86 lines
2.6 KiB
V
86 lines
2.6 KiB
V
// Copyright (c) 2019-2021 Alexander Medvednikov. All rights reserved.
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// Use of this source code is governed by an MIT license
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// that can be found in the LICENSE file.
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module dist
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import math
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import rand
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fn check_probability_range(p f64) {
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if p < 0 || p > 1 {
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panic('$p is not a valid probability value.')
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}
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}
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// bernoulli returns true with a probability p. Note that 0 <= p <= 1.
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pub fn bernoulli(p f64) bool {
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check_probability_range(p)
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return rand.f64() <= p
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}
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// binomial returns the number of successful trials out of n when the
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// probability of success for each trial is p.
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pub fn binomial(n int, p f64) int {
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check_probability_range(p)
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mut count := 0
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for _ in 0 .. n {
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if bernoulli(p) {
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count++
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}
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}
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return count
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}
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// Configuration struct for the `normal_pair` function. The default value for
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// `mu` is 0 and the default value for `sigma` is 1.
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pub struct NormalConfigStruct {
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mu f64 = 0.0
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sigma f64 = 1.0
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}
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// normal_pair returns a pair of normally distributed random numbers with the mean mu
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// and standard deviation sigma. If not specified, mu is 0 and sigma is 1. Intended usage is
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// `x, y := normal_pair(mu: mean, sigma: stdev)`, or `x, y := normal_pair({})`.
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pub fn normal_pair(config NormalConfigStruct) (f64, f64) {
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if config.sigma <= 0 {
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panic('The standard deviation has to be positive.')
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}
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// This is an implementation of the Marsaglia polar method
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// See: https://doi.org/10.1137%2F1006063
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// Also: https://en.wikipedia.org/wiki/Marsaglia_polar_method
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for {
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u := rand.f64_in_range(-1, 1)
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v := rand.f64_in_range(-1, 1)
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s := u * u + v * v
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if s >= 1 || s == 0 {
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continue
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}
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t := math.sqrt(-2 * math.log(s) / s)
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x := config.mu + config.sigma * t * u
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y := config.mu + config.sigma * t * v
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return x, y
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}
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return config.mu, config.mu
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}
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// normal returns a normally distributed random number with the mean mu and standard deviation
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// sigma. If not specified, mu is 0 and sigma is 1. Intended usage is
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// `x := normal(mu: mean, sigma: etdev)` or `x := normal({})`.
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// **NOTE:** If you are generating a lot of normal variates, use `the normal_pair` function
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// instead. This function discards one of the two variates generated by the `normal_pair` function.
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pub fn normal(config NormalConfigStruct) f64 {
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x, _ := normal_pair(config)
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return x
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}
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// exponential returns an exponentially distributed random number with the rate paremeter
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// lambda. It is expected that lambda is positive.
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pub fn exponential(lambda f64) f64 {
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if lambda <= 0 {
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panic('The rate (lambda) must be positive.')
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}
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// Use the inverse transform sampling method
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return -math.log(rand.f64()) / lambda
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}
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