A fast generator of discrete, bounded Zipf-distributed random numbers


Keywords
random, distribution, zipf, random-number-distributions, random-number-generators, rust
License
Apache-2.0

Documentation

rust-zipf

Crates.io Documentation Codecov Dependency status

Rust implementation of a fast, discrete, bounded, Zipf-distributed random number generator. Compared to the implementation provided by randomkit (which binds to NumPy's fork of RandomKit), this crate is approximately twice as fast:

$ cargo +nightly bench
test tests::bench_randomkit ... bench:         339 ns/iter (+/- 18)
test tests::bench_us        ... bench:          68 ns/iter (+/- 1)
test tests::bench_threadrng ... bench:          11 ns/iter (+/- 0)

It is also both driven by, and provides, a Rust random number generator.

This implementation is effectively a direct port of Apache Common's RejectionInversionZipfSampler, written in Java. It is based on the method described by Wolfgang Hörmann and Gerhard Derflinger in Rejection-inversion to generate variates from monotone discrete distributions from ACM Transactions on Modeling and Computer Simulation (TOMACS) 6.3 (1996).