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The code was using (in the notation of Doornik 2005) `f(x_{i+1}) -
f(x_{i+2})` rather than `f(x_i) - f(x_{i+1})`. This corrects that, and
removes the F_DIFF tables which caused this problem in the first place.
They `F_DIFF` tables are a micro-optimisation (in theory, they could
easily be a micro-pessimisation): that `if` gets hit about 1% of the
time for Exp/Normal, and the rest of the condition involves RNG calls
and a floating point `exp`, so it is unlikely that saving a single FP
subtraction will be very useful (especially as more tables means more
memory reads and higher cache pressure, as well as taking up space in
the binary (although only ~2k in this case)).
Closes #10084. Notably, unlike that issue suggests, this wasn't a
problem with the Exp tables. It affected Normal too, but since it is
symmetric, there was no bias in the mean (as the bias was equal on the
positive and negative sides and so cancelled out) but it was visible as
a variance slightly lower than it should be.
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A user constructs the WeightedChoice distribution and then samples from
it, which allows it to use binary search internally.
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Before:
test rand::distributions::bench::rand_exp ... bench: 1399 ns/iter (+/- 124) = 571 MB/s
test rand::distributions::bench::rand_normal ... bench: 1611 ns/iter (+/- 123) = 496 MB/s
After:
test rand::distributions::bench::rand_exp ... bench: 712 ns/iter (+/- 43) = 1123 MB/s
test rand::distributions::bench::rand_normal ... bench: 1007 ns/iter (+/- 81) = 794 MB/s
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Most importantly, links to the papers/references for the core
algorithms (the RNG ones & the distribution ones).
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This reifies the computations required for uniformity done by
(the old) `Rng.gen_integer_range` (now Rng.gen_range), so that they can
be amortised over many invocations, if it is called in a loop.
Also, it makes it correct, but using a trait + impls for each type,
rather than trying to coerce `Int` + `u64` to do the right thing. This
also makes it more extensible, e.g. big integers could & should
implement SampleRange.
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Complete the implementation of Exp and Normal started by Exp1 and
StandardNormal by creating types implementing Sample & IndependentSample
with the appropriate parameters.
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These are a "parameterised" Rand.
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find src -name '*.rs' | xargs sed -i '' 's/~~~.*{\.rust}/```rust/g'
find src -name '*.rs' | xargs sed -i '' 's/ ~~~$/ ```/g'
find src -name '*.rs' | xargs sed -i '' 's/^~~~$/ ```/g'
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* Get rid of by-value-self workarounds; it works now
* Remove type annotations, they're not needed anymore
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The free-standing functions in f32, f64, i8, i16, i32, i64, u8, u16,
u32, u64, float, int, and uint are replaced with generic functions in
num instead.
If you were previously using any of those functions, just replace them
with the corresponding function with the same name in num.
Note: If you were using a function that corresponds to an operator, use
the operator instead.
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This is the backwards-incompatible part of per-binding-site "mut".
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You can still initialize multiple variables at once with "let (x, y) = (1, 2)".
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Fix a laundry list of warnings involving unused imports that glutted
up compilation output. There are more, but there seems to be some
false positives (where 'remedy' appears to break the build), but this
particular set of fixes seems safe.
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This only changes the directory names; it does not change the "real"
metadata names.
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