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| </pre><pre class="rust"><code><span class="comment">// Copyright 2019 Developers of the Rand project. |
| // |
| // 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. |
| |
| </span><span class="attribute">#![doc( |
| html_logo_url = <span class="string">"https://www.rust-lang.org/logos/rust-logo-128x128-blk.png"</span>, |
| html_favicon_url = <span class="string">"https://www.rust-lang.org/favicon.ico"</span>, |
| html_root_url = <span class="string">"https://rust-random.github.io/rand/" |
| </span>)] |
| #![deny(missing_docs)] |
| #![deny(missing_debug_implementations)] |
| #![allow( |
| clippy::excessive_precision, |
| clippy::float_cmp, |
| clippy::unreadable_literal |
| )] |
| #![allow(clippy::neg_cmp_op_on_partial_ord)] </span><span class="comment">// suggested fix too verbose |
| </span><span class="attribute">#![no_std] |
| #![cfg_attr(doc_cfg, feature(doc_cfg))] |
| |
| </span><span class="doccomment">//! Generating random samples from probability distributions. |
| //! |
| //! ## Re-exports |
| //! |
| //! This crate is a super-set of the [`rand::distributions`] module. See the |
| //! [`rand::distributions`] module documentation for an overview of the core |
| //! [`Distribution`] trait and implementations. |
| //! |
| //! The following are re-exported: |
| //! |
| //! - The [`Distribution`] trait and [`DistIter`] helper type |
| //! - The [`Standard`], [`Alphanumeric`], [`Uniform`], [`OpenClosed01`], |
| //! [`Open01`], [`Bernoulli`], and [`WeightedIndex`] distributions |
| //! |
| //! ## Distributions |
| //! |
| //! This crate provides the following probability distributions: |
| //! |
| //! - Related to real-valued quantities that grow linearly |
| //! (e.g. errors, offsets): |
| //! - [`Normal`] distribution, and [`StandardNormal`] as a primitive |
| //! - [`SkewNormal`] distribution |
| //! - [`Cauchy`] distribution |
| //! - Related to Bernoulli trials (yes/no events, with a given probability): |
| //! - [`Binomial`] distribution |
| //! - [`Geometric`] distribution |
| //! - [`Hypergeometric`] distribution |
| //! - Related to positive real-valued quantities that grow exponentially |
| //! (e.g. prices, incomes, populations): |
| //! - [`LogNormal`] distribution |
| //! - Related to the occurrence of independent events at a given rate: |
| //! - [`Pareto`] distribution |
| //! - [`Poisson`] distribution |
| //! - [`Exp`]onential distribution, and [`Exp1`] as a primitive |
| //! - [`Weibull`] distribution |
| //! - [`Gumbel`] distribution |
| //! - [`Frechet`] distribution |
| //! - [`Zeta`] distribution |
| //! - [`Zipf`] distribution |
| //! - Gamma and derived distributions: |
| //! - [`Gamma`] distribution |
| //! - [`ChiSquared`] distribution |
| //! - [`StudentT`] distribution |
| //! - [`FisherF`] distribution |
| //! - Triangular distribution: |
| //! - [`Beta`] distribution |
| //! - [`Triangular`] distribution |
| //! - Multivariate probability distributions |
| //! - [`Dirichlet`] distribution |
| //! - [`UnitSphere`] distribution |
| //! - [`UnitBall`] distribution |
| //! - [`UnitCircle`] distribution |
| //! - [`UnitDisc`] distribution |
| //! - Alternative implementation for weighted index sampling |
| //! - [`WeightedAliasIndex`] distribution |
| //! - Misc. distributions |
| //! - [`InverseGaussian`] distribution |
| //! - [`NormalInverseGaussian`] distribution |
| |
| </span><span class="attribute">#[cfg(feature = <span class="string">"alloc"</span>)] |
| </span><span class="kw">extern crate </span>alloc; |
| |
| <span class="attribute">#[cfg(feature = <span class="string">"std"</span>)] |
| </span><span class="kw">extern crate </span>std; |
| |
| <span class="comment">// This is used for doc links: |
| </span><span class="attribute">#[allow(unused)] |
| </span><span class="kw">use </span>rand::Rng; |
| |
| <span class="kw">pub use </span>rand::distributions::{ |
| uniform, Alphanumeric, Bernoulli, BernoulliError, DistIter, Distribution, Open01, OpenClosed01, |
| Standard, Uniform, |
| }; |
| |
| <span class="kw">pub use </span><span class="self">self</span>::binomial::{Binomial, Error <span class="kw">as </span>BinomialError}; |
| <span class="kw">pub use </span><span class="self">self</span>::cauchy::{Cauchy, Error <span class="kw">as </span>CauchyError}; |
| <span class="attribute">#[cfg(feature = <span class="string">"alloc"</span>)] |
| #[cfg_attr(doc_cfg, doc(cfg(feature = <span class="string">"alloc"</span>)))] |
| </span><span class="kw">pub use </span><span class="self">self</span>::dirichlet::{Dirichlet, Error <span class="kw">as </span>DirichletError}; |
| <span class="kw">pub use </span><span class="self">self</span>::exponential::{Error <span class="kw">as </span>ExpError, Exp, Exp1}; |
| <span class="kw">pub use </span><span class="self">self</span>::frechet::{Error <span class="kw">as </span>FrechetError, Frechet}; |
| <span class="kw">pub use </span><span class="self">self</span>::gamma::{ |
| Beta, BetaError, ChiSquared, ChiSquaredError, Error <span class="kw">as </span>GammaError, FisherF, FisherFError, |
| Gamma, StudentT, |
| }; |
| <span class="kw">pub use </span><span class="self">self</span>::geometric::{Error <span class="kw">as </span>GeoError, Geometric, StandardGeometric}; |
| <span class="kw">pub use </span><span class="self">self</span>::gumbel::{Error <span class="kw">as </span>GumbelError, Gumbel}; |
| <span class="kw">pub use </span><span class="self">self</span>::hypergeometric::{Error <span class="kw">as </span>HyperGeoError, Hypergeometric}; |
| <span class="kw">pub use </span><span class="self">self</span>::inverse_gaussian::{Error <span class="kw">as </span>InverseGaussianError, InverseGaussian}; |
| <span class="kw">pub use </span><span class="self">self</span>::normal::{Error <span class="kw">as </span>NormalError, LogNormal, Normal, StandardNormal}; |
| <span class="kw">pub use </span><span class="self">self</span>::normal_inverse_gaussian::{ |
| Error <span class="kw">as </span>NormalInverseGaussianError, NormalInverseGaussian, |
| }; |
| <span class="kw">pub use </span><span class="self">self</span>::pareto::{Error <span class="kw">as </span>ParetoError, Pareto}; |
| <span class="kw">pub use </span><span class="self">self</span>::pert::{Pert, PertError}; |
| <span class="kw">pub use </span><span class="self">self</span>::poisson::{Error <span class="kw">as </span>PoissonError, Poisson}; |
| <span class="kw">pub use </span><span class="self">self</span>::skew_normal::{Error <span class="kw">as </span>SkewNormalError, SkewNormal}; |
| <span class="kw">pub use </span><span class="self">self</span>::triangular::{Triangular, TriangularError}; |
| <span class="kw">pub use </span><span class="self">self</span>::unit_ball::UnitBall; |
| <span class="kw">pub use </span><span class="self">self</span>::unit_circle::UnitCircle; |
| <span class="kw">pub use </span><span class="self">self</span>::unit_disc::UnitDisc; |
| <span class="kw">pub use </span><span class="self">self</span>::unit_sphere::UnitSphere; |
| <span class="kw">pub use </span><span class="self">self</span>::weibull::{Error <span class="kw">as </span>WeibullError, Weibull}; |
| <span class="kw">pub use </span><span class="self">self</span>::zipf::{Zeta, ZetaError, Zipf, ZipfError}; |
| <span class="attribute">#[cfg(feature = <span class="string">"alloc"</span>)] |
| #[cfg_attr(doc_cfg, doc(cfg(feature = <span class="string">"alloc"</span>)))] |
| </span><span class="kw">pub use </span>rand::distributions::{WeightedError, WeightedIndex}; |
| <span class="attribute">#[cfg(feature = <span class="string">"alloc"</span>)] |
| #[cfg_attr(doc_cfg, doc(cfg(feature = <span class="string">"alloc"</span>)))] |
| </span><span class="kw">pub use </span>weighted_alias::WeightedAliasIndex; |
| |
| <span class="kw">pub use </span>num_traits; |
| |
| <span class="attribute">#[cfg(test)] |
| #[macro_use] |
| </span><span class="kw">mod </span>test { |
| <span class="comment">// Notes on testing |
| // |
| // Testing random number distributions correctly is hard. The following |
| // testing is desired: |
| // |
| // - Construction: test initialisation with a few valid parameter sets. |
| // - Erroneous usage: test that incorrect usage generates an error. |
| // - Vector: test that usage with fixed inputs (including RNG) generates a |
| // fixed output sequence on all platforms. |
| // - Correctness at fixed points (optional): using a specific mock RNG, |
| // check that specific values are sampled (e.g. end-points and median of |
| // distribution). |
| // - Correctness of PDF (extra): generate a histogram of samples within a |
| // certain range, and check this approximates the PDF. These tests are |
| // expected to be expensive, and should be behind a feature-gate. |
| // |
| // TODO: Vector and correctness tests are largely absent so far. |
| // NOTE: Some distributions have tests checking only that samples can be |
| // generated. This is redundant with vector and correctness tests. |
| |
| </span><span class="doccomment">/// Construct a deterministic RNG with the given seed |
| </span><span class="kw">pub fn </span>rng(seed: u64) -> <span class="kw">impl </span>rand::RngCore { |
| <span class="comment">// For tests, we want a statistically good, fast, reproducible RNG. |
| // PCG32 will do fine, and will be easy to embed if we ever need to. |
| </span><span class="kw">const </span>INC: u64 = <span class="number">11634580027462260723</span>; |
| rand_pcg::Pcg32::new(seed, INC) |
| } |
| |
| <span class="doccomment">/// Assert that two numbers are almost equal to each other. |
| /// |
| /// On panic, this macro will print the values of the expressions with their |
| /// debug representations. |
| </span><span class="macro">macro_rules! </span>assert_almost_eq { |
| (<span class="macro-nonterminal">$a</span>:expr, <span class="macro-nonterminal">$b</span>:expr, <span class="macro-nonterminal">$prec</span>:expr) => { |
| <span class="kw">let </span>diff = (<span class="macro-nonterminal">$a </span>- <span class="macro-nonterminal">$b</span>).abs(); |
| <span class="macro">assert!</span>(diff <= <span class="macro-nonterminal">$prec</span>, |
| <span class="string">"assertion failed: `abs(left - right) = {:.1e} < {:e}`, \ |
| (left: `{}`, right: `{}`)"</span>, |
| diff, <span class="macro-nonterminal">$prec</span>, <span class="macro-nonterminal">$a</span>, <span class="macro-nonterminal">$b |
| </span>); |
| }; |
| } |
| } |
| |
| <span class="attribute">#[cfg(feature = <span class="string">"alloc"</span>)] |
| #[cfg_attr(doc_cfg, doc(cfg(feature = <span class="string">"alloc"</span>)))] |
| </span><span class="kw">pub mod </span>weighted_alias; |
| |
| <span class="kw">mod </span>binomial; |
| <span class="kw">mod </span>cauchy; |
| <span class="kw">mod </span>dirichlet; |
| <span class="kw">mod </span>exponential; |
| <span class="kw">mod </span>frechet; |
| <span class="kw">mod </span>gamma; |
| <span class="kw">mod </span>geometric; |
| <span class="kw">mod </span>gumbel; |
| <span class="kw">mod </span>hypergeometric; |
| <span class="kw">mod </span>inverse_gaussian; |
| <span class="kw">mod </span>normal; |
| <span class="kw">mod </span>normal_inverse_gaussian; |
| <span class="kw">mod </span>pareto; |
| <span class="kw">mod </span>pert; |
| <span class="kw">mod </span>poisson; |
| <span class="kw">mod </span>skew_normal; |
| <span class="kw">mod </span>triangular; |
| <span class="kw">mod </span>unit_ball; |
| <span class="kw">mod </span>unit_circle; |
| <span class="kw">mod </span>unit_disc; |
| <span class="kw">mod </span>unit_sphere; |
| <span class="kw">mod </span>utils; |
| <span class="kw">mod </span>weibull; |
| <span class="kw">mod </span>ziggurat_tables; |
| <span class="kw">mod </span>zipf; |
| </code></pre></div> |
| </section></div></main><div id="rustdoc-vars" data-root-path="../../" data-current-crate="rand_distr" data-themes="ayu,dark,light" data-resource-suffix="" data-rustdoc-version="1.66.0-nightly (5c8bff74b 2022-10-21)" ></div></body></html> |
