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rand.dist: add exponential distribution function and unit tests (#9402)
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13
vlib/rand/dist/dist.v
vendored
13
vlib/rand/dist/dist.v
vendored
@@ -42,6 +42,9 @@ pub struct NormalConfigStruct {
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// and standard deviation sigma. If not specified, mu is 0 and sigma is 1. Intended usage is
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// `x, y := normal_pair(mu: mean, sigma: stdev)`, or `x, y := normal_pair({})`.
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pub fn normal_pair(config NormalConfigStruct) (f64, f64) {
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if config.sigma <= 0 {
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panic('The standard deviation has to be positive.')
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}
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// This is an implementation of the Marsaglia polar method
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// See: https://doi.org/10.1137%2F1006063
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// Also: https://en.wikipedia.org/wiki/Marsaglia_polar_method
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@@ -70,3 +73,13 @@ pub fn normal(config NormalConfigStruct) f64 {
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x, _ := normal_pair(config)
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return x
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}
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// exponential returns an exponentially distributed random number with the rate paremeter
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// lambda. It is expected that lambda is positive.
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pub fn exponential(lambda f64) f64 {
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if lambda <= 0 {
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panic('The rate (lambda) must be positive.')
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}
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// Use the inverse transform sampling method
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return -math.log(rand.f64()) / lambda
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}
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