Files
ab_glyph_rasterizer
addr2line
adler
andrew
approx
arrayvec
ash
atom
backtrace
bitflags
byteorder
calloop
cfg_if
colorful
conrod_core
conrod_derive
conrod_example_shared
conrod_gfx
conrod_glium
conrod_piston
conrod_rendy
conrod_vulkano
conrod_wgpu
conrod_winit
copyless
copypasta
crossbeam
crossbeam_channel
crossbeam_deque
crossbeam_epoch
crossbeam_queue
crossbeam_utils
daggy
dlib
downcast_rs
draw_state
either
fixedbitset
float
fnv
futures
futures_channel
futures_core
futures_executor
futures_io
futures_macro
futures_sink
futures_task
futures_util
async_await
future
io
lock
sink
stream
task
fxhash
getrandom
gfx
gfx_backend_empty
gfx_backend_vulkan
gfx_core
gfx_descriptor
gfx_hal
gfx_memory
gimli
glium
glutin
glutin_egl_sys
glutin_glx_sys
graphics
half
hibitset
inplace_it
input
instant
interpolation
iovec
itoa
lazy_static
lazycell
libc
libloading
line_drawing
linked_hash_map
lock_api
log
maybe_uninit
memchr
memmap
memoffset
miniz_oxide
mio
mio_extras
naga
net2
nix
nom
num
num_bigint
num_complex
num_cpus
num_integer
num_iter
num_rational
num_traits
object
once_cell
ordered_float
ordermap
osmesa_sys
owned_ttf_parser
parking_lot
parking_lot_core
percent_encoding
petgraph
pin_project
pin_project_internal
pin_project_lite
pin_utils
ppv_lite86
proc_macro2
proc_macro_hack
proc_macro_nested
quote
rand
rand_chacha
rand_core
raw_window_handle
read_color
relevant
rendy
rendy_chain
rendy_command
rendy_core
rendy_descriptor
rendy_factory
rendy_frame
rendy_graph
rendy_init
rendy_memory
rendy_mesh
rendy_resource
rendy_shader
rendy_texture
rendy_wsi
rustc_demangle
rustc_hash
rusttype
ryu
same_file
scoped_tls
scopeguard
serde
serde_derive
serde_json
shaderc
shaderc_sys
shared_library
slab
smallvec
smithay_client_toolkit
smithay_clipboard
spirv_headers
stb_truetype
syn
takeable_option
texture
thiserror
thiserror_impl
thread_profiler
time
tracing
tracing_core
ttf_parser
typed_arena
unicode_xid
vecmath
viewport
vk_sys
void
vulkano
buffer
command_buffer
descriptor
device
framebuffer
image
instance
memory
pipeline
query
swapchain
sync
vulkano_shaders
walkdir
wayland_client
wayland_commons
wayland_cursor
wayland_egl
wayland_protocols
wayland_sys
wgpu
wgpu_core
wgpu_types
winit
x11
x11_clipboard
x11_dl
xcb
xcursor
xdg
xml
  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
// Copyright 2018 Developers of the Rand project.
// Copyright 2013 The Rust Project Developers.
//
// 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.

//! The Gamma and derived distributions.
#![allow(deprecated)]

use self::ChiSquaredRepr::*;
use self::GammaRepr::*;

use crate::distributions::normal::StandardNormal;
use crate::distributions::{Distribution, Exp, Open01};
use crate::Rng;

/// The Gamma distribution `Gamma(shape, scale)` distribution.
///
/// The density function of this distribution is
///
/// ```text
/// f(x) =  x^(k - 1) * exp(-x / θ) / (Γ(k) * θ^k)
/// ```
///
/// where `Γ` is the Gamma function, `k` is the shape and `θ` is the
/// scale and both `k` and `θ` are strictly positive.
///
/// The algorithm used is that described by Marsaglia & Tsang 2000[^1],
/// falling back to directly sampling from an Exponential for `shape
/// == 1`, and using the boosting technique described in that paper for
/// `shape < 1`.
///
/// [^1]: George Marsaglia and Wai Wan Tsang. 2000. "A Simple Method for
///       Generating Gamma Variables" *ACM Trans. Math. Softw.* 26, 3
///       (September 2000), 363-372.
///       DOI:[10.1145/358407.358414](https://doi.acm.org/10.1145/358407.358414)
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct Gamma {
    repr: GammaRepr,
}

#[derive(Clone, Copy, Debug)]
enum GammaRepr {
    Large(GammaLargeShape),
    One(Exp),
    Small(GammaSmallShape),
}

// These two helpers could be made public, but saving the
// match-on-Gamma-enum branch from using them directly (e.g. if one
// knows that the shape is always > 1) doesn't appear to be much
// faster.

/// Gamma distribution where the shape parameter is less than 1.
///
/// Note, samples from this require a compulsory floating-point `pow`
/// call, which makes it significantly slower than sampling from a
/// gamma distribution where the shape parameter is greater than or
/// equal to 1.
///
/// See `Gamma` for sampling from a Gamma distribution with general
/// shape parameters.
#[derive(Clone, Copy, Debug)]
struct GammaSmallShape {
    inv_shape: f64,
    large_shape: GammaLargeShape,
}

/// Gamma distribution where the shape parameter is larger than 1.
///
/// See `Gamma` for sampling from a Gamma distribution with general
/// shape parameters.
#[derive(Clone, Copy, Debug)]
struct GammaLargeShape {
    scale: f64,
    c: f64,
    d: f64,
}

impl Gamma {
    /// Construct an object representing the `Gamma(shape, scale)`
    /// distribution.
    ///
    /// Panics if `shape <= 0` or `scale <= 0`.
    #[inline]
    pub fn new(shape: f64, scale: f64) -> Gamma {
        assert!(shape > 0.0, "Gamma::new called with shape <= 0");
        assert!(scale > 0.0, "Gamma::new called with scale <= 0");

        let repr = if shape == 1.0 {
            One(Exp::new(1.0 / scale))
        } else if shape < 1.0 {
            Small(GammaSmallShape::new_raw(shape, scale))
        } else {
            Large(GammaLargeShape::new_raw(shape, scale))
        };
        Gamma { repr }
    }
}

impl GammaSmallShape {
    fn new_raw(shape: f64, scale: f64) -> GammaSmallShape {
        GammaSmallShape {
            inv_shape: 1. / shape,
            large_shape: GammaLargeShape::new_raw(shape + 1.0, scale),
        }
    }
}

impl GammaLargeShape {
    fn new_raw(shape: f64, scale: f64) -> GammaLargeShape {
        let d = shape - 1. / 3.;
        GammaLargeShape {
            scale,
            c: 1. / (9. * d).sqrt(),
            d,
        }
    }
}

impl Distribution<f64> for Gamma {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        match self.repr {
            Small(ref g) => g.sample(rng),
            One(ref g) => g.sample(rng),
            Large(ref g) => g.sample(rng),
        }
    }
}
impl Distribution<f64> for GammaSmallShape {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        let u: f64 = rng.sample(Open01);

        self.large_shape.sample(rng) * u.powf(self.inv_shape)
    }
}
impl Distribution<f64> for GammaLargeShape {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        loop {
            let x = rng.sample(StandardNormal);
            let v_cbrt = 1.0 + self.c * x;
            if v_cbrt <= 0.0 {
                // a^3 <= 0 iff a <= 0
                continue;
            }

            let v = v_cbrt * v_cbrt * v_cbrt;
            let u: f64 = rng.sample(Open01);

            let x_sqr = x * x;
            if u < 1.0 - 0.0331 * x_sqr * x_sqr
                || u.ln() < 0.5 * x_sqr + self.d * (1.0 - v + v.ln())
            {
                return self.d * v * self.scale;
            }
        }
    }
}

/// The chi-squared distribution `χ²(k)`, where `k` is the degrees of
/// freedom.
///
/// For `k > 0` integral, this distribution is the sum of the squares
/// of `k` independent standard normal random variables. For other
/// `k`, this uses the equivalent characterisation
/// `χ²(k) = Gamma(k/2, 2)`.
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct ChiSquared {
    repr: ChiSquaredRepr,
}

#[derive(Clone, Copy, Debug)]
enum ChiSquaredRepr {
    // k == 1, Gamma(alpha, ..) is particularly slow for alpha < 1,
    // e.g. when alpha = 1/2 as it would be for this case, so special-
    // casing and using the definition of N(0,1)^2 is faster.
    DoFExactlyOne,
    DoFAnythingElse(Gamma),
}

impl ChiSquared {
    /// Create a new chi-squared distribution with degrees-of-freedom
    /// `k`. Panics if `k < 0`.
    pub fn new(k: f64) -> ChiSquared {
        let repr = if k == 1.0 {
            DoFExactlyOne
        } else {
            assert!(k > 0.0, "ChiSquared::new called with `k` < 0");
            DoFAnythingElse(Gamma::new(0.5 * k, 2.0))
        };
        ChiSquared { repr }
    }
}
impl Distribution<f64> for ChiSquared {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        match self.repr {
            DoFExactlyOne => {
                // k == 1 => N(0,1)^2
                let norm = rng.sample(StandardNormal);
                norm * norm
            }
            DoFAnythingElse(ref g) => g.sample(rng),
        }
    }
}

/// The Fisher F distribution `F(m, n)`.
///
/// This distribution is equivalent to the ratio of two normalised
/// chi-squared distributions, that is, `F(m,n) = (χ²(m)/m) /
/// (χ²(n)/n)`.
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct FisherF {
    numer: ChiSquared,
    denom: ChiSquared,
    // denom_dof / numer_dof so that this can just be a straight
    // multiplication, rather than a division.
    dof_ratio: f64,
}

impl FisherF {
    /// Create a new `FisherF` distribution, with the given
    /// parameter. Panics if either `m` or `n` are not positive.
    pub fn new(m: f64, n: f64) -> FisherF {
        assert!(m > 0.0, "FisherF::new called with `m < 0`");
        assert!(n > 0.0, "FisherF::new called with `n < 0`");

        FisherF {
            numer: ChiSquared::new(m),
            denom: ChiSquared::new(n),
            dof_ratio: n / m,
        }
    }
}
impl Distribution<f64> for FisherF {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        self.numer.sample(rng) / self.denom.sample(rng) * self.dof_ratio
    }
}

/// The Student t distribution, `t(nu)`, where `nu` is the degrees of
/// freedom.
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct StudentT {
    chi: ChiSquared,
    dof: f64,
}

impl StudentT {
    /// Create a new Student t distribution with `n` degrees of
    /// freedom. Panics if `n <= 0`.
    pub fn new(n: f64) -> StudentT {
        assert!(n > 0.0, "StudentT::new called with `n <= 0`");
        StudentT {
            chi: ChiSquared::new(n),
            dof: n,
        }
    }
}
impl Distribution<f64> for StudentT {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        let norm = rng.sample(StandardNormal);
        norm * (self.dof / self.chi.sample(rng)).sqrt()
    }
}

/// The Beta distribution with shape parameters `alpha` and `beta`.
#[deprecated(since = "0.7.0", note = "moved to rand_distr crate")]
#[derive(Clone, Copy, Debug)]
pub struct Beta {
    gamma_a: Gamma,
    gamma_b: Gamma,
}

impl Beta {
    /// Construct an object representing the `Beta(alpha, beta)`
    /// distribution.
    ///
    /// Panics if `shape <= 0` or `scale <= 0`.
    pub fn new(alpha: f64, beta: f64) -> Beta {
        assert!((alpha > 0.) & (beta > 0.));
        Beta {
            gamma_a: Gamma::new(alpha, 1.),
            gamma_b: Gamma::new(beta, 1.),
        }
    }
}

impl Distribution<f64> for Beta {
    fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
        let x = self.gamma_a.sample(rng);
        let y = self.gamma_b.sample(rng);
        x / (x + y)
    }
}

#[cfg(test)]
mod test {
    use super::{Beta, ChiSquared, FisherF, StudentT};
    use crate::distributions::Distribution;

    const N: u32 = 100;

    #[test]
    fn test_chi_squared_one() {
        let chi = ChiSquared::new(1.0);
        let mut rng = crate::test::rng(201);
        for _ in 0..N {
            chi.sample(&mut rng);
        }
    }
    #[test]
    fn test_chi_squared_small() {
        let chi = ChiSquared::new(0.5);
        let mut rng = crate::test::rng(202);
        for _ in 0..N {
            chi.sample(&mut rng);
        }
    }
    #[test]
    fn test_chi_squared_large() {
        let chi = ChiSquared::new(30.0);
        let mut rng = crate::test::rng(203);
        for _ in 0..N {
            chi.sample(&mut rng);
        }
    }
    #[test]
    #[should_panic]
    fn test_chi_squared_invalid_dof() {
        ChiSquared::new(-1.0);
    }

    #[test]
    fn test_f() {
        let f = FisherF::new(2.0, 32.0);
        let mut rng = crate::test::rng(204);
        for _ in 0..N {
            f.sample(&mut rng);
        }
    }

    #[test]
    fn test_t() {
        let t = StudentT::new(11.0);
        let mut rng = crate::test::rng(205);
        for _ in 0..N {
            t.sample(&mut rng);
        }
    }

    #[test]
    fn test_beta() {
        let beta = Beta::new(1.0, 2.0);
        let mut rng = crate::test::rng(201);
        for _ in 0..N {
            beta.sample(&mut rng);
        }
    }

    #[test]
    #[should_panic]
    fn test_beta_invalid_dof() {
        Beta::new(0., 0.);
    }
}