Allow lambda zero for parametrization in Exp distribution.

rand_distr/CHANGELOG.md

@@ -7,6 +7,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ## Unreleased
 - All error types now implement `std::error::Error` (#919)
 - Re-exported `rand::distributions::BernoulliError` (#919)
+- Add case `lambda = 0` in the parametrixation of `Exp` (#972)
 
 ## [0.2.2] - 2019-09-10
 - Fix version requirement on rand lib (#847)

rand_distr/src/exponential.rs

@@ -76,7 +76,7 @@ impl Distribution<f64> for Exp1 {
 /// The exponential distribution `Exp(lambda)`.
 ///
 /// This distribution has density function: `f(x) = lambda * exp(-lambda * x)`
-/// for `x > 0`.
+/// for `x > 0`, when `lambda > 0`. For `lambda = 0`, all samples yield infinity.
 ///
 /// Note that [`Exp1`](crate::Exp1) is an optimised implementation for `lambda = 1`.
 ///
@@ -98,14 +98,14 @@ pub struct Exp<N> {
 /// Error type returned from `Exp::new`.
 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 pub enum Error {
-    /// `lambda <= 0` or `nan`.
+    /// `lambda < 0` or `nan`.
     LambdaTooSmall,
 }
 
 impl fmt::Display for Error {
     fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
         f.write_str(match self {
-            Error::LambdaTooSmall => "lambda is not positive in exponential distribution",
+            Error::LambdaTooSmall => "lambda is negative or NaN in exponential distribution",
         })
     }
 }
@@ -117,9 +117,16 @@ where Exp1: Distribution<N>
 {
     /// Construct a new `Exp` with the given shape parameter
     /// `lambda`.
+    /// 
+    /// # Remarks
+    /// 
+    /// For custom types `N` implementing the [`Float`](crate::Float) trait, 
+    /// the case `lambda = 0` is handled as follows: each sample corresponds
+    /// to a sample from an `Exp1` multiplied by `1 / 0`. Primitive types 
+    /// yield infinity, since `1 / 0 = infinity`.
     #[inline]
     pub fn new(lambda: N) -> Result<Exp<N>, Error> {
-        if !(lambda > N::from(0.0)) {
+        if !(lambda >= N::from(0.0)) {
             return Err(Error::LambdaTooSmall);
         }
         Ok(Exp {
@@ -149,15 +156,20 @@ mod test {
         }
     }
     #[test]
-    #[should_panic]
-    fn test_exp_invalid_lambda_zero() {
-        Exp::new(0.0).unwrap();
+    fn test_zero() {
+        let d = Exp::new(0.0).unwrap();
+        assert_eq!(d.sample(&mut crate::test::rng(21)), std::f64::INFINITY);
     }
     #[test]
     #[should_panic]
     fn test_exp_invalid_lambda_neg() {
         Exp::new(-10.0).unwrap();
     }
+    #[test]
+    #[should_panic]
+    fn test_exp_invalid_lambda_nan() {
+        Exp::new(std::f64::NAN).unwrap();
+    }
 
     #[test]
     fn value_stability() {