// 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; usecrate::{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 /// Zipf–Estoup 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)] pubstruct 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)] pubenum ZetaError { /// `a <= 1` or `nan`.
ATooSmall,
}
impl fmt::Display for ZetaError { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(matchself {
ZetaError::ATooSmall => "a <= 1 or is NaN in Zeta distribution",
})
}
}
impl<F> Zeta<F> where F: Float, Standard: Distribution<F>, OpenClosed01: Distribution<F>
{ /// Construct a new `Zeta` distribution with given `a` parameter. #[inline] pubfn 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)] pubstruct 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)] pubenum 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(matchself {
ZipfError::STooSmall => "s < 0 or is NaN in Zipf distribution",
ZipfError::NTooSmall => "n < 1 in Zipf distribution",
})
}
}
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] pubfn 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
} elseifself.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(); letmut 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;
}
}
}
}
#[test] fn zeta_sample() { let a = 2.0; let d = Zeta::new(a).unwrap(); letmut rng = crate::test::rng(1); for _ in0..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(); letmut rng = crate::test::rng(2); for _ in0..1000 { let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test] fn zipf_sample() { let d = Zipf::new(10, 0.5).unwrap(); letmut rng = crate::test::rng(2); for _ in0..1000 { let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test] fn zipf_sample_s_1() { let d = Zipf::new(10, 1.).unwrap(); letmut rng = crate::test::rng(2); for _ in0..1000 { let r = d.sample(&mut rng);
assert!(r >= 1.);
}
}
#[test] fn zipf_sample_s_0() { let d = Zipf::new(10, 0.).unwrap(); letmut rng = crate::test::rng(2); for _ in0..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(); letmut rng = crate::test::rng(2); for _ in0..1000 { let r = d.sample(&mut rng);
assert!(r >= 1.);
} // TODO: verify that this is a zeta distribution
}
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