Initial vendor packages

Signed-off-by: Valentin Popov <valentin@popov.link>

1 files changed, 386 insertions, 0 deletions

diff --git a/vendor/rand/src/distributions/gamma.rs b/vendor/rand/src/distributions/gamma.rs
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+// Copyright 2013 The Rust Project Developers. See the COPYRIGHT
+// file at the top-level directory of this distribution and at
+// http://rust-lang.org/COPYRIGHT.
+//
+// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
+// http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
+// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your
+// option. This file may not be copied, modified, or distributed
+// except according to those terms.
+//
+// ignore-lexer-test FIXME #15679
+
+//! The Gamma and derived distributions.
+
+use self::GammaRepr::*;
+use self::ChiSquaredRepr::*;
+
+use {Rng, Open01};
+use super::normal::StandardNormal;
+use super::{IndependentSample, Sample, Exp};
+
+/// 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 [1] for
+/// `shape < 1`.
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::{IndependentSample, Gamma};
+///
+/// let gamma = Gamma::new(2.0, 5.0);
+/// let v = gamma.ind_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](http://doi.acm.org/10.1145/358407.358414)
+#[derive(Clone, Copy, Debug)]
+pub struct Gamma {
+    repr: GammaRepr,
+}
+
+#[derive(Clone, Copy, Debug)]
+enum GammaRepr {
+    Large(GammaLargeShape),
+    One(Exp),
+    Small(GammaSmallShape)
+}
+
+// These two helpers could be made public, but saving the
+// match-on-Gamma-enum branch from using them directly (e.g. if one
+// knows that the shape is always > 1) doesn't appear to be much
+// faster.
+
+/// Gamma distribution where the shape parameter is less than 1.
+///
+/// Note, samples from this require a compulsory floating-point `pow`
+/// call, which makes it significantly slower than sampling from a
+/// gamma distribution where the shape parameter is greater than or
+/// equal to 1.
+///
+/// See `Gamma` for sampling from a Gamma distribution with general
+/// shape parameters.
+#[derive(Clone, Copy, Debug)]
+struct GammaSmallShape {
+    inv_shape: f64,
+    large_shape: GammaLargeShape
+}
+
+/// Gamma distribution where the shape parameter is larger than 1.
+///
+/// See `Gamma` for sampling from a Gamma distribution with general
+/// shape parameters.
+#[derive(Clone, Copy, Debug)]
+struct GammaLargeShape {
+    scale: f64,
+    c: f64,
+    d: f64
+}
+
+impl Gamma {
+    /// Construct an object representing the `Gamma(shape, scale)`
+    /// distribution.
+    ///
+    /// Panics if `shape <= 0` or `scale <= 0`.
+    #[inline]
+    pub fn new(shape: f64, scale: f64) -> Gamma {
+        assert!(shape > 0.0, "Gamma::new called with shape <= 0");
+        assert!(scale > 0.0, "Gamma::new called with scale <= 0");
+
+        let repr = if shape == 1.0 {
+            One(Exp::new(1.0 / scale))
+        } else if shape < 1.0 {
+            Small(GammaSmallShape::new_raw(shape, scale))
+        } else {
+            Large(GammaLargeShape::new_raw(shape, scale))
+        };
+        Gamma { repr: repr }
+    }
+}
+
+impl GammaSmallShape {
+    fn new_raw(shape: f64, scale: f64) -> GammaSmallShape {
+        GammaSmallShape {
+            inv_shape: 1. / shape,
+            large_shape: GammaLargeShape::new_raw(shape + 1.0, scale)
+        }
+    }
+}
+
+impl GammaLargeShape {
+    fn new_raw(shape: f64, scale: f64) -> GammaLargeShape {
+        let d = shape - 1. / 3.;
+        GammaLargeShape {
+            scale: scale,
+            c: 1. / (9. * d).sqrt(),
+            d: d
+        }
+    }
+}
+
+impl Sample<f64> for Gamma {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl Sample<f64> for GammaSmallShape {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl Sample<f64> for GammaLargeShape {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+
+impl IndependentSample<f64> for Gamma {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        match self.repr {
+            Small(ref g) => g.ind_sample(rng),
+            One(ref g) => g.ind_sample(rng),
+            Large(ref g) => g.ind_sample(rng),
+        }
+    }
+}
+impl IndependentSample<f64> for GammaSmallShape {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        let Open01(u) = rng.gen::<Open01<f64>>();
+
+        self.large_shape.ind_sample(rng) * u.powf(self.inv_shape)
+    }
+}
+impl IndependentSample<f64> for GammaLargeShape {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        loop {
+            let StandardNormal(x) = rng.gen::<StandardNormal>();
+            let v_cbrt = 1.0 + self.c * x;
+            if v_cbrt <= 0.0 { // a^3 <= 0 iff a <= 0
+                continue
+            }
+
+            let v = v_cbrt * v_cbrt * v_cbrt;
+            let Open01(u) = rng.gen::<Open01<f64>>();
+
+            let x_sqr = x * x;
+            if u < 1.0 - 0.0331 * x_sqr * x_sqr ||
+                u.ln() < 0.5 * x_sqr + self.d * (1.0 - v + v.ln()) {
+                return self.d * v * self.scale
+            }
+        }
+    }
+}
+
+/// The chi-squared distribution `χ²(k)`, where `k` is the degrees of
+/// freedom.
+///
+/// For `k > 0` integral, this distribution is the sum of the squares
+/// of `k` independent standard normal random variables. For other
+/// `k`, this uses the equivalent characterisation
+/// `χ²(k) = Gamma(k/2, 2)`.
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::{ChiSquared, IndependentSample};
+///
+/// let chi = ChiSquared::new(11.0);
+/// let v = chi.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from a χ²(11) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct ChiSquared {
+    repr: ChiSquaredRepr,
+}
+
+#[derive(Clone, Copy, Debug)]
+enum ChiSquaredRepr {
+    // k == 1, Gamma(alpha, ..) is particularly slow for alpha < 1,
+    // e.g. when alpha = 1/2 as it would be for this case, so special-
+    // casing and using the definition of N(0,1)^2 is faster.
+    DoFExactlyOne,
+    DoFAnythingElse(Gamma),
+}
+
+impl ChiSquared {
+    /// Create a new chi-squared distribution with degrees-of-freedom
+    /// `k`. Panics if `k < 0`.
+    pub fn new(k: f64) -> ChiSquared {
+        let repr = if k == 1.0 {
+            DoFExactlyOne
+        } else {
+            assert!(k > 0.0, "ChiSquared::new called with `k` < 0");
+            DoFAnythingElse(Gamma::new(0.5 * k, 2.0))
+        };
+        ChiSquared { repr: repr }
+    }
+}
+impl Sample<f64> for ChiSquared {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for ChiSquared {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        match self.repr {
+            DoFExactlyOne => {
+                // k == 1 => N(0,1)^2
+                let StandardNormal(norm) = rng.gen::<StandardNormal>();
+                norm * norm
+            }
+            DoFAnythingElse(ref g) => g.ind_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
+///
+/// ```rust
+/// use rand::distributions::{FisherF, IndependentSample};
+///
+/// let f = FisherF::new(2.0, 32.0);
+/// let v = f.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from an F(2, 32) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct FisherF {
+    numer: ChiSquared,
+    denom: ChiSquared,
+    // denom_dof / numer_dof so that this can just be a straight
+    // multiplication, rather than a division.
+    dof_ratio: f64,
+}
+
+impl FisherF {
+    /// Create a new `FisherF` distribution, with the given
+    /// parameter. Panics if either `m` or `n` are not positive.
+    pub fn new(m: f64, n: f64) -> FisherF {
+        assert!(m > 0.0, "FisherF::new called with `m < 0`");
+        assert!(n > 0.0, "FisherF::new called with `n < 0`");
+
+        FisherF {
+            numer: ChiSquared::new(m),
+            denom: ChiSquared::new(n),
+            dof_ratio: n / m
+        }
+    }
+}
+impl Sample<f64> for FisherF {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for FisherF {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        self.numer.ind_sample(rng) / self.denom.ind_sample(rng) * self.dof_ratio
+    }
+}
+
+/// The Student t distribution, `t(nu)`, where `nu` is the degrees of
+/// freedom.
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::{StudentT, IndependentSample};
+///
+/// let t = StudentT::new(11.0);
+/// let v = t.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from a t(11) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct StudentT {
+    chi: ChiSquared,
+    dof: f64
+}
+
+impl StudentT {
+    /// Create a new Student t distribution with `n` degrees of
+    /// freedom. Panics if `n <= 0`.
+    pub fn new(n: f64) -> StudentT {
+        assert!(n > 0.0, "StudentT::new called with `n <= 0`");
+        StudentT {
+            chi: ChiSquared::new(n),
+            dof: n
+        }
+    }
+}
+impl Sample<f64> for StudentT {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for StudentT {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        let StandardNormal(norm) = rng.gen::<StandardNormal>();
+        norm * (self.dof / self.chi.ind_sample(rng)).sqrt()
+    }
+}
+
+#[cfg(test)]
+mod test {
+    use distributions::{Sample, IndependentSample};
+    use super::{ChiSquared, StudentT, FisherF};
+
+    #[test]
+    fn test_chi_squared_one() {
+        let mut chi = ChiSquared::new(1.0);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            chi.sample(&mut rng);
+            chi.ind_sample(&mut rng);
+        }
+    }
+    #[test]
+    fn test_chi_squared_small() {
+        let mut chi = ChiSquared::new(0.5);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            chi.sample(&mut rng);
+            chi.ind_sample(&mut rng);
+        }
+    }
+    #[test]
+    fn test_chi_squared_large() {
+        let mut chi = ChiSquared::new(30.0);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            chi.sample(&mut rng);
+            chi.ind_sample(&mut rng);
+        }
+    }
+    #[test]
+    #[should_panic]
+    fn test_chi_squared_invalid_dof() {
+        ChiSquared::new(-1.0);
+    }
+
+    #[test]
+    fn test_f() {
+        let mut f = FisherF::new(2.0, 32.0);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            f.sample(&mut rng);
+            f.ind_sample(&mut rng);
+        }
+    }
+
+    #[test]
+    fn test_t() {
+        let mut t = StudentT::new(11.0);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            t.sample(&mut rng);
+            t.ind_sample(&mut rng);
+        }
+    }
+}