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
// Copyright 2018 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.
//! The Bernoulli distribution.
use Rng;
use distributions::Distribution;
/// The Bernoulli distribution.
///
/// This is a special case of the Binomial distribution where `n = 1`.
///
/// # Example
///
/// ```rust
/// use rand::distributions::{Bernoulli, Distribution};
///
/// let d = Bernoulli::new(0.3);
/// let v = d.sample(&mut rand::thread_rng());
/// println!("{} is from a Bernoulli distribution", v);
/// ```
///
/// # Precision
///
/// This `Bernoulli` distribution uses 64 bits from the RNG (a `u64`),
/// so only probabilities that are multiples of 2<sup>-64</sup> can be
/// represented.
#[derive(Clone, Copy, Debug)]
pub struct Bernoulli {
/// Probability of success, relative to the maximal integer.
p_int: u64,
}
// To sample from the Bernoulli distribution we use a method that compares a
// random `u64` value `v < (p * 2^64)`.
//
// If `p == 1.0`, the integer `v` to compare against can not represented as a
// `u64`. We manually set it to `u64::MAX` instead (2^64 - 1 instead of 2^64).
// Note that value of `p < 1.0` can never result in `u64::MAX`, because an
// `f64` only has 53 bits of precision, and the next largest value of `p` will
// result in `2^64 - 2048`.
//
// Also there is a 100% theoretical concern: if someone consistenly wants to
// generate `true` using the Bernoulli distribution (i.e. by using a probability
// of `1.0`), just using `u64::MAX` is not enough. On average it would return
// false once every 2^64 iterations. Some people apparently care about this
// case.
//
// That is why we special-case `u64::MAX` to always return `true`, without using
// the RNG, and pay the performance price for all uses that *are* reasonable.
// Luckily, if `new()` and `sample` are close, the compiler can optimize out the
// extra check.
const ALWAYS_TRUE: u64 = ::core::u64::MAX;
// This is just `2.0.powi(64)`, but written this way because it is not available
// in `no_std` mode.
const SCALE: f64 = 2.0 * (1u64 << 63) as f64;
impl Bernoulli {
/// Construct a new `Bernoulli` with the given probability of success `p`.
///
/// # Panics
///
/// If `p < 0` or `p > 1`.
///
/// # Precision
///
/// For `p = 1.0`, the resulting distribution will always generate true.
/// For `p = 0.0`, the resulting distribution will always generate false.
///
/// This method is accurate for any input `p` in the range `[0, 1]` which is
/// a multiple of 2<sup>-64</sup>. (Note that not all multiples of
/// 2<sup>-64</sup> in `[0, 1]` can be represented as a `f64`.)
#[inline]
pub fn new(p: f64) -> Bernoulli {
if p < 0.0 || p >= 1.0 {
if p == 1.0 { return Bernoulli { p_int: ALWAYS_TRUE } }
panic!("Bernoulli::new not called with 0.0 <= p <= 1.0");
}
Bernoulli { p_int: (p * SCALE) as u64 }
}
/// Construct a new `Bernoulli` with the probability of success of
/// `numerator`-in-`denominator`. I.e. `new_ratio(2, 3)` will return
/// a `Bernoulli` with a 2-in-3 chance, or about 67%, of returning `true`.
///
/// If `numerator == denominator` then the returned `Bernoulli` will always
/// return `true`. If `numerator == 0` it will always return `false`.
///
/// # Panics
///
/// If `denominator == 0` or `numerator > denominator`.
///
#[inline]
pub fn from_ratio(numerator: u32, denominator: u32) -> Bernoulli {
assert!(numerator <= denominator);
if numerator == denominator {
return Bernoulli { p_int: ::core::u64::MAX }
}
let p_int = ((numerator as f64 / denominator as f64) * SCALE) as u64;
Bernoulli { p_int }
}
}
impl Distribution<bool> for Bernoulli {
#[inline]
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> bool {
// Make sure to always return true for p = 1.0.
if self.p_int == ALWAYS_TRUE { return true; }
let v: u64 = rng.gen();
v < self.p_int
}
}
#[cfg(test)]
mod test {
use Rng;
use distributions::Distribution;
use super::Bernoulli;
#[test]
fn test_trivial() {
let mut r = ::test::rng(1);
let always_false = Bernoulli::new(0.0);
let always_true = Bernoulli::new(1.0);
for _ in 0..5 {
assert_eq!(r.sample::<bool, _>(&always_false), false);
assert_eq!(r.sample::<bool, _>(&always_true), true);
assert_eq!(Distribution::<bool>::sample(&always_false, &mut r), false);
assert_eq!(Distribution::<bool>::sample(&always_true, &mut r), true);
}
}
#[test]
fn test_average() {
const P: f64 = 0.3;
const NUM: u32 = 3;
const DENOM: u32 = 10;
let d1 = Bernoulli::new(P);
let d2 = Bernoulli::from_ratio(NUM, DENOM);
const N: u32 = 100_000;
let mut sum1: u32 = 0;
let mut sum2: u32 = 0;
let mut rng = ::test::rng(2);
for _ in 0..N {
if d1.sample(&mut rng) {
sum1 += 1;
}
if d2.sample(&mut rng) {
sum2 += 1;
}
}
let avg1 = (sum1 as f64) / (N as f64);
assert!((avg1 - P).abs() < 5e-3);
let avg2 = (sum2 as f64) / (N as f64);
assert!((avg2 - (NUM as f64)/(DENOM as f64)).abs() < 5e-3);
}
}