// 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.
usecrate::utils::ziggurat; use num_traits::Float; usecrate::{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))] pubstruct 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()
}
/// 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))] pubstruct 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)] pubenum Error { /// `lambda < 0` or `nan`.
LambdaTooSmall,
}
impl fmt::Display for Error { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(matchself {
Error::LambdaTooSmall => "lambda is negative or NaN in exponential distribution",
})
}
}
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] pubfn 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 { usesuper::*;
#[test] fn test_exp() { let exp = Exp::new(10.0).unwrap(); letmut rng = crate::test::rng(221); for _ in0..1000 {
assert!(exp.sample(&mut rng) >= 0.0);
}
} #[test] fn test_zero() { let d = Exp::new(0.0).unwrap();
assert_eq!(d.sample(&mutcrate::test::rng(21)), f64::infinity());
} #[test] #[should_panic] fn test_exp_invalid_lambda_neg() {
Exp::new(-10.0).unwrap();
}
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