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

      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
    171
    172
    173
    174
    175
    176
    177
    178
    179
    180
    181
    182
    183
    184
    185
    186
    187
    188
    189
    190
    191
    192
    193
    194
    195
    196
    197
    198
    199
    200
    201

    // 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);
        }
    }

# Help

## Keyboard Shortcuts

?
  Show this help dialog
S
  Focus the search field
⇤
  Move up in search results
⇥
  Move down in search results
⏎
  Go to active search result
+
  Collapse/expand all sections

## Search Tricks

Prefix searches with a type followed by a colon (e.g. `fn:`) to restrict the search to a given type.

Accepted types are: `fn`, `mod`, `struct`, `enum`, `trait`, `type`, `macro`, and `const`.

Search functions by type signature (e.g. `vec -> usize` or `* -> vec`)