +mod ziggurat_tables; + +#[cfg(test)] +mod test { + use rand::{RngCore, SeedableRng, rngs::StdRng}; + + pub fn rng(seed: u64) -> impl RngCore { + StdRng::seed_from_u64(seed) + } +} diff --git a/rand_distr/src/normal.rs b/rand_distr/src/normal.rs new file mode 100644 index 00000000000..27da152e14e --- /dev/null +++ b/rand_distr/src/normal.rs @@ -0,0 +1,197 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 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 normal and derived distributions. + +use rand::Rng; +use crate::{ziggurat_tables, Distribution, Open01}; +use crate::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 +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand_distr::StandardNormal; +/// +/// let val: f64 = SmallRng::from_entropy().sample(StandardNormal); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct StandardNormal; + +impl Distribution for StandardNormal { + fn sample(&self, rng: &mut R) -> f64 { + #[inline] + fn pdf(x: f64) -> f64 { + (-x*x/2.0).exp() + } + #[inline] + fn zero_case(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. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{Normal, Distribution}; +/// +/// // mean 2, standard deviation 3 +/// let normal = Normal::new(2.0, 3.0); +/// let v = normal.sample(&mut rand::thread_rng()); +/// println!("{} is from a N(2, 9) distribution", v) +/// ``` +/// +/// [`StandardNormal`]: crate::StandardNormal +#[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 for Normal { + fn sample(&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. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{LogNormal, Distribution}; +/// +/// // mean 2, standard deviation 3 +/// let log_normal = LogNormal::new(2.0, 3.0); +/// let v = log_normal.sample(&mut rand::thread_rng()); +/// println!("{} is from an ln N(2, 9) distribution", v) +/// ``` +#[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 for LogNormal { + fn sample(&self, rng: &mut R) -> f64 { + self.norm.sample(rng).exp() + } +} + +#[cfg(test)] +mod tests { + use crate::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); + } +} diff --git a/rand_distr/src/pareto.rs b/rand_distr/src/pareto.rs new file mode 100644 index 00000000000..b1f91b5378a --- /dev/null +++ b/rand_distr/src/pareto.rs @@ -0,0 +1,74 @@ +// Copyright 2018 Developers of the Rand project. +// +// 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 Pareto distribution. + +use rand::Rng; +use crate::{Distribution, OpenClosed01}; + +/// Samples floating-point numbers according to the Pareto distribution +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand_distr::Pareto; +/// +/// let val: f64 = SmallRng::from_entropy().sample(Pareto::new(1., 2.)); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Pareto { + scale: f64, + inv_neg_shape: f64, +} + +impl Pareto { + /// Construct a new Pareto distribution with given `scale` and `shape`. + /// + /// In the literature, `scale` is commonly written as xm or k and + /// `shape` is often written as α. + /// + /// # Panics + /// + /// `scale` and `shape` have to be non-zero and positive. + pub fn new(scale: f64, shape: f64) -> Pareto { + assert!((scale > 0.) & (shape > 0.)); + Pareto { scale, inv_neg_shape: -1.0 / shape } + } +} + +impl Distribution for Pareto { + fn sample(&self, rng: &mut R) -> f64 { + let u: f64 = rng.sample(OpenClosed01); + self.scale * u.powf(self.inv_neg_shape) + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::Pareto; + + #[test] + #[should_panic] + fn invalid() { + Pareto::new(0., 0.); + } + + #[test] + fn sample() { + let scale = 1.0; + let shape = 2.0; + let d = Pareto::new(scale, shape); + let mut rng = crate::test::rng(1); + for _ in 0..1000 { + let r = d.sample(&mut rng); + assert!(r >= scale); + } + } +} diff --git a/rand_distr/src/poisson.rs b/rand_distr/src/poisson.rs new file mode 100644 index 00000000000..3b4c9080459 --- /dev/null +++ b/rand_distr/src/poisson.rs @@ -0,0 +1,157 @@ +// 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. + +use rand::Rng; +use crate::{Distribution, Cauchy}; +use crate::utils::log_gamma; + +/// The Poisson distribution `Poisson(lambda)`. +/// +/// This distribution has a density function: +/// `f(k) = lambda^k * exp(-lambda) / k!` for `k >= 0`. +/// +/// # Example +/// +/// ``` +/// use rand_distr::{Poisson, Distribution}; +/// +/// let poi = Poisson::new(2.0); +/// let v = poi.sample(&mut rand::thread_rng()); +/// println!("{} is from a Poisson(2) distribution", v); +/// ``` +#[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::Distribution; + use super::Poisson; + + #[test] + 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] + 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); + } +} diff --git a/rand_distr/src/triangular.rs b/rand_distr/src/triangular.rs new file mode 100644 index 00000000000..42c5587d91e --- /dev/null +++ b/rand_distr/src/triangular.rs @@ -0,0 +1,86 @@ +// Copyright 2018 Developers of the Rand project. +// +// 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 triangular distribution. + +use rand::Rng; +use crate::{Distribution, Standard}; + +/// The triangular distribution. +/// +/// # Example +/// +/// ```rust +/// use rand_distr::{Triangular, Distribution}; +/// +/// let d = Triangular::new(0., 5., 2.5); +/// let v = d.sample(&mut rand::thread_rng()); +/// println!("{} is from a triangular distribution", v); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Triangular { + min: f64, + max: f64, + mode: f64, +} + +impl Triangular { + /// Construct a new `Triangular` with minimum `min`, maximum `max` and mode + /// `mode`. + /// + /// # Panics + /// + /// If `max < mode`, `mode < max` or `max == min`. + /// + #[inline] + pub fn new(min: f64, max: f64, mode: f64) -> Triangular { + assert!(max >= mode); + assert!(mode >= min); + assert!(max != min); + Triangular { min, max, mode } + } +} + +impl Distribution for Triangular { + #[inline] + fn sample(&self, rng: &mut R) -> f64 { + let f: f64 = rng.sample(Standard); + let diff_mode_min = self.mode - self.min; + let diff_max_min = self.max - self.min; + if f * diff_max_min < diff_mode_min { + self.min + (f * diff_max_min * diff_mode_min).sqrt() + } else { + self.max - ((1. - f) * diff_max_min * (self.max - self.mode)).sqrt() + } + } +} + +#[cfg(test)] +mod test { + use crate::Distribution; + use super::Triangular; + + #[test] + fn test_new() { + for &(min, max, mode) in &[ + (-1., 1., 0.), (1., 2., 1.), (5., 25., 25.), (1e-5, 1e5, 1e-3), + (0., 1., 0.9), (-4., -0.5, -2.), (-13.039, 8.41, 1.17), + ] { + println!("{} {} {}", min, max, mode); + let _ = Triangular::new(min, max, mode); + } + } + + #[test] + fn test_sample() { + let norm = Triangular::new(0., 1., 0.5); + let mut rng = crate::test::rng(1); + for _ in 0..1000 { + norm.sample(&mut rng); + } + } +} diff --git a/rand_distr/src/unit_circle.rs b/rand_distr/src/unit_circle.rs new file mode 100644 index 00000000000..671eeea1365 --- /dev/null +++ b/rand_distr/src/unit_circle.rs @@ -0,0 +1,101 @@ +// Copyright 2018 Developers of the Rand project. +// +// 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. + +use rand::Rng; +use crate::{Distribution, Uniform}; + +/// Samples uniformly from the edge of the unit circle in two dimensions. +/// +/// Implemented via a method by von Neumann[^1]. +/// +/// +/// # Example +/// +/// ``` +/// use rand_distr::{UnitCircle, Distribution}; +/// +/// let circle = UnitCircle::new(); +/// let v = circle.sample(&mut rand::thread_rng()); +/// println!("{:?} is from the unit circle.", v) +/// ``` +/// +/// [^1]: von Neumann, J. (1951) [*Various Techniques Used in Connection with +/// Random Digits.*](https://mcnp.lanl.gov/pdf_files/nbs_vonneumann.pdf) +/// NBS Appl. Math. Ser., No. 12. Washington, DC: U.S. Government Printing +/// Office, pp. 36-38. +#[derive(Clone, Copy, Debug)] +pub struct UnitCircle; + +impl UnitCircle { + /// Construct a new `UnitCircle` distribution. + #[inline] + pub fn new() -> UnitCircle { + UnitCircle + } +} + +impl Distribution<[f64; 2]> for UnitCircle { + #[inline] + fn sample(&self, rng: &mut R) -> [f64; 2] { + let uniform = Uniform::new(-1., 1.); + let mut x1; + let mut x2; + let mut sum; + loop { + x1 = uniform.sample(rng); + x2 = uniform.sample(rng); + sum = x1*x1 + x2*x2; + if sum < 1. { + break; + } + } + let diff = x1*x1 - x2*x2; + [diff / sum, 2.*x1*x2 / sum] + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::UnitCircle; + + /// Assert that two numbers are almost equal to each other. + /// + /// On panic, this macro will print the values of the expressions with their + /// debug representations. + macro_rules! assert_almost_eq { + ($a:expr, $b:expr, $prec:expr) => ( + let diff = ($a - $b).abs(); + if diff > $prec { + panic!(format!( + "assertion failed: `abs(left - right) = {:.1e} < {:e}`, \ + (left: `{}`, right: `{}`)", + diff, $prec, $a, $b)); + } + ); + } + + #[test] + fn norm() { + let mut rng = crate::test::rng(1); + let dist = UnitCircle::new(); + for _ in 0..1000 { + let x = dist.sample(&mut rng); + assert_almost_eq!(x[0]*x[0] + x[1]*x[1], 1., 1e-15); + } + } + + #[test] + fn value_stability() { + let mut rng = crate::test::rng(2); + let dist = UnitCircle::new(); + assert_eq!(dist.sample(&mut rng), [-0.8032118336637037, 0.5956935036263119]); + assert_eq!(dist.sample(&mut rng), [-0.4742919588505423, -0.880367615130018]); + assert_eq!(dist.sample(&mut rng), [0.9297328981467168, 0.368234623716601]); + } +} diff --git a/rand_distr/src/unit_sphere.rs b/rand_distr/src/unit_sphere.rs new file mode 100644 index 00000000000..44e6991db86 --- /dev/null +++ b/rand_distr/src/unit_sphere.rs @@ -0,0 +1,99 @@ +// Copyright 2018 Developers of the Rand project. +// +// 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. + +use rand::Rng; +use crate::{Distribution, Uniform}; + +/// Samples uniformly from the surface of the unit sphere in three dimensions. +/// +/// Implemented via a method by Marsaglia[^1]. +/// +/// +/// # Example +/// +/// ``` +/// use rand_distr::{UnitSphereSurface, Distribution}; +/// +/// let sphere = UnitSphereSurface::new(); +/// let v = sphere.sample(&mut rand::thread_rng()); +/// println!("{:?} is from the unit sphere surface.", v) +/// ``` +/// +/// [^1]: Marsaglia, George (1972). [*Choosing a Point from the Surface of a +/// Sphere.*](https://doi.org/10.1214/aoms/1177692644) +/// Ann. Math. Statist. 43, no. 2, 645--646. +#[derive(Clone, Copy, Debug)] +pub struct UnitSphereSurface; + +impl UnitSphereSurface { + /// Construct a new `UnitSphereSurface` distribution. + #[inline] + pub fn new() -> UnitSphereSurface { + UnitSphereSurface + } +} + +impl Distribution<[f64; 3]> for UnitSphereSurface { + #[inline] + fn sample(&self, rng: &mut R) -> [f64; 3] { + let uniform = Uniform::new(-1., 1.); + loop { + let (x1, x2) = (uniform.sample(rng), uniform.sample(rng)); + let sum = x1*x1 + x2*x2; + if sum >= 1. { + continue; + } + let factor = 2. * (1.0_f64 - sum).sqrt(); + return [x1 * factor, x2 * factor, 1. - 2.*sum]; + } + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::UnitSphereSurface; + + /// Assert that two numbers are almost equal to each other. + /// + /// On panic, this macro will print the values of the expressions with their + /// debug representations. + macro_rules! assert_almost_eq { + ($a:expr, $b:expr, $prec:expr) => ( + let diff = ($a - $b).abs(); + if diff > $prec { + panic!(format!( + "assertion failed: `abs(left - right) = {:.1e} < {:e}`, \ + (left: `{}`, right: `{}`)", + diff, $prec, $a, $b)); + } + ); + } + + #[test] + fn norm() { + let mut rng = crate::test::rng(1); + let dist = UnitSphereSurface::new(); + for _ in 0..1000 { + let x = dist.sample(&mut rng); + assert_almost_eq!(x[0]*x[0] + x[1]*x[1] + x[2]*x[2], 1., 1e-15); + } + } + + #[test] + fn value_stability() { + let mut rng = crate::test::rng(2); + let dist = UnitSphereSurface::new(); + assert_eq!(dist.sample(&mut rng), + [-0.24950027180862533, -0.7552572587896719, 0.6060825747478084]); + assert_eq!(dist.sample(&mut rng), + [0.47604534507233487, -0.797200864987207, -0.3712837328763685]); + assert_eq!(dist.sample(&mut rng), + [0.9795722330927367, 0.18692349236651176, 0.07414747571708524]); + } +} diff --git a/rand_distr/src/utils.rs b/rand_distr/src/utils.rs new file mode 100644 index 00000000000..fcd81a472bb --- /dev/null +++ b/rand_distr/src/utils.rs @@ -0,0 +1,118 @@ +// Copyright 2018 Developers of the Rand project. +// +// 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. + +//! Math helper functions + +use rand::Rng; +use crate::ziggurat_tables; + +use rand::distributions::hidden_export::IntoFloat; + +/// Calculates ln(gamma(x)) (natural logarithm of the gamma +/// function) using the Lanczos approximation. +/// +/// The approximation expresses the gamma function as: +/// `gamma(z+1) = sqrt(2*pi)*(z+g+0.5)^(z+0.5)*exp(-z-g-0.5)*Ag(z)` +/// `g` is an arbitrary constant; we use the approximation with `g=5`. +/// +/// Noting that `gamma(z+1) = z*gamma(z)` and applying `ln` to both sides: +/// `ln(gamma(z)) = (z+0.5)*ln(z+g+0.5)-(z+g+0.5) + ln(sqrt(2*pi)*Ag(z)/z)` +/// +/// `Ag(z)` is an infinite series with coefficients that can be calculated +/// ahead of time - we use just the first 6 terms, which is good enough +/// for most purposes. +pub fn log_gamma(x: f64) -> f64 { + // precalculated 6 coefficients for the first 6 terms of the series + let coefficients: [f64; 6] = [ + 76.18009172947146, + -86.50532032941677, + 24.01409824083091, + -1.231739572450155, + 0.1208650973866179e-2, + -0.5395239384953e-5, + ]; + + // (x+0.5)*ln(x+g+0.5)-(x+g+0.5) + let tmp = x + 5.5; + let log = (x + 0.5) * tmp.ln() - tmp; + + // the first few terms of the series for Ag(x) + let mut a = 1.000000000190015; + let mut denom = x; + for coeff in &coefficients { + denom += 1.0; + a += coeff / denom; + } + + // get everything together + // a is Ag(x) + // 2.5066... is sqrt(2pi) + log + (2.5066282746310005 * a / x).ln() +} + +/// Sample a random number using the Ziggurat method (specifically the +/// ZIGNOR variant from Doornik 2005). Most of the arguments are +/// directly from the paper: +/// +/// * `rng`: source of randomness +/// * `symmetric`: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0. +/// * `X`: the $x_i$ abscissae. +/// * `F`: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$) +/// * `F_DIFF`: precomputed values of $f(x_i) - f(x_{i+1})$ +/// * `pdf`: the probability density function +/// * `zero_case`: manual sampling from the tail when we chose the +/// bottom box (i.e. i == 0) + +// the perf improvement (25-50%) is definitely worth the extra code +// size from force-inlining. +#[inline(always)] +pub fn ziggurat( + rng: &mut R, + symmetric: bool, + x_tab: ziggurat_tables::ZigTable, + f_tab: ziggurat_tables::ZigTable, + mut pdf: P, + mut zero_case: Z) + -> f64 where P: FnMut(f64) -> f64, Z: FnMut(&mut R, f64) -> f64 { + loop { + // As an optimisation we re-implement the conversion to a f64. + // From the remaining 12 most significant bits we use 8 to construct `i`. + // This saves us generating a whole extra random number, while the added + // precision of using 64 bits for f64 does not buy us much. + let bits = rng.next_u64(); + let i = bits as usize & 0xff; + + let u = if symmetric { + // Convert to a value in the range [2,4) and substract to get [-1,1) + // We can't convert to an open range directly, that would require + // substracting `3.0 - EPSILON`, which is not representable. + // It is possible with an extra step, but an open range does not + // seem neccesary for the ziggurat algorithm anyway. + (bits >> 12).into_float_with_exponent(1) - 3.0 + } else { + // Convert to a value in the range [1,2) and substract to get (0,1) + (bits >> 12).into_float_with_exponent(0) + - (1.0 - std::f64::EPSILON / 2.0) + }; + let x = u * x_tab[i]; + + let test_x = if symmetric { x.abs() } else {x}; + + // algebraically equivalent to |u| < x_tab[i+1]/x_tab[i] (or u < x_tab[i+1]/x_tab[i]) + if test_x < x_tab[i + 1] { + return x; + } + if i == 0 { + return zero_case(rng, u); + } + // algebraically equivalent to f1 + DRanU()*(f0 - f1) < 1 + if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::() < pdf(x) { + return x; + } + } +} diff --git a/rand_distr/src/weibull.rs b/rand_distr/src/weibull.rs new file mode 100644 index 00000000000..020adb4eb13 --- /dev/null +++ b/rand_distr/src/weibull.rs @@ -0,0 +1,71 @@ +// Copyright 2018 Developers of the Rand project. +// +// 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 Weibull distribution. + +use rand::Rng; +use crate::{Distribution, OpenClosed01}; + +/// Samples floating-point numbers according to the Weibull distribution +/// +/// # Example +/// ``` +/// use rand::prelude::*; +/// use rand_distr::Weibull; +/// +/// let val: f64 = SmallRng::from_entropy().sample(Weibull::new(1., 10.)); +/// println!("{}", val); +/// ``` +#[derive(Clone, Copy, Debug)] +pub struct Weibull { + inv_shape: f64, + scale: f64, +} + +impl Weibull { + /// Construct a new `Weibull` distribution with given `scale` and `shape`. + /// + /// # Panics + /// + /// `scale` and `shape` have to be non-zero and positive. + pub fn new(scale: f64, shape: f64) -> Weibull { + assert!((scale > 0.) & (shape > 0.)); + Weibull { inv_shape: 1./shape, scale } + } +} + +impl Distribution for Weibull { + fn sample(&self, rng: &mut R) -> f64 { + let x: f64 = rng.sample(OpenClosed01); + self.scale * (-x.ln()).powf(self.inv_shape) + } +} + +#[cfg(test)] +mod tests { + use crate::Distribution; + use super::Weibull; + + #[test] + #[should_panic] + fn invalid() { + Weibull::new(0., 0.); + } + + #[test] + fn sample() { + let scale = 1.0; + let shape = 2.0; + let d = Weibull::new(scale, shape); + let mut rng = crate::test::rng(1); + for _ in 0..1000 { + let r = d.sample(&mut rng); + assert!(r >= 0.); + } + } +} diff --git a/rand_distr/src/ziggurat_tables.rs b/rand_distr/src/ziggurat_tables.rs new file mode 100644 index 00000000000..ca1ce30410f --- /dev/null +++ b/rand_distr/src/ziggurat_tables.rs @@ -0,0 +1,279 @@ +// Copyright 2018 Developers of the Rand project. +// Copyright 2013 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. + +// Tables for distributions which are sampled using the ziggurat +// algorithm. Autogenerated by `ziggurat_tables.py`. + +pub type ZigTable = &'static [f64; 257]; +pub const ZIG_NORM_R: f64 = 3.654152885361008796; +pub static ZIG_NORM_X: [f64; 257] = + [3.910757959537090045, 3.654152885361008796, 3.449278298560964462, 3.320244733839166074, + 3.224575052047029100, 3.147889289517149969, 3.083526132001233044, 3.027837791768635434, + 2.978603279880844834, 2.934366867207854224, 2.894121053612348060, 2.857138730872132548, + 2.822877396825325125, 2.790921174000785765, 2.760944005278822555, 2.732685359042827056, + 2.705933656121858100, 2.680514643284522158, 2.656283037575502437, 2.633116393630324570, + 2.610910518487548515, 2.589575986706995181, 2.569035452680536569, 2.549221550323460761, + 2.530075232158516929, 2.511544441625342294, 2.493583041269680667, 2.476149939669143318, + 2.459208374333311298, 2.442725318198956774, 2.426670984935725972, 2.411018413899685520, + 2.395743119780480601, 2.380822795170626005, 2.366237056715818632, 2.351967227377659952, + 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0.000000000000000000]; +pub static ZIG_NORM_F: [f64; 257] = + [0.000477467764586655, 0.001260285930498598, 0.002609072746106363, 0.004037972593371872, + 0.005522403299264754, 0.007050875471392110, 0.008616582769422917, 0.010214971439731100, + 0.011842757857943104, 0.013497450601780807, 0.015177088307982072, 0.016880083152595839, + 0.018605121275783350, 0.020351096230109354, 0.022117062707379922, 0.023902203305873237, + 0.025705804008632656, 0.027527235669693315, 0.029365939758230111, 0.031221417192023690, + 0.033093219458688698, 0.034980941461833073, 0.036884215688691151, 0.038802707404656918, + 0.040736110656078753, 0.042684144916619378, 0.044646552251446536, 0.046623094902089664, + 0.048613553216035145, 0.050617723861121788, 0.052635418276973649, 0.054666461325077916, + 0.056710690106399467, 0.058767952921137984, 0.060838108349751806, 0.062921024437977854, + 0.065016577971470438, 0.067124653828023989, 0.069245144397250269, 0.071377949059141965, + 0.073522973714240991, 0.075680130359194964, 0.077849336702372207, 0.080030515814947509, + 0.082223595813495684, 0.084428509570654661, 0.086645194450867782, 0.088873592068594229, + 0.091113648066700734, 0.093365311913026619, 0.095628536713353335, 0.097903279039215627, + 0.100189498769172020, 0.102487158942306270, 0.104796225622867056, 0.107116667775072880, + 0.109448457147210021, 0.111791568164245583, 0.114145977828255210, 0.116511665626037014, + 0.118888613443345698, 0.121276805485235437, 0.123676228202051403, 0.126086870220650349, + 0.128508722280473636, 0.130941777174128166, 0.133386029692162844, 0.135841476571757352, + 0.138308116449064322, 0.140785949814968309, 0.143274978974047118, 0.145775208006537926, + 0.148286642733128721, 0.150809290682410169, 0.153343161060837674, 0.155888264725064563, + 0.158444614156520225, 0.161012223438117663, 0.163591108232982951, 0.166181285765110071, + 0.168782774801850333, 0.171395595638155623, 0.174019770082499359, 0.176655321444406654, + 0.179302274523530397, 0.181960655600216487, 0.184630492427504539, 0.187311814224516926, + 0.190004651671193070, 0.192709036904328807, 0.195425003514885592, 0.198152586546538112, + 0.200891822495431333, 0.203642749311121501, 0.206405406398679298, 0.209179834621935651, + 0.211966076307852941, 0.214764175252008499, 0.217574176725178370, 0.220396127481011589, + 0.223230075764789593, 0.226076071323264877, 0.228934165415577484, 0.231804410825248525, + 0.234686861873252689, 0.237581574432173676, 0.240488605941449107, 0.243408015423711988, + 0.246339863502238771, 0.249284212419516704, 0.252241126056943765, 0.255210669955677150, + 0.258192911338648023, 0.261187919133763713, 0.264195763998317568, 0.267216518344631837, + 0.270250256366959984, 0.273297054069675804, 0.276356989296781264, 0.279430141762765316, + 0.282516593084849388, 0.285616426816658109, 0.288729728483353931, 0.291856585618280984, + 0.294997087801162572, 0.298151326697901342, 0.301319396102034120, 0.304501391977896274, + 0.307697412505553769, 0.310907558127563710, 0.314131931597630143, 0.317370638031222396, + 0.320623784958230129, 0.323891482377732021, 0.327173842814958593, 0.330470981380537099, + 0.333783015832108509, 0.337110066638412809, 0.340452257045945450, 0.343809713148291340, + 0.347182563958251478, 0.350570941482881204, 0.353974980801569250, 0.357394820147290515, + 0.360830600991175754, 0.364282468130549597, 0.367750569780596226, 0.371235057669821344, + 0.374736087139491414, 0.378253817247238111, 0.381788410875031348, 0.385340034841733958, + 0.388908860020464597, 0.392495061461010764, 0.396098818517547080, 0.399720314981931668, + 0.403359739222868885, 0.407017284331247953, 0.410693148271983222, 0.414387534042706784, + 0.418100649839684591, 0.421832709231353298, 0.425583931339900579, 0.429354541031341519, + 0.433144769114574058, 0.436954852549929273, 0.440785034667769915, 0.444635565397727750, + 0.448506701509214067, 0.452398706863882505, 0.456311852680773566, 0.460246417814923481, + 0.464202689050278838, 0.468180961407822172, 0.472181538469883255, 0.476204732721683788, + 0.480250865911249714, 0.484320269428911598, 0.488413284707712059, 0.492530263646148658, + 0.496671569054796314, 0.500837575128482149, 0.505028667945828791, 0.509245245998136142, + 0.513487720749743026, 0.517756517232200619, 0.522052074674794864, 0.526374847174186700, + 0.530725304406193921, 0.535103932383019565, 0.539511234259544614, 0.543947731192649941, + 0.548413963257921133, 0.552910490428519918, 0.557437893621486324, 0.561996775817277916, + 0.566587763258951771, 0.571211506738074970, 0.575868682975210544, 0.580559996103683473, + 0.585286179266300333, 0.590047996335791969, 0.594846243770991268, 0.599681752622167719, + 0.604555390700549533, 0.609468064928895381, 0.614420723892076803, 0.619414360609039205, + 0.624450015550274240, 0.629528779928128279, 0.634651799290960050, 0.639820277456438991, + 0.645035480824251883, 0.650298743114294586, 0.655611470583224665, 0.660975147780241357, + 0.666391343912380640, 0.671861719900766374, 0.677388036222513090, 0.682972161648791376, + 0.688616083008527058, 0.694321916130032579, 0.700091918140490099, 0.705928501336797409, + 0.711834248882358467, 0.717811932634901395, 0.723864533472881599, 0.729995264565802437, + 0.736207598131266683, 0.742505296344636245, 0.748892447223726720, 0.755373506511754500, + 0.761953346841546475, 0.768637315803334831, 0.775431304986138326, 0.782341832659861902, + 0.789376143571198563, 0.796542330428254619, 0.803849483176389490, 0.811307874318219935, + 0.818929191609414797, 0.826726833952094231, 0.834716292992930375, 0.842915653118441077, + 0.851346258465123684, 0.860033621203008636, 0.869008688043793165, 0.878309655816146839, + 0.887984660763399880, 0.898095921906304051, 0.908726440060562912, 0.919991505048360247, + 0.932060075968990209, 0.945198953453078028, 0.959879091812415930, 0.977101701282731328, + 1.000000000000000000]; +pub const ZIG_EXP_R: f64 = 7.697117470131050077; +pub static ZIG_EXP_X: [f64; 257] = + [8.697117470131052741, 7.697117470131050077, 6.941033629377212577, 6.478378493832569696, + 6.144164665772472667, 5.882144315795399869, 5.666410167454033697, 5.482890627526062488, + 5.323090505754398016, 5.181487281301500047, 5.054288489981304089, 4.938777085901250530, + 4.832939741025112035, 4.735242996601741083, 4.644491885420085175, 4.559737061707351380, + 4.480211746528421912, 4.405287693473573185, 4.334443680317273007, 4.267242480277365857, + 4.203313713735184365, 4.142340865664051464, 4.084051310408297830, 4.028208544647936762, + 3.974606066673788796, 3.923062500135489739, 3.873417670399509127, 3.825529418522336744, + 3.779270992411667862, 3.734528894039797375, 3.691201090237418825, 3.649195515760853770, + 3.608428813128909507, 3.568825265648337020, 3.530315889129343354, 3.492837654774059608, + 3.456332821132760191, 3.420748357251119920, 3.386035442460300970, 3.352149030900109405, + 3.319047470970748037, 3.286692171599068679, 3.255047308570449882, 3.224079565286264160, + 3.193757903212240290, 3.164053358025972873, 3.134938858084440394, 3.106389062339824481, + 3.078380215254090224, 3.050890016615455114, 3.023897504455676621, 2.997382949516130601, + 2.971327759921089662, 2.945714394895045718, 2.920526286512740821, 2.895747768600141825, + 2.871364012015536371, 2.847360965635188812, 2.823725302450035279, 2.800444370250737780, + 2.777506146439756574, 2.754899196562344610, 2.732612636194700073, 2.710636095867928752, + 2.688959688741803689, 2.667573980773266573, 2.646469963151809157, 2.625639026797788489, + 2.605072938740835564, 2.584763820214140750, 2.564704126316905253, 2.544886627111869970, + 2.525304390037828028, 2.505950763528594027, 2.486819361740209455, 2.467904050297364815, + 2.449198932978249754, 2.430698339264419694, 2.412396812688870629, 2.394289099921457886, + 2.376370140536140596, 2.358635057409337321, 2.341079147703034380, 2.323697874390196372, + 2.306486858283579799, 2.289441870532269441, 2.272558825553154804, 2.255833774367219213, + 2.239262898312909034, 2.222842503111036816, 2.206569013257663858, 2.190438966723220027, + 2.174449009937774679, 2.158595893043885994, 2.142876465399842001, 2.127287671317368289, + 2.111826546019042183, 2.096490211801715020, 2.081275874393225145, 2.066180819490575526, + 2.051202409468584786, 2.036338080248769611, 2.021585338318926173, 2.006941757894518563, + 1.992404978213576650, 1.977972700957360441, 1.963642687789548313, 1.949412758007184943, + 1.935280786297051359, 1.921244700591528076, 1.907302480018387536, 1.893452152939308242, + 1.879691795072211180, 1.866019527692827973, 1.852433515911175554, 1.838931967018879954, + 1.825513128903519799, 1.812175288526390649, 1.798916770460290859, 1.785735935484126014, + 1.772631179231305643, 1.759600930889074766, 1.746643651946074405, 1.733757834985571566, + 1.720942002521935299, 1.708194705878057773, 1.695514524101537912, 1.682900062917553896, + 1.670349953716452118, 1.657862852574172763, 1.645437439303723659, 1.633072416535991334, + 1.620766508828257901, 1.608518461798858379, 1.596327041286483395, 1.584191032532688892, + 1.572109239386229707, 1.560080483527888084, 1.548103603714513499, 1.536177455041032092, + 1.524300908219226258, 1.512472848872117082, 1.500692176842816750, 1.488957805516746058, + 1.477268661156133867, 1.465623682245745352, 1.454021818848793446, 1.442462031972012504, + 1.430943292938879674, 1.419464582769983219, 1.408024891569535697, 1.396623217917042137, + 1.385258568263121992, 1.373929956328490576, 1.362636402505086775, 1.351376933258335189, + 1.340150580529504643, 1.328956381137116560, 1.317793376176324749, 1.306660610415174117, + 1.295557131686601027, 1.284481990275012642, 1.273434238296241139, 1.262412929069615330, + 1.251417116480852521, 1.240445854334406572, 1.229498195693849105, 1.218573192208790124, + 1.207669893426761121, 1.196787346088403092, 1.185924593404202199, 1.175080674310911677, + 1.164254622705678921, 1.153445466655774743, 1.142652227581672841, 1.131873919411078511, + 1.121109547701330200, 1.110358108727411031, 1.099618588532597308, 1.088889961938546813, + 1.078171191511372307, 1.067461226479967662, 1.056759001602551429, 1.046063435977044209, + 1.035373431790528542, 1.024687873002617211, 1.014005623957096480, 1.003325527915696735, + 0.992646405507275897, 0.981967053085062602, 0.971286240983903260, 0.960602711668666509, + 0.949915177764075969, 0.939222319955262286, 0.928522784747210395, 0.917815182070044311, + 0.907098082715690257, 0.896370015589889935, 0.885629464761751528, 0.874874866291025066, + 0.864104604811004484, 0.853317009842373353, 0.842510351810368485, 0.831682837734273206, + 0.820832606554411814, 0.809957724057418282, 0.799056177355487174, 0.788125868869492430, + 0.777164609759129710, 0.766170112735434672, 0.755139984181982249, 0.744071715500508102, + 0.732962673584365398, 0.721810090308756203, 0.710611050909655040, 0.699362481103231959, + 0.688061132773747808, 0.676703568029522584, 0.665286141392677943, 0.653804979847664947, + 0.642255960424536365, 0.630634684933490286, 0.618936451394876075, 0.607156221620300030, + 0.595288584291502887, 0.583327712748769489, 0.571267316532588332, 0.559100585511540626, + 0.546820125163310577, 0.534417881237165604, 0.521885051592135052, 0.509211982443654398, + 0.496388045518671162, 0.483401491653461857, 0.470239275082169006, 0.456886840931420235, + 0.443327866073552401, 0.429543940225410703, 0.415514169600356364, 0.401214678896277765, + 0.386617977941119573, 0.371692145329917234, 0.356399760258393816, 0.340696481064849122, + 0.324529117016909452, 0.307832954674932158, 0.290527955491230394, 0.272513185478464703, + 0.253658363385912022, 0.233790483059674731, 0.212671510630966620, 0.189958689622431842, + 0.165127622564187282, 0.137304980940012589, 0.104838507565818778, 0.063852163815001570, + 0.000000000000000000]; +pub static ZIG_EXP_F: [f64; 257] = + [0.000167066692307963, 0.000454134353841497, 0.000967269282327174, 0.001536299780301573, + 0.002145967743718907, 0.002788798793574076, 0.003460264777836904, 0.004157295120833797, + 0.004877655983542396, 0.005619642207205489, 0.006381905937319183, 0.007163353183634991, + 0.007963077438017043, 0.008780314985808977, 0.009614413642502212, 0.010464810181029981, + 0.011331013597834600, 0.012212592426255378, 0.013109164931254991, 0.014020391403181943, + 0.014945968011691148, 0.015885621839973156, 0.016839106826039941, 0.017806200410911355, + 0.018786700744696024, 0.019780424338009740, 0.020787204072578114, 0.021806887504283581, + 0.022839335406385240, 0.023884420511558174, 0.024942026419731787, 0.026012046645134221, + 0.027094383780955803, 0.028188948763978646, 0.029295660224637411, 0.030414443910466622, + 0.031545232172893622, 0.032687963508959555, 0.033842582150874358, 0.035009037697397431, + 0.036187284781931443, 0.037377282772959382, 0.038578995503074871, 0.039792391023374139, + 0.041017441380414840, 0.042254122413316254, 0.043502413568888197, 0.044762297732943289, + 0.046033761076175184, 0.047316792913181561, 0.048611385573379504, 0.049917534282706379, + 0.051235237055126281, 0.052564494593071685, 0.053905310196046080, 0.055257689676697030, + 0.056621641283742870, 0.057997175631200659, 0.059384305633420280, 0.060783046445479660, + 0.062193415408541036, 0.063615431999807376, 0.065049117786753805, 0.066494496385339816, + 0.067951593421936643, 0.069420436498728783, 0.070901055162371843, 0.072393480875708752, + 0.073897746992364746, 0.075413888734058410, 0.076941943170480517, 0.078481949201606435, + 0.080033947542319905, 0.081597980709237419, 0.083174093009632397, 0.084762330532368146, + 0.086362741140756927, 0.087975374467270231, 0.089600281910032886, 0.091237516631040197, + 0.092887133556043569, 0.094549189376055873, 0.096223742550432825, 0.097910853311492213, + 0.099610583670637132, 0.101322997425953631, 0.103048160171257702, 0.104786139306570145, + 0.106537004050001632, 0.108300825451033755, 0.110077676405185357, 0.111867631670056283, + 0.113670767882744286, 0.115487163578633506, 0.117316899211555525, 0.119160057175327641, + 0.121016721826674792, 0.122886979509545108, 0.124770918580830933, 0.126668629437510671, + 0.128580204545228199, 0.130505738468330773, 0.132445327901387494, 0.134399071702213602, + 0.136367070926428829, 0.138349428863580176, 0.140346251074862399, 0.142357645432472146, + 0.144383722160634720, 0.146424593878344889, 0.148480375643866735, 0.150551185001039839, + 0.152637142027442801, 0.154738369384468027, 0.156854992369365148, 0.158987138969314129, + 0.161134939917591952, 0.163298528751901734, 0.165478041874935922, 0.167673618617250081, + 0.169885401302527550, 0.172113535315319977, 0.174358169171353411, 0.176619454590494829, + 0.178897546572478278, 0.181192603475496261, 0.183504787097767436, 0.185834262762197083, + 0.188181199404254262, 0.190545769663195363, 0.192928149976771296, 0.195328520679563189, + 0.197747066105098818, 0.200183974691911210, 0.202639439093708962, 0.205113656293837654, + 0.207606827724221982, 0.210119159388988230, 0.212650861992978224, 0.215202151075378628, + 0.217773247148700472, 0.220364375843359439, 0.222975768058120111, 0.225607660116683956, + 0.228260293930716618, 0.230933917169627356, 0.233628783437433291, 0.236345152457059560, + 0.239083290262449094, 0.241843469398877131, 0.244625969131892024, 0.247431075665327543, + 0.250259082368862240, 0.253110290015629402, 0.255985007030415324, 0.258883549749016173, + 0.261806242689362922, 0.264753418835062149, 0.267725419932044739, 0.270722596799059967, + 0.273745309652802915, 0.276793928448517301, 0.279868833236972869, 0.282970414538780746, + 0.286099073737076826, 0.289255223489677693, 0.292439288161892630, 0.295651704281261252, + 0.298892921015581847, 0.302163400675693528, 0.305463619244590256, 0.308794066934560185, + 0.312155248774179606, 0.315547685227128949, 0.318971912844957239, 0.322428484956089223, + 0.325917972393556354, 0.329440964264136438, 0.332998068761809096, 0.336589914028677717, + 0.340217149066780189, 0.343880444704502575, 0.347580494621637148, 0.351318016437483449, + 0.355093752866787626, 0.358908472948750001, 0.362762973354817997, 0.366658079781514379, + 0.370594648435146223, 0.374573567615902381, 0.378595759409581067, 0.382662181496010056, + 0.386773829084137932, 0.390931736984797384, 0.395136981833290435, 0.399390684475231350, + 0.403694012530530555, 0.408048183152032673, 0.412454465997161457, 0.416914186433003209, + 0.421428728997616908, 0.425999541143034677, 0.430628137288459167, 0.435316103215636907, + 0.440065100842354173, 0.444876873414548846, 0.449753251162755330, 0.454696157474615836, + 0.459707615642138023, 0.464789756250426511, 0.469944825283960310, 0.475175193037377708, + 0.480483363930454543, 0.485871987341885248, 0.491343869594032867, 0.496901987241549881, + 0.502549501841348056, 0.508289776410643213, 0.514126393814748894, 0.520063177368233931, + 0.526104213983620062, 0.532253880263043655, 0.538516872002862246, 0.544898237672440056, + 0.551403416540641733, 0.558038282262587892, 0.564809192912400615, 0.571723048664826150, + 0.578787358602845359, 0.586010318477268366, 0.593400901691733762, 0.600968966365232560, + 0.608725382079622346, 0.616682180915207878, 0.624852738703666200, 0.633251994214366398, + 0.641896716427266423, 0.650805833414571433, 0.660000841079000145, 0.669506316731925177, + 0.679350572264765806, 0.689566496117078431, 0.700192655082788606, 0.711274760805076456, + 0.722867659593572465, 0.735038092431424039, 0.747868621985195658, 0.761463388849896838, + 0.775956852040116218, 0.791527636972496285, 0.808421651523009044, 0.826993296643051101, + 0.847785500623990496, 0.871704332381204705, 0.900469929925747703, 0.938143680862176477, + 1.000000000000000000]; diff --git a/src/distributions/float.rs b/src/distributions/float.rs index 0dd5caa4a8b..3cff4b88eda 100644 --- a/src/distributions/float.rs +++ b/src/distributions/float.rs @@ -69,7 +69,8 @@ pub struct OpenClosed01; pub struct Open01; -pub(crate) trait IntoFloat { +#[doc(hidden)] +pub trait IntoFloat { type F; /// Helper method to combine the fraction and a contant exponent into a diff --git a/src/distributions/mod.rs b/src/distributions/mod.rs index ae35cfa6c68..5765086384d 100644 --- a/src/distributions/mod.rs +++ b/src/distributions/mod.rs @@ -213,6 +213,9 @@ mod bernoulli; #[cfg(feature="std")] mod weibull; mod float; +#[doc(hidden)] pub mod hidden_export { + pub use super::float::IntoFloat; // used by rand_distr +} mod integer; mod other; mod utils; From 7f8e57793ab8ca8db367653dc7bf464ec2c0276d Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 27 Mar 2019 16:50:07 +0000 Subject: [PATCH 03/11] Move uniformity tests to rand_distr crate --- {tests => rand_distr/tests}/uniformity.rs | 0 1 file changed, 0 insertions(+), 0 deletions(-) rename {tests => rand_distr/tests}/uniformity.rs (100%) diff --git a/tests/uniformity.rs b/rand_distr/tests/uniformity.rs similarity index 100% rename from tests/uniformity.rs rename to rand_distr/tests/uniformity.rs From a84eea59a5130e5bc14d2de9606f9d6ec237fd0d Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 27 Mar 2019 16:48:40 +0000 Subject: [PATCH 04/11] Deprecate distributions moved to rand_distr --- src/distributions/binomial.rs | 2 ++ src/distributions/cauchy.rs | 2 ++ src/distributions/dirichlet.rs | 2 ++ src/distributions/exponential.rs | 3 +++ src/distributions/gamma.rs | 6 ++++++ src/distributions/mod.rs | 20 +++++++++++++++++--- src/distributions/normal.rs | 4 ++++ src/distributions/pareto.rs | 2 ++ src/distributions/poisson.rs | 2 ++ src/distributions/triangular.rs | 3 +++ src/distributions/unit_circle.rs | 3 +++ src/distributions/unit_sphere.rs | 3 +++ src/distributions/weibull.rs | 2 ++ 13 files changed, 51 insertions(+), 3 deletions(-) diff --git a/src/distributions/binomial.rs b/src/distributions/binomial.rs index b1ad873df68..ec4859d4b5f 100644 --- a/src/distributions/binomial.rs +++ b/src/distributions/binomial.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The binomial distribution. +#![allow(deprecated)] use Rng; use distributions::{Distribution, Cauchy}; @@ -27,6 +28,7 @@ use distributions::utils::log_gamma; /// let v = bin.sample(&mut rand::thread_rng()); /// println!("{} is from a binomial distribution", v); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Binomial { /// Number of trials. diff --git a/src/distributions/cauchy.rs b/src/distributions/cauchy.rs index feef015a341..cb0ddf1a499 100644 --- a/src/distributions/cauchy.rs +++ b/src/distributions/cauchy.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The Cauchy distribution. +#![allow(deprecated)] use Rng; use distributions::Distribution; @@ -27,6 +28,7 @@ use std::f64::consts::PI; /// let v = cau.sample(&mut rand::thread_rng()); /// println!("{} is from a Cauchy(2, 5) distribution", v); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Cauchy { median: f64, diff --git a/src/distributions/dirichlet.rs b/src/distributions/dirichlet.rs index 19384b82de7..739f351d5e8 100644 --- a/src/distributions/dirichlet.rs +++ b/src/distributions/dirichlet.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The dirichlet distribution. +#![allow(deprecated)] use Rng; use distributions::Distribution; @@ -30,6 +31,7 @@ use distributions::gamma::Gamma; /// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Debug)] pub struct Dirichlet { /// Concentration parameters (alpha) diff --git a/src/distributions/exponential.rs b/src/distributions/exponential.rs index 76752a60e3d..64bf2c7042b 100644 --- a/src/distributions/exponential.rs +++ b/src/distributions/exponential.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The exponential distribution. +#![allow(deprecated)] use {Rng}; use distributions::{ziggurat_tables, Distribution}; @@ -36,6 +37,7 @@ use distributions::utils::ziggurat; /// let val: f64 = SmallRng::from_entropy().sample(Exp1); /// println!("{}", val); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Exp1; @@ -75,6 +77,7 @@ impl Distribution for Exp1 { /// let v = exp.sample(&mut rand::thread_rng()); /// println!("{} is from a Exp(2) distribution", v); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Exp { /// `lambda` stored as `1/lambda`, since this is what we scale by. diff --git a/src/distributions/gamma.rs b/src/distributions/gamma.rs index 43ac2bc1524..45693517ba6 100644 --- a/src/distributions/gamma.rs +++ b/src/distributions/gamma.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The Gamma and derived distributions. +#![allow(deprecated)] use self::GammaRepr::*; use self::ChiSquaredRepr::*; @@ -46,6 +47,7 @@ use distributions::{Distribution, Exp, Open01}; /// Generating Gamma Variables" *ACM Trans. Math. Softw.* 26, 3 /// (September 2000), 363-372. /// DOI:[10.1145/358407.358414](https://doi.acm.org/10.1145/358407.358414) +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Gamma { repr: GammaRepr, @@ -184,6 +186,7 @@ impl Distribution for GammaLargeShape { /// let v = chi.sample(&mut rand::thread_rng()); /// println!("{} is from a χ²(11) distribution", v) /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct ChiSquared { repr: ChiSquaredRepr, @@ -239,6 +242,7 @@ impl Distribution for ChiSquared { /// let v = f.sample(&mut rand::thread_rng()); /// println!("{} is from an F(2, 32) distribution", v) /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct FisherF { numer: ChiSquared, @@ -280,6 +284,7 @@ impl Distribution for FisherF { /// let v = t.sample(&mut rand::thread_rng()); /// println!("{} is from a t(11) distribution", v) /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct StudentT { chi: ChiSquared, @@ -315,6 +320,7 @@ impl Distribution for StudentT { /// let v = beta.sample(&mut rand::thread_rng()); /// println!("{} is from a Beta(2, 5) distribution", v); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Beta { gamma_a: Gamma, diff --git a/src/distributions/mod.rs b/src/distributions/mod.rs index 5765086384d..dab229362e0 100644 --- a/src/distributions/mod.rs +++ b/src/distributions/mod.rs @@ -182,18 +182,32 @@ pub use self::other::Alphanumeric; pub use self::float::{OpenClosed01, Open01}; pub use self::bernoulli::Bernoulli; #[cfg(feature="alloc")] pub use self::weighted::{WeightedIndex, WeightedError}; + +// The following are all deprecated after being moved to rand_distr +#[allow(deprecated)] #[cfg(feature="std")] pub use self::unit_sphere::UnitSphereSurface; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::unit_circle::UnitCircle; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::gamma::{Gamma, ChiSquared, FisherF, StudentT, Beta}; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::normal::{Normal, LogNormal, StandardNormal}; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::exponential::{Exp, Exp1}; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::pareto::Pareto; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::poisson::Poisson; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::binomial::Binomial; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::cauchy::Cauchy; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::dirichlet::Dirichlet; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::triangular::Triangular; +#[allow(deprecated)] #[cfg(feature="std")] pub use self::weibull::Weibull; pub mod uniform; @@ -382,10 +396,10 @@ mod tests { #[test] fn test_distributions_iter() { - use distributions::Normal; + use distributions::Open01; let mut rng = ::test::rng(210); - let distr = Normal::new(10.0, 10.0); - let results: Vec<_> = distr.sample_iter(&mut rng).take(100).collect(); + let distr = Open01; + let results: Vec = distr.sample_iter(&mut rng).take(100).collect(); println!("{:?}", results); } } diff --git a/src/distributions/normal.rs b/src/distributions/normal.rs index 089865e0ad1..f6569463340 100644 --- a/src/distributions/normal.rs +++ b/src/distributions/normal.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The normal and derived distributions. +#![allow(deprecated)] use Rng; use distributions::{ziggurat_tables, Distribution, Open01}; @@ -34,6 +35,7 @@ use distributions::utils::ziggurat; /// let val: f64 = SmallRng::from_entropy().sample(StandardNormal); /// println!("{}", val); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct StandardNormal; @@ -92,6 +94,7 @@ impl Distribution for StandardNormal { /// ``` /// /// [`StandardNormal`]: crate::distributions::StandardNormal +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Normal { mean: f64, @@ -137,6 +140,7 @@ impl Distribution for Normal { /// let v = log_normal.sample(&mut rand::thread_rng()); /// println!("{} is from an ln N(2, 9) distribution", v) /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct LogNormal { norm: Normal diff --git a/src/distributions/pareto.rs b/src/distributions/pareto.rs index 744a157fdae..4f463b7101f 100644 --- a/src/distributions/pareto.rs +++ b/src/distributions/pareto.rs @@ -7,6 +7,7 @@ // except according to those terms. //! The Pareto distribution. +#![allow(deprecated)] use Rng; use distributions::{Distribution, OpenClosed01}; @@ -21,6 +22,7 @@ use distributions::{Distribution, OpenClosed01}; /// let val: f64 = SmallRng::from_entropy().sample(Pareto::new(1., 2.)); /// println!("{}", val); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Pareto { scale: f64, diff --git a/src/distributions/poisson.rs b/src/distributions/poisson.rs index 1244caadab0..406576f9aed 100644 --- a/src/distributions/poisson.rs +++ b/src/distributions/poisson.rs @@ -8,6 +8,7 @@ // except according to those terms. //! The Poisson distribution. +#![allow(deprecated)] use Rng; use distributions::{Distribution, Cauchy}; @@ -27,6 +28,7 @@ use distributions::utils::log_gamma; /// let v = poi.sample(&mut rand::thread_rng()); /// println!("{} is from a Poisson(2) distribution", v); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Poisson { lambda: f64, diff --git a/src/distributions/triangular.rs b/src/distributions/triangular.rs index a6eef5c263c..bc31fabff94 100644 --- a/src/distributions/triangular.rs +++ b/src/distributions/triangular.rs @@ -5,7 +5,9 @@ // , at your // option. This file may not be copied, modified, or distributed // except according to those terms. + //! The triangular distribution. +#![allow(deprecated)] use Rng; use distributions::{Distribution, Standard}; @@ -21,6 +23,7 @@ use distributions::{Distribution, Standard}; /// let v = d.sample(&mut rand::thread_rng()); /// println!("{} is from a triangular distribution", v); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Triangular { min: f64, diff --git a/src/distributions/unit_circle.rs b/src/distributions/unit_circle.rs index 01ab76a3851..979a5a89716 100644 --- a/src/distributions/unit_circle.rs +++ b/src/distributions/unit_circle.rs @@ -6,6 +6,8 @@ // option. This file may not be copied, modified, or distributed // except according to those terms. +#![allow(deprecated)] + use Rng; use distributions::{Distribution, Uniform}; @@ -28,6 +30,7 @@ use distributions::{Distribution, Uniform}; /// Random Digits.*](https://mcnp.lanl.gov/pdf_files/nbs_vonneumann.pdf) /// NBS Appl. Math. Ser., No. 12. Washington, DC: U.S. Government Printing /// Office, pp. 36-38. +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct UnitCircle; diff --git a/src/distributions/unit_sphere.rs b/src/distributions/unit_sphere.rs index 37de88b6a1f..37f2a1c8eac 100644 --- a/src/distributions/unit_sphere.rs +++ b/src/distributions/unit_sphere.rs @@ -6,6 +6,8 @@ // option. This file may not be copied, modified, or distributed // except according to those terms. +#![allow(deprecated)] + use Rng; use distributions::{Distribution, Uniform}; @@ -27,6 +29,7 @@ use distributions::{Distribution, Uniform}; /// [^1]: Marsaglia, George (1972). [*Choosing a Point from the Surface of a /// Sphere.*](https://doi.org/10.1214/aoms/1177692644) /// Ann. Math. Statist. 43, no. 2, 645--646. +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct UnitSphereSurface; diff --git a/src/distributions/weibull.rs b/src/distributions/weibull.rs index 5fbe10ae960..a078659485b 100644 --- a/src/distributions/weibull.rs +++ b/src/distributions/weibull.rs @@ -7,6 +7,7 @@ // except according to those terms. //! The Weibull distribution. +#![allow(deprecated)] use Rng; use distributions::{Distribution, OpenClosed01}; @@ -21,6 +22,7 @@ use distributions::{Distribution, OpenClosed01}; /// let val: f64 = SmallRng::from_entropy().sample(Weibull::new(1., 10.)); /// println!("{}", val); /// ``` +#[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Weibull { inv_shape: f64, From 14dd1a6d3353ec9bd1a2f5525726bf7676b9a238 Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 27 Mar 2019 17:22:49 +0000 Subject: [PATCH 05/11] Tweak distributions module doc and remove examples The examples caused deprecation warnings and are no longer needed --- src/distributions/binomial.rs | 10 --- src/distributions/cauchy.rs | 10 --- src/distributions/dirichlet.rs | 12 --- src/distributions/exponential.rs | 19 ---- src/distributions/gamma.rs | 50 ----------- src/distributions/mod.rs | 144 ++++++++++--------------------- src/distributions/normal.rs | 31 ------- src/distributions/pareto.rs | 9 -- src/distributions/poisson.rs | 10 --- src/distributions/triangular.rs | 10 --- src/distributions/unit_circle.rs | 11 --- src/distributions/unit_sphere.rs | 11 --- src/distributions/weibull.rs | 9 -- 13 files changed, 46 insertions(+), 290 deletions(-) diff --git a/src/distributions/binomial.rs b/src/distributions/binomial.rs index ec4859d4b5f..b2db1321b0d 100644 --- a/src/distributions/binomial.rs +++ b/src/distributions/binomial.rs @@ -18,16 +18,6 @@ use distributions::utils::log_gamma; /// /// 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); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Binomial { diff --git a/src/distributions/cauchy.rs b/src/distributions/cauchy.rs index cb0ddf1a499..f02fd33785d 100644 --- a/src/distributions/cauchy.rs +++ b/src/distributions/cauchy.rs @@ -18,16 +18,6 @@ use std::f64::consts::PI; /// /// This distribution has a density function: /// `f(x) = 1 / (pi * scale * (1 + ((x - median) / scale)^2))` -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{Cauchy, Distribution}; -/// -/// let cau = Cauchy::new(2.0, 5.0); -/// let v = cau.sample(&mut rand::thread_rng()); -/// println!("{} is from a Cauchy(2, 5) distribution", v); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Cauchy { diff --git a/src/distributions/dirichlet.rs b/src/distributions/dirichlet.rs index 739f351d5e8..21269b686b0 100644 --- a/src/distributions/dirichlet.rs +++ b/src/distributions/dirichlet.rs @@ -19,18 +19,6 @@ use distributions::gamma::Gamma; /// The Dirichlet distribution is a family of continuous multivariate /// probability distributions parameterized by a vector alpha of positive reals. /// It is a multivariate generalization of the beta distribution. -/// -/// # Example -/// -/// ``` -/// use rand::prelude::*; -/// use rand::distributions::Dirichlet; -/// -/// let dirichlet = Dirichlet::new(vec![1.0, 2.0, 3.0]); -/// let samples = dirichlet.sample(&mut rand::thread_rng()); -/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples); -/// ``` - #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Debug)] pub struct Dirichlet { diff --git a/src/distributions/exponential.rs b/src/distributions/exponential.rs index 64bf2c7042b..1637a1c4773 100644 --- a/src/distributions/exponential.rs +++ b/src/distributions/exponential.rs @@ -28,15 +28,6 @@ use distributions::utils::ziggurat; /// Generate Normal Random Samples*]( /// https://www.doornik.com/research/ziggurat.pdf). /// Nuffield College, Oxford -/// -/// # Example -/// ``` -/// use rand::prelude::*; -/// use rand::distributions::Exp1; -/// -/// let val: f64 = SmallRng::from_entropy().sample(Exp1); -/// println!("{}", val); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Exp1; @@ -67,16 +58,6 @@ impl Distribution for Exp1 { /// for `x > 0`. /// /// Note that [`Exp1`][crate::distributions::Exp1] is an optimised implementation for `lambda = 1`. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{Exp, Distribution}; -/// -/// let exp = Exp::new(2.0); -/// let v = exp.sample(&mut rand::thread_rng()); -/// println!("{} is from a Exp(2) distribution", v); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Exp { diff --git a/src/distributions/gamma.rs b/src/distributions/gamma.rs index 45693517ba6..7cefac42bd1 100644 --- a/src/distributions/gamma.rs +++ b/src/distributions/gamma.rs @@ -33,16 +33,6 @@ use distributions::{Distribution, Exp, Open01}; /// == 1`, and using the boosting technique described in that paper for /// `shape < 1`. /// -/// # Example -/// -/// ``` -/// use rand::distributions::{Distribution, Gamma}; -/// -/// let gamma = Gamma::new(2.0, 5.0); -/// let v = gamma.sample(&mut rand::thread_rng()); -/// println!("{} is from a Gamma(2, 5) distribution", v); -/// ``` -/// /// [^1]: George Marsaglia and Wai Wan Tsang. 2000. "A Simple Method for /// Generating Gamma Variables" *ACM Trans. Math. Softw.* 26, 3 /// (September 2000), 363-372. @@ -176,16 +166,6 @@ impl Distribution for GammaLargeShape { /// of `k` independent standard normal random variables. For other /// `k`, this uses the equivalent characterisation /// `χ²(k) = Gamma(k/2, 2)`. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{ChiSquared, Distribution}; -/// -/// let chi = ChiSquared::new(11.0); -/// let v = chi.sample(&mut rand::thread_rng()); -/// println!("{} is from a χ²(11) distribution", v) -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct ChiSquared { @@ -232,16 +212,6 @@ impl Distribution for ChiSquared { /// This distribution is equivalent to the ratio of two normalised /// chi-squared distributions, that is, `F(m,n) = (χ²(m)/m) / /// (χ²(n)/n)`. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{FisherF, Distribution}; -/// -/// let f = FisherF::new(2.0, 32.0); -/// let v = f.sample(&mut rand::thread_rng()); -/// println!("{} is from an F(2, 32) distribution", v) -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct FisherF { @@ -274,16 +244,6 @@ impl Distribution for FisherF { /// The Student t distribution, `t(nu)`, where `nu` is the degrees of /// freedom. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{StudentT, Distribution}; -/// -/// let t = StudentT::new(11.0); -/// let v = t.sample(&mut rand::thread_rng()); -/// println!("{} is from a t(11) distribution", v) -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct StudentT { @@ -310,16 +270,6 @@ impl Distribution for StudentT { } /// The Beta distribution with shape parameters `alpha` and `beta`. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{Distribution, Beta}; -/// -/// let beta = Beta::new(2.0, 5.0); -/// let v = beta.sample(&mut rand::thread_rng()); -/// println!("{} is from a Beta(2, 5) distribution", v); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Beta { diff --git a/src/distributions/mod.rs b/src/distributions/mod.rs index dab229362e0..ada0c1ebece 100644 --- a/src/distributions/mod.rs +++ b/src/distributions/mod.rs @@ -7,12 +7,12 @@ // option. This file may not be copied, modified, or distributed // except according to those terms. -//! Generating random samples from probability distributions. +//! Generating random samples from probability distributions //! //! This module is the home of the [`Distribution`] trait and several of its //! implementations. It is the workhorse behind some of the convenient -//! functionality of the [`Rng`] trait, including [`gen`], [`gen_range`] and -//! of course [`sample`]. +//! functionality of the [`Rng`] trait, e.g. [`Rng::gen`], [`Rng::gen_range`] and +//! of course [`Rng::sample`]. //! //! Abstractly, a [probability distribution] describes the probability of //! occurance of each value in its sample space. @@ -40,8 +40,14 @@ //! possible to generate type `T` with [`Rng::gen()`], and by extension also //! with the [`random()`] function. //! +//! ## Random characters +//! +//! [`Alphanumeric`] is a simple distribution to sample random letters and +//! numbers of the `char` type; in contrast [`Standard`] may sample any valid +//! `char`. +//! //! -//! # Distribution to sample from a `Uniform` range +//! # Uniform numeric ranges //! //! The [`Uniform`] distribution is more flexible than [`Standard`], but also //! more specialised: it supports fewer target types, but allows the sample @@ -59,8 +65,7 @@ //! documentation in the [`uniform`] module. Doing so enables generation of //! values of type `T` with [`Rng::gen_range`]. //! -//! -//! # Other distributions +//! ## Open and half-open ranges //! //! There are surprisingly many ways to uniformly generate random floats. A //! range between 0 and 1 is standard, but the exact bounds (open vs closed) @@ -68,110 +73,33 @@ //! [`Open01`] and [`OpenClosed01`]. See "Floating point implementation" section of //! [`Standard`] documentation for more details. //! -//! [`Alphanumeric`] is a simple distribution to sample random letters and -//! numbers of the `char` type; in contrast [`Standard`] may sample any valid -//! `char`. -//! -//! [`WeightedIndex`] can be used to do weighted sampling from a set of items, -//! such as from an array. -//! -//! # Non-uniform probability distributions -//! -//! Rand currently provides the following probability distributions: -//! -//! - Related to real-valued quantities that grow linearly -//! (e.g. errors, offsets): -//! - [`Normal`] distribution, and [`StandardNormal`] as a primitive -//! - [`Cauchy`] distribution -//! - Related to Bernoulli trials (yes/no events, with a given probability): -//! - [`Binomial`] distribution -//! - [`Bernoulli`] distribution, similar to [`Rng::gen_bool`]. -//! - Related to positive real-valued quantities that grow exponentially -//! (e.g. prices, incomes, populations): -//! - [`LogNormal`] distribution -//! - Related to the occurrence of independent events at a given rate: -//! - [`Pareto`] distribution -//! - [`Poisson`] distribution -//! - [`Exp`]onential distribution, and [`Exp1`] as a primitive -//! - [`Weibull`] distribution -//! - Gamma and derived distributions: -//! - [`Gamma`] distribution -//! - [`ChiSquared`] distribution -//! - [`StudentT`] distribution -//! - [`FisherF`] distribution -//! - Triangular distribution: -//! - [`Beta`] distribution -//! - [`Triangular`] distribution -//! - Multivariate probability distributions -//! - [`Dirichlet`] distribution -//! - [`UnitSphereSurface`] distribution -//! - [`UnitCircle`] distribution -//! -//! # Examples +//! # Non-uniform sampling //! -//! Sampling from a distribution: +//! Sampling a simple true/false outcome with a given probability has a name: +//! the [`Bernoulli`] distribution (this is used by [`Rng::gen_bool`]). //! -//! ``` -//! use rand::{thread_rng, Rng}; -//! use rand::distributions::Exp; +//! For weighted sampling from a sequence of discrete values, use the +//! [`weighted`] module. //! -//! let exp = Exp::new(2.0); -//! let v = thread_rng().sample(exp); -//! println!("{} is from an Exp(2) distribution", v); -//! ``` -//! -//! Implementing the [`Standard`] distribution for a user type: -//! -//! ``` -//! # #![allow(dead_code)] -//! use rand::Rng; -//! use rand::distributions::{Distribution, Standard}; -//! -//! struct MyF32 { -//! x: f32, -//! } -//! -//! impl Distribution for Standard { -//! fn sample(&self, rng: &mut R) -> MyF32 { -//! MyF32 { x: rng.gen() } -//! } -//! } -//! ``` +//! This crate no longer includes other non-uniform distributions; instead +//! it is recommended that you use either [`rand_distr`] or [`statrs`]. //! //! //! [probability distribution]: https://en.wikipedia.org/wiki/Probability_distribution -//! [`gen_range`]: Rng::gen_range -//! [`gen`]: Rng::gen -//! [`sample`]: Rng::sample -//! [`new_inclusive`]: Uniform::new_inclusive +//! [`rand_distr`]: https://crates.io/crates/rand_distr +//! [`statrs`]: https://crates.io/crates/statrs + //! [`Alphanumeric`]: distributions::Alphanumeric //! [`Bernoulli`]: distributions::Bernoulli -//! [`Beta`]: distributions::Beta -//! [`Binomial`]: distributions::Binomial -//! [`Cauchy`]: distributions::Cauchy -//! [`ChiSquared`]: distributions::ChiSquared -//! [`Dirichlet`]: distributions::Dirichlet -//! [`Exp`]: distributions::Exp -//! [`Exp1`]: distributions::Exp1 -//! [`FisherF`]: distributions::FisherF -//! [`Gamma`]: distributions::Gamma -//! [`LogNormal`]: distributions::LogNormal -//! [`Normal`]: distributions::Normal //! [`Open01`]: distributions::Open01 //! [`OpenClosed01`]: distributions::OpenClosed01 -//! [`Pareto`]: distributions::Pareto -//! [`Poisson`]: distributions::Poisson //! [`Standard`]: distributions::Standard -//! [`StandardNormal`]: distributions::StandardNormal -//! [`StudentT`]: distributions::StudentT -//! [`Triangular`]: distributions::Triangular //! [`Uniform`]: distributions::Uniform //! [`Uniform::new`]: distributions::Uniform::new //! [`Uniform::new_inclusive`]: distributions::Uniform::new_inclusive -//! [`UnitSphereSurface`]: distributions::UnitSphereSurface -//! [`UnitCircle`]: distributions::UnitCircle -//! [`Weibull`]: distributions::Weibull -//! [`WeightedIndex`]: distributions::WeightedIndex +//! [`weighted`]: distributions::weighted +//! [`rand_distr`]: https://crates.io/crates/rand_distr +//! [`statrs`]: https://crates.io/crates/statrs #[cfg(any(rustc_1_26, features="nightly"))] use core::iter; @@ -335,7 +263,7 @@ impl<'a, D, R, T> iter::TrustedLen for DistIter<'a, D, R, T> /// Usually generates values with a numerically uniform distribution, and with a /// range appropriate to the type. /// -/// ## Built-in Implementations +/// ## Provided implementations /// /// Assuming the provided `Rng` is well-behaved, these implementations /// generate values with the following ranges and distributions: @@ -360,7 +288,27 @@ impl<'a, D, R, T> iter::TrustedLen for DistIter<'a, D, R, T> /// * `Option` where `Standard` is implemented for `T`: Returns `None` with /// probability 0.5; otherwise generates a random `x: T` and returns `Some(x)`. /// -/// # Example +/// ## Custom implementations +/// +/// The [`Standard`] distribution may be implemented for user types as follows: +/// +/// ``` +/// # #![allow(dead_code)] +/// use rand::Rng; +/// use rand::distributions::{Distribution, Standard}; +/// +/// struct MyF32 { +/// x: f32, +/// } +/// +/// impl Distribution for Standard { +/// fn sample(&self, rng: &mut R) -> MyF32 { +/// MyF32 { x: rng.gen() } +/// } +/// } +/// ``` +/// +/// ## Example usage /// ``` /// use rand::prelude::*; /// use rand::distributions::Standard; diff --git a/src/distributions/normal.rs b/src/distributions/normal.rs index f6569463340..06fda5cf9c7 100644 --- a/src/distributions/normal.rs +++ b/src/distributions/normal.rs @@ -26,15 +26,6 @@ use distributions::utils::ziggurat; /// Generate Normal Random Samples*]( /// https://www.doornik.com/research/ziggurat.pdf). /// Nuffield College, Oxford -/// -/// # Example -/// ``` -/// use rand::prelude::*; -/// use rand::distributions::StandardNormal; -/// -/// let val: f64 = SmallRng::from_entropy().sample(StandardNormal); -/// println!("{}", val); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct StandardNormal; @@ -82,17 +73,6 @@ impl Distribution for StandardNormal { /// Note that [`StandardNormal`] is an optimised implementation for mean 0, and /// standard deviation 1. /// -/// # Example -/// -/// ``` -/// use rand::distributions::{Normal, Distribution}; -/// -/// // mean 2, standard deviation 3 -/// let normal = Normal::new(2.0, 3.0); -/// let v = normal.sample(&mut rand::thread_rng()); -/// println!("{} is from a N(2, 9) distribution", v) -/// ``` -/// /// [`StandardNormal`]: crate::distributions::StandardNormal #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] @@ -129,17 +109,6 @@ impl Distribution for Normal { /// /// If `X` is log-normal distributed, then `ln(X)` is `N(mean, std_dev**2)` /// distributed. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{LogNormal, Distribution}; -/// -/// // mean 2, standard deviation 3 -/// let log_normal = LogNormal::new(2.0, 3.0); -/// let v = log_normal.sample(&mut rand::thread_rng()); -/// println!("{} is from an ln N(2, 9) distribution", v) -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct LogNormal { diff --git a/src/distributions/pareto.rs b/src/distributions/pareto.rs index 4f463b7101f..ae7968cbbb8 100644 --- a/src/distributions/pareto.rs +++ b/src/distributions/pareto.rs @@ -13,15 +13,6 @@ use Rng; use distributions::{Distribution, OpenClosed01}; /// Samples floating-point numbers according to the Pareto distribution -/// -/// # Example -/// ``` -/// use rand::prelude::*; -/// use rand::distributions::Pareto; -/// -/// let val: f64 = SmallRng::from_entropy().sample(Pareto::new(1., 2.)); -/// println!("{}", val); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Pareto { diff --git a/src/distributions/poisson.rs b/src/distributions/poisson.rs index 406576f9aed..1931f80e979 100644 --- a/src/distributions/poisson.rs +++ b/src/distributions/poisson.rs @@ -18,16 +18,6 @@ use distributions::utils::log_gamma; /// /// This distribution has a density function: /// `f(k) = lambda^k * exp(-lambda) / k!` for `k >= 0`. -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{Poisson, Distribution}; -/// -/// let poi = Poisson::new(2.0); -/// let v = poi.sample(&mut rand::thread_rng()); -/// println!("{} is from a Poisson(2) distribution", v); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Poisson { diff --git a/src/distributions/triangular.rs b/src/distributions/triangular.rs index bc31fabff94..0f02055053d 100644 --- a/src/distributions/triangular.rs +++ b/src/distributions/triangular.rs @@ -13,16 +13,6 @@ use Rng; use distributions::{Distribution, Standard}; /// The triangular distribution. -/// -/// # Example -/// -/// ```rust -/// use rand::distributions::{Triangular, Distribution}; -/// -/// let d = Triangular::new(0., 5., 2.5); -/// let v = d.sample(&mut rand::thread_rng()); -/// println!("{} is from a triangular distribution", v); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Triangular { diff --git a/src/distributions/unit_circle.rs b/src/distributions/unit_circle.rs index 979a5a89716..74a7ea727dc 100644 --- a/src/distributions/unit_circle.rs +++ b/src/distributions/unit_circle.rs @@ -15,17 +15,6 @@ use distributions::{Distribution, Uniform}; /// /// Implemented via a method by von Neumann[^1]. /// -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{UnitCircle, Distribution}; -/// -/// let circle = UnitCircle::new(); -/// let v = circle.sample(&mut rand::thread_rng()); -/// println!("{:?} is from the unit circle.", v) -/// ``` -/// /// [^1]: von Neumann, J. (1951) [*Various Techniques Used in Connection with /// Random Digits.*](https://mcnp.lanl.gov/pdf_files/nbs_vonneumann.pdf) /// NBS Appl. Math. Ser., No. 12. Washington, DC: U.S. Government Printing diff --git a/src/distributions/unit_sphere.rs b/src/distributions/unit_sphere.rs index 37f2a1c8eac..af53cdc97b3 100644 --- a/src/distributions/unit_sphere.rs +++ b/src/distributions/unit_sphere.rs @@ -15,17 +15,6 @@ use distributions::{Distribution, Uniform}; /// /// Implemented via a method by Marsaglia[^1]. /// -/// -/// # Example -/// -/// ``` -/// use rand::distributions::{UnitSphereSurface, Distribution}; -/// -/// let sphere = UnitSphereSurface::new(); -/// let v = sphere.sample(&mut rand::thread_rng()); -/// println!("{:?} is from the unit sphere surface.", v) -/// ``` -/// /// [^1]: Marsaglia, George (1972). [*Choosing a Point from the Surface of a /// Sphere.*](https://doi.org/10.1214/aoms/1177692644) /// Ann. Math. Statist. 43, no. 2, 645--646. diff --git a/src/distributions/weibull.rs b/src/distributions/weibull.rs index a078659485b..ee4e8b2fe67 100644 --- a/src/distributions/weibull.rs +++ b/src/distributions/weibull.rs @@ -13,15 +13,6 @@ use Rng; use distributions::{Distribution, OpenClosed01}; /// Samples floating-point numbers according to the Weibull distribution -/// -/// # Example -/// ``` -/// use rand::prelude::*; -/// use rand::distributions::Weibull; -/// -/// let val: f64 = SmallRng::from_entropy().sample(Weibull::new(1., 10.)); -/// println!("{}", val); -/// ``` #[deprecated(since="0.7.0", note="moved to rand_distr crate")] #[derive(Clone, Copy, Debug)] pub struct Weibull { From a64f3c0c783ad85f686f919758a178a1f5eeaec1 Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 27 Mar 2019 17:31:15 +0000 Subject: [PATCH 06/11] Fix doc links for new weighted code --- src/distributions/weighted/alias_method.rs | 8 +++++--- src/distributions/weighted/mod.rs | 2 +- 2 files changed, 6 insertions(+), 4 deletions(-) diff --git a/src/distributions/weighted/alias_method.rs b/src/distributions/weighted/alias_method.rs index 9fdba92ec77..cc2eb7b27c2 100644 --- a/src/distributions/weighted/alias_method.rs +++ b/src/distributions/weighted/alias_method.rs @@ -54,8 +54,8 @@ use Rng; /// } /// ``` /// -/// [`WeightedIndex`]: WeightedIndex -/// [`Weight`]: Weight +/// [`WeightedIndex`]: crate::distributions::weighted::alias_method::WeightedIndex +/// [`Weight`]: crate::distributions::weighted::alias_method::Weight /// [`Vec`]: Vec /// [`Uniform::sample`]: Distribution::sample /// [`Uniform::sample`]: Distribution::sample @@ -282,7 +282,9 @@ pub trait Weight: /// Element of `Self` equivalent to 0. const ZERO: Self; - /// Converts a [`usize`] to a `Self`, rounding if necessary. + /// Produce an instance of `Self` from a `usize` value, or return `None` if + /// out of range. Loss of precision (where `Self` is a floating point type) + /// is acceptable. fn try_from_usize_lossy(n: usize) -> Option; /// Sums all values in slice `values`. diff --git a/src/distributions/weighted/mod.rs b/src/distributions/weighted/mod.rs index b58cada9c25..92397ea668b 100644 --- a/src/distributions/weighted/mod.rs +++ b/src/distributions/weighted/mod.rs @@ -73,7 +73,7 @@ use core::fmt; /// ``` /// /// [`Uniform`]: crate::distributions::uniform::Uniform -/// [`RngCore`]: rand_core::RngCore +/// [`RngCore`]: crate::RngCore #[derive(Debug, Clone)] pub struct WeightedIndex { cumulative_weights: Vec, From 57ec955dcc0122d3056132ad01c74139d122260f Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Thu, 28 Mar 2019 10:28:56 +0000 Subject: [PATCH 07/11] Fix benchmark test --- Cargo.toml | 1 + benches/distributions.rs | 3 ++- 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/Cargo.toml b/Cargo.toml index 36c756ef4e9..76c40223bfd 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -73,6 +73,7 @@ rand_xoshiro = { path = "rand_xoshiro", version = "0.1" } rand_isaac = { path = "rand_isaac", version = "0.1" } rand_chacha = { path = "rand_chacha", version = "0.1" } rand_xorshift = { path = "rand_xorshift", version = "0.1" } +rand_distr = { path = "rand_distr", version = "0.1" } [build-dependencies] autocfg = "0.1" diff --git a/benches/distributions.rs b/benches/distributions.rs index f0cb769995c..28e90a87892 100644 --- a/benches/distributions.rs +++ b/benches/distributions.rs @@ -10,6 +10,7 @@ extern crate test; extern crate rand; +extern crate rand_distr; const RAND_BENCH_N: u64 = 1000; @@ -21,7 +22,7 @@ use std::time::Duration; use rand::{Rng, FromEntropy}; use rand::rngs::SmallRng; -use rand::distributions::*; +use rand_distr::{*, weighted::WeightedIndex}; macro_rules! distr_int { ($fnn:ident, $ty:ty, $distr:expr) => { From 1e876e0d9c961175d7a92f522ce91331f32c012f Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Thu, 28 Mar 2019 10:31:11 +0000 Subject: [PATCH 08/11] Include new crate in CI tests --- .travis.yml | 21 ++++++++++++++------- appveyor.yml | 1 + utils/ci/script.sh | 1 + 3 files changed, 16 insertions(+), 7 deletions(-) diff --git a/.travis.yml b/.travis.yml index c34da0bd063..bd8d585f64c 100644 --- a/.travis.yml +++ b/.travis.yml @@ -66,7 +66,8 @@ matrix: - cargo test --features=serde1,log - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - - cargo test --manifest-path rand_core/Cargo.toml --no-default-features + - cargo test --manifest-path rand_core/Cargo.toml --no-default-feature + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 # TODO: cannot test rand_pcg due to explicit dependency on i128 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 @@ -87,6 +88,7 @@ matrix: - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - cargo test --manifest-path rand_core/Cargo.toml --no-default-features + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 # TODO: cannot test rand_pcg due to explicit dependency on i128 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 @@ -112,6 +114,7 @@ matrix: - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - cargo test --manifest-path rand_core/Cargo.toml --no-default-features + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 - cargo test --manifest-path rand_pcg/Cargo.toml --features=serde1 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 @@ -141,6 +144,7 @@ matrix: - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - cargo test --manifest-path rand_core/Cargo.toml --no-default-features --features=alloc + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 - cargo test --manifest-path rand_pcg/Cargo.toml --features=serde1 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 @@ -170,6 +174,7 @@ matrix: - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - cargo test --manifest-path rand_core/Cargo.toml --no-default-features --features=alloc + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 - cargo test --manifest-path rand_pcg/Cargo.toml --features=serde1 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 @@ -221,12 +226,13 @@ matrix: - rustup target add x86_64-unknown-netbsd - rustup target add x86_64-unknown-redox script: - - cargo build --target=x86_64-sun-solaris --all-features - - cargo build --target=x86_64-unknown-cloudabi --all-features - - cargo build --target=x86_64-unknown-freebsd --all-features - #- cargo build --target=x86_64-unknown-fuchsia --all-features - - cargo build --target=x86_64-unknown-netbsd --all-features - - cargo build --target=x86_64-unknown-redox --all-features + # Test all crates, and the top-level crate with all features: + - cargo build --target=x86_64-sun-solaris --all --all-features + - cargo build --target=x86_64-unknown-cloudabi --all --all-features + - cargo build --target=x86_64-unknown-freebsd --all --all-features + #- cargo build --target=x86_64-unknown-fuchsia --all --all-features + - cargo build --target=x86_64-unknown-netbsd --all --all-features + - cargo build --target=x86_64-unknown-redox --all --all-features # Trust cross-built/emulated targets. We must repeat all non-default values. - rust: stable @@ -261,6 +267,7 @@ script: - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - cargo test --manifest-path rand_core/Cargo.toml --no-default-features + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 - cargo test --manifest-path rand_pcg/Cargo.toml --features=serde1 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 diff --git a/appveyor.yml b/appveyor.yml index 1a365d9edcb..ef0b4bff66b 100644 --- a/appveyor.yml +++ b/appveyor.yml @@ -39,6 +39,7 @@ test_script: - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - cargo test --manifest-path rand_core/Cargo.toml --no-default-features --features=alloc + - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 - cargo test --manifest-path rand_pcg/Cargo.toml --features=serde1 - cargo test --manifest-path rand_xorshift/Cargo.toml --features=serde1 diff --git a/utils/ci/script.sh b/utils/ci/script.sh index dd06882a5fd..88078033ea5 100644 --- a/utils/ci/script.sh +++ b/utils/ci/script.sh @@ -9,6 +9,7 @@ main() { cross test --target $TARGET --examples cross test --target $TARGET --manifest-path rand_core/Cargo.toml cross test --target $TARGET --manifest-path rand_core/Cargo.toml --no-default-features + cross test --target $TARGET --manifest-path rand_distr/Cargo.toml cross test --target $TARGET --manifest-path rand_isaac/Cargo.toml --features=serde1 cross test --target $TARGET --manifest-path rand_pcg/Cargo.toml --features=serde1 cross test --target $TARGET --manifest-path rand_xorshift/Cargo.toml --features=serde1 From aff7f2758dbbc06debbf9925e6459c40bcbec4f4 Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Fri, 29 Mar 2019 07:43:11 +0000 Subject: [PATCH 09/11] Address review --- rand_distr/README.md | 7 ++++--- src/distributions/float.rs | 1 + 2 files changed, 5 insertions(+), 3 deletions(-) diff --git a/rand_distr/README.md b/rand_distr/README.md index 9a53f8515d7..44e0ff1ca2c 100644 --- a/rand_distr/README.md +++ b/rand_distr/README.md @@ -11,9 +11,10 @@ Implements a full suite of random number distributions sampling routines. This crate is a super-set of the [rand::distributions] module, including support -for sampling from Beta, Cauchy, ChiSquared, Dirichlet, exponential, Fisher F, -Gamma, Log-normal, Normal, Pareto, Poisson, StudentT, Triangular, Circle, -Sphere and Weibull distributions. +for sampling from Beta, Binomial, Cauchy, CircleChiSquared, Dirichlet, exponential, +Fisher F, Gamma, Log-normal, Normal, Pareto, Poisson, StudentT, Triangular and +Weibull distributions, as well as sampling points from the unit circle and unit +sphere surface. It is worth mentioning the [statrs] crate which provides similar functionality along with various support functions, including PDF and CDF computation. In diff --git a/src/distributions/float.rs b/src/distributions/float.rs index 3cff4b88eda..fd40fed93ca 100644 --- a/src/distributions/float.rs +++ b/src/distributions/float.rs @@ -69,6 +69,7 @@ pub struct OpenClosed01; pub struct Open01; +// This trait is needed by both this lib and rand_distr hence is a hidden export #[doc(hidden)] pub trait IntoFloat { type F; From b21713a7826a38458c2b82951908313262b1c7b8 Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Fri, 29 Mar 2019 14:22:44 +0000 Subject: [PATCH 10/11] Fixes --- .travis.yml | 2 +- rand_distr/README.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.travis.yml b/.travis.yml index bd8d585f64c..903aa748463 100644 --- a/.travis.yml +++ b/.travis.yml @@ -66,7 +66,7 @@ matrix: - cargo test --features=serde1,log - cargo test --examples - cargo test --manifest-path rand_core/Cargo.toml - - cargo test --manifest-path rand_core/Cargo.toml --no-default-feature + - cargo test --manifest-path rand_core/Cargo.toml --no-default-features - cargo test --manifest-path rand_distr/Cargo.toml - cargo test --manifest-path rand_isaac/Cargo.toml --features=serde1 # TODO: cannot test rand_pcg due to explicit dependency on i128 diff --git a/rand_distr/README.md b/rand_distr/README.md index 44e0ff1ca2c..68acd2f0799 100644 --- a/rand_distr/README.md +++ b/rand_distr/README.md @@ -11,7 +11,7 @@ Implements a full suite of random number distributions sampling routines. This crate is a super-set of the [rand::distributions] module, including support -for sampling from Beta, Binomial, Cauchy, CircleChiSquared, Dirichlet, exponential, +for sampling from Beta, Binomial, Cauchy, ChiSquared, Dirichlet, exponential, Fisher F, Gamma, Log-normal, Normal, Pareto, Poisson, StudentT, Triangular and Weibull distributions, as well as sampling points from the unit circle and unit sphere surface. From 457e588b5c83e73e7177d677dca41e66e3c554ec Mon Sep 17 00:00:00 2001 From: Diggory Hardy Date: Wed, 3 Apr 2019 09:59:39 +0100 Subject: [PATCH 11/11] Remove --all flag from cross builders --- .travis.yml | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/.travis.yml b/.travis.yml index 903aa748463..565550d8e39 100644 --- a/.travis.yml +++ b/.travis.yml @@ -226,13 +226,13 @@ matrix: - rustup target add x86_64-unknown-netbsd - rustup target add x86_64-unknown-redox script: - # Test all crates, and the top-level crate with all features: - - cargo build --target=x86_64-sun-solaris --all --all-features - - cargo build --target=x86_64-unknown-cloudabi --all --all-features - - cargo build --target=x86_64-unknown-freebsd --all --all-features - #- cargo build --target=x86_64-unknown-fuchsia --all --all-features - - cargo build --target=x86_64-unknown-netbsd --all --all-features - - cargo build --target=x86_64-unknown-redox --all --all-features + # Test the top-level crate with all features: + - cargo build --target=x86_64-sun-solaris --all-features + - cargo build --target=x86_64-unknown-cloudabi --all-features + - cargo build --target=x86_64-unknown-freebsd --all-features + #- cargo build --target=x86_64-unknown-fuchsia --all-features + - cargo build --target=x86_64-unknown-netbsd --all-features + - cargo build --target=x86_64-unknown-redox --all-features # Trust cross-built/emulated targets. We must repeat all non-default values. - rust: stable