1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
#![allow(deprecated)]
use crate::Rng;
use crate::distributions::{ziggurat_tables, Distribution, Open01};
use crate::distributions::utils::ziggurat;
#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct StandardNormal;
impl Distribution<f64> for StandardNormal {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x*x/2.0).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(rng: &mut R, u: f64) -> f64 {
let mut x = 1.0f64;
let mut y = 0.0f64;
while -2.0 * y < x * x {
let x_: f64 = rng.sample(Open01);
let y_: f64 = rng.sample(Open01);
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 }
}
ziggurat(rng, true,
&ziggurat_tables::ZIG_NORM_X,
&ziggurat_tables::ZIG_NORM_F,
pdf, zero_case)
}
}
#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct Normal {
mean: f64,
std_dev: f64,
}
impl Normal {
#[inline]
pub fn new(mean: f64, std_dev: f64) -> Normal {
assert!(std_dev >= 0.0, "Normal::new called with `std_dev` < 0");
Normal {
mean,
std_dev
}
}
}
impl Distribution<f64> for Normal {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
let n = rng.sample(StandardNormal);
self.mean + self.std_dev * n
}
}
#[deprecated(since="0.7.0", note="moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct LogNormal {
norm: Normal
}
impl LogNormal {
#[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 Distribution<f64> for LogNormal {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
self.norm.sample(rng).exp()
}
}
#[cfg(test)]
mod tests {
use crate::distributions::Distribution;
use super::{Normal, LogNormal};
#[test]
fn test_normal() {
let norm = Normal::new(10.0, 10.0);
let mut rng = crate::test::rng(210);
for _ in 0..1000 {
norm.sample(&mut rng);
}
}
#[test]
#[should_panic]
fn test_normal_invalid_sd() {
Normal::new(10.0, -1.0);
}
#[test]
fn test_log_normal() {
let lnorm = LogNormal::new(10.0, 10.0);
let mut rng = crate::test::rng(211);
for _ in 0..1000 {
lnorm.sample(&mut rng);
}
}
#[test]
#[should_panic]
fn test_log_normal_invalid_sd() {
LogNormal::new(10.0, -1.0);
}
}