Merge pull request #151 from statrs-dev/fix_laplace_sampling

fix laplace distribution sampling

src/distribution/laplace.rs

@@ -82,7 +82,7 @@ impl Laplace {
 impl ::rand::distributions::Distribution<f64> for Laplace {
     fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64 {
         let x: f64 = rng.gen_range(-0.5..0.5);
-        self.location - self.scale * x.signum() * (1. - 2. * x).ln()
+        self.location - self.scale * x.signum() * (1. - 2. * x.abs()).ln()
     }
 }
 
@@ -458,4 +458,38 @@ mod tests {
         let l = try_create(0.1, 0.5);
         l.sample(&mut thread_rng());
     }
+
+    #[test]
+    fn test_sample_distribution() {
+        use ::rand::rngs::StdRng;
+        use ::rand::SeedableRng;
+        use rand::distributions::Distribution;
+
+        // sanity check sampling
+        let location = 0.0;
+        let scale = 1.0;
+        let n = try_create(location, scale);
+        let trials = 10_000;
+        let tolerance = 250;
+
+        for seed in 0..10 {
+            let mut r: StdRng = SeedableRng::seed_from_u64(seed);
+
+            let result = (0..trials).map(|_| n.sample(&mut r)).fold(0, |sum, val| {
+                if val > 0.0 {
+                    sum + 1
+                } else if val < 0.0 {
+                    sum - 1
+                } else {
+                    0
+                }
+            });
+            assert!(
+                result > -tolerance && result < tolerance,
+                "Balance is {} for seed {}",
+                result,
+                seed
+            );
+        }
+    }
 }