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
// 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/"
)]
#![forbid(unsafe_code)]
#![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
//!   - [`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 implementations for weighted index sampling
//!   - [`WeightedAliasIndex`] distribution
//!   - [`WeightedTreeIndex`] 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::frechet::{Error as FrechetError, Frechet};
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::gumbel::{Error as GumbelError, Gumbel};
pub use self::hypergeometric::{Error as HyperGeoError, Hypergeometric};
pub use self::inverse_gaussian::{Error as InverseGaussianError, InverseGaussian};
pub use self::normal::{Error as NormalError, LogNormal, Normal, StandardNormal};
pub use self::normal_inverse_gaussian::{
    Error as NormalInverseGaussianError, NormalInverseGaussian,
};
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::skew_normal::{Error as SkewNormalError, SkewNormal};
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};
pub use self::zipf::{Zeta, ZetaError, Zipf, ZipfError};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use rand::distributions::{WeightError, WeightedIndex};
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use weighted_alias::WeightedAliasIndex;
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub use weighted_tree::WeightedTreeIndex;

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();
            assert!(diff <= $prec,
                "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;
#[cfg(feature = "alloc")]
#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
pub mod weighted_tree;

mod binomial;
mod cauchy;
mod dirichlet;
mod exponential;
mod frechet;
mod gamma;
mod geometric;
mod gumbel;
mod hypergeometric;
mod inverse_gaussian;
mod normal;
mod normal_inverse_gaussian;
mod pareto;
mod pert;
mod poisson;
mod skew_normal;
mod triangular;
mod unit_ball;
mod unit_circle;
mod unit_disc;
mod unit_sphere;
mod utils;
mod weibull;
mod ziggurat_tables;
mod zipf;