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use crate::utils::ziggurat;
use num_traits::Float;
use crate::{ziggurat_tables, Distribution, Open01};
use rand::Rng;
use core::fmt;
#[derive(Clone, Copy, Debug)]
pub struct StandardNormal;
impl Distribution<f32> for StandardNormal {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f32 {
let x: f64 = self.sample(rng);
x as f32
}
}
impl Distribution<f64> for StandardNormal {
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x * x / 2.0).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(rng: &mut R, u: f64) -> f64 {
let mut x = 1.0f64;
let mut y = 0.0f64;
while -2.0 * y < x * x {
let x_: f64 = rng.sample(Open01);
let y_: f64 = rng.sample(Open01);
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
}
}
ziggurat(
rng,
true,
&ziggurat_tables::ZIG_NORM_X,
&ziggurat_tables::ZIG_NORM_F,
pdf,
zero_case,
)
}
}
#[derive(Clone, Copy, Debug)]
pub struct Normal<F>
where F: Float, StandardNormal: Distribution<F>
{
mean: F,
std_dev: F,
}
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub enum Error {
StdDevTooSmall,
}
impl fmt::Display for Error {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.write_str(match self {
Error::StdDevTooSmall => "std_dev < 0 or is NaN in normal distribution",
})
}
}
#[cfg(feature = "std")]
impl std::error::Error for Error {}
impl<F> Normal<F>
where F: Float, StandardNormal: Distribution<F>
{
#[inline]
pub fn new(mean: F, std_dev: F) -> Result<Normal<F>, Error> {
if !(std_dev >= F::zero()) {
return Err(Error::StdDevTooSmall);
}
Ok(Normal { mean, std_dev })
}
}
impl<F> Distribution<F> for Normal<F>
where F: Float, StandardNormal: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
let n: F = rng.sample(StandardNormal);
self.mean + self.std_dev * n
}
}
#[derive(Clone, Copy, Debug)]
pub struct LogNormal<F>
where F: Float, StandardNormal: Distribution<F>
{
norm: Normal<F>,
}
impl<F> LogNormal<F>
where F: Float, StandardNormal: Distribution<F>
{
#[inline]
pub fn new(mean: F, std_dev: F) -> Result<LogNormal<F>, Error> {
if !(std_dev >= F::zero()) {
return Err(Error::StdDevTooSmall);
}
Ok(LogNormal {
norm: Normal::new(mean, std_dev).unwrap(),
})
}
}
impl<F> Distribution<F> for LogNormal<F>
where F: Float, StandardNormal: Distribution<F>
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> F {
self.norm.sample(rng).exp()
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_normal() {
let norm = Normal::new(10.0, 10.0).unwrap();
let mut rng = crate::test::rng(210);
for _ in 0..1000 {
norm.sample(&mut rng);
}
}
#[test]
#[should_panic]
fn test_normal_invalid_sd() {
Normal::new(10.0, -1.0).unwrap();
}
#[test]
fn test_log_normal() {
let lnorm = LogNormal::new(10.0, 10.0).unwrap();
let mut rng = crate::test::rng(211);
for _ in 0..1000 {
lnorm.sample(&mut rng);
}
}
#[test]
#[should_panic]
fn test_log_normal_invalid_sd() {
LogNormal::new(10.0, -1.0).unwrap();
}
}