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authorValentin Popov <valentin@popov.link>2024-07-19 15:37:58 +0300
committerValentin Popov <valentin@popov.link>2024-07-19 15:37:58 +0300
commita990de90fe41456a23e58bd087d2f107d321f3a1 (patch)
tree15afc392522a9e85dc3332235e311b7d39352ea9 /vendor/rand/src/distributions/normal.rs
parent3d48cd3f81164bbfc1a755dc1d4a9a02f98c8ddd (diff)
downloadfparkan-a990de90fe41456a23e58bd087d2f107d321f3a1.tar.xz
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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);
- }
-}