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// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! The exponential distribution.
#![allow(deprecated)]
use crate::distributions::utils::ziggurat;
use crate::distributions::{ziggurat_tables, Distribution};
use crate::Rng;
/// 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::<f64>().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
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct Exp1;
// This could be done via `-rng.gen::<f64>().ln()` but that is slower.
impl Distribution<f64> for Exp1 {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(rng: &mut R, _u: f64) -> f64 {
ziggurat_tables::ZIG_EXP_R - rng.gen::<f64>().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`.
///
/// Note that [`Exp1`](crate::distributions::Exp1) is an optimised implementation for `lambda = 1`.
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct Exp {
/// `lambda` stored as `1/lambda`, since this is what we scale by.
lambda_inverse: f64,
}
impl Exp {
/// Construct a new `Exp` with the given shape parameter
/// `lambda`. Panics if `lambda <= 0`.
#[inline]
pub fn new(lambda: f64) -> Exp {
assert!(lambda > 0.0, "Exp::new called with `lambda` <= 0");
Exp {
lambda_inverse: 1.0 / lambda,
}
}
}
impl Distribution<f64> for Exp {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
let n: f64 = rng.sample(Exp1);
n * self.lambda_inverse
}
}
#[cfg(test)]
mod test {
use super::Exp;
use crate::distributions::Distribution;
#[test]
fn test_exp() {
let exp = Exp::new(10.0);
let mut rng = crate::test::rng(221);
for _ in 0..1000 {
assert!(exp.sample(&mut rng) >= 0.0);
}
}
#[test]
#[should_panic]
fn test_exp_invalid_lambda_zero() {
Exp::new(0.0);
}
#[test]
#[should_panic]
fn test_exp_invalid_lambda_neg() {
Exp::new(-10.0);
}
}