def NHPP(num):
rst = []
LAMBDA = 7
s = 0
seed = 1234
while num>0:
seed, u1 = u16807d.u16807d(seed)
lmbd = intensityFunction(s)
s += -1/LAMBDA*np.log(u1)
seed, u2 = u16807d.u16807d(seed)
if u2*LAMBDA<intensityFunction(s):
rst.append(s)
num -= 1
return rst
def poisgen(seed, lbmd):
seed, u = u16807d.u16807d(seed)
k = 0
cu = 1
P = 0
while P<u:
P += np.e**(-lbmd)*lbmd**k/cu
k += 1
cu *= k
return seed, k-1
def LaplaceGenerator(lbda, iseed):
"""
input:
lbda : lambda
iseed : current seed
output:
x : random variate obey laplace distribution
iseed : new seed
"""
iseed, u = u16807d.u16807d(iseed)
x = -1.0/lbda*sgn(u-0.5)* np.log(1-2*np.abs(u-0.5))
return x, iseed
def Beasley_Springer_Moro(seed):
a0=2.50662823884;
a1=-18.61500062529;
a2=41.39119773534;
a3=-25.44106049637;
b0=-8.47351093090;
b1=23.08336743743;
b2=-21.06224101826;
b3=3.13082909833;
c0=0.3374754822726147;
c1=0.9761690190917186;
c2=0.1607979714918209;
c3=0.0276438810333863;
c4=0.0038405729373609;
c5=0.0003951896511919;
c6=0.0000321767881768;
c7=0.0000002888167364;
c8=0.0000003960315187;
seed, u1 = u16807d.u16807d(seed)
y = u1 - 0.5
result = 0
if (abs(y) < 0.42):
r = y*y
result = y * (a0 + r*(a1 + r*(a2 + r*a3))) / (1.0 + r*(b0 + r*(b1 + r*(b2 + r*b3))))
else:
if (y <= 0):
r = u1
else:
r = 1 - u1
# print r
s = np.log( - np.log(r) )
t = c0 + s*(c1 + s*(c2 + s*(c3 + s*(c4 + s*(c5 + s*(c6 + s*(c7+ s*c8)))))))
if (u1>0.5):
result = t
else:
result = -t
return result, seed
def newsvendorOneDay(iseed, x):
"""
input:
iseed : uniform random seed
x : daily purchased newspaper
output:
iseed : new value of iseed
profit : profit on this day
"""
c, s, w = 15, 70, 3
lmda = 35
iseed, u = u16807d.u16807d(iseed)
pois = poisgen(lmda, u)
profit = 0
if (x>pois):
profit = (s-c)*pois - (c-w)*(x-pois)
else:
profit = (s-c)*x
return iseed, profit
def main():
seed = 1
for i in range(0, 10000):
seed, u16807 = u16807d.u16807d(seed)
print seed, u16807