// Copyright 2018 Developers of the Rand project. // Copyright 2013 The Rust Project Developers. // // Licensed under the Apache License, Version 2.0 or the MIT license // , at your // option. This file may not be copied, modified, or distributed // except according to those terms. //! The exponential distribution. use crate::utils::ziggurat; use num_traits::Float; use crate::{ziggurat_tables, Distribution}; use rand::Rng; use core::fmt; /// Samples floating-point numbers according to the exponential distribution, /// with rate parameter `λ = 1`. This is equivalent to `Exp::new(1.0)` or /// sampling with `-rng.gen::().ln()`, but faster. /// /// See `Exp` for the general exponential distribution. /// /// Implemented via the ZIGNOR variant[^1] of the Ziggurat method. The exact /// description in the paper was adjusted to use tables for the exponential /// distribution rather than normal. /// /// [^1]: Jurgen A. Doornik (2005). [*An Improved Ziggurat Method to /// Generate Normal Random Samples*]( /// https://www.doornik.com/research/ziggurat.pdf). /// Nuffield College, Oxford /// /// # Example /// ``` /// use rand::prelude::*; /// use rand_distr::Exp1; /// /// let val: f64 = thread_rng().sample(Exp1); /// println!("{}", val); /// ``` #[derive(Clone, Copy, Debug)] #[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))] pub struct Exp1; impl Distribution for Exp1 { #[inline] fn sample(&self, rng: &mut R) -> f32 { // TODO: use optimal 32-bit implementation let x: f64 = self.sample(rng); x as f32 } } // This could be done via `-rng.gen::().ln()` but that is slower. impl Distribution for Exp1 { #[inline] fn sample(&self, rng: &mut R) -> f64 { #[inline] fn pdf(x: f64) -> f64 { (-x).exp() } #[inline] fn zero_case(rng: &mut R, _u: f64) -> f64 { ziggurat_tables::ZIG_EXP_R - rng.gen::().ln() } ziggurat( rng, false, &ziggurat_tables::ZIG_EXP_X, &ziggurat_tables::ZIG_EXP_F, pdf, zero_case, ) } } /// The exponential distribution `Exp(lambda)`. /// /// This distribution has density function: `f(x) = lambda * exp(-lambda * x)` /// for `x > 0`, when `lambda > 0`. For `lambda = 0`, all samples yield infinity. /// /// Note that [`Exp1`](crate::Exp1) is an optimised implementation for `lambda = 1`. /// /// # Example /// /// ``` /// use rand_distr::{Exp, Distribution}; /// /// let exp = Exp::new(2.0).unwrap(); /// let v = exp.sample(&mut rand::thread_rng()); /// println!("{} is from a Exp(2) distribution", v); /// ``` #[derive(Clone, Copy, Debug)] #[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))] pub struct Exp where F: Float, Exp1: Distribution { /// `lambda` stored as `1/lambda`, since this is what we scale by. lambda_inverse: F, } /// Error type returned from `Exp::new`. #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub enum Error { /// `lambda < 0` or `nan`. LambdaTooSmall, } impl fmt::Display for Error { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { f.write_str(match self { Error::LambdaTooSmall => "lambda is negative or NaN in exponential distribution", }) } } #[cfg(feature = "std")] #[cfg_attr(doc_cfg, doc(cfg(feature = "std")))] impl std::error::Error for Error {} impl Exp where F: Float, Exp1: Distribution { /// Construct a new `Exp` with the given shape parameter /// `lambda`. /// /// # Remarks /// /// For custom types `N` implementing the [`Float`] trait, /// the case `lambda = 0` is handled as follows: each sample corresponds /// to a sample from an `Exp1` multiplied by `1 / 0`. Primitive types /// yield infinity, since `1 / 0 = infinity`. #[inline] pub fn new(lambda: F) -> Result, Error> { if !(lambda >= F::zero()) { return Err(Error::LambdaTooSmall); } Ok(Exp { lambda_inverse: F::one() / lambda, }) } } impl Distribution for Exp where F: Float, Exp1: Distribution { fn sample(&self, rng: &mut R) -> F { rng.sample(Exp1) * self.lambda_inverse } } #[cfg(test)] mod test { use super::*; #[test] fn test_exp() { let exp = Exp::new(10.0).unwrap(); let mut rng = crate::test::rng(221); for _ in 0..1000 { assert!(exp.sample(&mut rng) >= 0.0); } } #[test] fn test_zero() { let d = Exp::new(0.0).unwrap(); assert_eq!(d.sample(&mut crate::test::rng(21)), f64::infinity()); } #[test] #[should_panic] fn test_exp_invalid_lambda_neg() { Exp::new(-10.0).unwrap(); } #[test] #[should_panic] fn test_exp_invalid_lambda_nan() { Exp::new(f64::nan()).unwrap(); } }