Vendor dependencies for 0.3.0 release

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2025-09-27 10:29:08 -05:00
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vendor/rand_distr/src/binomial.rs vendored Normal file
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// Copyright 2018 Developers of the Rand project.
// Copyright 2016-2017 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The binomial distribution.
use crate::{Distribution, Uniform};
use rand::Rng;
use core::fmt;
use core::cmp::Ordering;
#[allow(unused_imports)]
use num_traits::Float;
/// 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).unwrap();
/// let v = bin.sample(&mut rand::thread_rng());
/// println!("{} is from a binomial distribution", v);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Binomial {
/// Number of trials.
n: u64,
/// Probability of success.
p: f64,
}
/// Error type returned from `Binomial::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `p < 0` or `nan`.
ProbabilityTooSmall,
/// `p > 1`.
ProbabilityTooLarge,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ProbabilityTooSmall => "p < 0 or is NaN in binomial distribution",
Error::ProbabilityTooLarge => "p > 1 in binomial distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl Binomial {
/// Construct a new `Binomial` with the given shape parameters `n` (number
/// of trials) and `p` (probability of success).
pub fn new(n: u64, p: f64) -> Result<Binomial, Error> {
if !(p >= 0.0) {
return Err(Error::ProbabilityTooSmall);
}
if !(p <= 1.0) {
return Err(Error::ProbabilityTooLarge);
}
Ok(Binomial { n, p })
}
}
/// Convert a `f64` to an `i64`, panicking on overflow.
fn f64_to_i64(x: f64) -> i64 {
assert!(x < (core::i64::MAX as f64));
x as i64
}
impl Distribution<u64> for Binomial {
#[allow(clippy::many_single_char_names)] // Same names as in the reference.
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 {
// Handle these values directly.
if self.p == 0.0 {
return 0;
} else if self.p == 1.0 {
return self.n;
}
// The binomial distribution is symmetrical with respect to p -> 1-p,
// k -> n-k switch p so that it is less than 0.5 - this allows for lower
// expected values we will just invert the result at the end
let p = if self.p <= 0.5 { self.p } else { 1.0 - self.p };
let result;
let q = 1. - p;
// For small n * min(p, 1 - p), the BINV algorithm based on the inverse
// transformation of the binomial distribution is efficient. Otherwise,
// the BTPE algorithm is used.
//
// Voratas Kachitvichyanukul and Bruce W. Schmeiser. 1988. Binomial
// random variate generation. Commun. ACM 31, 2 (February 1988),
// 216-222. http://dx.doi.org/10.1145/42372.42381
// Threshold for preferring the BINV algorithm. The paper suggests 10,
// Ranlib uses 30, and GSL uses 14.
const BINV_THRESHOLD: f64 = 10.;
if (self.n as f64) * p < BINV_THRESHOLD && self.n <= (core::i32::MAX as u64) {
// Use the BINV algorithm.
let s = p / q;
let a = ((self.n + 1) as f64) * s;
let mut r = q.powi(self.n as i32);
let mut u: f64 = rng.gen();
let mut x = 0;
while u > r as f64 {
u -= r;
x += 1;
r *= a / (x as f64) - s;
}
result = x;
} else {
// Use the BTPE algorithm.
// Threshold for using the squeeze algorithm. This can be freely
// chosen based on performance. Ranlib and GSL use 20.
const SQUEEZE_THRESHOLD: i64 = 20;
// Step 0: Calculate constants as functions of `n` and `p`.
let n = self.n as f64;
let np = n * p;
let npq = np * q;
let f_m = np + p;
let m = f64_to_i64(f_m);
// radius of triangle region, since height=1 also area of region
let p1 = (2.195 * npq.sqrt() - 4.6 * q).floor() + 0.5;
// tip of triangle
let x_m = (m as f64) + 0.5;
// left edge of triangle
let x_l = x_m - p1;
// right edge of triangle
let x_r = x_m + p1;
let c = 0.134 + 20.5 / (15.3 + (m as f64));
// p1 + area of parallelogram region
let p2 = p1 * (1. + 2. * c);
fn lambda(a: f64) -> f64 {
a * (1. + 0.5 * a)
}
let lambda_l = lambda((f_m - x_l) / (f_m - x_l * p));
let lambda_r = lambda((x_r - f_m) / (x_r * q));
// p1 + area of left tail
let p3 = p2 + c / lambda_l;
// p1 + area of right tail
let p4 = p3 + c / lambda_r;
// return value
let mut y: i64;
let gen_u = Uniform::new(0., p4);
let gen_v = Uniform::new(0., 1.);
loop {
// Step 1: Generate `u` for selecting the region. If region 1 is
// selected, generate a triangularly distributed variate.
let u = gen_u.sample(rng);
let mut v = gen_v.sample(rng);
if !(u > p1) {
y = f64_to_i64(x_m - p1 * v + u);
break;
}
if !(u > p2) {
// Step 2: Region 2, parallelograms. Check if region 2 is
// used. If so, generate `y`.
let x = x_l + (u - p1) / c;
v = v * c + 1.0 - (x - x_m).abs() / p1;
if v > 1. {
continue;
} else {
y = f64_to_i64(x);
}
} else if !(u > p3) {
// Step 3: Region 3, left exponential tail.
y = f64_to_i64(x_l + v.ln() / lambda_l);
if y < 0 {
continue;
} else {
v *= (u - p2) * lambda_l;
}
} else {
// Step 4: Region 4, right exponential tail.
y = f64_to_i64(x_r - v.ln() / lambda_r);
if y > 0 && (y as u64) > self.n {
continue;
} else {
v *= (u - p3) * lambda_r;
}
}
// Step 5: Acceptance/rejection comparison.
// Step 5.0: Test for appropriate method of evaluating f(y).
let k = (y - m).abs();
if !(k > SQUEEZE_THRESHOLD && (k as f64) < 0.5 * npq - 1.) {
// Step 5.1: Evaluate f(y) via the recursive relationship. Start the
// search from the mode.
let s = p / q;
let a = s * (n + 1.);
let mut f = 1.0;
match m.cmp(&y) {
Ordering::Less => {
let mut i = m;
loop {
i += 1;
f *= a / (i as f64) - s;
if i == y {
break;
}
}
},
Ordering::Greater => {
let mut i = y;
loop {
i += 1;
f /= a / (i as f64) - s;
if i == m {
break;
}
}
},
Ordering::Equal => {},
}
if v > f {
continue;
} else {
break;
}
}
// Step 5.2: Squeezing. Check the value of ln(v) against upper and
// lower bound of ln(f(y)).
let k = k as f64;
let rho = (k / npq) * ((k * (k / 3. + 0.625) + 1. / 6.) / npq + 0.5);
let t = -0.5 * k * k / npq;
let alpha = v.ln();
if alpha < t - rho {
break;
}
if alpha > t + rho {
continue;
}
// Step 5.3: Final acceptance/rejection test.
let x1 = (y + 1) as f64;
let f1 = (m + 1) as f64;
let z = (f64_to_i64(n) + 1 - m) as f64;
let w = (f64_to_i64(n) - y + 1) as f64;
fn stirling(a: f64) -> f64 {
let a2 = a * a;
(13860. - (462. - (132. - (99. - 140. / a2) / a2) / a2) / a2) / a / 166320.
}
if alpha
> x_m * (f1 / x1).ln()
+ (n - (m as f64) + 0.5) * (z / w).ln()
+ ((y - m) as f64) * (w * p / (x1 * q)).ln()
// We use the signs from the GSL implementation, which are
// different than the ones in the reference. According to
// the GSL authors, the new signs were verified to be
// correct by one of the original designers of the
// algorithm.
+ stirling(f1)
+ stirling(z)
- stirling(x1)
- stirling(w)
{
continue;
}
break;
}
assert!(y >= 0);
result = y as u64;
}
// Invert the result for p < 0.5.
if p != self.p {
self.n - result
} else {
result
}
}
}
#[cfg(test)]
mod test {
use super::Binomial;
use crate::Distribution;
use rand::Rng;
fn test_binomial_mean_and_variance<R: Rng>(n: u64, p: f64, rng: &mut R) {
let binomial = Binomial::new(n, p).unwrap();
let expected_mean = n as f64 * p;
let expected_variance = n as f64 * p * (1.0 - p);
let mut results = [0.0; 1000];
for i in results.iter_mut() {
*i = binomial.sample(rng) as f64;
}
let mean = results.iter().sum::<f64>() / results.len() as f64;
assert!((mean as f64 - expected_mean).abs() < expected_mean / 50.0);
let variance =
results.iter().map(|x| (x - mean) * (x - mean)).sum::<f64>() / results.len() as f64;
assert!((variance - expected_variance).abs() < expected_variance / 10.0);
}
#[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).unwrap()), 0);
assert_eq!(rng.sample(Binomial::new(20, 1.0).unwrap()), 20);
}
#[test]
#[should_panic]
fn test_binomial_invalid_lambda_neg() {
Binomial::new(20, -10.0).unwrap();
}
}

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// Copyright 2018 Developers of the Rand project.
// Copyright 2016-2017 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Cauchy distribution.
use num_traits::{Float, FloatConst};
use crate::{Distribution, Standard};
use rand::Rng;
use core::fmt;
/// The Cauchy distribution `Cauchy(median, scale)`.
///
/// This distribution has a density function:
/// `f(x) = 1 / (pi * scale * (1 + ((x - median) / scale)^2))`
///
/// Note that at least for `f32`, results are not fully portable due to minor
/// differences in the target system's *tan* implementation, `tanf`.
///
/// # Example
///
/// ```
/// use rand_distr::{Cauchy, Distribution};
///
/// let cau = Cauchy::new(2.0, 5.0).unwrap();
/// let v = cau.sample(&mut rand::thread_rng());
/// println!("{} is from a Cauchy(2, 5) distribution", v);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Cauchy<F>
where F: Float + FloatConst, Standard: Distribution<F>
{
median: F,
scale: F,
}
/// Error type returned from `Cauchy::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `scale <= 0` or `nan`.
ScaleTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ScaleTooSmall => "scale is not positive in Cauchy distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Cauchy<F>
where F: Float + FloatConst, Standard: Distribution<F>
{
/// Construct a new `Cauchy` with the given shape parameters
/// `median` the peak location and `scale` the scale factor.
pub fn new(median: F, scale: F) -> Result<Cauchy<F>, Error> {
if !(scale > F::zero()) {
return Err(Error::ScaleTooSmall);
}
Ok(Cauchy { median, scale })
}
}
impl<F> Distribution<F> for Cauchy<F>
where F: Float + FloatConst, Standard: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
// sample from [0, 1)
let x = Standard.sample(rng);
// 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 = (F::PI() * x).tan();
// shift and scale according to parameters
self.median + self.scale * comp_dev
}
}
#[cfg(test)]
mod test {
use super::*;
fn median(numbers: &mut [f64]) -> f64 {
sort(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_averages() {
// NOTE: given that the variance and mean are undefined,
// this test does not have any rigorous statistical meaning.
let cauchy = Cauchy::new(10.0, 5.0).unwrap();
let mut rng = crate::test::rng(123);
let mut numbers: [f64; 1000] = [0.0; 1000];
let mut sum = 0.0;
for number in &mut numbers[..] {
*number = cauchy.sample(&mut rng);
sum += *number;
}
let median = median(&mut numbers);
#[cfg(feature = "std")]
std::println!("Cauchy median: {}", median);
assert!((median - 10.0).abs() < 0.4); // not 100% certain, but probable enough
let mean = sum / 1000.0;
#[cfg(feature = "std")]
std::println!("Cauchy mean: {}", mean);
// for a Cauchy distribution the mean should not converge
assert!((mean - 10.0).abs() > 0.4); // not 100% certain, but probable enough
}
#[test]
#[should_panic]
fn test_cauchy_invalid_scale_zero() {
Cauchy::new(0.0, 0.0).unwrap();
}
#[test]
#[should_panic]
fn test_cauchy_invalid_scale_neg() {
Cauchy::new(0.0, -10.0).unwrap();
}
#[test]
fn value_stability() {
fn gen_samples<F: Float + FloatConst + core::fmt::Debug>(m: F, s: F, buf: &mut [F])
where Standard: Distribution<F> {
let distr = Cauchy::new(m, s).unwrap();
let mut rng = crate::test::rng(353);
for x in buf {
*x = rng.sample(&distr);
}
}
let mut buf = [0.0; 4];
gen_samples(100f64, 10.0, &mut buf);
assert_eq!(&buf, &[
77.93369152808678,
90.1606912098641,
125.31516221323625,
86.10217834773925
]);
// Unfortunately this test is not fully portable due to reliance on the
// system's implementation of tanf (see doc on Cauchy struct).
let mut buf = [0.0; 4];
gen_samples(10f32, 7.0, &mut buf);
let expected = [15.023088, -5.446413, 3.7092876, 3.112482];
for (a, b) in buf.iter().zip(expected.iter()) {
assert_almost_eq!(*a, *b, 1e-5);
}
}
}

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// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The dirichlet distribution.
#![cfg(feature = "alloc")]
use num_traits::Float;
use crate::{Distribution, Exp1, Gamma, Open01, StandardNormal};
use rand::Rng;
use core::fmt;
use alloc::{boxed::Box, vec, vec::Vec};
/// The Dirichlet 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(&[1.0, 2.0, 3.0]).unwrap();
/// let samples = dirichlet.sample(&mut rand::thread_rng());
/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples);
/// ```
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
#[derive(Clone, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Dirichlet<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Concentration parameters (alpha)
alpha: Box<[F]>,
}
/// Error type returned from `Dirchlet::new`.
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `alpha.len() < 2`.
AlphaTooShort,
/// `alpha <= 0.0` or `nan`.
AlphaTooSmall,
/// `size < 2`.
SizeTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::AlphaTooShort | Error::SizeTooSmall => {
"less than 2 dimensions in Dirichlet distribution"
}
Error::AlphaTooSmall => "alpha is not positive in Dirichlet distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Dirichlet<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Construct a new `Dirichlet` with the given alpha parameter `alpha`.
///
/// Requires `alpha.len() >= 2`.
#[inline]
pub fn new(alpha: &[F]) -> Result<Dirichlet<F>, Error> {
if alpha.len() < 2 {
return Err(Error::AlphaTooShort);
}
for &ai in alpha.iter() {
if !(ai > F::zero()) {
return Err(Error::AlphaTooSmall);
}
}
Ok(Dirichlet { alpha: alpha.to_vec().into_boxed_slice() })
}
/// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`.
///
/// Requires `size >= 2`.
#[inline]
pub fn new_with_size(alpha: F, size: usize) -> Result<Dirichlet<F>, Error> {
if !(alpha > F::zero()) {
return Err(Error::AlphaTooSmall);
}
if size < 2 {
return Err(Error::SizeTooSmall);
}
Ok(Dirichlet {
alpha: vec![alpha; size].into_boxed_slice(),
})
}
}
impl<F> Distribution<Vec<F>> for Dirichlet<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<F> {
let n = self.alpha.len();
let mut samples = vec![F::zero(); n];
let mut sum = F::zero();
for (s, &a) in samples.iter_mut().zip(self.alpha.iter()) {
let g = Gamma::new(a, F::one()).unwrap();
*s = g.sample(rng);
sum = sum + (*s);
}
let invacc = F::one() / sum;
for s in samples.iter_mut() {
*s = (*s)*invacc;
}
samples
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_dirichlet() {
let d = Dirichlet::new(&[1.0, 2.0, 3.0]).unwrap();
let mut rng = crate::test::rng(221);
let samples = d.sample(&mut rng);
let _: Vec<f64> = 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_size(alpha, size).unwrap();
let mut rng = crate::test::rng(221);
let samples = d.sample(&mut rng);
let _: Vec<f64> = samples
.into_iter()
.map(|x| {
assert!(x > 0.0);
x
})
.collect();
}
#[test]
#[should_panic]
fn test_dirichlet_invalid_length() {
Dirichlet::new_with_size(0.5f64, 1).unwrap();
}
#[test]
#[should_panic]
fn test_dirichlet_invalid_alpha() {
Dirichlet::new_with_size(0.0f64, 2).unwrap();
}
}

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// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The exponential distribution.
use crate::utils::ziggurat;
use num_traits::Float;
use crate::{ziggurat_tables, Distribution};
use rand::Rng;
use core::fmt;
/// 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::<f64>().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 = thread_rng().sample(Exp1);
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Exp1;
impl Distribution<f32> for Exp1 {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f32 {
// TODO: use optimal 32-bit implementation
let x: f64 = self.sample(rng);
x as f32
}
}
// This could be done via `-rng.gen::<f64>().ln()` but that is slower.
impl Distribution<f64> for Exp1 {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(rng: &mut R, _u: f64) -> f64 {
ziggurat_tables::ZIG_EXP_R - rng.gen::<f64>().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`, when `lambda > 0`. For `lambda = 0`, all samples yield infinity.
///
/// Note that [`Exp1`](crate::Exp1) is an optimised implementation for `lambda = 1`.
///
/// # Example
///
/// ```
/// use rand_distr::{Exp, Distribution};
///
/// let exp = Exp::new(2.0).unwrap();
/// let v = exp.sample(&mut rand::thread_rng());
/// println!("{} is from a Exp(2) distribution", v);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Exp<F>
where F: Float, Exp1: Distribution<F>
{
/// `lambda` stored as `1/lambda`, since this is what we scale by.
lambda_inverse: F,
}
/// Error type returned from `Exp::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `lambda < 0` or `nan`.
LambdaTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::LambdaTooSmall => "lambda is negative or NaN in exponential distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F: Float> Exp<F>
where F: Float, Exp1: Distribution<F>
{
/// Construct a new `Exp` with the given shape parameter
/// `lambda`.
///
/// # Remarks
///
/// For custom types `N` implementing the [`Float`] trait,
/// the case `lambda = 0` is handled as follows: each sample corresponds
/// to a sample from an `Exp1` multiplied by `1 / 0`. Primitive types
/// yield infinity, since `1 / 0 = infinity`.
#[inline]
pub fn new(lambda: F) -> Result<Exp<F>, Error> {
if !(lambda >= F::zero()) {
return Err(Error::LambdaTooSmall);
}
Ok(Exp {
lambda_inverse: F::one() / lambda,
})
}
}
impl<F> Distribution<F> for Exp<F>
where F: Float, Exp1: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
rng.sample(Exp1) * self.lambda_inverse
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_exp() {
let exp = Exp::new(10.0).unwrap();
let mut rng = crate::test::rng(221);
for _ in 0..1000 {
assert!(exp.sample(&mut rng) >= 0.0);
}
}
#[test]
fn test_zero() {
let d = Exp::new(0.0).unwrap();
assert_eq!(d.sample(&mut crate::test::rng(21)), f64::infinity());
}
#[test]
#[should_panic]
fn test_exp_invalid_lambda_neg() {
Exp::new(-10.0).unwrap();
}
#[test]
#[should_panic]
fn test_exp_invalid_lambda_nan() {
Exp::new(f64::nan()).unwrap();
}
}

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// Copyright 2021 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Fréchet distribution.
use crate::{Distribution, OpenClosed01};
use core::fmt;
use num_traits::Float;
use rand::Rng;
/// Samples floating-point numbers according to the Fréchet distribution
///
/// This distribution has density function:
/// `f(x) = [(x - μ) / σ]^(-1 - α) exp[-(x - μ) / σ]^(-α) α / σ`,
/// where `μ` is the location parameter, `σ` the scale parameter, and `α` the shape parameter.
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Frechet;
///
/// let val: f64 = thread_rng().sample(Frechet::new(0.0, 1.0, 1.0).unwrap());
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Frechet<F>
where
F: Float,
OpenClosed01: Distribution<F>,
{
location: F,
scale: F,
shape: F,
}
/// Error type returned from `Frechet::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// location is infinite or NaN
LocationNotFinite,
/// scale is not finite positive number
ScaleNotPositive,
/// shape is not finite positive number
ShapeNotPositive,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::LocationNotFinite => "location is not finite in Frechet distribution",
Error::ScaleNotPositive => "scale is not positive and finite in Frechet distribution",
Error::ShapeNotPositive => "shape is not positive and finite in Frechet distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Frechet<F>
where
F: Float,
OpenClosed01: Distribution<F>,
{
/// Construct a new `Frechet` distribution with given `location`, `scale`, and `shape`.
pub fn new(location: F, scale: F, shape: F) -> Result<Frechet<F>, Error> {
if scale <= F::zero() || scale.is_infinite() || scale.is_nan() {
return Err(Error::ScaleNotPositive);
}
if shape <= F::zero() || shape.is_infinite() || shape.is_nan() {
return Err(Error::ShapeNotPositive);
}
if location.is_infinite() || location.is_nan() {
return Err(Error::LocationNotFinite);
}
Ok(Frechet {
location,
scale,
shape,
})
}
}
impl<F> Distribution<F> for Frechet<F>
where
F: Float,
OpenClosed01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let x: F = rng.sample(OpenClosed01);
self.location + self.scale * (-x.ln()).powf(-self.shape.recip())
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
#[should_panic]
fn test_zero_scale() {
Frechet::new(0.0, 0.0, 1.0).unwrap();
}
#[test]
#[should_panic]
fn test_infinite_scale() {
Frechet::new(0.0, core::f64::INFINITY, 1.0).unwrap();
}
#[test]
#[should_panic]
fn test_nan_scale() {
Frechet::new(0.0, core::f64::NAN, 1.0).unwrap();
}
#[test]
#[should_panic]
fn test_zero_shape() {
Frechet::new(0.0, 1.0, 0.0).unwrap();
}
#[test]
#[should_panic]
fn test_infinite_shape() {
Frechet::new(0.0, 1.0, core::f64::INFINITY).unwrap();
}
#[test]
#[should_panic]
fn test_nan_shape() {
Frechet::new(0.0, 1.0, core::f64::NAN).unwrap();
}
#[test]
#[should_panic]
fn test_infinite_location() {
Frechet::new(core::f64::INFINITY, 1.0, 1.0).unwrap();
}
#[test]
#[should_panic]
fn test_nan_location() {
Frechet::new(core::f64::NAN, 1.0, 1.0).unwrap();
}
#[test]
fn test_sample_against_cdf() {
fn quantile_function(x: f64) -> f64 {
(-x.ln()).recip()
}
let location = 0.0;
let scale = 1.0;
let shape = 1.0;
let iterations = 100_000;
let increment = 1.0 / iterations as f64;
let probabilities = [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9];
let mut quantiles = [0.0; 9];
for (i, p) in probabilities.iter().enumerate() {
quantiles[i] = quantile_function(*p);
}
let mut proportions = [0.0; 9];
let d = Frechet::new(location, scale, shape).unwrap();
let mut rng = crate::test::rng(1);
for _ in 0..iterations {
let replicate = d.sample(&mut rng);
for (i, q) in quantiles.iter().enumerate() {
if replicate < *q {
proportions[i] += increment;
}
}
}
assert!(proportions
.iter()
.zip(&probabilities)
.all(|(p_hat, p)| (p_hat - p).abs() < 0.003))
}
}

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// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Gamma and derived distributions.
// We use the variable names from the published reference, therefore this
// warning is not helpful.
#![allow(clippy::many_single_char_names)]
use self::ChiSquaredRepr::*;
use self::GammaRepr::*;
use crate::normal::StandardNormal;
use num_traits::Float;
use crate::{Distribution, Exp, Exp1, Open01};
use rand::Rng;
use core::fmt;
#[cfg(feature = "serde1")]
use serde::{Serialize, Deserialize};
/// 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).unwrap();
/// 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)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub struct Gamma<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
repr: GammaRepr<F>,
}
/// Error type returned from `Gamma::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `shape <= 0` or `nan`.
ShapeTooSmall,
/// `scale <= 0` or `nan`.
ScaleTooSmall,
/// `1 / scale == 0`.
ScaleTooLarge,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ShapeTooSmall => "shape is not positive in gamma distribution",
Error::ScaleTooSmall => "scale is not positive in gamma distribution",
Error::ScaleTooLarge => "scale is infinity in gamma distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
enum GammaRepr<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
Large(GammaLargeShape<F>),
One(Exp<F>),
Small(GammaSmallShape<F>),
}
// 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)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
struct GammaSmallShape<F>
where
F: Float,
StandardNormal: Distribution<F>,
Open01: Distribution<F>,
{
inv_shape: F,
large_shape: GammaLargeShape<F>,
}
/// 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)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
struct GammaLargeShape<F>
where
F: Float,
StandardNormal: Distribution<F>,
Open01: Distribution<F>,
{
scale: F,
c: F,
d: F,
}
impl<F> Gamma<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Construct an object representing the `Gamma(shape, scale)`
/// distribution.
#[inline]
pub fn new(shape: F, scale: F) -> Result<Gamma<F>, Error> {
if !(shape > F::zero()) {
return Err(Error::ShapeTooSmall);
}
if !(scale > F::zero()) {
return Err(Error::ScaleTooSmall);
}
let repr = if shape == F::one() {
One(Exp::new(F::one() / scale).map_err(|_| Error::ScaleTooLarge)?)
} else if shape < F::one() {
Small(GammaSmallShape::new_raw(shape, scale))
} else {
Large(GammaLargeShape::new_raw(shape, scale))
};
Ok(Gamma { repr })
}
}
impl<F> GammaSmallShape<F>
where
F: Float,
StandardNormal: Distribution<F>,
Open01: Distribution<F>,
{
fn new_raw(shape: F, scale: F) -> GammaSmallShape<F> {
GammaSmallShape {
inv_shape: F::one() / shape,
large_shape: GammaLargeShape::new_raw(shape + F::one(), scale),
}
}
}
impl<F> GammaLargeShape<F>
where
F: Float,
StandardNormal: Distribution<F>,
Open01: Distribution<F>,
{
fn new_raw(shape: F, scale: F) -> GammaLargeShape<F> {
let d = shape - F::from(1. / 3.).unwrap();
GammaLargeShape {
scale,
c: F::one() / (F::from(9.).unwrap() * d).sqrt(),
d,
}
}
}
impl<F> Distribution<F> for Gamma<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
match self.repr {
Small(ref g) => g.sample(rng),
One(ref g) => g.sample(rng),
Large(ref g) => g.sample(rng),
}
}
}
impl<F> Distribution<F> for GammaSmallShape<F>
where
F: Float,
StandardNormal: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let u: F = rng.sample(Open01);
self.large_shape.sample(rng) * u.powf(self.inv_shape)
}
}
impl<F> Distribution<F> for GammaLargeShape<F>
where
F: Float,
StandardNormal: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
// Marsaglia & Tsang method, 2000
loop {
let x: F = rng.sample(StandardNormal);
let v_cbrt = F::one() + self.c * x;
if v_cbrt <= F::zero() {
// a^3 <= 0 iff a <= 0
continue;
}
let v = v_cbrt * v_cbrt * v_cbrt;
let u: F = rng.sample(Open01);
let x_sqr = x * x;
if u < F::one() - F::from(0.0331).unwrap() * x_sqr * x_sqr
|| u.ln() < F::from(0.5).unwrap() * x_sqr + self.d * (F::one() - 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).unwrap();
/// let v = chi.sample(&mut rand::thread_rng());
/// println!("{} is from a χ²(11) distribution", v)
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub struct ChiSquared<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
repr: ChiSquaredRepr<F>,
}
/// Error type returned from `ChiSquared::new` and `StudentT::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub enum ChiSquaredError {
/// `0.5 * k <= 0` or `nan`.
DoFTooSmall,
}
impl fmt::Display for ChiSquaredError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
ChiSquaredError::DoFTooSmall => {
"degrees-of-freedom k is not positive in chi-squared distribution"
}
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for ChiSquaredError {}
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
enum ChiSquaredRepr<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
// 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<F>),
}
impl<F> ChiSquared<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Create a new chi-squared distribution with degrees-of-freedom
/// `k`.
pub fn new(k: F) -> Result<ChiSquared<F>, ChiSquaredError> {
let repr = if k == F::one() {
DoFExactlyOne
} else {
if !(F::from(0.5).unwrap() * k > F::zero()) {
return Err(ChiSquaredError::DoFTooSmall);
}
DoFAnythingElse(Gamma::new(F::from(0.5).unwrap() * k, F::from(2.0).unwrap()).unwrap())
};
Ok(ChiSquared { repr })
}
}
impl<F> Distribution<F> for ChiSquared<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
match self.repr {
DoFExactlyOne => {
// k == 1 => N(0,1)^2
let norm: F = 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).unwrap();
/// let v = f.sample(&mut rand::thread_rng());
/// println!("{} is from an F(2, 32) distribution", v)
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub struct FisherF<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
numer: ChiSquared<F>,
denom: ChiSquared<F>,
// denom_dof / numer_dof so that this can just be a straight
// multiplication, rather than a division.
dof_ratio: F,
}
/// Error type returned from `FisherF::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub enum FisherFError {
/// `m <= 0` or `nan`.
MTooSmall,
/// `n <= 0` or `nan`.
NTooSmall,
}
impl fmt::Display for FisherFError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
FisherFError::MTooSmall => "m is not positive in Fisher F distribution",
FisherFError::NTooSmall => "n is not positive in Fisher F distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for FisherFError {}
impl<F> FisherF<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Create a new `FisherF` distribution, with the given parameter.
pub fn new(m: F, n: F) -> Result<FisherF<F>, FisherFError> {
let zero = F::zero();
if !(m > zero) {
return Err(FisherFError::MTooSmall);
}
if !(n > zero) {
return Err(FisherFError::NTooSmall);
}
Ok(FisherF {
numer: ChiSquared::new(m).unwrap(),
denom: ChiSquared::new(n).unwrap(),
dof_ratio: n / m,
})
}
}
impl<F> Distribution<F> for FisherF<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
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).unwrap();
/// let v = t.sample(&mut rand::thread_rng());
/// println!("{} is from a t(11) distribution", v)
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub struct StudentT<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
chi: ChiSquared<F>,
dof: F,
}
impl<F> StudentT<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Create a new Student t distribution with `n` degrees of
/// freedom.
pub fn new(n: F) -> Result<StudentT<F>, ChiSquaredError> {
Ok(StudentT {
chi: ChiSquared::new(n)?,
dof: n,
})
}
}
impl<F> Distribution<F> for StudentT<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let norm: F = rng.sample(StandardNormal);
norm * (self.dof / self.chi.sample(rng)).sqrt()
}
}
/// The algorithm used for sampling the Beta distribution.
///
/// Reference:
///
/// R. C. H. Cheng (1978).
/// Generating beta variates with nonintegral shape parameters.
/// Communications of the ACM 21, 317-322.
/// https://doi.org/10.1145/359460.359482
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
enum BetaAlgorithm<N> {
BB(BB<N>),
BC(BC<N>),
}
/// Algorithm BB for `min(alpha, beta) > 1`.
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
struct BB<N> {
alpha: N,
beta: N,
gamma: N,
}
/// Algorithm BC for `min(alpha, beta) <= 1`.
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
struct BC<N> {
alpha: N,
beta: N,
delta: N,
kappa1: N,
kappa2: N,
}
/// The Beta distribution with shape parameters `alpha` and `beta`.
///
/// # Example
///
/// ```
/// use rand_distr::{Distribution, Beta};
///
/// let beta = Beta::new(2.0, 5.0).unwrap();
/// let v = beta.sample(&mut rand::thread_rng());
/// println!("{} is from a Beta(2, 5) distribution", v);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub struct Beta<F>
where
F: Float,
Open01: Distribution<F>,
{
a: F, b: F, switched_params: bool,
algorithm: BetaAlgorithm<F>,
}
/// Error type returned from `Beta::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
pub enum BetaError {
/// `alpha <= 0` or `nan`.
AlphaTooSmall,
/// `beta <= 0` or `nan`.
BetaTooSmall,
}
impl fmt::Display for BetaError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
BetaError::AlphaTooSmall => "alpha is not positive in beta distribution",
BetaError::BetaTooSmall => "beta is not positive in beta distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for BetaError {}
impl<F> Beta<F>
where
F: Float,
Open01: Distribution<F>,
{
/// Construct an object representing the `Beta(alpha, beta)`
/// distribution.
pub fn new(alpha: F, beta: F) -> Result<Beta<F>, BetaError> {
if !(alpha > F::zero()) {
return Err(BetaError::AlphaTooSmall);
}
if !(beta > F::zero()) {
return Err(BetaError::BetaTooSmall);
}
// From now on, we use the notation from the reference,
// i.e. `alpha` and `beta` are renamed to `a0` and `b0`.
let (a0, b0) = (alpha, beta);
let (a, b, switched_params) = if a0 < b0 {
(a0, b0, false)
} else {
(b0, a0, true)
};
if a > F::one() {
// Algorithm BB
let alpha = a + b;
let beta = ((alpha - F::from(2.).unwrap())
/ (F::from(2.).unwrap()*a*b - alpha)).sqrt();
let gamma = a + F::one() / beta;
Ok(Beta {
a, b, switched_params,
algorithm: BetaAlgorithm::BB(BB {
alpha, beta, gamma,
})
})
} else {
// Algorithm BC
//
// Here `a` is the maximum instead of the minimum.
let (a, b, switched_params) = (b, a, !switched_params);
let alpha = a + b;
let beta = F::one() / b;
let delta = F::one() + a - b;
let kappa1 = delta
* (F::from(1. / 18. / 4.).unwrap() + F::from(3. / 18. / 4.).unwrap()*b)
/ (a*beta - F::from(14. / 18.).unwrap());
let kappa2 = F::from(0.25).unwrap()
+ (F::from(0.5).unwrap() + F::from(0.25).unwrap()/delta)*b;
Ok(Beta {
a, b, switched_params,
algorithm: BetaAlgorithm::BC(BC {
alpha, beta, delta, kappa1, kappa2,
})
})
}
}
}
impl<F> Distribution<F> for Beta<F>
where
F: Float,
Open01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let mut w;
match self.algorithm {
BetaAlgorithm::BB(algo) => {
loop {
// 1.
let u1 = rng.sample(Open01);
let u2 = rng.sample(Open01);
let v = algo.beta * (u1 / (F::one() - u1)).ln();
w = self.a * v.exp();
let z = u1*u1 * u2;
let r = algo.gamma * v - F::from(4.).unwrap().ln();
let s = self.a + r - w;
// 2.
if s + F::one() + F::from(5.).unwrap().ln()
>= F::from(5.).unwrap() * z {
break;
}
// 3.
let t = z.ln();
if s >= t {
break;
}
// 4.
if !(r + algo.alpha * (algo.alpha / (self.b + w)).ln() < t) {
break;
}
}
},
BetaAlgorithm::BC(algo) => {
loop {
let z;
// 1.
let u1 = rng.sample(Open01);
let u2 = rng.sample(Open01);
if u1 < F::from(0.5).unwrap() {
// 2.
let y = u1 * u2;
z = u1 * y;
if F::from(0.25).unwrap() * u2 + z - y >= algo.kappa1 {
continue;
}
} else {
// 3.
z = u1 * u1 * u2;
if z <= F::from(0.25).unwrap() {
let v = algo.beta * (u1 / (F::one() - u1)).ln();
w = self.a * v.exp();
break;
}
// 4.
if z >= algo.kappa2 {
continue;
}
}
// 5.
let v = algo.beta * (u1 / (F::one() - u1)).ln();
w = self.a * v.exp();
if !(algo.alpha * ((algo.alpha / (self.b + w)).ln() + v)
- F::from(4.).unwrap().ln() < z.ln()) {
break;
};
}
},
};
// 5. for BB, 6. for BC
if !self.switched_params {
if w == F::infinity() {
// Assuming `b` is finite, for large `w`:
return F::one();
}
w / (self.b + w)
} else {
self.b / (self.b + w)
}
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_chi_squared_one() {
let chi = ChiSquared::new(1.0).unwrap();
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).unwrap();
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).unwrap();
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).unwrap();
}
#[test]
fn test_f() {
let f = FisherF::new(2.0, 32.0).unwrap();
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).unwrap();
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).unwrap();
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.).unwrap();
}
#[test]
fn test_beta_small_param() {
let beta = Beta::<f64>::new(1e-3, 1e-3).unwrap();
let mut rng = crate::test::rng(206);
for i in 0..1000 {
assert!(!beta.sample(&mut rng).is_nan(), "failed at i={}", i);
}
}
}

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//! The geometric distribution.
use crate::Distribution;
use rand::Rng;
use core::fmt;
#[allow(unused_imports)]
use num_traits::Float;
/// The geometric distribution `Geometric(p)` bounded to `[0, u64::MAX]`.
///
/// This is the probability distribution of the number of failures before the
/// first success in a series of Bernoulli trials. It has the density function
/// `f(k) = (1 - p)^k p` for `k >= 0`, where `p` is the probability of success
/// on each trial.
///
/// This is the discrete analogue of the [exponential distribution](crate::Exp).
///
/// Note that [`StandardGeometric`](crate::StandardGeometric) is an optimised
/// implementation for `p = 0.5`.
///
/// # Example
///
/// ```
/// use rand_distr::{Geometric, Distribution};
///
/// let geo = Geometric::new(0.25).unwrap();
/// let v = geo.sample(&mut rand::thread_rng());
/// println!("{} is from a Geometric(0.25) distribution", v);
/// ```
#[derive(Copy, Clone, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Geometric
{
p: f64,
pi: f64,
k: u64
}
/// Error type returned from `Geometric::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `p < 0 || p > 1` or `nan`
InvalidProbability,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::InvalidProbability => "p is NaN or outside the interval [0, 1] in geometric distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl Geometric {
/// Construct a new `Geometric` with the given shape parameter `p`
/// (probability of success on each trial).
pub fn new(p: f64) -> Result<Self, Error> {
if !p.is_finite() || p < 0.0 || p > 1.0 {
Err(Error::InvalidProbability)
} else if p == 0.0 || p >= 2.0 / 3.0 {
Ok(Geometric { p, pi: p, k: 0 })
} else {
let (pi, k) = {
// choose smallest k such that pi = (1 - p)^(2^k) <= 0.5
let mut k = 1;
let mut pi = (1.0 - p).powi(2);
while pi > 0.5 {
k += 1;
pi = pi * pi;
}
(pi, k)
};
Ok(Geometric { p, pi, k })
}
}
}
impl Distribution<u64> for Geometric
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 {
if self.p >= 2.0 / 3.0 {
// use the trivial algorithm:
let mut failures = 0;
loop {
let u = rng.gen::<f64>();
if u <= self.p { break; }
failures += 1;
}
return failures;
}
if self.p == 0.0 { return core::u64::MAX; }
let Geometric { p, pi, k } = *self;
// Based on the algorithm presented in section 3 of
// Karl Bringmann and Tobias Friedrich (July 2013) - Exact and Efficient
// Generation of Geometric Random Variates and Random Graphs, published
// in International Colloquium on Automata, Languages and Programming
// (pp.267-278)
// https://people.mpi-inf.mpg.de/~kbringma/paper/2013ICALP-1.pdf
// Use the trivial algorithm to sample D from Geo(pi) = Geo(p) / 2^k:
let d = {
let mut failures = 0;
while rng.gen::<f64>() < pi {
failures += 1;
}
failures
};
// Use rejection sampling for the remainder M from Geo(p) % 2^k:
// choose M uniformly from [0, 2^k), but reject with probability (1 - p)^M
// NOTE: The paper suggests using bitwise sampling here, which is
// currently unsupported, but should improve performance by requiring
// fewer iterations on average. ~ October 28, 2020
let m = loop {
let m = rng.gen::<u64>() & ((1 << k) - 1);
let p_reject = if m <= core::i32::MAX as u64 {
(1.0 - p).powi(m as i32)
} else {
(1.0 - p).powf(m as f64)
};
let u = rng.gen::<f64>();
if u < p_reject {
break m;
}
};
(d << k) + m
}
}
/// Samples integers according to the geometric distribution with success
/// probability `p = 0.5`. This is equivalent to `Geometeric::new(0.5)`,
/// but faster.
///
/// See [`Geometric`](crate::Geometric) for the general geometric distribution.
///
/// Implemented via iterated [Rng::gen::<u64>().leading_zeros()].
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::StandardGeometric;
///
/// let v = StandardGeometric.sample(&mut thread_rng());
/// println!("{} is from a Geometric(0.5) distribution", v);
/// ```
#[derive(Copy, Clone, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct StandardGeometric;
impl Distribution<u64> for StandardGeometric {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 {
let mut result = 0;
loop {
let x = rng.gen::<u64>().leading_zeros() as u64;
result += x;
if x < 64 { break; }
}
result
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_geo_invalid_p() {
assert!(Geometric::new(core::f64::NAN).is_err());
assert!(Geometric::new(core::f64::INFINITY).is_err());
assert!(Geometric::new(core::f64::NEG_INFINITY).is_err());
assert!(Geometric::new(-0.5).is_err());
assert!(Geometric::new(0.0).is_ok());
assert!(Geometric::new(1.0).is_ok());
assert!(Geometric::new(2.0).is_err());
}
fn test_geo_mean_and_variance<R: Rng>(p: f64, rng: &mut R) {
let distr = Geometric::new(p).unwrap();
let expected_mean = (1.0 - p) / p;
let expected_variance = (1.0 - p) / (p * p);
let mut results = [0.0; 10000];
for i in results.iter_mut() {
*i = distr.sample(rng) as f64;
}
let mean = results.iter().sum::<f64>() / results.len() as f64;
assert!((mean as f64 - expected_mean).abs() < expected_mean / 40.0);
let variance =
results.iter().map(|x| (x - mean) * (x - mean)).sum::<f64>() / results.len() as f64;
assert!((variance - expected_variance).abs() < expected_variance / 10.0);
}
#[test]
fn test_geometric() {
let mut rng = crate::test::rng(12345);
test_geo_mean_and_variance(0.10, &mut rng);
test_geo_mean_and_variance(0.25, &mut rng);
test_geo_mean_and_variance(0.50, &mut rng);
test_geo_mean_and_variance(0.75, &mut rng);
test_geo_mean_and_variance(0.90, &mut rng);
}
#[test]
fn test_standard_geometric() {
let mut rng = crate::test::rng(654321);
let distr = StandardGeometric;
let expected_mean = 1.0;
let expected_variance = 2.0;
let mut results = [0.0; 1000];
for i in results.iter_mut() {
*i = distr.sample(&mut rng) as f64;
}
let mean = results.iter().sum::<f64>() / 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::<f64>() / results.len() as f64;
assert!((variance - expected_variance).abs() < expected_variance / 10.0);
}
}

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// Copyright 2021 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Gumbel distribution.
use crate::{Distribution, OpenClosed01};
use core::fmt;
use num_traits::Float;
use rand::Rng;
/// Samples floating-point numbers according to the Gumbel distribution
///
/// This distribution has density function:
/// `f(x) = exp(-(z + exp(-z))) / σ`, where `z = (x - μ) / σ`,
/// `μ` is the location parameter, and `σ` the scale parameter.
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Gumbel;
///
/// let val: f64 = thread_rng().sample(Gumbel::new(0.0, 1.0).unwrap());
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Gumbel<F>
where
F: Float,
OpenClosed01: Distribution<F>,
{
location: F,
scale: F,
}
/// Error type returned from `Gumbel::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// location is infinite or NaN
LocationNotFinite,
/// scale is not finite positive number
ScaleNotPositive,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ScaleNotPositive => "scale is not positive and finite in Gumbel distribution",
Error::LocationNotFinite => "location is not finite in Gumbel distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Gumbel<F>
where
F: Float,
OpenClosed01: Distribution<F>,
{
/// Construct a new `Gumbel` distribution with given `location` and `scale`.
pub fn new(location: F, scale: F) -> Result<Gumbel<F>, Error> {
if scale <= F::zero() || scale.is_infinite() || scale.is_nan() {
return Err(Error::ScaleNotPositive);
}
if location.is_infinite() || location.is_nan() {
return Err(Error::LocationNotFinite);
}
Ok(Gumbel { location, scale })
}
}
impl<F> Distribution<F> for Gumbel<F>
where
F: Float,
OpenClosed01: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let x: F = rng.sample(OpenClosed01);
self.location - self.scale * (-x.ln()).ln()
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
#[should_panic]
fn test_zero_scale() {
Gumbel::new(0.0, 0.0).unwrap();
}
#[test]
#[should_panic]
fn test_infinite_scale() {
Gumbel::new(0.0, core::f64::INFINITY).unwrap();
}
#[test]
#[should_panic]
fn test_nan_scale() {
Gumbel::new(0.0, core::f64::NAN).unwrap();
}
#[test]
#[should_panic]
fn test_infinite_location() {
Gumbel::new(core::f64::INFINITY, 1.0).unwrap();
}
#[test]
#[should_panic]
fn test_nan_location() {
Gumbel::new(core::f64::NAN, 1.0).unwrap();
}
#[test]
fn test_sample_against_cdf() {
fn neg_log_log(x: f64) -> f64 {
-(-x.ln()).ln()
}
let location = 0.0;
let scale = 1.0;
let iterations = 100_000;
let increment = 1.0 / iterations as f64;
let probabilities = [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9];
let mut quantiles = [0.0; 9];
for (i, p) in probabilities.iter().enumerate() {
quantiles[i] = neg_log_log(*p);
}
let mut proportions = [0.0; 9];
let d = Gumbel::new(location, scale).unwrap();
let mut rng = crate::test::rng(1);
for _ in 0..iterations {
let replicate = d.sample(&mut rng);
for (i, q) in quantiles.iter().enumerate() {
if replicate < *q {
proportions[i] += increment;
}
}
}
assert!(proportions
.iter()
.zip(&probabilities)
.all(|(p_hat, p)| (p_hat - p).abs() < 0.003))
}
}

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//! The hypergeometric distribution.
use crate::Distribution;
use rand::Rng;
use rand::distributions::uniform::Uniform;
use core::fmt;
#[allow(unused_imports)]
use num_traits::Float;
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
enum SamplingMethod {
InverseTransform{ initial_p: f64, initial_x: i64 },
RejectionAcceptance{
m: f64,
a: f64,
lambda_l: f64,
lambda_r: f64,
x_l: f64,
x_r: f64,
p1: f64,
p2: f64,
p3: f64
},
}
/// The hypergeometric distribution `Hypergeometric(N, K, n)`.
///
/// This is the distribution of successes in samples of size `n` drawn without
/// replacement from a population of size `N` containing `K` success states.
/// It has the density function:
/// `f(k) = binomial(K, k) * binomial(N-K, n-k) / binomial(N, n)`,
/// where `binomial(a, b) = a! / (b! * (a - b)!)`.
///
/// The [binomial distribution](crate::Binomial) is the analogous distribution
/// for sampling with replacement. It is a good approximation when the population
/// size is much larger than the sample size.
///
/// # Example
///
/// ```
/// use rand_distr::{Distribution, Hypergeometric};
///
/// let hypergeo = Hypergeometric::new(60, 24, 7).unwrap();
/// let v = hypergeo.sample(&mut rand::thread_rng());
/// println!("{} is from a hypergeometric distribution", v);
/// ```
#[derive(Copy, Clone, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Hypergeometric {
n1: u64,
n2: u64,
k: u64,
offset_x: i64,
sign_x: i64,
sampling_method: SamplingMethod,
}
/// Error type returned from `Hypergeometric::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `total_population_size` is too large, causing floating point underflow.
PopulationTooLarge,
/// `population_with_feature > total_population_size`.
ProbabilityTooLarge,
/// `sample_size > total_population_size`.
SampleSizeTooLarge,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::PopulationTooLarge => "total_population_size is too large causing underflow in geometric distribution",
Error::ProbabilityTooLarge => "population_with_feature > total_population_size in geometric distribution",
Error::SampleSizeTooLarge => "sample_size > total_population_size in geometric distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
// evaluate fact(numerator.0)*fact(numerator.1) / fact(denominator.0)*fact(denominator.1)
fn fraction_of_products_of_factorials(numerator: (u64, u64), denominator: (u64, u64)) -> f64 {
let min_top = u64::min(numerator.0, numerator.1);
let min_bottom = u64::min(denominator.0, denominator.1);
// the factorial of this will cancel out:
let min_all = u64::min(min_top, min_bottom);
let max_top = u64::max(numerator.0, numerator.1);
let max_bottom = u64::max(denominator.0, denominator.1);
let max_all = u64::max(max_top, max_bottom);
let mut result = 1.0;
for i in (min_all + 1)..=max_all {
if i <= min_top {
result *= i as f64;
}
if i <= min_bottom {
result /= i as f64;
}
if i <= max_top {
result *= i as f64;
}
if i <= max_bottom {
result /= i as f64;
}
}
result
}
fn ln_of_factorial(v: f64) -> f64 {
// the paper calls for ln(v!), but also wants to pass in fractions,
// so we need to use Stirling's approximation to fill in the gaps:
v * v.ln() - v
}
impl Hypergeometric {
/// Constructs a new `Hypergeometric` with the shape parameters
/// `N = total_population_size`,
/// `K = population_with_feature`,
/// `n = sample_size`.
#[allow(clippy::many_single_char_names)] // Same names as in the reference.
pub fn new(total_population_size: u64, population_with_feature: u64, sample_size: u64) -> Result<Self, Error> {
if population_with_feature > total_population_size {
return Err(Error::ProbabilityTooLarge);
}
if sample_size > total_population_size {
return Err(Error::SampleSizeTooLarge);
}
// set-up constants as function of original parameters
let n = total_population_size;
let (mut sign_x, mut offset_x) = (1, 0);
let (n1, n2) = {
// switch around success and failure states if necessary to ensure n1 <= n2
let population_without_feature = n - population_with_feature;
if population_with_feature > population_without_feature {
sign_x = -1;
offset_x = sample_size as i64;
(population_without_feature, population_with_feature)
} else {
(population_with_feature, population_without_feature)
}
};
// when sampling more than half the total population, take the smaller
// group as sampled instead (we can then return n1-x instead).
//
// Note: the boundary condition given in the paper is `sample_size < n / 2`;
// we're deviating here, because when n is even, it doesn't matter whether
// we switch here or not, but when n is odd `n/2 < n - n/2`, so switching
// when `k == n/2`, we'd actually be taking the _larger_ group as sampled.
let k = if sample_size <= n / 2 {
sample_size
} else {
offset_x += n1 as i64 * sign_x;
sign_x *= -1;
n - sample_size
};
// Algorithm H2PE has bounded runtime only if `M - max(0, k-n2) >= 10`,
// where `M` is the mode of the distribution.
// Use algorithm HIN for the remaining parameter space.
//
// Voratas Kachitvichyanukul and Bruce W. Schmeiser. 1985. Computer
// generation of hypergeometric random variates.
// J. Statist. Comput. Simul. Vol.22 (August 1985), 127-145
// https://www.researchgate.net/publication/233212638
const HIN_THRESHOLD: f64 = 10.0;
let m = ((k + 1) as f64 * (n1 + 1) as f64 / (n + 2) as f64).floor();
let sampling_method = if m - f64::max(0.0, k as f64 - n2 as f64) < HIN_THRESHOLD {
let (initial_p, initial_x) = if k < n2 {
(fraction_of_products_of_factorials((n2, n - k), (n, n2 - k)), 0)
} else {
(fraction_of_products_of_factorials((n1, k), (n, k - n2)), (k - n2) as i64)
};
if initial_p <= 0.0 || !initial_p.is_finite() {
return Err(Error::PopulationTooLarge);
}
SamplingMethod::InverseTransform { initial_p, initial_x }
} else {
let a = ln_of_factorial(m) +
ln_of_factorial(n1 as f64 - m) +
ln_of_factorial(k as f64 - m) +
ln_of_factorial((n2 - k) as f64 + m);
let numerator = (n - k) as f64 * k as f64 * n1 as f64 * n2 as f64;
let denominator = (n - 1) as f64 * n as f64 * n as f64;
let d = 1.5 * (numerator / denominator).sqrt() + 0.5;
let x_l = m - d + 0.5;
let x_r = m + d + 0.5;
let k_l = f64::exp(a -
ln_of_factorial(x_l) -
ln_of_factorial(n1 as f64 - x_l) -
ln_of_factorial(k as f64 - x_l) -
ln_of_factorial((n2 - k) as f64 + x_l));
let k_r = f64::exp(a -
ln_of_factorial(x_r - 1.0) -
ln_of_factorial(n1 as f64 - x_r + 1.0) -
ln_of_factorial(k as f64 - x_r + 1.0) -
ln_of_factorial((n2 - k) as f64 + x_r - 1.0));
let numerator = x_l * ((n2 - k) as f64 + x_l);
let denominator = (n1 as f64 - x_l + 1.0) * (k as f64 - x_l + 1.0);
let lambda_l = -((numerator / denominator).ln());
let numerator = (n1 as f64 - x_r + 1.0) * (k as f64 - x_r + 1.0);
let denominator = x_r * ((n2 - k) as f64 + x_r);
let lambda_r = -((numerator / denominator).ln());
// the paper literally gives `p2 + kL/lambdaL` where it (probably)
// should have been `p2 <- p1 + kL/lambdaL`; another print error?!
let p1 = 2.0 * d;
let p2 = p1 + k_l / lambda_l;
let p3 = p2 + k_r / lambda_r;
SamplingMethod::RejectionAcceptance {
m, a, lambda_l, lambda_r, x_l, x_r, p1, p2, p3
}
};
Ok(Hypergeometric { n1, n2, k, offset_x, sign_x, sampling_method })
}
}
impl Distribution<u64> for Hypergeometric {
#[allow(clippy::many_single_char_names)] // Same names as in the reference.
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> u64 {
use SamplingMethod::*;
let Hypergeometric { n1, n2, k, sign_x, offset_x, sampling_method } = *self;
let x = match sampling_method {
InverseTransform { initial_p: mut p, initial_x: mut x } => {
let mut u = rng.gen::<f64>();
while u > p && x < k as i64 { // the paper erroneously uses `until n < p`, which doesn't make any sense
u -= p;
p *= ((n1 as i64 - x as i64) * (k as i64 - x as i64)) as f64;
p /= ((x as i64 + 1) * (n2 as i64 - k as i64 + 1 + x as i64)) as f64;
x += 1;
}
x
},
RejectionAcceptance { m, a, lambda_l, lambda_r, x_l, x_r, p1, p2, p3 } => {
let distr_region_select = Uniform::new(0.0, p3);
loop {
let (y, v) = loop {
let u = distr_region_select.sample(rng);
let v = rng.gen::<f64>(); // for the accept/reject decision
if u <= p1 {
// Region 1, central bell
let y = (x_l + u).floor();
break (y, v);
} else if u <= p2 {
// Region 2, left exponential tail
let y = (x_l + v.ln() / lambda_l).floor();
if y as i64 >= i64::max(0, k as i64 - n2 as i64) {
let v = v * (u - p1) * lambda_l;
break (y, v);
}
} else {
// Region 3, right exponential tail
let y = (x_r - v.ln() / lambda_r).floor();
if y as u64 <= u64::min(n1, k) {
let v = v * (u - p2) * lambda_r;
break (y, v);
}
}
};
// Step 4: Acceptance/Rejection Comparison
if m < 100.0 || y <= 50.0 {
// Step 4.1: evaluate f(y) via recursive relationship
let mut f = 1.0;
if m < y {
for i in (m as u64 + 1)..=(y as u64) {
f *= (n1 - i + 1) as f64 * (k - i + 1) as f64;
f /= i as f64 * (n2 - k + i) as f64;
}
} else {
for i in (y as u64 + 1)..=(m as u64) {
f *= i as f64 * (n2 - k + i) as f64;
f /= (n1 - i) as f64 * (k - i) as f64;
}
}
if v <= f { break y as i64; }
} else {
// Step 4.2: Squeezing
let y1 = y + 1.0;
let ym = y - m;
let yn = n1 as f64 - y + 1.0;
let yk = k as f64 - y + 1.0;
let nk = n2 as f64 - k as f64 + y1;
let r = -ym / y1;
let s = ym / yn;
let t = ym / yk;
let e = -ym / nk;
let g = yn * yk / (y1 * nk) - 1.0;
let dg = if g < 0.0 {
1.0 + g
} else {
1.0
};
let gu = g * (1.0 + g * (-0.5 + g / 3.0));
let gl = gu - g.powi(4) / (4.0 * dg);
let xm = m + 0.5;
let xn = n1 as f64 - m + 0.5;
let xk = k as f64 - m + 0.5;
let nm = n2 as f64 - k as f64 + xm;
let ub = xm * r * (1.0 + r * (-0.5 + r / 3.0)) +
xn * s * (1.0 + s * (-0.5 + s / 3.0)) +
xk * t * (1.0 + t * (-0.5 + t / 3.0)) +
nm * e * (1.0 + e * (-0.5 + e / 3.0)) +
y * gu - m * gl + 0.0034;
let av = v.ln();
if av > ub { continue; }
let dr = if r < 0.0 {
xm * r.powi(4) / (1.0 + r)
} else {
xm * r.powi(4)
};
let ds = if s < 0.0 {
xn * s.powi(4) / (1.0 + s)
} else {
xn * s.powi(4)
};
let dt = if t < 0.0 {
xk * t.powi(4) / (1.0 + t)
} else {
xk * t.powi(4)
};
let de = if e < 0.0 {
nm * e.powi(4) / (1.0 + e)
} else {
nm * e.powi(4)
};
if av < ub - 0.25*(dr + ds + dt + de) + (y + m)*(gl - gu) - 0.0078 {
break y as i64;
}
// Step 4.3: Final Acceptance/Rejection Test
let av_critical = a -
ln_of_factorial(y) -
ln_of_factorial(n1 as f64 - y) -
ln_of_factorial(k as f64 - y) -
ln_of_factorial((n2 - k) as f64 + y);
if v.ln() <= av_critical {
break y as i64;
}
}
}
}
};
(offset_x + sign_x * x) as u64
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_hypergeometric_invalid_params() {
assert!(Hypergeometric::new(100, 101, 5).is_err());
assert!(Hypergeometric::new(100, 10, 101).is_err());
assert!(Hypergeometric::new(100, 101, 101).is_err());
assert!(Hypergeometric::new(100, 10, 5).is_ok());
}
fn test_hypergeometric_mean_and_variance<R: Rng>(n: u64, k: u64, s: u64, rng: &mut R)
{
let distr = Hypergeometric::new(n, k, s).unwrap();
let expected_mean = s as f64 * k as f64 / n as f64;
let expected_variance = {
let numerator = (s * k * (n - k) * (n - s)) as f64;
let denominator = (n * n * (n - 1)) as f64;
numerator / denominator
};
let mut results = [0.0; 1000];
for i in results.iter_mut() {
*i = distr.sample(rng) as f64;
}
let mean = results.iter().sum::<f64>() / results.len() as f64;
assert!((mean as f64 - expected_mean).abs() < expected_mean / 50.0);
let variance =
results.iter().map(|x| (x - mean) * (x - mean)).sum::<f64>() / results.len() as f64;
assert!((variance - expected_variance).abs() < expected_variance / 10.0);
}
#[test]
fn test_hypergeometric() {
let mut rng = crate::test::rng(737);
// exercise algorithm HIN:
test_hypergeometric_mean_and_variance(500, 400, 30, &mut rng);
test_hypergeometric_mean_and_variance(250, 200, 230, &mut rng);
test_hypergeometric_mean_and_variance(100, 20, 6, &mut rng);
test_hypergeometric_mean_and_variance(50, 10, 47, &mut rng);
// exercise algorithm H2PE
test_hypergeometric_mean_and_variance(5000, 2500, 500, &mut rng);
test_hypergeometric_mean_and_variance(10100, 10000, 1000, &mut rng);
test_hypergeometric_mean_and_variance(100100, 100, 10000, &mut rng);
}
}

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use crate::{Distribution, Standard, StandardNormal};
use num_traits::Float;
use rand::Rng;
use core::fmt;
/// Error type returned from `InverseGaussian::new`
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub enum Error {
/// `mean <= 0` or `nan`.
MeanNegativeOrNull,
/// `shape <= 0` or `nan`.
ShapeNegativeOrNull,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::MeanNegativeOrNull => "mean <= 0 or is NaN in inverse Gaussian distribution",
Error::ShapeNegativeOrNull => "shape <= 0 or is NaN in inverse Gaussian distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
/// The [inverse Gaussian distribution](https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution)
#[derive(Debug, Clone, Copy)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct InverseGaussian<F>
where
F: Float,
StandardNormal: Distribution<F>,
Standard: Distribution<F>,
{
mean: F,
shape: F,
}
impl<F> InverseGaussian<F>
where
F: Float,
StandardNormal: Distribution<F>,
Standard: Distribution<F>,
{
/// Construct a new `InverseGaussian` distribution with the given mean and
/// shape.
pub fn new(mean: F, shape: F) -> Result<InverseGaussian<F>, Error> {
let zero = F::zero();
if !(mean > zero) {
return Err(Error::MeanNegativeOrNull);
}
if !(shape > zero) {
return Err(Error::ShapeNegativeOrNull);
}
Ok(Self { mean, shape })
}
}
impl<F> Distribution<F> for InverseGaussian<F>
where
F: Float,
StandardNormal: Distribution<F>,
Standard: Distribution<F>,
{
#[allow(clippy::many_single_char_names)]
fn sample<R>(&self, rng: &mut R) -> F
where R: Rng + ?Sized {
let mu = self.mean;
let l = self.shape;
let v: F = rng.sample(StandardNormal);
let y = mu * v * v;
let mu_2l = mu / (F::from(2.).unwrap() * l);
let x = mu + mu_2l * (y - (F::from(4.).unwrap() * l * y + y * y).sqrt());
let u: F = rng.gen();
if u <= mu / (mu + x) {
return x;
}
mu * mu / x
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_inverse_gaussian() {
let inv_gauss = InverseGaussian::new(1.0, 1.0).unwrap();
let mut rng = crate::test::rng(210);
for _ in 0..1000 {
inv_gauss.sample(&mut rng);
}
}
#[test]
fn test_inverse_gaussian_invalid_param() {
assert!(InverseGaussian::new(-1.0, 1.0).is_err());
assert!(InverseGaussian::new(-1.0, -1.0).is_err());
assert!(InverseGaussian::new(1.0, -1.0).is_err());
assert!(InverseGaussian::new(1.0, 1.0).is_ok());
}
}

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// Copyright 2019 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
#![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)]
#![allow(
clippy::excessive_precision,
clippy::float_cmp,
clippy::unreadable_literal
)]
#![allow(clippy::neg_cmp_op_on_partial_ord)] // suggested fix too verbose
#![no_std]
#![cfg_attr(doc_cfg, feature(doc_cfg))]
//! 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`], [`Bernoulli`], and [`WeightedIndex`] distributions
//!
//! ## 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
//! - [`SkewNormal`] distribution
//! - [`Cauchy`] distribution
//! - Related to Bernoulli trials (yes/no events, with a given probability):
//! - [`Binomial`] distribution
//! - [`Geometric`] distribution
//! - [`Hypergeometric`] 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
//! - [`Gumbel`] distribution
//! - [`Frechet`] distribution
//! - [`Zeta`] distribution
//! - [`Zipf`] distribution
//! - Gamma and derived distributions:
//! - [`Gamma`] distribution
//! - [`ChiSquared`] distribution
//! - [`StudentT`] distribution
//! - [`FisherF`] distribution
//! - Triangular distribution:
//! - [`Beta`] distribution
//! - [`Triangular`] distribution
//! - Multivariate probability distributions
//! - [`Dirichlet`] distribution
//! - [`UnitSphere`] distribution
//! - [`UnitBall`] distribution
//! - [`UnitCircle`] distribution
//! - [`UnitDisc`] distribution
//! - Alternative implementation for weighted index sampling
//! - [`WeightedAliasIndex`] distribution
//! - Misc. distributions
//! - [`InverseGaussian`] distribution
//! - [`NormalInverseGaussian`] distribution
#[cfg(feature = "alloc")]
extern crate alloc;
#[cfg(feature = "std")]
extern crate std;
// This is used for doc links:
#[allow(unused)]
use rand::Rng;
pub use rand::distributions::{
uniform, Alphanumeric, Bernoulli, BernoulliError, DistIter, Distribution, Open01, OpenClosed01,
Standard, Uniform,
};
pub use self::binomial::{Binomial, Error as BinomialError};
pub use self::cauchy::{Cauchy, Error as CauchyError};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use self::dirichlet::{Dirichlet, Error as DirichletError};
pub use self::exponential::{Error as ExpError, Exp, Exp1};
pub use self::frechet::{Error as FrechetError, Frechet};
pub use self::gamma::{
Beta, BetaError, ChiSquared, ChiSquaredError, Error as GammaError, FisherF, FisherFError,
Gamma, StudentT,
};
pub use self::geometric::{Error as GeoError, Geometric, StandardGeometric};
pub use self::gumbel::{Error as GumbelError, Gumbel};
pub use self::hypergeometric::{Error as HyperGeoError, Hypergeometric};
pub use self::inverse_gaussian::{Error as InverseGaussianError, InverseGaussian};
pub use self::normal::{Error as NormalError, LogNormal, Normal, StandardNormal};
pub use self::normal_inverse_gaussian::{
Error as NormalInverseGaussianError, NormalInverseGaussian,
};
pub use self::pareto::{Error as ParetoError, Pareto};
pub use self::pert::{Pert, PertError};
pub use self::poisson::{Error as PoissonError, Poisson};
pub use self::skew_normal::{Error as SkewNormalError, SkewNormal};
pub use self::triangular::{Triangular, TriangularError};
pub use self::unit_ball::UnitBall;
pub use self::unit_circle::UnitCircle;
pub use self::unit_disc::UnitDisc;
pub use self::unit_sphere::UnitSphere;
pub use self::weibull::{Error as WeibullError, Weibull};
pub use self::zipf::{Zeta, ZetaError, Zipf, ZipfError};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use rand::distributions::{WeightedError, WeightedIndex};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use weighted_alias::WeightedAliasIndex;
pub use num_traits;
#[cfg(test)]
#[macro_use]
mod test {
// Notes on testing
//
// Testing random number distributions correctly is hard. The following
// testing is desired:
//
// - Construction: test initialisation with a few valid parameter sets.
// - Erroneous usage: test that incorrect usage generates an error.
// - Vector: test that usage with fixed inputs (including RNG) generates a
// fixed output sequence on all platforms.
// - Correctness at fixed points (optional): using a specific mock RNG,
// check that specific values are sampled (e.g. end-points and median of
// distribution).
// - Correctness of PDF (extra): generate a histogram of samples within a
// certain range, and check this approximates the PDF. These tests are
// expected to be expensive, and should be behind a feature-gate.
//
// TODO: Vector and correctness tests are largely absent so far.
// NOTE: Some distributions have tests checking only that samples can be
// generated. This is redundant with vector and correctness tests.
/// Construct a deterministic RNG with the given seed
pub fn rng(seed: u64) -> impl rand::RngCore {
// For tests, we want a statistically good, fast, reproducible RNG.
// PCG32 will do fine, and will be easy to embed if we ever need to.
const INC: u64 = 11634580027462260723;
rand_pcg::Pcg32::new(seed, INC)
}
/// 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();
assert!(diff <= $prec,
"assertion failed: `abs(left - right) = {:.1e} < {:e}`, \
(left: `{}`, right: `{}`)",
diff, $prec, $a, $b
);
};
}
}
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub mod weighted_alias;
mod binomial;
mod cauchy;
mod dirichlet;
mod exponential;
mod frechet;
mod gamma;
mod geometric;
mod gumbel;
mod hypergeometric;
mod inverse_gaussian;
mod normal;
mod normal_inverse_gaussian;
mod pareto;
mod pert;
mod poisson;
mod skew_normal;
mod triangular;
mod unit_ball;
mod unit_circle;
mod unit_disc;
mod unit_sphere;
mod utils;
mod weibull;
mod ziggurat_tables;
mod zipf;

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// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The normal and derived distributions.
use crate::utils::ziggurat;
use num_traits::Float;
use crate::{ziggurat_tables, Distribution, Open01};
use rand::Rng;
use core::fmt;
/// 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 = thread_rng().sample(StandardNormal);
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct StandardNormal;
impl Distribution<f32> for StandardNormal {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f32 {
// TODO: use optimal 32-bit implementation
let x: f64 = self.sample(rng);
x as f32
}
}
impl Distribution<f64> for StandardNormal {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x * x / 2.0).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(rng: &mut R, u: f64) -> f64 {
// compute a random number in the tail by hand
// strange initial conditions, because the loop is not
// do-while, so the condition should be true on the first
// run, they get overwritten anyway (0 < 1, so these are
// good).
let mut x = 1.0f64;
let mut y = 0.0f64;
while -2.0 * y < x * x {
let x_: f64 = rng.sample(Open01);
let y_: f64 = rng.sample(Open01);
x = x_.ln() / ziggurat_tables::ZIG_NORM_R;
y = y_.ln();
}
if u < 0.0 {
x - ziggurat_tables::ZIG_NORM_R
} else {
ziggurat_tables::ZIG_NORM_R - x
}
}
ziggurat(
rng,
true, // this is symmetric
&ziggurat_tables::ZIG_NORM_X,
&ziggurat_tables::ZIG_NORM_F,
pdf,
zero_case,
)
}
}
/// The normal distribution `N(mean, std_dev**2)`.
///
/// This uses the ZIGNOR variant of the Ziggurat method, see [`StandardNormal`]
/// for more details.
///
/// Note that [`StandardNormal`] is an optimised implementation for mean 0, and
/// standard deviation 1.
///
/// # Example
///
/// ```
/// use rand_distr::{Normal, Distribution};
///
/// // mean 2, standard deviation 3
/// let normal = Normal::new(2.0, 3.0).unwrap();
/// let v = normal.sample(&mut rand::thread_rng());
/// println!("{} is from a N(2, 9) distribution", v)
/// ```
///
/// [`StandardNormal`]: crate::StandardNormal
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Normal<F>
where F: Float, StandardNormal: Distribution<F>
{
mean: F,
std_dev: F,
}
/// Error type returned from `Normal::new` and `LogNormal::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// The mean value is too small (log-normal samples must be positive)
MeanTooSmall,
/// The standard deviation or other dispersion parameter is not finite.
BadVariance,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::MeanTooSmall => "mean < 0 or NaN in log-normal distribution",
Error::BadVariance => "variation parameter is non-finite in (log)normal distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Normal<F>
where F: Float, StandardNormal: Distribution<F>
{
/// Construct, from mean and standard deviation
///
/// Parameters:
///
/// - mean (`μ`, unrestricted)
/// - standard deviation (`σ`, must be finite)
#[inline]
pub fn new(mean: F, std_dev: F) -> Result<Normal<F>, Error> {
if !std_dev.is_finite() {
return Err(Error::BadVariance);
}
Ok(Normal { mean, std_dev })
}
/// Construct, from mean and coefficient of variation
///
/// Parameters:
///
/// - mean (`μ`, unrestricted)
/// - coefficient of variation (`cv = abs(σ / μ)`)
#[inline]
pub fn from_mean_cv(mean: F, cv: F) -> Result<Normal<F>, Error> {
if !cv.is_finite() || cv < F::zero() {
return Err(Error::BadVariance);
}
let std_dev = cv * mean;
Ok(Normal { mean, std_dev })
}
/// Sample from a z-score
///
/// This may be useful for generating correlated samples `x1` and `x2`
/// from two different distributions, as follows.
/// ```
/// # use rand::prelude::*;
/// # use rand_distr::{Normal, StandardNormal};
/// let mut rng = thread_rng();
/// let z = StandardNormal.sample(&mut rng);
/// let x1 = Normal::new(0.0, 1.0).unwrap().from_zscore(z);
/// let x2 = Normal::new(2.0, -3.0).unwrap().from_zscore(z);
/// ```
#[inline]
pub fn from_zscore(&self, zscore: F) -> F {
self.mean + self.std_dev * zscore
}
/// Returns the mean (`μ`) of the distribution.
pub fn mean(&self) -> F {
self.mean
}
/// Returns the standard deviation (`σ`) of the distribution.
pub fn std_dev(&self) -> F {
self.std_dev
}
}
impl<F> Distribution<F> for Normal<F>
where F: Float, StandardNormal: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
self.from_zscore(rng.sample(StandardNormal))
}
}
/// 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).unwrap();
/// let v = log_normal.sample(&mut rand::thread_rng());
/// println!("{} is from an ln N(2, 9) distribution", v)
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct LogNormal<F>
where F: Float, StandardNormal: Distribution<F>
{
norm: Normal<F>,
}
impl<F> LogNormal<F>
where F: Float, StandardNormal: Distribution<F>
{
/// Construct, from (log-space) mean and standard deviation
///
/// Parameters are the "standard" log-space measures (these are the mean
/// and standard deviation of the logarithm of samples):
///
/// - `mu` (`μ`, unrestricted) is the mean of the underlying distribution
/// - `sigma` (`σ`, must be finite) is the standard deviation of the
/// underlying Normal distribution
#[inline]
pub fn new(mu: F, sigma: F) -> Result<LogNormal<F>, Error> {
let norm = Normal::new(mu, sigma)?;
Ok(LogNormal { norm })
}
/// Construct, from (linear-space) mean and coefficient of variation
///
/// Parameters are linear-space measures:
///
/// - mean (`μ > 0`) is the (real) mean of the distribution
/// - coefficient of variation (`cv = σ / μ`, requiring `cv ≥ 0`) is a
/// standardized measure of dispersion
///
/// As a special exception, `μ = 0, cv = 0` is allowed (samples are `-inf`).
#[inline]
pub fn from_mean_cv(mean: F, cv: F) -> Result<LogNormal<F>, Error> {
if cv == F::zero() {
let mu = mean.ln();
let norm = Normal::new(mu, F::zero()).unwrap();
return Ok(LogNormal { norm });
}
if !(mean > F::zero()) {
return Err(Error::MeanTooSmall);
}
if !(cv >= F::zero()) {
return Err(Error::BadVariance);
}
// Using X ~ lognormal(μ, σ), CV² = Var(X) / E(X)²
// E(X) = exp(μ + σ² / 2) = exp(μ) × exp(σ² / 2)
// Var(X) = exp(2μ + σ²)(exp(σ²) - 1) = E(X)² × (exp(σ²) - 1)
// but Var(X) = (CV × E(X))² so CV² = exp(σ²) - 1
// thus σ² = log(CV² + 1)
// and exp(μ) = E(X) / exp(σ² / 2) = E(X) / sqrt(CV² + 1)
let a = F::one() + cv * cv; // e
let mu = F::from(0.5).unwrap() * (mean * mean / a).ln();
let sigma = a.ln().sqrt();
let norm = Normal::new(mu, sigma)?;
Ok(LogNormal { norm })
}
/// Sample from a z-score
///
/// This may be useful for generating correlated samples `x1` and `x2`
/// from two different distributions, as follows.
/// ```
/// # use rand::prelude::*;
/// # use rand_distr::{LogNormal, StandardNormal};
/// let mut rng = thread_rng();
/// let z = StandardNormal.sample(&mut rng);
/// let x1 = LogNormal::from_mean_cv(3.0, 1.0).unwrap().from_zscore(z);
/// let x2 = LogNormal::from_mean_cv(2.0, 4.0).unwrap().from_zscore(z);
/// ```
#[inline]
pub fn from_zscore(&self, zscore: F) -> F {
self.norm.from_zscore(zscore).exp()
}
}
impl<F> Distribution<F> for LogNormal<F>
where F: Float, StandardNormal: Distribution<F>
{
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
self.norm.sample(rng).exp()
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_normal() {
let norm = Normal::new(10.0, 10.0).unwrap();
let mut rng = crate::test::rng(210);
for _ in 0..1000 {
norm.sample(&mut rng);
}
}
#[test]
fn test_normal_cv() {
let norm = Normal::from_mean_cv(1024.0, 1.0 / 256.0).unwrap();
assert_eq!((norm.mean, norm.std_dev), (1024.0, 4.0));
}
#[test]
fn test_normal_invalid_sd() {
assert!(Normal::from_mean_cv(10.0, -1.0).is_err());
}
#[test]
fn test_log_normal() {
let lnorm = LogNormal::new(10.0, 10.0).unwrap();
let mut rng = crate::test::rng(211);
for _ in 0..1000 {
lnorm.sample(&mut rng);
}
}
#[test]
fn test_log_normal_cv() {
let lnorm = LogNormal::from_mean_cv(0.0, 0.0).unwrap();
assert_eq!((lnorm.norm.mean, lnorm.norm.std_dev), (-core::f64::INFINITY, 0.0));
let lnorm = LogNormal::from_mean_cv(1.0, 0.0).unwrap();
assert_eq!((lnorm.norm.mean, lnorm.norm.std_dev), (0.0, 0.0));
let e = core::f64::consts::E;
let lnorm = LogNormal::from_mean_cv(e.sqrt(), (e - 1.0).sqrt()).unwrap();
assert_almost_eq!(lnorm.norm.mean, 0.0, 2e-16);
assert_almost_eq!(lnorm.norm.std_dev, 1.0, 2e-16);
let lnorm = LogNormal::from_mean_cv(e.powf(1.5), (e - 1.0).sqrt()).unwrap();
assert_almost_eq!(lnorm.norm.mean, 1.0, 1e-15);
assert_eq!(lnorm.norm.std_dev, 1.0);
}
#[test]
fn test_log_normal_invalid_sd() {
assert!(LogNormal::from_mean_cv(-1.0, 1.0).is_err());
assert!(LogNormal::from_mean_cv(0.0, 1.0).is_err());
assert!(LogNormal::from_mean_cv(1.0, -1.0).is_err());
}
}

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use crate::{Distribution, InverseGaussian, Standard, StandardNormal};
use num_traits::Float;
use rand::Rng;
use core::fmt;
/// Error type returned from `NormalInverseGaussian::new`
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub enum Error {
/// `alpha <= 0` or `nan`.
AlphaNegativeOrNull,
/// `|beta| >= alpha` or `nan`.
AbsoluteBetaNotLessThanAlpha,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::AlphaNegativeOrNull => "alpha <= 0 or is NaN in normal inverse Gaussian distribution",
Error::AbsoluteBetaNotLessThanAlpha => "|beta| >= alpha or is NaN in normal inverse Gaussian distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
/// The [normal-inverse Gaussian distribution](https://en.wikipedia.org/wiki/Normal-inverse_Gaussian_distribution)
#[derive(Debug, Clone, Copy)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct NormalInverseGaussian<F>
where
F: Float,
StandardNormal: Distribution<F>,
Standard: Distribution<F>,
{
alpha: F,
beta: F,
inverse_gaussian: InverseGaussian<F>,
}
impl<F> NormalInverseGaussian<F>
where
F: Float,
StandardNormal: Distribution<F>,
Standard: Distribution<F>,
{
/// Construct a new `NormalInverseGaussian` distribution with the given alpha (tail heaviness) and
/// beta (asymmetry) parameters.
pub fn new(alpha: F, beta: F) -> Result<NormalInverseGaussian<F>, Error> {
if !(alpha > F::zero()) {
return Err(Error::AlphaNegativeOrNull);
}
if !(beta.abs() < alpha) {
return Err(Error::AbsoluteBetaNotLessThanAlpha);
}
let gamma = (alpha * alpha - beta * beta).sqrt();
let mu = F::one() / gamma;
let inverse_gaussian = InverseGaussian::new(mu, F::one()).unwrap();
Ok(Self {
alpha,
beta,
inverse_gaussian,
})
}
}
impl<F> Distribution<F> for NormalInverseGaussian<F>
where
F: Float,
StandardNormal: Distribution<F>,
Standard: Distribution<F>,
{
fn sample<R>(&self, rng: &mut R) -> F
where R: Rng + ?Sized {
let inv_gauss = rng.sample(&self.inverse_gaussian);
self.beta * inv_gauss + inv_gauss.sqrt() * rng.sample(StandardNormal)
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_normal_inverse_gaussian() {
let norm_inv_gauss = NormalInverseGaussian::new(2.0, 1.0).unwrap();
let mut rng = crate::test::rng(210);
for _ in 0..1000 {
norm_inv_gauss.sample(&mut rng);
}
}
#[test]
fn test_normal_inverse_gaussian_invalid_param() {
assert!(NormalInverseGaussian::new(-1.0, 1.0).is_err());
assert!(NormalInverseGaussian::new(-1.0, -1.0).is_err());
assert!(NormalInverseGaussian::new(1.0, 2.0).is_err());
assert!(NormalInverseGaussian::new(2.0, 1.0).is_ok());
}
}

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// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Pareto distribution.
use num_traits::Float;
use crate::{Distribution, OpenClosed01};
use rand::Rng;
use core::fmt;
/// Samples floating-point numbers according to the Pareto distribution
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Pareto;
///
/// let val: f64 = thread_rng().sample(Pareto::new(1., 2.).unwrap());
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Pareto<F>
where F: Float, OpenClosed01: Distribution<F>
{
scale: F,
inv_neg_shape: F,
}
/// Error type returned from `Pareto::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `scale <= 0` or `nan`.
ScaleTooSmall,
/// `shape <= 0` or `nan`.
ShapeTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ScaleTooSmall => "scale is not positive in Pareto distribution",
Error::ShapeTooSmall => "shape is not positive in Pareto distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Pareto<F>
where F: Float, OpenClosed01: Distribution<F>
{
/// Construct a new Pareto distribution with given `scale` and `shape`.
///
/// In the literature, `scale` is commonly written as x<sub>m</sub> or k and
/// `shape` is often written as α.
pub fn new(scale: F, shape: F) -> Result<Pareto<F>, Error> {
let zero = F::zero();
if !(scale > zero) {
return Err(Error::ScaleTooSmall);
}
if !(shape > zero) {
return Err(Error::ShapeTooSmall);
}
Ok(Pareto {
scale,
inv_neg_shape: F::from(-1.0).unwrap() / shape,
})
}
}
impl<F> Distribution<F> for Pareto<F>
where F: Float, OpenClosed01: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let u: F = OpenClosed01.sample(rng);
self.scale * u.powf(self.inv_neg_shape)
}
}
#[cfg(test)]
mod tests {
use super::*;
use core::fmt::{Debug, Display, LowerExp};
#[test]
#[should_panic]
fn invalid() {
Pareto::new(0., 0.).unwrap();
}
#[test]
fn sample() {
let scale = 1.0;
let shape = 2.0;
let d = Pareto::new(scale, shape).unwrap();
let mut rng = crate::test::rng(1);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= scale);
}
}
#[test]
fn value_stability() {
fn test_samples<F: Float + Debug + Display + LowerExp, D: Distribution<F>>(
distr: D, thresh: F, expected: &[F],
) {
let mut rng = crate::test::rng(213);
for v in expected {
let x = rng.sample(&distr);
assert_almost_eq!(x, *v, thresh);
}
}
test_samples(Pareto::new(1f32, 1.0).unwrap(), 1e-6, &[
1.0423688, 2.1235929, 4.132709, 1.4679428,
]);
test_samples(Pareto::new(2.0, 0.5).unwrap(), 1e-14, &[
9.019295276219136,
4.3097126018270595,
6.837815045397157,
105.8826669383772,
]);
}
}

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// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The PERT distribution.
use num_traits::Float;
use crate::{Beta, Distribution, Exp1, Open01, StandardNormal};
use rand::Rng;
use core::fmt;
/// The PERT distribution.
///
/// Similar to the [`Triangular`] distribution, the PERT distribution is
/// parameterised by a range and a mode within that range. Unlike the
/// [`Triangular`] distribution, the probability density function of the PERT
/// distribution is smooth, with a configurable weighting around the mode.
///
/// # Example
///
/// ```rust
/// use rand_distr::{Pert, Distribution};
///
/// let d = Pert::new(0., 5., 2.5).unwrap();
/// let v = d.sample(&mut rand::thread_rng());
/// println!("{} is from a PERT distribution", v);
/// ```
///
/// [`Triangular`]: crate::Triangular
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Pert<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
min: F,
range: F,
beta: Beta<F>,
}
/// Error type returned from [`Pert`] constructors.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum PertError {
/// `max < min` or `min` or `max` is NaN.
RangeTooSmall,
/// `mode < min` or `mode > max` or `mode` is NaN.
ModeRange,
/// `shape < 0` or `shape` is NaN
ShapeTooSmall,
}
impl fmt::Display for PertError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
PertError::RangeTooSmall => "requirement min < max is not met in PERT distribution",
PertError::ModeRange => "mode is outside [min, max] in PERT distribution",
PertError::ShapeTooSmall => "shape < 0 or is NaN in PERT distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for PertError {}
impl<F> Pert<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
/// Set up the PERT distribution with defined `min`, `max` and `mode`.
///
/// This is equivalent to calling `Pert::new_shape` with `shape == 4.0`.
#[inline]
pub fn new(min: F, max: F, mode: F) -> Result<Pert<F>, PertError> {
Pert::new_with_shape(min, max, mode, F::from(4.).unwrap())
}
/// Set up the PERT distribution with defined `min`, `max`, `mode` and
/// `shape`.
pub fn new_with_shape(min: F, max: F, mode: F, shape: F) -> Result<Pert<F>, PertError> {
if !(max > min) {
return Err(PertError::RangeTooSmall);
}
if !(mode >= min && max >= mode) {
return Err(PertError::ModeRange);
}
if !(shape >= F::from(0.).unwrap()) {
return Err(PertError::ShapeTooSmall);
}
let range = max - min;
let mu = (min + max + shape * mode) / (shape + F::from(2.).unwrap());
let v = if mu == mode {
shape * F::from(0.5).unwrap() + F::from(1.).unwrap()
} else {
(mu - min) * (F::from(2.).unwrap() * mode - min - max) / ((mode - mu) * (max - min))
};
let w = v * (max - mu) / (mu - min);
let beta = Beta::new(v, w).map_err(|_| PertError::RangeTooSmall)?;
Ok(Pert { min, range, beta })
}
}
impl<F> Distribution<F> for Pert<F>
where
F: Float,
StandardNormal: Distribution<F>,
Exp1: Distribution<F>,
Open01: Distribution<F>,
{
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
self.beta.sample(rng) * self.range + self.min
}
}
#[cfg(test)]
mod test {
use super::*;
#[test]
fn test_pert() {
for &(min, max, mode) in &[
(-1., 1., 0.),
(1., 2., 1.),
(5., 25., 25.),
] {
let _distr = Pert::new(min, max, mode).unwrap();
// TODO: test correctness
}
for &(min, max, mode) in &[
(-1., 1., 2.),
(-1., 1., -2.),
(2., 1., 1.),
] {
assert!(Pert::new(min, max, mode).is_err());
}
}
}

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// Copyright 2018 Developers of the Rand project.
// Copyright 2016-2017 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Poisson distribution.
use num_traits::{Float, FloatConst};
use crate::{Cauchy, Distribution, Standard};
use rand::Rng;
use core::fmt;
/// 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).unwrap();
/// let v = poi.sample(&mut rand::thread_rng());
/// println!("{} is from a Poisson(2) distribution", v);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Poisson<F>
where F: Float + FloatConst, Standard: Distribution<F>
{
lambda: F,
// precalculated values
exp_lambda: F,
log_lambda: F,
sqrt_2lambda: F,
magic_val: F,
}
/// Error type returned from `Poisson::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `lambda <= 0` or `nan`.
ShapeTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ShapeTooSmall => "lambda is not positive in Poisson distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Poisson<F>
where F: Float + FloatConst, Standard: Distribution<F>
{
/// Construct a new `Poisson` with the given shape parameter
/// `lambda`.
pub fn new(lambda: F) -> Result<Poisson<F>, Error> {
if !(lambda > F::zero()) {
return Err(Error::ShapeTooSmall);
}
let log_lambda = lambda.ln();
Ok(Poisson {
lambda,
exp_lambda: (-lambda).exp(),
log_lambda,
sqrt_2lambda: (F::from(2.0).unwrap() * lambda).sqrt(),
magic_val: lambda * log_lambda - crate::utils::log_gamma(F::one() + lambda),
})
}
}
impl<F> Distribution<F> for Poisson<F>
where F: Float + FloatConst, Standard: Distribution<F>
{
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
// using the algorithm from Numerical Recipes in C
// for low expected values use the Knuth method
if self.lambda < F::from(12.0).unwrap() {
let mut result = F::zero();
let mut p = F::one();
while p > self.exp_lambda {
p = p*rng.gen::<F>();
result = result + F::one();
}
result - F::one()
}
// high expected values - rejection method
else {
// we use the Cauchy distribution as the comparison distribution
// f(x) ~ 1/(1+x^2)
let cauchy = Cauchy::new(F::zero(), F::one()).unwrap();
let mut result;
loop {
let mut comp_dev;
loop {
// draw from the Cauchy distribution
comp_dev = rng.sample(cauchy);
// shift the peak of the comparison distribution
result = self.sqrt_2lambda * comp_dev + self.lambda;
// repeat the drawing until we are in the range of possible values
if result >= F::zero() {
break;
}
}
// now the result is a random variable greater than 0 with Cauchy distribution
// the result should be an integer value
result = result.floor();
// 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 = F::from(0.9).unwrap()
* (F::one() + comp_dev * comp_dev)
* (result * self.log_lambda
- crate::utils::log_gamma(F::one() + result)
- self.magic_val)
.exp();
// check with uniform random value - if below the threshold, we are within the target distribution
if rng.gen::<F>() <= check {
break;
}
}
result
}
}
}
#[cfg(test)]
mod test {
use super::*;
fn test_poisson_avg_gen<F: Float + FloatConst>(lambda: F, tol: F)
where Standard: Distribution<F>
{
let poisson = Poisson::new(lambda).unwrap();
let mut rng = crate::test::rng(123);
let mut sum = F::zero();
for _ in 0..1000 {
sum = sum + poisson.sample(&mut rng);
}
let avg = sum / F::from(1000.0).unwrap();
assert!((avg - lambda).abs() < tol);
}
#[test]
fn test_poisson_avg() {
test_poisson_avg_gen::<f64>(10.0, 0.5);
test_poisson_avg_gen::<f64>(15.0, 0.5);
test_poisson_avg_gen::<f32>(10.0, 0.5);
test_poisson_avg_gen::<f32>(15.0, 0.5);
}
#[test]
#[should_panic]
fn test_poisson_invalid_lambda_zero() {
Poisson::new(0.0).unwrap();
}
#[test]
#[should_panic]
fn test_poisson_invalid_lambda_neg() {
Poisson::new(-10.0).unwrap();
}
}

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// Copyright 2021 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Skew Normal distribution.
use crate::{Distribution, StandardNormal};
use core::fmt;
use num_traits::Float;
use rand::Rng;
/// The [skew normal distribution] `SN(location, scale, shape)`.
///
/// The skew normal distribution is a generalization of the
/// [`Normal`] distribution to allow for non-zero skewness.
///
/// It has the density function, for `scale > 0`,
/// `f(x) = 2 / scale * phi((x - location) / scale) * Phi(alpha * (x - location) / scale)`
/// where `phi` and `Phi` are the density and distribution of a standard normal variable.
///
/// # Example
///
/// ```
/// use rand_distr::{SkewNormal, Distribution};
///
/// // location 2, scale 3, shape 1
/// let skew_normal = SkewNormal::new(2.0, 3.0, 1.0).unwrap();
/// let v = skew_normal.sample(&mut rand::thread_rng());
/// println!("{} is from a SN(2, 3, 1) distribution", v)
/// ```
///
/// # Implementation details
///
/// We are using the algorithm from [A Method to Simulate the Skew Normal Distribution].
///
/// [skew normal distribution]: https://en.wikipedia.org/wiki/Skew_normal_distribution
/// [`Normal`]: struct.Normal.html
/// [A Method to Simulate the Skew Normal Distribution]: https://dx.doi.org/10.4236/am.2014.513201
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct SkewNormal<F>
where
F: Float,
StandardNormal: Distribution<F>,
{
location: F,
scale: F,
shape: F,
}
/// Error type returned from `SkewNormal::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// The scale parameter is not finite or it is less or equal to zero.
ScaleTooSmall,
/// The shape parameter is not finite.
BadShape,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ScaleTooSmall => {
"scale parameter is either non-finite or it is less or equal to zero in skew normal distribution"
}
Error::BadShape => "shape parameter is non-finite in skew normal distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> SkewNormal<F>
where
F: Float,
StandardNormal: Distribution<F>,
{
/// Construct, from location, scale and shape.
///
/// Parameters:
///
/// - location (unrestricted)
/// - scale (must be finite and larger than zero)
/// - shape (must be finite)
#[inline]
pub fn new(location: F, scale: F, shape: F) -> Result<SkewNormal<F>, Error> {
if !scale.is_finite() || !(scale > F::zero()) {
return Err(Error::ScaleTooSmall);
}
if !shape.is_finite() {
return Err(Error::BadShape);
}
Ok(SkewNormal {
location,
scale,
shape,
})
}
/// Returns the location of the distribution.
pub fn location(&self) -> F {
self.location
}
/// Returns the scale of the distribution.
pub fn scale(&self) -> F {
self.scale
}
/// Returns the shape of the distribution.
pub fn shape(&self) -> F {
self.shape
}
}
impl<F> Distribution<F> for SkewNormal<F>
where
F: Float,
StandardNormal: Distribution<F>,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let linear_map = |x: F| -> F { x * self.scale + self.location };
let u_1: F = rng.sample(StandardNormal);
if self.shape == F::zero() {
linear_map(u_1)
} else {
let u_2 = rng.sample(StandardNormal);
let (u, v) = (u_1.max(u_2), u_1.min(u_2));
if self.shape == -F::one() {
linear_map(v)
} else if self.shape == F::one() {
linear_map(u)
} else {
let normalized = ((F::one() + self.shape) * u + (F::one() - self.shape) * v)
/ ((F::one() + self.shape * self.shape).sqrt()
* F::from(core::f64::consts::SQRT_2).unwrap());
linear_map(normalized)
}
}
}
}
#[cfg(test)]
mod tests {
use super::*;
fn test_samples<F: Float + core::fmt::Debug, D: Distribution<F>>(
distr: D, zero: F, expected: &[F],
) {
let mut rng = crate::test::rng(213);
let mut buf = [zero; 4];
for x in &mut buf {
*x = rng.sample(&distr);
}
assert_eq!(buf, expected);
}
#[test]
#[should_panic]
fn invalid_scale_nan() {
SkewNormal::new(0.0, core::f64::NAN, 0.0).unwrap();
}
#[test]
#[should_panic]
fn invalid_scale_zero() {
SkewNormal::new(0.0, 0.0, 0.0).unwrap();
}
#[test]
#[should_panic]
fn invalid_scale_negative() {
SkewNormal::new(0.0, -1.0, 0.0).unwrap();
}
#[test]
#[should_panic]
fn invalid_scale_infinite() {
SkewNormal::new(0.0, core::f64::INFINITY, 0.0).unwrap();
}
#[test]
#[should_panic]
fn invalid_shape_nan() {
SkewNormal::new(0.0, 1.0, core::f64::NAN).unwrap();
}
#[test]
#[should_panic]
fn invalid_shape_infinite() {
SkewNormal::new(0.0, 1.0, core::f64::INFINITY).unwrap();
}
#[test]
fn valid_location_nan() {
SkewNormal::new(core::f64::NAN, 1.0, 0.0).unwrap();
}
#[test]
fn skew_normal_value_stability() {
test_samples(
SkewNormal::new(0.0, 1.0, 0.0).unwrap(),
0f32,
&[-0.11844189, 0.781378, 0.06563994, -1.1932899],
);
test_samples(
SkewNormal::new(0.0, 1.0, 0.0).unwrap(),
0f64,
&[
-0.11844188827977231,
0.7813779637772346,
0.06563993969580051,
-1.1932899004186373,
],
);
test_samples(
SkewNormal::new(core::f64::INFINITY, 1.0, 0.0).unwrap(),
0f64,
&[
core::f64::INFINITY,
core::f64::INFINITY,
core::f64::INFINITY,
core::f64::INFINITY,
],
);
test_samples(
SkewNormal::new(core::f64::NEG_INFINITY, 1.0, 0.0).unwrap(),
0f64,
&[
core::f64::NEG_INFINITY,
core::f64::NEG_INFINITY,
core::f64::NEG_INFINITY,
core::f64::NEG_INFINITY,
],
);
}
#[test]
fn skew_normal_value_location_nan() {
let skew_normal = SkewNormal::new(core::f64::NAN, 1.0, 0.0).unwrap();
let mut rng = crate::test::rng(213);
let mut buf = [0.0; 4];
for x in &mut buf {
*x = rng.sample(&skew_normal);
}
for value in buf.iter() {
assert!(value.is_nan());
}
}
}

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// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The triangular distribution.
use num_traits::Float;
use crate::{Distribution, Standard};
use rand::Rng;
use core::fmt;
/// The triangular distribution.
///
/// A continuous probability distribution parameterised by a range, and a mode
/// (most likely value) within that range.
///
/// The probability density function is triangular. For a similar distribution
/// with a smooth PDF, see the [`Pert`] distribution.
///
/// # Example
///
/// ```rust
/// use rand_distr::{Triangular, Distribution};
///
/// let d = Triangular::new(0., 5., 2.5).unwrap();
/// let v = d.sample(&mut rand::thread_rng());
/// println!("{} is from a triangular distribution", v);
/// ```
///
/// [`Pert`]: crate::Pert
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Triangular<F>
where F: Float, Standard: Distribution<F>
{
min: F,
max: F,
mode: F,
}
/// Error type returned from [`Triangular::new`].
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum TriangularError {
/// `max < min` or `min` or `max` is NaN.
RangeTooSmall,
/// `mode < min` or `mode > max` or `mode` is NaN.
ModeRange,
}
impl fmt::Display for TriangularError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
TriangularError::RangeTooSmall => {
"requirement min <= max is not met in triangular distribution"
}
TriangularError::ModeRange => "mode is outside [min, max] in triangular distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for TriangularError {}
impl<F> Triangular<F>
where F: Float, Standard: Distribution<F>
{
/// Set up the Triangular distribution with defined `min`, `max` and `mode`.
#[inline]
pub fn new(min: F, max: F, mode: F) -> Result<Triangular<F>, TriangularError> {
if !(max >= min) {
return Err(TriangularError::RangeTooSmall);
}
if !(mode >= min && max >= mode) {
return Err(TriangularError::ModeRange);
}
Ok(Triangular { min, max, mode })
}
}
impl<F> Distribution<F> for Triangular<F>
where F: Float, Standard: Distribution<F>
{
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let f: F = rng.sample(Standard);
let diff_mode_min = self.mode - self.min;
let range = self.max - self.min;
let f_range = f * range;
if f_range < diff_mode_min {
self.min + (f_range * diff_mode_min).sqrt()
} else {
self.max - ((range - f_range) * (self.max - self.mode)).sqrt()
}
}
}
#[cfg(test)]
mod test {
use super::*;
use rand::{rngs::mock, Rng};
#[test]
fn test_triangular() {
let mut half_rng = mock::StepRng::new(0x8000_0000_0000_0000, 0);
assert_eq!(half_rng.gen::<f64>(), 0.5);
for &(min, max, mode, median) in &[
(-1., 1., 0., 0.),
(1., 2., 1., 2. - 0.5f64.sqrt()),
(5., 25., 25., 5. + 200f64.sqrt()),
(1e-5, 1e5, 1e-3, 1e5 - 4999999949.5f64.sqrt()),
(0., 1., 0.9, 0.45f64.sqrt()),
(-4., -0.5, -2., -4.0 + 3.5f64.sqrt()),
] {
#[cfg(feature = "std")]
std::println!("{} {} {} {}", min, max, mode, median);
let distr = Triangular::new(min, max, mode).unwrap();
// Test correct value at median:
assert_eq!(distr.sample(&mut half_rng), median);
}
for &(min, max, mode) in &[
(-1., 1., 2.),
(-1., 1., -2.),
(2., 1., 1.),
] {
assert!(Triangular::new(min, max, mode).is_err());
}
}
}

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// Copyright 2019 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
use num_traits::Float;
use crate::{uniform::SampleUniform, Distribution, Uniform};
use rand::Rng;
/// Samples uniformly from the unit ball (surface and interior) in three
/// dimensions.
///
/// Implemented via rejection sampling.
///
///
/// # Example
///
/// ```
/// use rand_distr::{UnitBall, Distribution};
///
/// let v: [f64; 3] = UnitBall.sample(&mut rand::thread_rng());
/// println!("{:?} is from the unit ball.", v)
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct UnitBall;
impl<F: Float + SampleUniform> Distribution<[F; 3]> for UnitBall {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [F; 3] {
let uniform = Uniform::new(F::from(-1.).unwrap(), F::from(1.).unwrap());
let mut x1;
let mut x2;
let mut x3;
loop {
x1 = uniform.sample(rng);
x2 = uniform.sample(rng);
x3 = uniform.sample(rng);
if x1 * x1 + x2 * x2 + x3 * x3 <= F::from(1.).unwrap() {
break;
}
}
[x1, x2, x3]
}
}

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// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
use num_traits::Float;
use crate::{uniform::SampleUniform, Distribution, Uniform};
use rand::Rng;
/// 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 v: [f64; 2] = UnitCircle.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)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct UnitCircle;
impl<F: Float + SampleUniform> Distribution<[F; 2]> for UnitCircle {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [F; 2] {
let uniform = Uniform::new(F::from(-1.).unwrap(), F::from(1.).unwrap());
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 < F::from(1.).unwrap() {
break;
}
}
let diff = x1 * x1 - x2 * x2;
[diff / sum, F::from(2.).unwrap() * x1 * x2 / sum]
}
}
#[cfg(test)]
mod tests {
use super::UnitCircle;
use crate::Distribution;
#[test]
fn norm() {
let mut rng = crate::test::rng(1);
for _ in 0..1000 {
let x: [f64; 2] = UnitCircle.sample(&mut rng);
assert_almost_eq!(x[0] * x[0] + x[1] * x[1], 1., 1e-15);
}
}
}

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// Copyright 2019 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
use num_traits::Float;
use crate::{uniform::SampleUniform, Distribution, Uniform};
use rand::Rng;
/// Samples uniformly from the unit disc in two dimensions.
///
/// Implemented via rejection sampling.
///
///
/// # Example
///
/// ```
/// use rand_distr::{UnitDisc, Distribution};
///
/// let v: [f64; 2] = UnitDisc.sample(&mut rand::thread_rng());
/// println!("{:?} is from the unit Disc.", v)
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct UnitDisc;
impl<F: Float + SampleUniform> Distribution<[F; 2]> for UnitDisc {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [F; 2] {
let uniform = Uniform::new(F::from(-1.).unwrap(), F::from(1.).unwrap());
let mut x1;
let mut x2;
loop {
x1 = uniform.sample(rng);
x2 = uniform.sample(rng);
if x1 * x1 + x2 * x2 <= F::from(1.).unwrap() {
break;
}
}
[x1, x2]
}
}

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// Copyright 2018-2019 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
use num_traits::Float;
use crate::{uniform::SampleUniform, Distribution, Uniform};
use rand::Rng;
/// Samples uniformly from the surface of the unit sphere in three dimensions.
///
/// Implemented via a method by Marsaglia[^1].
///
///
/// # Example
///
/// ```
/// use rand_distr::{UnitSphere, Distribution};
///
/// let v: [f64; 3] = UnitSphere.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)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct UnitSphere;
impl<F: Float + SampleUniform> Distribution<[F; 3]> for UnitSphere {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [F; 3] {
let uniform = Uniform::new(F::from(-1.).unwrap(), F::from(1.).unwrap());
loop {
let (x1, x2) = (uniform.sample(rng), uniform.sample(rng));
let sum = x1 * x1 + x2 * x2;
if sum >= F::from(1.).unwrap() {
continue;
}
let factor = F::from(2.).unwrap() * (F::one() - sum).sqrt();
return [x1 * factor, x2 * factor, F::from(1.).unwrap() - F::from(2.).unwrap() * sum];
}
}
}
#[cfg(test)]
mod tests {
use super::UnitSphere;
use crate::Distribution;
#[test]
fn norm() {
let mut rng = crate::test::rng(1);
for _ in 0..1000 {
let x: [f64; 3] = UnitSphere.sample(&mut rng);
assert_almost_eq!(x[0] * x[0] + x[1] * x[1] + x[2] * x[2], 1., 1e-15);
}
}
}

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// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! Math helper functions
use crate::ziggurat_tables;
use rand::distributions::hidden_export::IntoFloat;
use rand::Rng;
use num_traits::Float;
/// 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(crate) fn log_gamma<F: Float>(x: F) -> F {
// precalculated 6 coefficients for the first 6 terms of the series
let coefficients: [F; 6] = [
F::from(76.18009172947146).unwrap(),
F::from(-86.50532032941677).unwrap(),
F::from(24.01409824083091).unwrap(),
F::from(-1.231739572450155).unwrap(),
F::from(0.1208650973866179e-2).unwrap(),
F::from(-0.5395239384953e-5).unwrap(),
];
// (x+0.5)*ln(x+g+0.5)-(x+g+0.5)
let tmp = x + F::from(5.5).unwrap();
let log = (x + F::from(0.5).unwrap()) * tmp.ln() - tmp;
// the first few terms of the series for Ag(x)
let mut a = F::from(1.000000000190015).unwrap();
let mut denom = x;
for &coeff in &coefficients {
denom = denom + F::one();
a = a + (coeff / denom);
}
// get everything together
// a is Ag(x)
// 2.5066... is sqrt(2pi)
log + (F::from(2.5066282746310005).unwrap() * 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(crate) fn ziggurat<R: Rng + ?Sized, P, Z>(
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 subtract to get [-1,1)
// We can't convert to an open range directly, that would require
// subtracting `3.0 - EPSILON`, which is not representable.
// It is possible with an extra step, but an open range does not
// seem necessary 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 subtract to get (0,1)
(bits >> 12).into_float_with_exponent(0) - (1.0 - core::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::<f64>() < pdf(x) {
return x;
}
}
}

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// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Weibull distribution.
use num_traits::Float;
use crate::{Distribution, OpenClosed01};
use rand::Rng;
use core::fmt;
/// Samples floating-point numbers according to the Weibull distribution
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Weibull;
///
/// let val: f64 = thread_rng().sample(Weibull::new(1., 10.).unwrap());
/// println!("{}", val);
/// ```
#[derive(Clone, Copy, Debug)]
#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
pub struct Weibull<F>
where F: Float, OpenClosed01: Distribution<F>
{
inv_shape: F,
scale: F,
}
/// Error type returned from `Weibull::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
/// `scale <= 0` or `nan`.
ScaleTooSmall,
/// `shape <= 0` or `nan`.
ShapeTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::ScaleTooSmall => "scale is not positive in Weibull distribution",
Error::ShapeTooSmall => "shape is not positive in Weibull distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for Error {}
impl<F> Weibull<F>
where F: Float, OpenClosed01: Distribution<F>
{
/// Construct a new `Weibull` distribution with given `scale` and `shape`.
pub fn new(scale: F, shape: F) -> Result<Weibull<F>, Error> {
if !(scale > F::zero()) {
return Err(Error::ScaleTooSmall);
}
if !(shape > F::zero()) {
return Err(Error::ShapeTooSmall);
}
Ok(Weibull {
inv_shape: F::from(1.).unwrap() / shape,
scale,
})
}
}
impl<F> Distribution<F> for Weibull<F>
where F: Float, OpenClosed01: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let x: F = rng.sample(OpenClosed01);
self.scale * (-x.ln()).powf(self.inv_shape)
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
#[should_panic]
fn invalid() {
Weibull::new(0., 0.).unwrap();
}
#[test]
fn sample() {
let scale = 1.0;
let shape = 2.0;
let d = Weibull::new(scale, shape).unwrap();
let mut rng = crate::test::rng(1);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 0.);
}
}
#[test]
fn value_stability() {
fn test_samples<F: Float + core::fmt::Debug, D: Distribution<F>>(
distr: D, zero: F, expected: &[F],
) {
let mut rng = crate::test::rng(213);
let mut buf = [zero; 4];
for x in &mut buf {
*x = rng.sample(&distr);
}
assert_eq!(buf, expected);
}
test_samples(Weibull::new(1.0, 1.0).unwrap(), 0f32, &[
0.041495778,
0.7531094,
1.4189332,
0.38386202,
]);
test_samples(Weibull::new(2.0, 0.5).unwrap(), 0f64, &[
1.1343478702739669,
0.29470010050655226,
0.7556151370284702,
7.877212340241561,
]);
}
}

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// Copyright 2019 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! This module contains an implementation of alias method for sampling random
//! indices with probabilities proportional to a collection of weights.
use super::WeightedError;
use crate::{uniform::SampleUniform, Distribution, Uniform};
use core::fmt;
use core::iter::Sum;
use core::ops::{Add, AddAssign, Div, DivAssign, Mul, MulAssign, Sub, SubAssign};
use rand::Rng;
use alloc::{boxed::Box, vec, vec::Vec};
#[cfg(feature = "serde1")]
use serde::{Serialize, Deserialize};
/// A distribution using weighted sampling to pick a discretely selected item.
///
/// Sampling a [`WeightedAliasIndex<W>`] distribution returns the index of a randomly
/// selected element from the vector used to create the [`WeightedAliasIndex<W>`].
/// The chance of a given element being picked is proportional to the value of
/// the element. The weights can have any type `W` for which a implementation of
/// [`AliasableWeight`] exists.
///
/// # Performance
///
/// Given that `n` is the number of items in the vector used to create an
/// [`WeightedAliasIndex<W>`], it will require `O(n)` amount of memory.
/// More specifically it takes up some constant amount of memory plus
/// the vector used to create it and a [`Vec<u32>`] with capacity `n`.
///
/// Time complexity for the creation of a [`WeightedAliasIndex<W>`] is `O(n)`.
/// Sampling is `O(1)`, it makes a call to [`Uniform<u32>::sample`] and a call
/// to [`Uniform<W>::sample`].
///
/// # Example
///
/// ```
/// use rand_distr::WeightedAliasIndex;
/// use rand::prelude::*;
///
/// let choices = vec!['a', 'b', 'c'];
/// let weights = vec![2, 1, 1];
/// let dist = WeightedAliasIndex::new(weights).unwrap();
/// let mut rng = thread_rng();
/// for _ in 0..100 {
/// // 50% chance to print 'a', 25% chance to print 'b', 25% chance to print 'c'
/// println!("{}", choices[dist.sample(&mut rng)]);
/// }
///
/// let items = [('a', 0), ('b', 3), ('c', 7)];
/// let dist2 = WeightedAliasIndex::new(items.iter().map(|item| item.1).collect()).unwrap();
/// for _ in 0..100 {
/// // 0% chance to print 'a', 30% chance to print 'b', 70% chance to print 'c'
/// println!("{}", items[dist2.sample(&mut rng)].0);
/// }
/// ```
///
/// [`WeightedAliasIndex<W>`]: WeightedAliasIndex
/// [`Vec<u32>`]: Vec
/// [`Uniform<u32>::sample`]: Distribution::sample
/// [`Uniform<W>::sample`]: Distribution::sample
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
#[cfg_attr(feature = "serde1", serde(bound(serialize = "W: Serialize, W::Sampler: Serialize")))]
#[cfg_attr(feature = "serde1", serde(bound(deserialize = "W: Deserialize<'de>, W::Sampler: Deserialize<'de>")))]
pub struct WeightedAliasIndex<W: AliasableWeight> {
aliases: Box<[u32]>,
no_alias_odds: Box<[W]>,
uniform_index: Uniform<u32>,
uniform_within_weight_sum: Uniform<W>,
}
impl<W: AliasableWeight> WeightedAliasIndex<W> {
/// Creates a new [`WeightedAliasIndex`].
///
/// Returns an error if:
/// - The vector is empty.
/// - The vector is longer than `u32::MAX`.
/// - For any weight `w`: `w < 0` or `w > max` where `max = W::MAX /
/// weights.len()`.
/// - The sum of weights is zero.
pub fn new(weights: Vec<W>) -> Result<Self, WeightedError> {
let n = weights.len();
if n == 0 {
return Err(WeightedError::NoItem);
} else if n > ::core::u32::MAX as usize {
return Err(WeightedError::TooMany);
}
let n = n as u32;
let max_weight_size = W::try_from_u32_lossy(n)
.map(|n| W::MAX / n)
.unwrap_or(W::ZERO);
if !weights
.iter()
.all(|&w| W::ZERO <= w && w <= max_weight_size)
{
return Err(WeightedError::InvalidWeight);
}
// The sum of weights will represent 100% of no alias odds.
let weight_sum = AliasableWeight::sum(weights.as_slice());
// Prevent floating point overflow due to rounding errors.
let weight_sum = if weight_sum > W::MAX {
W::MAX
} else {
weight_sum
};
if weight_sum == W::ZERO {
return Err(WeightedError::AllWeightsZero);
}
// `weight_sum` would have been zero if `try_from_lossy` causes an error here.
let n_converted = W::try_from_u32_lossy(n).unwrap();
let mut no_alias_odds = weights.into_boxed_slice();
for odds in no_alias_odds.iter_mut() {
*odds *= n_converted;
// Prevent floating point overflow due to rounding errors.
*odds = if *odds > W::MAX { W::MAX } else { *odds };
}
/// This struct is designed to contain three data structures at once,
/// sharing the same memory. More precisely it contains two linked lists
/// and an alias map, which will be the output of this method. To keep
/// the three data structures from getting in each other's way, it must
/// be ensured that a single index is only ever in one of them at the
/// same time.
struct Aliases {
aliases: Box<[u32]>,
smalls_head: u32,
bigs_head: u32,
}
impl Aliases {
fn new(size: u32) -> Self {
Aliases {
aliases: vec![0; size as usize].into_boxed_slice(),
smalls_head: ::core::u32::MAX,
bigs_head: ::core::u32::MAX,
}
}
fn push_small(&mut self, idx: u32) {
self.aliases[idx as usize] = self.smalls_head;
self.smalls_head = idx;
}
fn push_big(&mut self, idx: u32) {
self.aliases[idx as usize] = self.bigs_head;
self.bigs_head = idx;
}
fn pop_small(&mut self) -> u32 {
let popped = self.smalls_head;
self.smalls_head = self.aliases[popped as usize];
popped
}
fn pop_big(&mut self) -> u32 {
let popped = self.bigs_head;
self.bigs_head = self.aliases[popped as usize];
popped
}
fn smalls_is_empty(&self) -> bool {
self.smalls_head == ::core::u32::MAX
}
fn bigs_is_empty(&self) -> bool {
self.bigs_head == ::core::u32::MAX
}
fn set_alias(&mut self, idx: u32, alias: u32) {
self.aliases[idx as usize] = alias;
}
}
let mut aliases = Aliases::new(n);
// Split indices into those with small weights and those with big weights.
for (index, &odds) in no_alias_odds.iter().enumerate() {
if odds < weight_sum {
aliases.push_small(index as u32);
} else {
aliases.push_big(index as u32);
}
}
// Build the alias map by finding an alias with big weight for each index with
// small weight.
while !aliases.smalls_is_empty() && !aliases.bigs_is_empty() {
let s = aliases.pop_small();
let b = aliases.pop_big();
aliases.set_alias(s, b);
no_alias_odds[b as usize] =
no_alias_odds[b as usize] - weight_sum + no_alias_odds[s as usize];
if no_alias_odds[b as usize] < weight_sum {
aliases.push_small(b);
} else {
aliases.push_big(b);
}
}
// The remaining indices should have no alias odds of about 100%. This is due to
// numeric accuracy. Otherwise they would be exactly 100%.
while !aliases.smalls_is_empty() {
no_alias_odds[aliases.pop_small() as usize] = weight_sum;
}
while !aliases.bigs_is_empty() {
no_alias_odds[aliases.pop_big() as usize] = weight_sum;
}
// Prepare distributions for sampling. Creating them beforehand improves
// sampling performance.
let uniform_index = Uniform::new(0, n);
let uniform_within_weight_sum = Uniform::new(W::ZERO, weight_sum);
Ok(Self {
aliases: aliases.aliases,
no_alias_odds,
uniform_index,
uniform_within_weight_sum,
})
}
}
impl<W: AliasableWeight> Distribution<usize> for WeightedAliasIndex<W> {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> usize {
let candidate = rng.sample(self.uniform_index);
if rng.sample(&self.uniform_within_weight_sum) < self.no_alias_odds[candidate as usize] {
candidate as usize
} else {
self.aliases[candidate as usize] as usize
}
}
}
impl<W: AliasableWeight> fmt::Debug for WeightedAliasIndex<W>
where
W: fmt::Debug,
Uniform<W>: fmt::Debug,
{
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
f.debug_struct("WeightedAliasIndex")
.field("aliases", &self.aliases)
.field("no_alias_odds", &self.no_alias_odds)
.field("uniform_index", &self.uniform_index)
.field("uniform_within_weight_sum", &self.uniform_within_weight_sum)
.finish()
}
}
impl<W: AliasableWeight> Clone for WeightedAliasIndex<W>
where Uniform<W>: Clone
{
fn clone(&self) -> Self {
Self {
aliases: self.aliases.clone(),
no_alias_odds: self.no_alias_odds.clone(),
uniform_index: self.uniform_index,
uniform_within_weight_sum: self.uniform_within_weight_sum.clone(),
}
}
}
/// Trait that must be implemented for weights, that are used with
/// [`WeightedAliasIndex`]. Currently no guarantees on the correctness of
/// [`WeightedAliasIndex`] are given for custom implementations of this trait.
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub trait AliasableWeight:
Sized
+ Copy
+ SampleUniform
+ PartialOrd
+ Add<Output = Self>
+ AddAssign
+ Sub<Output = Self>
+ SubAssign
+ Mul<Output = Self>
+ MulAssign
+ Div<Output = Self>
+ DivAssign
+ Sum
{
/// Maximum number representable by `Self`.
const MAX: Self;
/// Element of `Self` equivalent to 0.
const ZERO: Self;
/// Produce an instance of `Self` from a `u32` value, or return `None` if
/// out of range. Loss of precision (where `Self` is a floating point type)
/// is acceptable.
fn try_from_u32_lossy(n: u32) -> Option<Self>;
/// Sums all values in slice `values`.
fn sum(values: &[Self]) -> Self {
values.iter().copied().sum()
}
}
macro_rules! impl_weight_for_float {
($T: ident) => {
impl AliasableWeight for $T {
const MAX: Self = ::core::$T::MAX;
const ZERO: Self = 0.0;
fn try_from_u32_lossy(n: u32) -> Option<Self> {
Some(n as $T)
}
fn sum(values: &[Self]) -> Self {
pairwise_sum(values)
}
}
};
}
/// In comparison to naive accumulation, the pairwise sum algorithm reduces
/// rounding errors when there are many floating point values.
fn pairwise_sum<T: AliasableWeight>(values: &[T]) -> T {
if values.len() <= 32 {
values.iter().copied().sum()
} else {
let mid = values.len() / 2;
let (a, b) = values.split_at(mid);
pairwise_sum(a) + pairwise_sum(b)
}
}
macro_rules! impl_weight_for_int {
($T: ident) => {
impl AliasableWeight for $T {
const MAX: Self = ::core::$T::MAX;
const ZERO: Self = 0;
fn try_from_u32_lossy(n: u32) -> Option<Self> {
let n_converted = n as Self;
if n_converted >= Self::ZERO && n_converted as u32 == n {
Some(n_converted)
} else {
None
}
}
}
};
}
impl_weight_for_float!(f64);
impl_weight_for_float!(f32);
impl_weight_for_int!(usize);
impl_weight_for_int!(u128);
impl_weight_for_int!(u64);
impl_weight_for_int!(u32);
impl_weight_for_int!(u16);
impl_weight_for_int!(u8);
impl_weight_for_int!(isize);
impl_weight_for_int!(i128);
impl_weight_for_int!(i64);
impl_weight_for_int!(i32);
impl_weight_for_int!(i16);
impl_weight_for_int!(i8);
#[cfg(test)]
mod test {
use super::*;
#[test]
#[cfg_attr(miri, ignore)] // Miri is too slow
fn test_weighted_index_f32() {
test_weighted_index(f32::into);
// Floating point special cases
assert_eq!(
WeightedAliasIndex::new(vec![::core::f32::INFINITY]).unwrap_err(),
WeightedError::InvalidWeight
);
assert_eq!(
WeightedAliasIndex::new(vec![-0_f32]).unwrap_err(),
WeightedError::AllWeightsZero
);
assert_eq!(
WeightedAliasIndex::new(vec![-1_f32]).unwrap_err(),
WeightedError::InvalidWeight
);
assert_eq!(
WeightedAliasIndex::new(vec![-::core::f32::INFINITY]).unwrap_err(),
WeightedError::InvalidWeight
);
assert_eq!(
WeightedAliasIndex::new(vec![::core::f32::NAN]).unwrap_err(),
WeightedError::InvalidWeight
);
}
#[test]
#[cfg_attr(miri, ignore)] // Miri is too slow
fn test_weighted_index_u128() {
test_weighted_index(|x: u128| x as f64);
}
#[test]
#[cfg_attr(miri, ignore)] // Miri is too slow
fn test_weighted_index_i128() {
test_weighted_index(|x: i128| x as f64);
// Signed integer special cases
assert_eq!(
WeightedAliasIndex::new(vec![-1_i128]).unwrap_err(),
WeightedError::InvalidWeight
);
assert_eq!(
WeightedAliasIndex::new(vec![::core::i128::MIN]).unwrap_err(),
WeightedError::InvalidWeight
);
}
#[test]
#[cfg_attr(miri, ignore)] // Miri is too slow
fn test_weighted_index_u8() {
test_weighted_index(u8::into);
}
#[test]
#[cfg_attr(miri, ignore)] // Miri is too slow
fn test_weighted_index_i8() {
test_weighted_index(i8::into);
// Signed integer special cases
assert_eq!(
WeightedAliasIndex::new(vec![-1_i8]).unwrap_err(),
WeightedError::InvalidWeight
);
assert_eq!(
WeightedAliasIndex::new(vec![::core::i8::MIN]).unwrap_err(),
WeightedError::InvalidWeight
);
}
fn test_weighted_index<W: AliasableWeight, F: Fn(W) -> f64>(w_to_f64: F)
where WeightedAliasIndex<W>: fmt::Debug {
const NUM_WEIGHTS: u32 = 10;
const ZERO_WEIGHT_INDEX: u32 = 3;
const NUM_SAMPLES: u32 = 15000;
let mut rng = crate::test::rng(0x9c9fa0b0580a7031);
let weights = {
let mut weights = Vec::with_capacity(NUM_WEIGHTS as usize);
let random_weight_distribution = Uniform::new_inclusive(
W::ZERO,
W::MAX / W::try_from_u32_lossy(NUM_WEIGHTS).unwrap(),
);
for _ in 0..NUM_WEIGHTS {
weights.push(rng.sample(&random_weight_distribution));
}
weights[ZERO_WEIGHT_INDEX as usize] = W::ZERO;
weights
};
let weight_sum = weights.iter().copied().sum::<W>();
let expected_counts = weights
.iter()
.map(|&w| w_to_f64(w) / w_to_f64(weight_sum) * NUM_SAMPLES as f64)
.collect::<Vec<f64>>();
let weight_distribution = WeightedAliasIndex::new(weights).unwrap();
let mut counts = vec![0; NUM_WEIGHTS as usize];
for _ in 0..NUM_SAMPLES {
counts[rng.sample(&weight_distribution)] += 1;
}
assert_eq!(counts[ZERO_WEIGHT_INDEX as usize], 0);
for (count, expected_count) in counts.into_iter().zip(expected_counts) {
let difference = (count as f64 - expected_count).abs();
let max_allowed_difference = NUM_SAMPLES as f64 / NUM_WEIGHTS as f64 * 0.1;
assert!(difference <= max_allowed_difference);
}
assert_eq!(
WeightedAliasIndex::<W>::new(vec![]).unwrap_err(),
WeightedError::NoItem
);
assert_eq!(
WeightedAliasIndex::new(vec![W::ZERO]).unwrap_err(),
WeightedError::AllWeightsZero
);
assert_eq!(
WeightedAliasIndex::new(vec![W::MAX, W::MAX]).unwrap_err(),
WeightedError::InvalidWeight
);
}
#[test]
fn value_stability() {
fn test_samples<W: AliasableWeight>(weights: Vec<W>, buf: &mut [usize], expected: &[usize]) {
assert_eq!(buf.len(), expected.len());
let distr = WeightedAliasIndex::new(weights).unwrap();
let mut rng = crate::test::rng(0x9c9fa0b0580a7031);
for r in buf.iter_mut() {
*r = rng.sample(&distr);
}
assert_eq!(buf, expected);
}
let mut buf = [0; 10];
test_samples(vec![1i32, 1, 1, 1, 1, 1, 1, 1, 1], &mut buf, &[
6, 5, 7, 5, 8, 7, 6, 2, 3, 7,
]);
test_samples(vec![0.7f32, 0.1, 0.1, 0.1], &mut buf, &[
2, 0, 0, 0, 0, 0, 0, 0, 1, 3,
]);
test_samples(vec![1.0f64, 0.999, 0.998, 0.997], &mut buf, &[
2, 1, 2, 3, 2, 1, 3, 2, 1, 1,
]);
}
}

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// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
// 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;
#[rustfmt::skip]
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,
2.337996148795031370, 2.324308018869623016, 2.310888250599850036, 2.297723348901329565,
2.284800802722946056, 2.272108990226823888, 2.259637095172217780, 2.247375032945807760,
2.235313384928327984, 2.223443340090905718, 2.211756642882544366, 2.200245546609647995,
2.188902771624720689, 2.177721467738641614, 2.166695180352645966, 2.155817819875063268,
2.145083634046203613, 2.134487182844320152, 2.124023315687815661, 2.113687150684933957,
2.103474055713146829, 2.093379631137050279, 2.083399693996551783, 2.073530263516978778,
2.063767547809956415, 2.054107931648864849, 2.044547965215732788, 2.035084353727808715,
2.025713947862032960, 2.016433734904371722, 2.007240830558684852, 1.998132471356564244,
1.989106007615571325, 1.980158896898598364, 1.971288697931769640, 1.962493064942461896,
1.953769742382734043, 1.945116560006753925, 1.936531428273758904, 1.928012334050718257,
1.919557336591228847, 1.911164563769282232, 1.902832208548446369, 1.894558525668710081,
1.886341828534776388, 1.878180486290977669, 1.870072921069236838, 1.862017605397632281,
1.854013059758148119, 1.846057850283119750, 1.838150586580728607, 1.830289919680666566,
1.822474540091783224, 1.814703175964167636, 1.806974591348693426, 1.799287584547580199,
1.791640986550010028, 1.784033659547276329, 1.776464495522344977, 1.768932414909077933,
1.761436365316706665, 1.753975320315455111, 1.746548278279492994, 1.739154261283669012,
1.731792314050707216, 1.724461502945775715, 1.717160915015540690, 1.709889657069006086,
1.702646854797613907, 1.695431651932238548, 1.688243209434858727, 1.681080704722823338,
1.673943330923760353, 1.666830296159286684, 1.659740822855789499, 1.652674147080648526,
1.645629517902360339, 1.638606196773111146, 1.631603456932422036, 1.624620582830568427,
1.617656869570534228, 1.610711622367333673, 1.603784156023583041, 1.596873794420261339,
1.589979870021648534, 1.583101723393471438, 1.576238702733332886, 1.569390163412534456,
1.562555467528439657, 1.555733983466554893, 1.548925085471535512, 1.542128153226347553,
1.535342571438843118, 1.528567729435024614, 1.521803020758293101, 1.515047842773992404,
1.508301596278571965, 1.501563685112706548, 1.494833515777718391, 1.488110497054654369,
1.481394039625375747, 1.474683555695025516, 1.467978458615230908, 1.461278162507407830,
1.454582081885523293, 1.447889631277669675, 1.441200224845798017, 1.434513276002946425,
1.427828197027290358, 1.421144398672323117, 1.414461289772464658, 1.407778276843371534,
1.401094763676202559, 1.394410150925071257, 1.387723835686884621, 1.381035211072741964,
1.374343665770030531, 1.367648583594317957, 1.360949343030101844, 1.354245316759430606,
1.347535871177359290, 1.340820365893152122, 1.334098153216083604, 1.327368577624624679,
1.320630975217730096, 1.313884673146868964, 1.307128989027353860, 1.300363230327433728,
1.293586693733517645, 1.286798664489786415, 1.279998415710333237, 1.273185207661843732,
1.266358287014688333, 1.259516886060144225, 1.252660221891297887, 1.245787495544997903,
1.238897891102027415, 1.231990574742445110, 1.225064693752808020, 1.218119375481726552,
1.211153726239911244, 1.204166830140560140, 1.197157747875585931, 1.190125515422801650,
1.183069142678760732, 1.175987612011489825, 1.168879876726833800, 1.161744859441574240,
1.154581450355851802, 1.147388505416733873, 1.140164844363995789, 1.132909248648336975,
1.125620459211294389, 1.118297174115062909, 1.110938046009249502, 1.103541679420268151,
1.096106627847603487, 1.088631390649514197, 1.081114409698889389, 1.073554065787871714,
1.065948674757506653, 1.058296483326006454, 1.050595664586207123, 1.042844313139370538,
1.035040439828605274, 1.027181966030751292, 1.019266717460529215, 1.011292417434978441,
1.003256679539591412, 0.995156999629943084, 0.986990747093846266, 0.978755155288937750,
0.970447311058864615, 0.962064143217605250, 0.953602409875572654, 0.945058684462571130,
0.936429340280896860, 0.927710533396234771, 0.918898183643734989, 0.909987953490768997,
0.900975224455174528, 0.891855070726792376, 0.882622229578910122, 0.873271068082494550,
0.863795545546826915, 0.854189171001560554, 0.844444954902423661, 0.834555354079518752,
0.824512208745288633, 0.814306670128064347, 0.803929116982664893, 0.793369058833152785,
0.782615023299588763, 0.771654424216739354, 0.760473406422083165, 0.749056662009581653,
0.737387211425838629, 0.725446140901303549, 0.713212285182022732, 0.700661841097584448,
0.687767892786257717, 0.674499822827436479, 0.660822574234205984, 0.646695714884388928,
0.632072236375024632, 0.616896989996235545, 0.601104617743940417, 0.584616766093722262,
0.567338257040473026, 0.549151702313026790, 0.529909720646495108, 0.509423329585933393,
0.487443966121754335, 0.463634336771763245, 0.437518402186662658, 0.408389134588000746,
0.375121332850465727, 0.335737519180459465, 0.286174591747260509, 0.215241895913273806,
0.000000000000000000];
#[rustfmt::skip]
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;
#[rustfmt::skip]
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];
#[rustfmt::skip]
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];

374
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@@ -0,0 +1,374 @@
// Copyright 2021 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The Zeta and related distributions.
use num_traits::Float;
use crate::{Distribution, Standard};
use rand::{Rng, distributions::OpenClosed01};
use core::fmt;
/// Samples integers according to the [zeta distribution].
///
/// The zeta distribution is a limit of the [`Zipf`] distribution. Sometimes it
/// is called one of the following: discrete Pareto, Riemann-Zeta, Zipf, or
/// ZipfEstoup distribution.
///
/// It has the density function `f(k) = k^(-a) / C(a)` for `k >= 1`, where `a`
/// is the parameter and `C(a)` is the Riemann zeta function.
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Zeta;
///
/// let val: f64 = thread_rng().sample(Zeta::new(1.5).unwrap());
/// println!("{}", val);
/// ```
///
/// # Remarks
///
/// The zeta distribution has no upper limit. Sampled values may be infinite.
/// In particular, a value of infinity might be returned for the following
/// reasons:
/// 1. it is the best representation in the type `F` of the actual sample.
/// 2. to prevent infinite loops for very small `a`.
///
/// # Implementation details
///
/// We are using the algorithm from [Non-Uniform Random Variate Generation],
/// Section 6.1, page 551.
///
/// [zeta distribution]: https://en.wikipedia.org/wiki/Zeta_distribution
/// [Non-Uniform Random Variate Generation]: https://doi.org/10.1007/978-1-4613-8643-8
#[derive(Clone, Copy, Debug)]
pub struct Zeta<F>
where F: Float, Standard: Distribution<F>, OpenClosed01: Distribution<F>
{
a_minus_1: F,
b: F,
}
/// Error type returned from `Zeta::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum ZetaError {
/// `a <= 1` or `nan`.
ATooSmall,
}
impl fmt::Display for ZetaError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
ZetaError::ATooSmall => "a <= 1 or is NaN in Zeta distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for ZetaError {}
impl<F> Zeta<F>
where F: Float, Standard: Distribution<F>, OpenClosed01: Distribution<F>
{
/// Construct a new `Zeta` distribution with given `a` parameter.
#[inline]
pub fn new(a: F) -> Result<Zeta<F>, ZetaError> {
if !(a > F::one()) {
return Err(ZetaError::ATooSmall);
}
let a_minus_1 = a - F::one();
let two = F::one() + F::one();
Ok(Zeta {
a_minus_1,
b: two.powf(a_minus_1),
})
}
}
impl<F> Distribution<F> for Zeta<F>
where F: Float, Standard: Distribution<F>, OpenClosed01: Distribution<F>
{
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
loop {
let u = rng.sample(OpenClosed01);
let x = u.powf(-F::one() / self.a_minus_1).floor();
debug_assert!(x >= F::one());
if x.is_infinite() {
// For sufficiently small `a`, `x` will always be infinite,
// which is rejected, resulting in an infinite loop. We avoid
// this by always returning infinity instead.
return x;
}
let t = (F::one() + F::one() / x).powf(self.a_minus_1);
let v = rng.sample(Standard);
if v * x * (t - F::one()) * self.b <= t * (self.b - F::one()) {
return x;
}
}
}
}
/// Samples integers according to the Zipf distribution.
///
/// The samples follow Zipf's law: The frequency of each sample from a finite
/// set of size `n` is inversely proportional to a power of its frequency rank
/// (with exponent `s`).
///
/// For large `n`, this converges to the [`Zeta`] distribution.
///
/// For `s = 0`, this becomes a uniform distribution.
///
/// # Example
/// ```
/// use rand::prelude::*;
/// use rand_distr::Zipf;
///
/// let val: f64 = thread_rng().sample(Zipf::new(10, 1.5).unwrap());
/// println!("{}", val);
/// ```
///
/// # Implementation details
///
/// Implemented via [rejection sampling](https://en.wikipedia.org/wiki/Rejection_sampling),
/// due to Jason Crease[1].
///
/// [1]: https://jasoncrease.medium.com/rejection-sampling-the-zipf-distribution-6b359792cffa
#[derive(Clone, Copy, Debug)]
pub struct Zipf<F>
where F: Float, Standard: Distribution<F> {
n: F,
s: F,
t: F,
q: F,
}
/// Error type returned from `Zipf::new`.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum ZipfError {
/// `s < 0` or `nan`.
STooSmall,
/// `n < 1`.
NTooSmall,
}
impl fmt::Display for ZipfError {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
ZipfError::STooSmall => "s < 0 or is NaN in Zipf distribution",
ZipfError::NTooSmall => "n < 1 in Zipf distribution",
})
}
}
#[cfg(feature = "std")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
impl std::error::Error for ZipfError {}
impl<F> Zipf<F>
where F: Float, Standard: Distribution<F> {
/// Construct a new `Zipf` distribution for a set with `n` elements and a
/// frequency rank exponent `s`.
///
/// For large `n`, rounding may occur to fit the number into the float type.
#[inline]
pub fn new(n: u64, s: F) -> Result<Zipf<F>, ZipfError> {
if !(s >= F::zero()) {
return Err(ZipfError::STooSmall);
}
if n < 1 {
return Err(ZipfError::NTooSmall);
}
let n = F::from(n).unwrap(); // This does not fail.
let q = if s != F::one() {
// Make sure to calculate the division only once.
F::one() / (F::one() - s)
} else {
// This value is never used.
F::zero()
};
let t = if s != F::one() {
(n.powf(F::one() - s) - s) * q
} else {
F::one() + n.ln()
};
debug_assert!(t > F::zero());
Ok(Zipf {
n, s, t, q
})
}
/// Inverse cumulative density function
#[inline]
fn inv_cdf(&self, p: F) -> F {
let one = F::one();
let pt = p * self.t;
if pt <= one {
pt
} else if self.s != one {
(pt * (one - self.s) + self.s).powf(self.q)
} else {
(pt - one).exp()
}
}
}
impl<F> Distribution<F> for Zipf<F>
where F: Float, Standard: Distribution<F>
{
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let one = F::one();
loop {
let inv_b = self.inv_cdf(rng.sample(Standard));
let x = (inv_b + one).floor();
let mut ratio = x.powf(-self.s);
if x > one {
ratio = ratio * inv_b.powf(self.s)
};
let y = rng.sample(Standard);
if y < ratio {
return x;
}
}
}
}
#[cfg(test)]
mod tests {
use super::*;
fn test_samples<F: Float + core::fmt::Debug, D: Distribution<F>>(
distr: D, zero: F, expected: &[F],
) {
let mut rng = crate::test::rng(213);
let mut buf = [zero; 4];
for x in &mut buf {
*x = rng.sample(&distr);
}
assert_eq!(buf, expected);
}
#[test]
#[should_panic]
fn zeta_invalid() {
Zeta::new(1.).unwrap();
}
#[test]
#[should_panic]
fn zeta_nan() {
Zeta::new(core::f64::NAN).unwrap();
}
#[test]
fn zeta_sample() {
let a = 2.0;
let d = Zeta::new(a).unwrap();
let mut rng = crate::test::rng(1);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test]
fn zeta_small_a() {
let a = 1. + 1e-15;
let d = Zeta::new(a).unwrap();
let mut rng = crate::test::rng(2);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test]
fn zeta_value_stability() {
test_samples(Zeta::new(1.5).unwrap(), 0f32, &[
1.0, 2.0, 1.0, 1.0,
]);
test_samples(Zeta::new(2.0).unwrap(), 0f64, &[
2.0, 1.0, 1.0, 1.0,
]);
}
#[test]
#[should_panic]
fn zipf_s_too_small() {
Zipf::new(10, -1.).unwrap();
}
#[test]
#[should_panic]
fn zipf_n_too_small() {
Zipf::new(0, 1.).unwrap();
}
#[test]
#[should_panic]
fn zipf_nan() {
Zipf::new(10, core::f64::NAN).unwrap();
}
#[test]
fn zipf_sample() {
let d = Zipf::new(10, 0.5).unwrap();
let mut rng = crate::test::rng(2);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test]
fn zipf_sample_s_1() {
let d = Zipf::new(10, 1.).unwrap();
let mut rng = crate::test::rng(2);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test]
fn zipf_sample_s_0() {
let d = Zipf::new(10, 0.).unwrap();
let mut rng = crate::test::rng(2);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 1.);
}
// TODO: verify that this is a uniform distribution
}
#[test]
fn zipf_sample_large_n() {
let d = Zipf::new(core::u64::MAX, 1.5).unwrap();
let mut rng = crate::test::rng(2);
for _ in 0..1000 {
let r = d.sample(&mut rng);
assert!(r >= 1.);
}
// TODO: verify that this is a zeta distribution
}
#[test]
fn zipf_value_stability() {
test_samples(Zipf::new(10, 0.5).unwrap(), 0f32, &[
10.0, 2.0, 6.0, 7.0
]);
test_samples(Zipf::new(10, 2.0).unwrap(), 0f64, &[
1.0, 2.0, 3.0, 2.0
]);
}
}