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// 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.
#![doc(
html_logo_url = "https://www.rust-lang.org/logos/rust-logo-128x128-blk.png",
html_favicon_url = "https://www.rust-lang.org/favicon.ico",
html_root_url = "https://rust-random.github.io/rand/"
)]
#![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)] // suggested fix too verbose
#![no_std]
#![cfg_attr(doc_cfg, feature(doc_cfg))]
//! 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
//! - [`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
//! - 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
#[cfg(feature = "alloc")]
extern crate alloc;
#[cfg(feature = "std")]
extern crate std;
// This is used for doc links:
#[allow(unused)]
use rand::Rng;
pub use rand::distributions::{
uniform, Alphanumeric, Bernoulli, BernoulliError, DistIter, Distribution, Open01, OpenClosed01,
Standard, Uniform,
};
pub use self::binomial::{Binomial, Error as BinomialError};
pub use self::cauchy::{Cauchy, Error as CauchyError};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use self::dirichlet::{Dirichlet, Error as DirichletError};
pub use self::exponential::{Error as ExpError, Exp, Exp1};
pub use self::gamma::{
Beta, BetaError, ChiSquared, ChiSquaredError, Error as GammaError, FisherF, FisherFError,
Gamma, StudentT,
};
pub use self::geometric::{Error as GeoError, Geometric, StandardGeometric};
pub use self::hypergeometric::{Error as HyperGeoError, Hypergeometric};
pub use self::inverse_gaussian::{InverseGaussian, Error as InverseGaussianError};
pub use self::normal::{Error as NormalError, LogNormal, Normal, StandardNormal};
pub use self::normal_inverse_gaussian::{NormalInverseGaussian, Error as NormalInverseGaussianError};
pub use self::pareto::{Error as ParetoError, Pareto};
pub use self::pert::{Pert, PertError};
pub use self::poisson::{Error as PoissonError, Poisson};
pub use self::triangular::{Triangular, TriangularError};
pub use self::unit_ball::UnitBall;
pub use self::unit_circle::UnitCircle;
pub use self::unit_disc::UnitDisc;
pub use self::unit_sphere::UnitSphere;
pub use self::weibull::{Error as WeibullError, Weibull};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use rand::distributions::{WeightedError, WeightedIndex};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use weighted_alias::WeightedAliasIndex;
pub use num_traits;
#[cfg(test)]
#[macro_use]
mod test {
// 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.
/// Construct a deterministic RNG with the given seed
pub fn rng(seed: u64) -> impl rand::RngCore {
// 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.
const INC: u64 = 11634580027462260723;
rand_pcg::Pcg32::new(seed, INC)
}
/// 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.
macro_rules! assert_almost_eq {
($a:expr, $b:expr, $prec:expr) => {
let diff = ($a - $b).abs();
if diff > $prec {
panic!(
"assertion failed: `abs(left - right) = {:.1e} < {:e}`, \
(left: `{}`, right: `{}`)",
diff, $prec, $a, $b
);
}
};
}
}
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub mod weighted_alias;
mod binomial;
mod cauchy;
mod dirichlet;
mod exponential;
mod gamma;
mod geometric;
mod hypergeometric;
mod inverse_gaussian;
mod normal;
mod normal_inverse_gaussian;
mod pareto;
mod pert;
mod poisson;
mod triangular;
mod unit_ball;
mod unit_circle;
mod unit_disc;
mod unit_sphere;
mod utils;
mod weibull;
mod ziggurat_tables;