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Diffstat (limited to 'v_windows/v/old/vlib/rand/dist/dist.v')
-rw-r--r-- | v_windows/v/old/vlib/rand/dist/dist.v | 85 |
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 +} |