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
// Licensed to the Apache Software Foundation (ASF) under one
// or more contributor license agreements. See the NOTICE file
// distributed with this work for additional information
// regarding copyright ownership. The ASF licenses this file
// to you under the Apache License, Version 2.0 (the
// "License"); you may not use this file except in compliance
// with the License. You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing,
// software distributed under the License is distributed on an
// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
// KIND, either express or implied. See the License for the
// specific language governing permissions and limitations
// under the License..
//! The exponential distribution.
use crate::distributions::{ziggurat, ziggurat_tables, IndependentSample, Sample};
use crate::{Rand, Rng};
/// 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 sgx_rand::distributions::exponential::Exp1;
///
/// let Exp1(x) = sgx_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 sgx_rand::distributions::{Exp, IndependentSample};
///
/// let exp = Exp::new(2.0);
/// let v = exp.ind_sample(&mut sgx_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
}
}