rand.dist: add exponential distribution function and unit tests (#9402)

vlib/rand/dist/dist.v

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

vlib/rand/dist/dist_test.v

@@ -109,3 +109,26 @@ fn test_normal() {
 		}
 	}
 }
+
+fn test_exponential() {
+	lambdas := [1.0, 10, 1 / 20.0, 1 / 10000.0, 1 / 524.0, 200]
+
+	for seed in seeds {
+		rand.seed(seed)
+		for lambda in lambdas {
+			mu := 1 / lambda
+			variance := mu * mu
+			mut sum := 0.0
+			mut var := 0.0
+			for _ in 0 .. count {
+				x := dist.exponential(lambda)
+				sum += x
+				dist := x - mu
+				var += dist * dist
+			}
+
+			assert math.abs((f64(sum / count) - mu) / mu) < error
+			assert math.abs((f64(var / count) - variance) / variance) < 2 * error
+		}
+	}
+}