Initial vendor packages

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

1 files changed, 201 insertions, 0 deletions

diff --git a/vendor/rand/src/distributions/normal.rs b/vendor/rand/src/distributions/normal.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.
+
+//! The normal and derived distributions.
+
+use {Rng, Rand, Open01};
+use distributions::{ziggurat, ziggurat_tables, Sample, IndependentSample};
+
+/// A wrapper around an `f64` to generate N(0, 1) random numbers
+/// (a.k.a.  a standard normal, or Gaussian).
+///
+/// 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*](http://www.doornik.com/research/ziggurat.pdf). Nuffield
+/// College, Oxford
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::normal::StandardNormal;
+///
+/// let StandardNormal(x) = rand::random();
+/// println!("{}", x);
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct StandardNormal(pub f64);
+
+impl Rand for StandardNormal {
+    fn rand<R:Rng>(rng: &mut R) -> StandardNormal {
+        #[inline]
+        fn pdf(x: f64) -> f64 {
+            (-x*x/2.0).exp()
+        }
+        #[inline]
+        fn zero_case<R:Rng>(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 Open01(x_) = rng.gen::<Open01<f64>>();
+                let Open01(y_) = rng.gen::<Open01<f64>>();
+
+                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 }
+        }
+
+        StandardNormal(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.
+///
+/// # Example
+///
+/// ```rust
+/// use rand::distributions::{Normal, IndependentSample};
+///
+/// // mean 2, standard deviation 3
+/// let normal = Normal::new(2.0, 3.0);
+/// let v = normal.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from a N(2, 9) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct Normal {
+    mean: f64,
+    std_dev: f64,
+}
+
+impl Normal {
+    /// Construct a new `Normal` distribution with the given mean and
+    /// standard deviation.
+    ///
+    /// # Panics
+    ///
+    /// Panics if `std_dev < 0`.
+    #[inline]
+    pub fn new(mean: f64, std_dev: f64) -> Normal {
+        assert!(std_dev >= 0.0, "Normal::new called with `std_dev` < 0");
+        Normal {
+            mean: mean,
+            std_dev: std_dev
+        }
+    }
+}
+impl Sample<f64> for Normal {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for Normal {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        let StandardNormal(n) = rng.gen::<StandardNormal>();
+        self.mean + self.std_dev * n
+    }
+}
+
+
+/// 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
+///
+/// ```rust
+/// use rand::distributions::{LogNormal, IndependentSample};
+///
+/// // mean 2, standard deviation 3
+/// let log_normal = LogNormal::new(2.0, 3.0);
+/// let v = log_normal.ind_sample(&mut rand::thread_rng());
+/// println!("{} is from an ln N(2, 9) distribution", v)
+/// ```
+#[derive(Clone, Copy, Debug)]
+pub struct LogNormal {
+    norm: Normal
+}
+
+impl LogNormal {
+    /// Construct a new `LogNormal` distribution with the given mean
+    /// and standard deviation.
+    ///
+    /// # Panics
+    ///
+    /// Panics if `std_dev < 0`.
+    #[inline]
+    pub fn new(mean: f64, std_dev: f64) -> LogNormal {
+        assert!(std_dev >= 0.0, "LogNormal::new called with `std_dev` < 0");
+        LogNormal { norm: Normal::new(mean, std_dev) }
+    }
+}
+impl Sample<f64> for LogNormal {
+    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
+}
+impl IndependentSample<f64> for LogNormal {
+    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
+        self.norm.ind_sample(rng).exp()
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use distributions::{Sample, IndependentSample};
+    use super::{Normal, LogNormal};
+
+    #[test]
+    fn test_normal() {
+        let mut norm = Normal::new(10.0, 10.0);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            norm.sample(&mut rng);
+            norm.ind_sample(&mut rng);
+        }
+    }
+    #[test]
+    #[should_panic]
+    fn test_normal_invalid_sd() {
+        Normal::new(10.0, -1.0);
+    }
+
+
+    #[test]
+    fn test_log_normal() {
+        let mut lnorm = LogNormal::new(10.0, 10.0);
+        let mut rng = ::test::rng();
+        for _ in 0..1000 {
+            lnorm.sample(&mut rng);
+            lnorm.ind_sample(&mut rng);
+        }
+    }
+    #[test]
+    #[should_panic]
+    fn test_log_normal_invalid_sd() {
+        LogNormal::new(10.0, -1.0);
+    }
+}