6fa4bbeed4
This functionality is not super-core and so doesn't need to be included in std. It's possible that std may need rand (it does a little bit now, for io::test) in which case the functionality required could be moved to a secret hidden module and reexposed by librand. Unfortunately, using #[deprecated] here is hard: there's too much to mock to make it feasible, since we have to ensure that programs still typecheck to reach the linting phase.
128 lines
4.0 KiB
Python
Executable File
128 lines
4.0 KiB
Python
Executable File
#!/usr/bin/env python
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#
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# Copyright 2013 The Rust Project Developers. See the COPYRIGHT
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# file at the top-level directory of this distribution and at
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# http://rust-lang.org/COPYRIGHT.
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#
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# Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
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# http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
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# <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your
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# option. This file may not be copied, modified, or distributed
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# except according to those terms.
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# This creates the tables used for distributions implemented using the
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# ziggurat algorithm in `rand::distributions;`. They are
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# (basically) the tables as used in the ZIGNOR variant (Doornik 2005).
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# They are changed rarely, so the generated file should be checked in
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# to git.
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#
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# It creates 3 tables: X as in the paper, F which is f(x_i), and
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# F_DIFF which is f(x_i) - f(x_{i-1}). The latter two are just cached
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# values which is not done in that paper (but is done in other
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# variants). Note that the adZigR table is unnecessary because of
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# algebra.
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#
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# It is designed to be compatible with Python 2 and 3.
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from math import exp, sqrt, log, floor
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import random
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# The order should match the return value of `tables`
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TABLE_NAMES = ['X', 'F']
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# The actual length of the table is 1 more, to stop
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# index-out-of-bounds errors. This should match the bitwise operation
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# to find `i` in `zigurrat` in `libstd/rand/mod.rs`. Also the *_R and
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# *_V constants below depend on this value.
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TABLE_LEN = 256
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# equivalent to `zigNorInit` in Doornik2005, but generalised to any
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# distribution. r = dR, v = dV, f = probability density function,
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# f_inv = inverse of f
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def tables(r, v, f, f_inv):
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# compute the x_i
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xvec = [0]*(TABLE_LEN+1)
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xvec[0] = v / f(r)
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xvec[1] = r
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for i in range(2, TABLE_LEN):
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last = xvec[i-1]
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xvec[i] = f_inv(v / last + f(last))
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# cache the f's
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fvec = [0]*(TABLE_LEN+1)
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for i in range(TABLE_LEN+1):
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fvec[i] = f(xvec[i])
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return xvec, fvec
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# Distributions
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# N(0, 1)
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def norm_f(x):
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return exp(-x*x/2.0)
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def norm_f_inv(y):
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return sqrt(-2.0*log(y))
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NORM_R = 3.6541528853610088
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NORM_V = 0.00492867323399
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NORM = tables(NORM_R, NORM_V,
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norm_f, norm_f_inv)
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# Exp(1)
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def exp_f(x):
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return exp(-x)
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def exp_f_inv(y):
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return -log(y)
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EXP_R = 7.69711747013104972
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EXP_V = 0.0039496598225815571993
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EXP = tables(EXP_R, EXP_V,
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exp_f, exp_f_inv)
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# Output the tables/constants/types
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def render_static(name, type, value):
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# no space or
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return 'pub static %s: %s =%s;\n' % (name, type, value)
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# static `name`: [`type`, .. `len(values)`] =
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# [values[0], ..., values[3],
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# values[4], ..., values[7],
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# ... ];
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def render_table(name, values):
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rows = []
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# 4 values on each row
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for i in range(0, len(values), 4):
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row = values[i:i+4]
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rows.append(', '.join('%.18f' % f for f in row))
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rendered = '\n [%s]' % ',\n '.join(rows)
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return render_static(name, '[f64, .. %d]' % len(values), rendered)
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with open('ziggurat_tables.rs', 'w') as f:
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f.write('''// Copyright 2013 The Rust Project Developers. See the COPYRIGHT
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// file at the top-level directory of this distribution and at
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// http://rust-lang.org/COPYRIGHT.
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//
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// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
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// http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
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// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your
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// option. This file may not be copied, modified, or distributed
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// except according to those terms.
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// Tables for distributions which are sampled using the ziggurat
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// algorithm. Autogenerated by `ziggurat_tables.py`.
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pub type ZigTable = &\'static [f64, .. %d];
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''' % (TABLE_LEN + 1))
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for name, tables, r in [('NORM', NORM, NORM_R),
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('EXP', EXP, EXP_R)]:
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f.write(render_static('ZIG_%s_R' % name, 'f64', ' %.18f' % r))
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for (tabname, table) in zip(TABLE_NAMES, tables):
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f.write(render_table('ZIG_%s_%s' % (name, tabname), table))
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