Class: Random
- Inherits:
-
Object
- Object
- Random
- Defined in:
- lib/randomext.rb
Defined Under Namespace
Classes: Binomial
Instance Method Summary (collapse)
-
- (Integer) bernoulli(p)
Draw a random sample from a Bernoulli distribution.
-
- (Float) beta(alpha, beta)
Draws a random sample from a beta distribution.
-
- (Integer) binomial(n, theta)
Draws a random sample from a binomial distribution.
-
- (Float) cauthy(loc, scale)
Draws a random sample from a Cauthy distribution.
-
- (Float) chi_square(r)
Draw a random sample from a chi_square distribution.
-
- (Array<Float>) dirichlet(*as)
Draws a random sample from a Dirichlet distribution.
-
- (Float) exponential(scale = 1.0)
Draws a random sample from a exponential distribution.
-
- (Float) F(r1, r2)
Draws a random sample from a F distribution.
-
- (Float) gamma(shape, scale = 1.0)
Draws a random sample from a gamma distribution.
-
- (Integer) geometric(theta)
Draws a random sample from a geometric distribution.
-
- (Float) gumbel(loc = 0.0, scale = 1.0)
Draws a random sample from a Gumbel distribution.
-
- (Integer) hypergeometric(N, M, n)
Draws a random sample from a hypergeometric distribution.
-
- (Float) laplace(loc = 0.0, scale = 1.0)
Draws a random sample from a Laplace distribution.
-
- (Float) levy(loc = 0.0, scale = 1.0)
Draws a random sample from a Levy distribution.
-
- (Float) logistic(mu, theta)
Draws a random sample from a logistic distribution.
-
- (Float) lognormal(mu = 0.0, sigma = 1.0)
Draws a random sample from a log normal distribution.
-
- (Integer) logseries(theta)
Draws a random sample from a log series distribution.
-
- (Integer) negative_binomial(r, theta)
Draws a random sample from a negative binomial distribution.
-
- (Float) non_central_chi_square(r, lambda)
Draws a random sample from a Non-Central Chi-Square distribution.
-
- (Float) non_central_t(r, lambda)
Draws a random sample from a Non-Central t distribution.
-
- (Float) normal(mean = 0.0, sd = 1.0)
Draws a random sample from a normal(Gaussian) distribution.
-
- (Float) pareto(a, b = 1.0)
Draws a random sample from a Pareto distribution.
-
- (Float) planck(a, b)
Draws a random sample from a Planck distribution.
-
- (Integer) poisson(lambda)
Draws a random sample from a Poisson distribution.
-
- (Float) power(shape, a, b)
Draws a random sample from a power function distribution.
-
- (Float) rand_open_interval
Draw a sample from the uniform distribution on (0, 1).
-
- (Float) rayleigh(sigma = 1.0)
Draws a random sample from a Rayleigh distribution.
-
- (Float) standard_cauthy
Draws a random sample from the standard Cauthy distribution.
-
- (Float) standard_exponential
Draws a random sample from the standard exponential distribution.
-
- (Float) standard_normal
Draws a random sample from the standard normal distribution.
-
- (Float) t(r)
Draws a random sample from a t distribution.
-
- (Float) vonmises(mu, kappa)
Draws a random sample from a von Mises distribution.
-
- (Float) wald(mean, shape)
Draws a random sample from a wald distribution.
-
- (Float) weibull(g, mu = 1.0)
Draws a random sample from a Weibull distribution.
-
- (Integer) zeta(s)
Draws a random sample from a zeta distribution.
-
- (Integer) zipf_mandelbrot(n, q = 0.0, s = 1.0)
Draws a random sample from a Zipf-Mandelbrot distribution.
Instance Method Details
- (Integer) bernoulli(p)
Draw a random sample from a Bernoulli distribution.
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# File 'lib/randomext.rb', line 301 def bernoulli(p) (rand < p) ? 1 : 0 end |
- (Float) beta(alpha, beta)
Draws a random sample from a beta distribution.
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# File 'lib/randomext.rb', line 133 def beta(alpha, beta) y1 = gamma(alpha); y2 = gamma(beta) y1/(y1+y2) end |
- (Integer) binomial(n, theta)
Draws a random sample from a binomial distribution
Inverse function method is used.
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# File 'ext/binomial.c', line 61
static VALUE random_binomial_inv(VALUE self, VALUE num, VALUE prob)
{
int n = NUM2INT(num);
double theta = NUM2DBL(prob);
int mode = floor(theta*(n+1));
int xl = mode;
int xu = mode+1;
double pl = binomial_distribution(xl, n, theta);
double pu = pl*forward_ratio(xl, n, theta);
double u = rb_random_real(self);
check_binomial_params(n, theta, "Random#binomial");
for (;xl >=0 || xu <= n;) {
if (xl >= 0) {
if (u <= pl)
return INT2NUM(xl);
u = u - pl;
pl *= backward_ratio(xl, n, theta);
--xl;
}
if (xu <= n) {
if (u <= pu)
return INT2NUM(xu);
u = u - pu;
pu *= forward_ratio(xu, n, theta);
++xu;
}
}
return INT2FIX(0);
}
|
- (Float) cauthy(loc, scale)
Draws a random sample from a Cauthy distribution.
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# File 'lib/randomext.rb', line 31 def cauthy(loc, scale) loc + scale*standard_cauthy() end |
- (Float) chi_square(r)
Draw a random sample from a chi_square distribution.
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# File 'lib/randomext.rb', line 169 def chi_square(r) if r == 1 standard_normal ** 2 elsif r > 1 gamma(r*0.5, 2) else raise ArgumentError, "Random#chi_square:r (degree of freedom) must be >= 1" end end |
- (Array<Float>) dirichlet(*as)
Draws a random sample from a Dirichlet distribution.
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# File 'lib/randomext.rb', line 142 def dirichlet(*as) if as.any?{|a| a <= 0.0} raise ArgumentError, "Random#dirichlet: parameters must be positive" end ys = as.map{|a| gamma(a) } sum = ys.inject(0.0, &:+) ys.map{|y| y/sum } end |
- (Float) exponential(scale = 1.0)
Draws a random sample from a exponential distribution.
Inverse function method is used.
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# File 'lib/randomext.rb', line 60 def exponential(scale=1.0) if scale < 0.0 raise ArgumentError, "Random#exponential: scale parameter must be positive" end scale * standard_exponential end |
- (Float) F(r1, r2)
Draws a random sample from a F distribution.
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# File 'lib/randomext.rb', line 184 def F(r1, r2) f = r2 / r1.to_f f*chi_square(r1)/chi_square(r2) end |
- (Float) gamma(shape, scale = 1.0)
Draws a random sample from a gamma distribution
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# File 'lib/randomext.rb', line 111 def gamma(shape, scale=1.0) if scale <= 0.0 raise ArgumentError, "Random#gamma: scale parameter must be positive" end case when shape <= 0.0 raise ArgumentError, "Random#gamma: shape parameter must be positive" when shape > 1.0 scale * _gamma(shape) when shape == 1.0 exponential(scale) when shape < 1.0 scale*_gamma(shape+1)*rand_open_interval**(1.0/shape) end end |
- (Integer) geometric(theta)
Draws a random sample from a geometric distribution.
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# File 'lib/randomext.rb', line 309 def geometric(theta) if theta <= 0.0 || theta >= 1.0 raise ArgumentError, "Random#geometric: theta should be in (0, 1)" end d= -1/(Math.log(1-theta)) (d * standard_exponential).floor + 1 end |
- (Float) gumbel(loc = 0.0, scale = 1.0)
Draws a random sample from a Gumbel distribution
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# File 'lib/randomext.rb', line 102 def gumbel(loc=0.0, scale=1.0) loc - scale * Math.log(standard_exponential) end |
- (Integer) hypergeometric(N, M, n)
Draws a random sample from a hypergeometric distribution.
Inverse method is used.
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# File 'ext/hypergeometric.c', line 34
static VALUE random_hypergoemtric_inv(VALUE self, VALUE vN, VALUE vM, VALUE vn)
{
int N = NUM2INT(vN);
int M = NUM2INT(vM);
int n = NUM2INT(vn);
int ok = (N >= 0) && (M >= 0) && (n >= 0) && (M <= N) && (n <= N);
int mode, x_min, x_max, xu, xl;
double pl, pu;
double u;
if (!ok)
rb_raise(rb_eArgError,
"Random#hypergeometric: paramters must be:"
"(N >= 0) && (M >= 0) && (n >= 0) && (M <= N) && (n <= N)");
mode = (M+1)*(n+1) / (N+2);
x_min = MAX2(0, n - (N-M));
x_max = MIN2(n, M);
xu = mode;
pu = hypergeometric_distribution(mode, N, M, n);
xl = mode-1;
pl = pu * backward_ratio(mode, N, M, n);
u = rb_random_real(self);
for (;x_min <= xl || xu <= x_max;) {
if (xu <= x_max) {
if (u <= pu)
return INT2NUM(xu);
u -= pu;
pu *= forward_ratio(xu, N, M, n);
++xu;
}
if (xl >= x_min) {
if (u <= pl)
return INT2NUM(xl);
u -= pl;
pl *= backward_ratio(xl, N, M, n);
--xl;
}
}
return INT2NUM(x_min);
}
|
- (Float) laplace(loc = 0.0, scale = 1.0)
Draws a random sample from a Laplace distribution
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# File 'lib/randomext.rb', line 72 def laplace(loc=0.0, scale=1.0) sign = rand(2) == 1 ? 1 : -1 loc + sign*scale*standard_exponential end |
- (Float) levy(loc = 0.0, scale = 1.0)
Draws a random sample from a Levy distribution.
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# File 'lib/randomext.rb', line 50 def levy(loc=0.0, scale=1.0) begin z = standard_normal.abs; end until z > 0 loc + scale/z**2 end |
- (Float) logistic(mu, theta)
Draws a random sample from a logistic distribution.
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# File 'lib/randomext.rb', line 248 def logistic(mu, theta) u = rand_open_interval mu + theta*log(u/(1-u)) end |
- (Float) lognormal(mu = 0.0, sigma = 1.0)
Draws a random sample from a log normal distribution.
The probabilistic mass function of lognormal distribution is defined:
1/sqrt(2*PI*sigma**2)*exp(-(log(x)-mu)**2/(2*sigma**2))
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# File 'lib/randomext.rb', line 22 def lognormal(mu=0.0, sigma=1.0) Math.exp(normal(mu, sigma)) end |
- (Integer) logseries(theta)
Draws a random sample from a log series distribution.
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# File 'lib/randomext.rb', line 352 def logseries(theta) if theta <= 0 || 1 <= theta raise ArgumentError, "Random#logseries: theta must be in (0, 1)" end q = 1 - theta v = rand_open_interval if v >= theta 1 else u = rand_open_interval (log(v)/log(1-q**u)).ceil end end |
- (Integer) negative_binomial(r, theta)
Draws a random sample from a negative binomial distribution.
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# File 'lib/randomext.rb', line 338 def negative_binomial(r, theta) if r <= 0.0 raise ArgumentError, "Random#negative_binomial: r must be positive" end if theta <= 0.0 && theta >= 1.0 raise ArgumentError, "Random#negative_binomial: theta must be in (0, 1)" end poisson(gamma(r, 1/theta - 1)) end |
- (Float) non_central_chi_square(r, lambda)
Draws a random sample from a Non-Central Chi-Square distribution.
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# File 'lib/randomext.rb', line 258 def non_central_chi_square(r, lambda) if lambda < 0.0 raise ArgumentError, "Random#non_central_chi_square: lambda must be positive" end if !r.integer? || r <= 0 raise ArgumentError, "Random#non_central_chi_square: r must be positive integer" end j = poisson(lambda/2) chi_square(r + 2*j) end |
- (Float) non_central_t(r, lambda)
Draws a random sample from a Non-Central t distribution
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# File 'lib/randomext.rb', line 274 def non_central_t(r, lambda) if lambda == 0.0 raise ArgumentError, "Random#non_central_t: lambda must not be 0" end if r == 1 z = standard_normal + lambda w = standard_normal.abs z/w elsif r == 2 z = standard_normal + lambda w = standard_exponential z/Math.sqrt(w) elsif r > 2 d = Math.sqrt(r/2.0) z = standard_normal + lambda w = _gamma(r/2.0) d*z/Math.sqrt(w) else raise ArgumentError, "Random#non_central_t: r must be positive" end end |
- (Float) normal(mean = 0.0, sd = 1.0)
Draws a random sample from a normal(Gaussian) distribution.
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# File 'lib/randomext.rb', line 9 def normal(mean=0.0, sd=1.0) mean + standard_normal()*sd end |
- (Float) pareto(a, b = 1.0)
Draws a random sample from a Pareto distribution.
The probabilistic mass function for the distribution is defined as:
p(x) = a*b**a/x**(a+1)
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# File 'lib/randomext.rb', line 236 def pareto(a, b=1.0) if a <= 0 || b <= 0 raise ArgumentError, "Random#pareto: parameters a and b must be positive" end b * (1.0 - rand)**(-1/a) end |
- (Float) planck(a, b)
Draws a random sample from a Planck distribution.
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# File 'lib/randomext.rb', line 323 def planck(a, b) if a <= 0 || b <= 0 raise ArgumentError, "Random#planck: parameters must be positive" end y = _gamma(a+1) j = zeta(a+1) b*y/j end |
- (Integer) poisson(lambda)
Draws a random sample from a Poisson distribution.
Inverse function method is used.
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# File 'ext/poisson.c', line 29
static VALUE random_poisson_inv(VALUE self, VALUE l)
{
double lambda = NUM2DBL(l);
int mode, xu, xl;
double pu, pl, u;
if (lambda <= 0.0)
rb_raise(rb_eArgError, "Random#poisson: lambda must be positive");
mode = floor(lambda);
xu = mode;
xl = mode - 1;
pu = poisson_distribution(mode, lambda);
pl = pu * backward_ratio(xu, lambda);
u = rb_random_real(self);
for (;;) {
if (u <= pu)
return INT2NUM(xu);
u = u - pu;
pu *= forward_ratio(xu, lambda);
++xu;
if (xl >= 0) {
if (u <= pl)
return INT2NUM(xl);
u = u - pl;
pl *= backward_ratio(xl, lambda);
--xl;
}
}
}
|
- (Float) power(shape, a, b)
Draws a random sample from a power function distribution
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# File 'lib/randomext.rb', line 158 def power(shape, a, b) if shape <= 0 || a >= b raise ArgumentError, "Random#power: shape must be positive, and b should be greater than a" end a + (b-a)*(rand_open_interval**(1/shape)) end |
- (Float) rand_open_interval
Draw a sample from the uniform distribution on (0, 1)
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# File 'lib/randomext.rb', line 369 def rand_open_interval begin; x = rand; end until x != 0.0 x end |
- (Float) rayleigh(sigma = 1.0)
Draws a random sample from a Rayleigh distribution
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# File 'lib/randomext.rb', line 81 def rayleigh(sigma=1.0) sigma*Math.sqrt(2*standard_exponential) end |
- (Float) standard_cauthy
Draws a random sample from the standard Cauthy distribution.
Computed using Polar method from the standard normal distribution.
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# File 'lib/randomext.rb', line 39 def standard_cauthy y1 = standard_normal() begin; y2 = standard_normal(); end until y2 != 0.0 return y1/y2 end |
- (Float) standard_exponential
Draws a random sample from the standard exponential distribution.
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# File 'ext/standard_exponential.c', line 71
static VALUE random_standard_exp(VALUE self)
{
return DBL2NUM(standard_exponential(self));
}
|
- (Float) standard_normal
Draws a random sample from the standard normal distribution.
Ziggurat method is used for random sampling.
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# File 'ext/standard_normal.c', line 86
static VALUE random_standard_normal(VALUE self)
{
return DBL2NUM(randomext_random_standard_normal(self));
}
|
- (Float) t(r)
Draws a random sample from a t distribution.
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# File 'lib/randomext.rb', line 193 def t(r) if r ==1 standard_cauthy elsif r == 2 standard_normal/Math.sqrt(exponential(1)) elsif r > 2 rdiv2 = r/2.0 Math.sqrt(rdiv2)*standard_normal/Math.sqrt(_gamma(rdiv2)) else raise ArgumentError, "Random#t: r (degree of freedom) must be >= 1" end end |
- (Float) vonmises(mu, kappa)
Draws a random sample from a von Mises distribution.
The return value is contained in [-PI, PI].
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# File 'ext/other.c', line 13
static VALUE random_vonmises(VALUE self, VALUE vmu, VALUE vkappa)
{
double mu = NUM2DBL(vmu);
double kappa = NUM2DBL(vkappa);
double s;
if (kappa <= 0)
rb_raise(rb_eArgError, "Random#vonmises: parameter kappa must be positive");
s = (1 + sqrt(1+4*kappa*kappa))/(2*kappa);
for (;;) {
double u = rb_random_real(self);
double z = cos(2*M_PI*u);
double W = (1-s*z)/(s-z);
double T = kappa*(s-W);
double U = rb_random_real(self);
double V = rb_random_real(self);
double x, y;
if (V > T*(2-T) && V > T*exp(1-T))
continue;
if (U < 0.5)
y = -acos(W);
else
y = acos(W);
x = y + mu;
if (x >= M_PI)
return DBL2NUM(x - M_PI);
else if (x < -M_PI)
return DBL2NUM(x + M_PI);
else
return DBL2NUM(x);
}
}
|
- (Float) wald(mean, shape)
Draws a random sample from a wald distribution.
A wald distribution is also called an inverse Gaussian distribution.
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# File 'lib/randomext.rb', line 213 def wald(mean, shape) if shape <= 0.0 raise ArgumentError, "Random#wald: shape parameter must be positive" end p = mean**2 q = p/(2*shape) z = standard_normal return mean if z == 0.0 v = mean + q*z**2 x1 = v + Math.sqrt(v**2-p) return x1 if rand*(x1 + mean) <= mean return p/x1 end |
- (Float) weibull(g, mu = 1.0)
Draws a random sample from a Weibull distribution
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# File 'lib/randomext.rb', line 90 def weibull(g, mu=1.0) if g <= 0 raise ArgumentError, "Random#weibull: shape parameter must be positive" end mu * standard_exponential**(1.0/g) end |
- (Integer) zeta(s)
Draws a random sample from a zeta distribution.
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# File 'ext/other.c', line 100
static VALUE random_zeta(VALUE self, VALUE vs)
{
double s = NUM2DBL(vs);
double q = s - 1.0;
double r = -1.0/q;
double t = pow(2.0, q);
for (;;) {
double u = 1.0 - rb_random_real(self);
double v = rb_random_real(self);
int x = floor(pow(u, r));
double w = pow(1.0 + 1.0/x, q);
if (v*x*(w-1)/(t-1) <= w/t)
return INT2NUM(x);
}
}
|
- (Integer) zipf_mandelbrot(n, q = 0.0, s = 1.0)
Draws a random sample from a Zipf-Mandelbrot distribution.
In case of q == 0.0, the distribution is called a Zipf distribution.
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# File 'ext/other.c', line 61
static VALUE random_zipf(int argc, VALUE *argv, VALUE self)
{
VALUE vN, vs, vq;
int N;
double s, q;
double sum;
int i;
double u;
rb_scan_args(argc, argv, "12", &vN, &vq, &vs);
N = NUM2INT(vN);
s = NIL_P(vs) ? 1.0 : NUM2DBL(vs);
q = NIL_P(vq) ? 0.0 : NUM2DBL(vq);
if (N <= 0 || s <= 0 || q < 0)
rb_raise(rb_eArgError, "Random#zipf_mandelbrot: parameters must be N >0, s > 0, q >= 0");
for (i=1, sum=0; i<=N; ++i)
sum += 1.0/pow(i+q, s);
u = rb_random_real(self);
for (i=1; i<=N; ++i) {
double p = 1.0/pow(i+q, s)/sum;
if (u <= p)
return INT2NUM(i);
u -= p;
}
return INT2NUM(N);
}
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