aboutsummaryrefslogtreecommitdiff
path: root/v_windows/v/old/vlib/rand/dist/dist.v
diff options
context:
space:
mode:
Diffstat (limited to 'v_windows/v/old/vlib/rand/dist/dist.v')
-rw-r--r--v_windows/v/old/vlib/rand/dist/dist.v85
1 files changed, 85 insertions, 0 deletions
diff --git a/v_windows/v/old/vlib/rand/dist/dist.v b/v_windows/v/old/vlib/rand/dist/dist.v
new file mode 100644
index 0000000..b2d9055
--- /dev/null
+++ b/v_windows/v/old/vlib/rand/dist/dist.v
@@ -0,0 +1,85 @@
+// Copyright (c) 2019-2021 Alexander Medvednikov. All rights reserved.
+// Use of this source code is governed by an MIT license
+// that can be found in the LICENSE file.
+module dist
+
+import math
+import rand
+
+fn check_probability_range(p f64) {
+ if p < 0 || p > 1 {
+ panic('$p is not a valid probability value.')
+ }
+}
+
+// bernoulli returns true with a probability p. Note that 0 <= p <= 1.
+pub fn bernoulli(p f64) bool {
+ check_probability_range(p)
+ return rand.f64() <= p
+}
+
+// binomial returns the number of successful trials out of n when the
+// probability of success for each trial is p.
+pub fn binomial(n int, p f64) int {
+ check_probability_range(p)
+ mut count := 0
+ for _ in 0 .. n {
+ if bernoulli(p) {
+ count++
+ }
+ }
+ return count
+}
+
+// Configuration struct for the `normal_pair` function. The default value for
+// `mu` is 0 and the default value for `sigma` is 1.
+pub struct NormalConfigStruct {
+ mu f64 = 0.0
+ sigma f64 = 1.0
+}
+
+// normal_pair returns a pair of normally distributed random numbers with the mean mu
+// and standard deviation sigma. If not specified, mu is 0 and sigma is 1. Intended usage is
+// `x, y := normal_pair(mu: mean, sigma: stdev)`, or `x, y := normal_pair()`.
+pub fn normal_pair(config NormalConfigStruct) (f64, f64) {
+ if config.sigma <= 0 {
+ panic('The standard deviation has to be positive.')
+ }
+ // This is an implementation of the Marsaglia polar method
+ // See: https://doi.org/10.1137%2F1006063
+ // Also: https://en.wikipedia.org/wiki/Marsaglia_polar_method
+ for {
+ u := rand.f64_in_range(-1, 1)
+ v := rand.f64_in_range(-1, 1)
+
+ s := u * u + v * v
+ if s >= 1 || s == 0 {
+ continue
+ }
+ t := math.sqrt(-2 * math.log(s) / s)
+ x := config.mu + config.sigma * t * u
+ y := config.mu + config.sigma * t * v
+ return x, y
+ }
+ return config.mu, config.mu
+}
+
+// normal returns a normally distributed random number with the mean mu and standard deviation
+// sigma. If not specified, mu is 0 and sigma is 1. Intended usage is
+// `x := normal(mu: mean, sigma: etdev)` or `x := normal()`.
+// **NOTE:** If you are generating a lot of normal variates, use `the normal_pair` function
+// instead. This function discards one of the two variates generated by the `normal_pair` function.
+pub fn normal(config NormalConfigStruct) f64 {
+ x, _ := normal_pair(config)
+ return x
+}
+
+// exponential returns an exponentially distributed random number with the rate paremeter
+// lambda. It is expected that lambda is positive.
+pub fn exponential(lambda f64) f64 {
+ if lambda <= 0 {
+ panic('The rate (lambda) must be positive.')
+ }
+ // Use the inverse transform sampling method
+ return -math.log(rand.f64()) / lambda
+}