exponential.rs.html -- source
Description: Source to the Rust file `C:\Users\Gray\.cargo\registry\src\github.com-1ecc6299db9ec823\rand-0.3.18\src\distributions\exponential.rs`.
Keywords: rust, rustlang, rust-lang

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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 exponential distribution.

    use {Rng, Rand};
    use distributions::{ziggurat, ziggurat_tables, Sample, IndependentSample};

    /// A wrapper around an `f64` to generate Exp(1) random numbers.
    ///
    /// 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*](http://www.doornik.com/research/ziggurat.pdf). Nuffield
    /// College, Oxford
    ///
    /// # Example
    ///
    /// ```rust
    /// use rand::distributions::exponential::Exp1;
    ///
    /// let Exp1(x) = rand::random();
    /// println!("{}", x);
    /// ```
    #[derive(Clone, Copy, Debug)]
    pub struct Exp1(pub f64);

    // This could be done via `-rng.gen::<f64>().ln()` but that is slower.
    impl Rand for Exp1 {
        #[inline]
        fn rand<R:Rng>(rng: &mut R) -> Exp1 {
            #[inline]
            fn pdf(x: f64) -> f64 {
                (-x).exp()
            }
            #[inline]
            fn zero_case<R:Rng>(rng: &mut R, _u: f64) -> f64 {
                ziggurat_tables::ZIG_EXP_R - rng.gen::<f64>().ln()
            }

            Exp1(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`.
    ///
    /// # Example
    ///
    /// ```rust
    /// use rand::distributions::{Exp, IndependentSample};
    ///
    /// let exp = Exp::new(2.0);
    /// let v = exp.ind_sample(&mut rand::thread_rng());
    /// println!("{} is from a Exp(2) distribution", v);
    /// ```
    #[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 Sample<f64> for Exp {
        fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 { self.ind_sample(rng) }
    }
    impl IndependentSample<f64> for Exp {
        fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
            let Exp1(n) = rng.gen::<Exp1>();
            n * self.lambda_inverse
        }
    }

    #[cfg(test)]
    mod test {
        use distributions::{Sample, IndependentSample};
        use super::Exp;

        #[test]
        fn test_exp() {
            let mut exp = Exp::new(10.0);
            let mut rng = ::test::rng();
            for _ in 0..1000 {
                assert!(exp.sample(&mut rng) >= 0.0);
                assert!(exp.ind_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);
        }
    }

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