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
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
// Copyright 2013-2017 The Rust Project Developers. See the COPYRIGHT
// file at the top-level directory of this distribution and at
// https://rust-lang.org/COPYRIGHT.
//
// 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.

//! Sampling from random distributions.
//!
//! A distribution may have internal state describing the distribution of
//! generated values; for example `Range` needs to know its upper and lower
//! bounds. Distributions use the `Distribution` trait to yield values: call
//! `distr.sample(&mut rng)` to get a random variable.

use Rng;

pub use self::other::Alphanumeric;
pub use self::range::Range;
#[cfg(feature="std")]
pub use self::gamma::{Gamma, ChiSquared, FisherF, StudentT};
#[cfg(feature="std")]
pub use self::normal::{Normal, LogNormal, StandardNormal};
#[cfg(feature="std")]
pub use self::exponential::{Exp, Exp1};
#[cfg(feature = "std")]
pub use self::poisson::Poisson;
#[cfg(feature = "std")]
pub use self::binomial::Binomial;

pub mod range;
#[cfg(feature="std")]
pub mod gamma;
#[cfg(feature="std")]
pub mod normal;
#[cfg(feature="std")]
pub mod exponential;
#[cfg(feature = "std")]
pub mod poisson;
#[cfg(feature = "std")]
pub mod binomial;

mod float;
mod integer;
#[cfg(feature="std")]
mod log_gamma;
mod other;
#[cfg(feature="std")]
mod ziggurat_tables;
#[cfg(feature="std")]
use distributions::float::IntoFloat;

/// Types that can be used to create a random instance of `Support`.
#[deprecated(since="0.5.0", note="use Distribution instead")]
pub trait Sample<Support> {
    /// Generate a random value of `Support`, using `rng` as the
    /// source of randomness.
    fn sample<R: Rng>(&mut self, rng: &mut R) -> Support;
}

/// `Sample`s that do not require keeping track of state.
///
/// Since no state is recorded, each sample is (statistically)
/// independent of all others, assuming the `Rng` used has this
/// property.
#[allow(deprecated)]
#[deprecated(since="0.5.0", note="use Distribution instead")]
pub trait IndependentSample<Support>: Sample<Support> {
    /// Generate a random value.
    fn ind_sample<R: Rng>(&self, &mut R) -> Support;
}

#[allow(deprecated)]
mod impls {
    use Rng;
    use distributions::{Distribution, Sample, IndependentSample,
            WeightedChoice};
    #[cfg(feature="std")]
    use distributions::exponential::Exp;
    #[cfg(feature="std")]
    use distributions::gamma::{Gamma, ChiSquared, FisherF, StudentT};
    #[cfg(feature="std")]
    use distributions::normal::{Normal, LogNormal};
    use distributions::range::{Range, RangeImpl};
    
    impl<'a, T: Clone> Sample<T> for WeightedChoice<'a, T> {
        fn sample<R: Rng>(&mut self, rng: &mut R) -> T {
            Distribution::sample(self, rng)
        }
    }
    impl<'a, T: Clone> IndependentSample<T> for WeightedChoice<'a, T> {
        fn ind_sample<R: Rng>(&self, rng: &mut R) -> T {
            Distribution::sample(self, rng)
        }
    }
    
    impl<T: RangeImpl> Sample<T::X> for Range<T> {
        fn sample<R: Rng>(&mut self, rng: &mut R) -> T::X {
            Distribution::sample(self, rng)
        }
    }
    impl<T: RangeImpl> IndependentSample<T::X> for Range<T> {
        fn ind_sample<R: Rng>(&self, rng: &mut R) -> T::X {
            Distribution::sample(self, rng)
        }
    }
    
    #[cfg(feature="std")]
    macro_rules! impl_f64 {
        ($($name: ident), *) => {
            $(
                impl Sample<f64> for $name {
                    fn sample<R: Rng>(&mut self, rng: &mut R) -> f64 {
                        Distribution::sample(self, rng)
                    }
                }
                impl IndependentSample<f64> for $name {
                    fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64 {
                        Distribution::sample(self, rng)
                    }
                }
            )*
        }
    }
    #[cfg(feature="std")]
    impl_f64!(Exp, Gamma, ChiSquared, FisherF, StudentT, Normal, LogNormal);
}

/// Types (distributions) that can be used to create a random instance of `T`.
pub trait Distribution<T> {
    /// Generate a random value of `T`, using `rng` as the
    /// source of randomness.
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> T;
}

impl<'a, T, D: Distribution<T>> Distribution<T> for &'a D {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> T {
        (*self).sample(rng)
    }
}

/// A generic random value distribution. Generates values for various types
/// with numerically uniform distribution.
/// 
/// For floating-point numbers, this generates values from the open range
/// `(0, 1)` (i.e. excluding 0.0 and 1.0).
///
/// ## Built-in Implementations
///
/// This crate implements the distribution `Uniform` for various primitive
/// types.  Assuming the provided `Rng` is well-behaved, these implementations
/// generate values with the following ranges and distributions:
///
/// * Integers (`i32`, `u32`, `isize`, `usize`, etc.): Uniformly distributed
///   over all values of the type.
/// * `char`: Uniformly distributed over all Unicode scalar values, i.e. all
///   code points in the range `0...0x10_FFFF`, except for the range
///   `0xD800...0xDFFF` (the surrogate code points). This includes
///   unassigned/reserved code points.
/// * `bool`: Generates `false` or `true`, each with probability 0.5.
/// * Floating point types (`f32` and `f64`): Uniformly distributed in the
///   open range `(0, 1)`.
///
/// The following aggregate types also implement the distribution `Uniform` as
/// long as their component types implement it:
///
/// * Tuples and arrays: Each element of the tuple or array is generated
///   independently, using the `Uniform` distribution recursively.
/// * `Option<T>`: Returns `None` with probability 0.5; otherwise generates a
///   random `T` and returns `Some(T)`.
///
/// # Example
/// ```rust
/// use rand::{NewRng, SmallRng, Rng};
/// use rand::distributions::Uniform;
///
/// let val: f32 = SmallRng::new().sample(Uniform);
/// println!("f32 from [0,1): {}", val);
/// ```
///
/// With dynamic dispatch (type erasure of `Rng`):
/// 
/// ```rust
/// use rand::{thread_rng, Rng, RngCore};
/// use rand::distributions::Uniform;
///
/// let mut rng = thread_rng();
/// let mut erased_rng: &mut RngCore = &mut rng;
/// let val: f32 = erased_rng.sample(Uniform);
/// println!("f32 from [0,1): {}", val);
/// ```
///
/// [`Exp1`]: struct.Exp1.html
/// [`StandardNormal`]: struct.StandardNormal.html
#[derive(Debug)]
pub struct Uniform;

#[allow(deprecated)]
impl<T> ::Rand for T where Uniform: Distribution<T> {
    fn rand<R: Rng>(rng: &mut R) -> Self {
        Uniform.sample(rng)
    }
}


/// A value with a particular weight for use with `WeightedChoice`.
#[derive(Copy, Clone, Debug)]
pub struct Weighted<T> {
    /// The numerical weight of this item
    pub weight: u32,
    /// The actual item which is being weighted
    pub item: T,
}

/// A distribution that selects from a finite collection of weighted items.
///
/// Each item has an associated weight that influences how likely it
/// is to be chosen: higher weight is more likely.
///
/// The `Clone` restriction is a limitation of the `Distribution` trait.
/// Note that `&T` is (cheaply) `Clone` for all `T`, as is `u32`, so one can
/// store references or indices into another vector.
///
/// # Example
///
/// ```rust
/// use rand::distributions::{Weighted, WeightedChoice, Distribution};
///
/// let mut items = vec!(Weighted { weight: 2, item: 'a' },
///                      Weighted { weight: 4, item: 'b' },
///                      Weighted { weight: 1, item: 'c' });
/// let wc = WeightedChoice::new(&mut items);
/// let mut rng = rand::thread_rng();
/// for _ in 0..16 {
///      // on average prints 'a' 4 times, 'b' 8 and 'c' twice.
///      println!("{}", wc.sample(&mut rng));
/// }
/// ```
#[derive(Debug)]
pub struct WeightedChoice<'a, T:'a> {
    items: &'a mut [Weighted<T>],
    weight_range: Range<range::RangeInt<u32>>,
}

impl<'a, T: Clone> WeightedChoice<'a, T> {
    /// Create a new `WeightedChoice`.
    ///
    /// Panics if:
    ///
    /// - `items` is empty
    /// - the total weight is 0
    /// - the total weight is larger than a `u32` can contain.
    pub fn new(items: &'a mut [Weighted<T>]) -> WeightedChoice<'a, T> {
        // strictly speaking, this is subsumed by the total weight == 0 case
        assert!(!items.is_empty(), "WeightedChoice::new called with no items");

        let mut running_total: u32 = 0;

        // we convert the list from individual weights to cumulative
        // weights so we can binary search. This *could* drop elements
        // with weight == 0 as an optimisation.
        for item in items.iter_mut() {
            running_total = match running_total.checked_add(item.weight) {
                Some(n) => n,
                None => panic!("WeightedChoice::new called with a total weight \
                               larger than a u32 can contain")
            };

            item.weight = running_total;
        }
        assert!(running_total != 0, "WeightedChoice::new called with a total weight of 0");

        WeightedChoice {
            items: items,
            // we're likely to be generating numbers in this range
            // relatively often, so might as well cache it
            weight_range: Range::new(0, running_total)
        }
    }
}

impl<'a, T: Clone> Distribution<T> for WeightedChoice<'a, T> {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> T {
        // we want to find the first element that has cumulative
        // weight > sample_weight, which we do by binary since the
        // cumulative weights of self.items are sorted.

        // choose a weight in [0, total_weight)
        let sample_weight = self.weight_range.sample(rng);

        // short circuit when it's the first item
        if sample_weight < self.items[0].weight {
            return self.items[0].item.clone();
        }

        let mut idx = 0;
        let mut modifier = self.items.len();

        // now we know that every possibility has an element to the
        // left, so we can just search for the last element that has
        // cumulative weight <= sample_weight, then the next one will
        // be "it". (Note that this greatest element will never be the
        // last element of the vector, since sample_weight is chosen
        // in [0, total_weight) and the cumulative weight of the last
        // one is exactly the total weight.)
        while modifier > 1 {
            let i = idx + modifier / 2;
            if self.items[i].weight <= sample_weight {
                // we're small, so look to the right, but allow this
                // exact element still.
                idx = i;
                // we need the `/ 2` to round up otherwise we'll drop
                // the trailing elements when `modifier` is odd.
                modifier += 1;
            } else {
                // otherwise we're too big, so go left. (i.e. do
                // nothing)
            }
            modifier /= 2;
        }
        return self.items[idx + 1].item.clone();
    }
}

/// Sample a random number using the Ziggurat method (specifically the
/// ZIGNOR variant from Doornik 2005). Most of the arguments are
/// directly from the paper:
///
/// * `rng`: source of randomness
/// * `symmetric`: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0.
/// * `X`: the $x_i$ abscissae.
/// * `F`: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$)
/// * `F_DIFF`: precomputed values of $f(x_i) - f(x_{i+1})$
/// * `pdf`: the probability density function
/// * `zero_case`: manual sampling from the tail when we chose the
///    bottom box (i.e. i == 0)

// the perf improvement (25-50%) is definitely worth the extra code
// size from force-inlining.
#[cfg(feature="std")]
#[inline(always)]
fn ziggurat<R: Rng + ?Sized, P, Z>(
            rng: &mut R,
            symmetric: bool,
            x_tab: ziggurat_tables::ZigTable,
            f_tab: ziggurat_tables::ZigTable,
            mut pdf: P,
            mut zero_case: Z)
            -> f64 where P: FnMut(f64) -> f64, Z: FnMut(&mut R, f64) -> f64 {
    loop {
        // As an optimisation we re-implement the conversion to a f64.
        // From the remaining 12 most significant bits we use 8 to construct `i`.
        // This saves us generating a whole extra random number, while the added
        // precision of using 64 bits for f64 does not buy us much.
        let bits = rng.next_u64();
        let i = bits as usize & 0xff;

        let u = if symmetric {
            // Convert to a value in the range [2,4) and substract to get [-1,1)
            // We can't convert to an open range directly, that would require
            // substracting `3.0 - EPSILON`, which is not representable.
            // It is possible with an extra step, but an open range does not
            // seem neccesary for the ziggurat algorithm anyway.
            (bits >> 12).into_float_with_exponent(1) - 3.0
        } else {
            // Convert to a value in the range [1,2) and substract to get (0,1)
            (bits >> 12).into_float_with_exponent(0)
            - (1.0 - ::core::f64::EPSILON / 2.0)
        };
        let x = u * x_tab[i];

        let test_x = if symmetric { x.abs() } else {x};

        // algebraically equivalent to |u| < x_tab[i+1]/x_tab[i] (or u < x_tab[i+1]/x_tab[i])
        if test_x < x_tab[i + 1] {
            return x;
        }
        if i == 0 {
            return zero_case(rng, u);
        }
        // algebraically equivalent to f1 + DRanU()*(f0 - f1) < 1
        if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::<f64>() < pdf(x) {
            return x;
        }
    }
}

#[cfg(test)]
mod tests {
    use Rng;
    use mock::StepRng;
    use super::{WeightedChoice, Weighted, Distribution};

    #[test]
    fn test_weighted_choice() {
        // this makes assumptions about the internal implementation of
        // WeightedChoice. It may fail when the implementation in
        // `distributions::range::RangeInt changes.

        macro_rules! t {
            ($items:expr, $expected:expr) => {{
                let mut items = $items;
                let mut total_weight = 0;
                for item in &items { total_weight += item.weight; }

                let wc = WeightedChoice::new(&mut items);
                let expected = $expected;

                // Use extremely large steps between the random numbers, because
                // we test with small ranges and RangeInt is designed to prefer
                // the most significant bits.
                let mut rng = StepRng::new(0, !0 / (total_weight as u64));

                for &val in expected.iter() {
                    assert_eq!(wc.sample(&mut rng), val)
                }
            }}
        }

        t!([Weighted { weight: 1, item: 10}], [10]);

        // skip some
        t!([Weighted { weight: 0, item: 20},
            Weighted { weight: 2, item: 21},
            Weighted { weight: 0, item: 22},
            Weighted { weight: 1, item: 23}],
           [21, 21, 23]);

        // different weights
        t!([Weighted { weight: 4, item: 30},
            Weighted { weight: 3, item: 31}],
           [30, 31, 30, 31, 30, 31, 30]);

        // check that we're binary searching
        // correctly with some vectors of odd
        // length.
        t!([Weighted { weight: 1, item: 40},
            Weighted { weight: 1, item: 41},
            Weighted { weight: 1, item: 42},
            Weighted { weight: 1, item: 43},
            Weighted { weight: 1, item: 44}],
           [40, 41, 42, 43, 44]);
        t!([Weighted { weight: 1, item: 50},
            Weighted { weight: 1, item: 51},
            Weighted { weight: 1, item: 52},
            Weighted { weight: 1, item: 53},
            Weighted { weight: 1, item: 54},
            Weighted { weight: 1, item: 55},
            Weighted { weight: 1, item: 56}],
           [50, 54, 51, 55, 52, 56, 53]);
    }

    #[test]
    fn test_weighted_clone_initialization() {
        let initial : Weighted<u32> = Weighted {weight: 1, item: 1};
        let clone = initial.clone();
        assert_eq!(initial.weight, clone.weight);
        assert_eq!(initial.item, clone.item);
    }

    #[test] #[should_panic]
    fn test_weighted_clone_change_weight() {
        let initial : Weighted<u32> = Weighted {weight: 1, item: 1};
        let mut clone = initial.clone();
        clone.weight = 5;
        assert_eq!(initial.weight, clone.weight);
    }

    #[test] #[should_panic]
    fn test_weighted_clone_change_item() {
        let initial : Weighted<u32> = Weighted {weight: 1, item: 1};
        let mut clone = initial.clone();
        clone.item = 5;
        assert_eq!(initial.item, clone.item);

    }

    #[test] #[should_panic]
    fn test_weighted_choice_no_items() {
        WeightedChoice::<isize>::new(&mut []);
    }
    #[test] #[should_panic]
    fn test_weighted_choice_zero_weight() {
        WeightedChoice::new(&mut [Weighted { weight: 0, item: 0},
                                  Weighted { weight: 0, item: 1}]);
    }
    #[test] #[should_panic]
    fn test_weighted_choice_weight_overflows() {
        let x = ::core::u32::MAX / 2; // x + x + 2 is the overflow
        WeightedChoice::new(&mut [Weighted { weight: x, item: 0 },
                                  Weighted { weight: 1, item: 1 },
                                  Weighted { weight: x, item: 2 },
                                  Weighted { weight: 1, item: 3 }]);
    }
    
    #[test] #[allow(deprecated)]
    fn test_backwards_compat_sample() {
        use distributions::{Sample, IndependentSample};
        
        struct Constant<T> { val: T }
        impl<T: Copy> Sample<T> for Constant<T> {
            fn sample<R: Rng>(&mut self, _: &mut R) -> T { self.val }
        }
        impl<T: Copy> IndependentSample<T> for Constant<T> {
            fn ind_sample<R: Rng>(&self, _: &mut R) -> T { self.val }
        }
        
        let mut sampler = Constant{ val: 293 };
        assert_eq!(sampler.sample(&mut ::test::rng(233)), 293);
        assert_eq!(sampler.ind_sample(&mut ::test::rng(234)), 293);
    }
    
    #[cfg(feature="std")]
    #[test] #[allow(deprecated)]
    fn test_backwards_compat_exp() {
        use distributions::{IndependentSample, Exp};
        let sampler = Exp::new(1.0);
        sampler.ind_sample(&mut ::test::rng(235));
    }
}