def stdgamma(self, alpha, ainv, bbb, ccc):
# ainv = sqrt(2 * alpha - 1)
# bbb = alpha - log(4)
# ccc = alpha + ainv
random = self.random
if alpha <= 0.0:
raise ValueError, 'stdgamma: alpha must be > 0.0'
if alpha > 1.0:
# Uses R.C.H. Cheng, "The generation of Gamma
# variables with non-integral shape parameters",
# Applied Statistics, (1977), 26, No. 1, p71-74
while 1:
u1 = random()
u2 = random()
v = _log(u1/(1.0-u1))/ainv
x = alpha*_exp(v)
z = u1*u1*u2
r = bbb+ccc*v-x
if r + SG_MAGICCONST - 4.5*z >= 0.0 or r >= _log(z):
return x
elif alpha == 1.0:
# expovariate(1)
u = random()
while u <= 1e-7:
u = random()
return -_log(u)
else: # alpha is between 0 and 1 (exclusive)
# Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
while 1:
u = random()
b = (_e + alpha)/_e
p = b*u
if p <= 1.0:
x = pow(p, 1.0/alpha)
else:
# p > 1
x = -_log((b-p)/alpha)
u1 = random()
if not (((p <= 1.0) and (u1 > _exp(-x))) or
((p > 1) and (u1 > pow(x, alpha - 1.0)))):
break
return x
def stdgamma(self, alpha, ainv, bbb, ccc):
# ainv = sqrt(2 * alpha - 1)
# bbb = alpha - log(4)
# ccc = alpha + ainv
random = self.random
if alpha <= 0.0:
raise ValueError, 'stdgamma: alpha must be > 0.0'
if alpha > 1.0:
# Uses R.C.H. Cheng, "The generation of Gamma
# variables with non-integral shape parameters",
# Applied Statistics, (1977), 26, No. 1, p71-74
while 1:
u1 = random()
u2 = random()
v = _log(u1 / (1.0 - u1)) / ainv
x = alpha * _exp(v)
z = u1 * u1 * u2
r = bbb + ccc * v - x
if r + SG_MAGICCONST - 4.5 * z >= 0.0 or r >= _log(z):
return x
elif alpha == 1.0:
# expovariate(1)
u = random()
while u <= 1e-7:
u = random()
return -_log(u)
else: # alpha is between 0 and 1 (exclusive)
# Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
while 1:
u = random()
b = (_e + alpha) / _e
p = b * u
if p <= 1.0:
x = pow(p, 1.0 / alpha)
else:
# p > 1
x = -_log((b - p) / alpha)
u1 = random()
if not (((p <= 1.0) and (u1 > _exp(-x))) or
((p > 1) and (u1 > pow(x, alpha - 1.0)))):
break
return x
def gauss(self, mu, sigma):
# When x and y are two variables from [0, 1), uniformly
# distributed, then
#
# cos(2*pi*x)*sqrt(-2*log(1-y))
# sin(2*pi*x)*sqrt(-2*log(1-y))
#
# are two *independent* variables with normal distribution
# (mu = 0, sigma = 1).
# (Lambert Meertens)
# (corrected version; bug discovered by Mike Miller, fixed by LM)
# Multithreading note: When two threads call this function
# simultaneously, it is possible that they will receive the
# same return value. The window is very small though. To
# avoid this, you have to use a lock around all calls. (I
# didn't want to slow this down in the serial case by using a
# lock here.)
random = self.random
z = self.gauss_next
self.gauss_next = None
if z is None:
x2pi = random() * TWOPI
g2rad = _sqrt(-2.0 * _log(1.0 - random()))
z = _cos(x2pi) * g2rad
self.gauss_next = _sin(x2pi) * g2rad
return mu + z*sigma
def gauss(self, mu, sigma):
# When x and y are two variables from [0, 1), uniformly
# distributed, then
#
# cos(2*pi*x)*sqrt(-2*log(1-y))
# sin(2*pi*x)*sqrt(-2*log(1-y))
#
# are two *independent* variables with normal distribution
# (mu = 0, sigma = 1).
# (Lambert Meertens)
# (corrected version; bug discovered by Mike Miller, fixed by LM)
# Multithreading note: When two threads call this function
# simultaneously, it is possible that they will receive the
# same return value. The window is very small though. To
# avoid this, you have to use a lock around all calls. (I
# didn't want to slow this down in the serial case by using a
# lock here.)
random = self.random
z = self.gauss_next
self.gauss_next = None
if z is None:
x2pi = random() * TWOPI
g2rad = _sqrt(-2.0 * _log(1.0 - random()))
z = _cos(x2pi) * g2rad
self.gauss_next = _sin(x2pi) * g2rad
return mu + z * sigma
def expovariate(self, lambd):
# lambd: rate lambd = 1/mean
# ('lambda' is a Python reserved word)
random = self.random
u = random()
while u <= 1e-7:
u = random()
return -_log(u)/lambd
def expovariate(self, lambd):
# lambd: rate lambd = 1/mean
# ('lambda' is a Python reserved word)
random = self.random
u = random()
while u <= 1e-7:
u = random()
return -_log(u) / lambd
def normalvariate(self, mu, sigma):
# mu = mean, sigma = standard deviation
# Uses Kinderman and Monahan method. Reference: Kinderman,
# A.J. and Monahan, J.F., "Computer generation of random
# variables using the ratio of uniform deviates", ACM Trans
# Math Software, 3, (1977), pp257-260.
random = self.random
while 1:
u1 = random()
u2 = random()
z = NV_MAGICCONST*(u1-0.5)/u2
zz = z*z/4.0
if zz <= -_log(u2):
break
return mu + z*sigma
def normalvariate(self, mu, sigma):
# mu = mean, sigma = standard deviation
# Uses Kinderman and Monahan method. Reference: Kinderman,
# A.J. and Monahan, J.F., "Computer generation of random
# variables using the ratio of uniform deviates", ACM Trans
# Math Software, 3, (1977), pp257-260.
random = self.random
while 1:
u1 = random()
u2 = random()
z = NV_MAGICCONST * (u1 - 0.5) / u2
zz = z * z / 4.0
if zz <= -_log(u2):
break
return mu + z * sigma
def weibullvariate(self, alpha, beta):
# Jain, pg. 499; bug fix courtesy Bill Arms
u = self.random()
return alpha * pow(-_log(u), 1.0/beta)
"stdgamma","gauss","betavariate","paretovariate","weibullvariate",
"getstate","setstate","jumpahead","whseed"]
def _verify(name, computed, expected):
if abs(computed - expected) > 1e-7:
raise ValueError(
"computed value for %s deviates too much "
"(computed %g, expected %g)" % (name, computed, expected))
NV_MAGICCONST = 4 * _exp(-0.5)/_sqrt(2.0)
_verify('NV_MAGICCONST', NV_MAGICCONST, 1.71552776992141)
TWOPI = 2.0*_pi
_verify('TWOPI', TWOPI, 6.28318530718)
LOG4 = _log(4.0)
_verify('LOG4', LOG4, 1.38629436111989)
SG_MAGICCONST = 1.0 + _log(4.5)
_verify('SG_MAGICCONST', SG_MAGICCONST, 2.50407739677627)
del _verify
# Translated by Guido van Rossum from C source provided by
# Adrian Baddeley.
class Random:
VERSION = 1 # used by getstate/setstate
def __init__(self, x=None):
def weibullvariate(self, alpha, beta):
# Jain, pg. 499; bug fix courtesy Bill Arms
u = self.random()
return alpha * pow(-_log(u), 1.0 / beta)
def _verify(name, computed, expected):
if abs(computed - expected) > 1e-7:
raise ValueError("computed value for %s deviates too much "
"(computed %g, expected %g)" %
(name, computed, expected))
NV_MAGICCONST = 4 * _exp(-0.5) / _sqrt(2.0)
_verify('NV_MAGICCONST', NV_MAGICCONST, 1.71552776992141)
TWOPI = 2.0 * _pi
_verify('TWOPI', TWOPI, 6.28318530718)
LOG4 = _log(4.0)
_verify('LOG4', LOG4, 1.38629436111989)
SG_MAGICCONST = 1.0 + _log(4.5)
_verify('SG_MAGICCONST', SG_MAGICCONST, 2.50407739677627)
del _verify
# Translated by Guido van Rossum from C source provided by
# Adrian Baddeley.
class Random:
VERSION = 1 # used by getstate/setstate
