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author | Valentin Popov <valentin@popov.link> | 2024-07-19 15:37:58 +0300 |
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committer | Valentin Popov <valentin@popov.link> | 2024-07-19 15:37:58 +0300 |
commit | a990de90fe41456a23e58bd087d2f107d321f3a1 (patch) | |
tree | 15afc392522a9e85dc3332235e311b7d39352ea9 /vendor/rand/src/distributions/gamma.rs | |
parent | 3d48cd3f81164bbfc1a755dc1d4a9a02f98c8ddd (diff) | |
download | fparkan-a990de90fe41456a23e58bd087d2f107d321f3a1.tar.xz fparkan-a990de90fe41456a23e58bd087d2f107d321f3a1.zip |
Deleted vendor folder
Diffstat (limited to 'vendor/rand/src/distributions/gamma.rs')
-rw-r--r-- | vendor/rand/src/distributions/gamma.rs | 386 |
1 files changed, 0 insertions, 386 deletions
diff --git a/vendor/rand/src/distributions/gamma.rs b/vendor/rand/src/distributions/gamma.rs deleted file mode 100644 index 2806495..0000000 --- a/vendor/rand/src/distributions/gamma.rs +++ /dev/null @@ -1,386 +0,0 @@ -// 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); - } - } -} |