annotate Lib/random.py @ 1590:ac2e5cc29949 legacy-trunk

Added tests for missing host to open_http and open_gopher
author Guido van Rossum <guido@python.org>
date Mon, 18 Apr 1994 09:39:56 +0000
parents 444e349f962f
children 7f891f32864c
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1 # R A N D O M V A R I A B L E G E N E R A T O R S
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2 #
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3 # distributions on the real line:
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4 # ------------------------------
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5 # normal (Gaussian)
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6 # lognormal
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7 # negative exponential
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8 # gamma
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695fb494a3a2 Added gauss() (same as normal but twice as fast) and betavariate();
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9 # beta
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10 #
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11 # distributions on the circle (angles 0 to 2pi)
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12 # ---------------------------------------------
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13 # circular uniform
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14 # von Mises
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15
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16 # Translated from anonymously contributed C/C++ source.
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17
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18 from whrandom import random, uniform, randint, choice # Also for export!
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19 from math import log, exp, pi, e, sqrt, acos, cos, sin
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20
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21 # Housekeeping function to verify that magic constants have been
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22 # computed correctly
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23
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24 def verify(name, expected):
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25 computed = eval(name)
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26 if abs(computed - expected) > 1e-7:
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27 raise ValueError, \
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28 'computed value for %s deviates too much (computed %g, expected %g)' % \
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29 (name, computed, expected)
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30
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31 # -------------------- normal distribution --------------------
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32
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33 NV_MAGICCONST = 4*exp(-0.5)/sqrt(2.0)
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34 verify('NV_MAGICCONST', 1.71552776992141)
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35 def normalvariate(mu, sigma):
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36 # mu = mean, sigma = standard deviation
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37
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38 # Uses Kinderman and Monahan method. Reference: Kinderman,
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39 # A.J. and Monahan, J.F., "Computer generation of random
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40 # variables using the ratio of uniform deviates", ACM Trans
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41 # Math Software, 3, (1977), pp257-260.
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42
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43 while 1:
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44 u1 = random()
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45 u2 = random()
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46 z = NV_MAGICCONST*(u1-0.5)/u2
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47 zz = z*z/4.0
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48 if zz <= -log(u2):
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49 break
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50 return mu+z*sigma
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51
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52 # -------------------- lognormal distribution --------------------
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53
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54 def lognormvariate(mu, sigma):
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55 return exp(normalvariate(mu, sigma))
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56
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57 # -------------------- circular uniform --------------------
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58
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59 def cunifvariate(mean, arc):
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60 # mean: mean angle (in radians between 0 and pi)
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61 # arc: range of distribution (in radians between 0 and pi)
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62
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63 return (mean + arc * (random() - 0.5)) % pi
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64
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65 # -------------------- exponential distribution --------------------
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66
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67 def expovariate(lambd):
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68 # lambd: rate lambd = 1/mean
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69 # ('lambda' is a Python reserved word)
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70
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71 u = random()
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72 while u <= 1e-7:
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73 u = random()
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74 return -log(u)/lambd
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75
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76 # -------------------- von Mises distribution --------------------
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77
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78 TWOPI = 2.0*pi
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79 verify('TWOPI', 6.28318530718)
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80
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81 def vonmisesvariate(mu, kappa):
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82 # mu: mean angle (in radians between 0 and 180 degrees)
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83 # kappa: concentration parameter kappa (>= 0)
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84
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85 # if kappa = 0 generate uniform random angle
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86 if kappa <= 1e-6:
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87 return TWOPI * random()
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88
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89 a = 1.0 + sqrt(1.0 + 4.0 * kappa * kappa)
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90 b = (a - sqrt(2.0 * a))/(2.0 * kappa)
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91 r = (1.0 + b * b)/(2.0 * b)
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92
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93 while 1:
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94 u1 = random()
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95
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96 z = cos(pi * u1)
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97 f = (1.0 + r * z)/(r + z)
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98 c = kappa * (r - f)
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99
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100 u2 = random()
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101
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102 if not (u2 >= c * (2.0 - c) and u2 > c * exp(1.0 - c)):
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103 break
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104
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105 u3 = random()
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106 if u3 > 0.5:
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107 theta = mu + 0.5*acos(f)
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108 else:
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109 theta = mu - 0.5*acos(f)
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110
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111 return theta % pi
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112
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113 # -------------------- gamma distribution --------------------
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114
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115 LOG4 = log(4.0)
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116 verify('LOG4', 1.38629436111989)
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117
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118 def gammavariate(alpha, beta):
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119 # beta times standard gamma
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120 ainv = sqrt(2.0 * alpha - 1.0)
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121 return beta * stdgamma(alpha, ainv, alpha - LOG4, alpha + ainv)
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122
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123 SG_MAGICCONST = 1.0 + log(4.5)
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124 verify('SG_MAGICCONST', 2.50407739677627)
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125
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126 def stdgamma(alpha, ainv, bbb, ccc):
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127 # ainv = sqrt(2 * alpha - 1)
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128 # bbb = alpha - log(4)
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129 # ccc = alpha + ainv
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130
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131 if alpha <= 0.0:
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132 raise ValueError, 'stdgamma: alpha must be > 0.0'
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133
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134 if alpha > 1.0:
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135
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136 # Uses R.C.H. Cheng, "The generation of Gamma
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137 # variables with non-integral shape parameters",
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138 # Applied Statistics, (1977), 26, No. 1, p71-74
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139
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140 while 1:
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141 u1 = random()
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142 u2 = random()
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143 v = log(u1/(1.0-u1))/ainv
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144 x = alpha*exp(v)
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145 z = u1*u1*u2
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146 r = bbb+ccc*v-x
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147 if r + SG_MAGICCONST - 4.5*z >= 0.0 or r >= log(z):
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148 return x
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149
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150 elif alpha == 1.0:
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151 # expovariate(1)
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152 u = random()
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153 while u <= 1e-7:
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154 u = random()
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155 return -log(u)
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156
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157 else: # alpha is between 0 and 1 (exclusive)
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158
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159 # Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
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160
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161 while 1:
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162 u = random()
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163 b = (e + alpha)/e
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164 p = b*u
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165 if p <= 1.0:
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166 x = pow(p, 1.0/alpha)
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167 else:
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168 # p > 1
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169 x = -log((b-p)/alpha)
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170 u1 = random()
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171 if not (((p <= 1.0) and (u1 > exp(-x))) or
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172 ((p > 1) and (u1 > pow(x, alpha - 1.0)))):
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173 break
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174 return x
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175
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176
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177 # -------------------- Gauss (faster alternative) --------------------
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178
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179 gauss_next = None
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180 def gauss(mu, sigma):
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181
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182 # When x and y are two variables from [0, 1), uniformly
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183 # distributed, then
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184 #
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185 # cos(2*pi*x)*log(1-y)
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186 # sin(2*pi*x)*log(1-y)
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187 #
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188 # are two *independent* variables with normal distribution
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189 # (mu = 0, sigma = 1).
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190 # (Lambert Meertens)
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191
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192 global gauss_next
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193
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194 if gauss_next != None:
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195 z = gauss_next
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196 gauss_next = None
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197 else:
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198 x2pi = random() * TWOPI
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199 log1_y = log(1.0 - random())
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200 z = cos(x2pi) * log1_y
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201 gauss_next = sin(x2pi) * log1_y
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202
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203 return mu + z*sigma
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204
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205 # -------------------- beta --------------------
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206
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207 def betavariate(alpha, beta):
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208
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209 # Discrete Event Simulation in C, pp 87-88.
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210
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211 y = expovariate(alpha)
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212 z = expovariate(1.0/beta)
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213 return z/(y+z)
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214
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215 # -------------------- test program --------------------
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216
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217 def test(*args):
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218 print 'TWOPI =', TWOPI
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219 print 'LOG4 =', LOG4
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220 print 'NV_MAGICCONST =', NV_MAGICCONST
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221 print 'SG_MAGICCONST =', SG_MAGICCONST
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222 N = 200
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223 if args:
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224 if args[1:]: print 'Excess test() arguments ignored'
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225 N = args[0]
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226 test_generator(N, 'random()')
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227 test_generator(N, 'normalvariate(0.0, 1.0)')
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228 test_generator(N, 'lognormvariate(0.0, 1.0)')
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229 test_generator(N, 'cunifvariate(0.0, 1.0)')
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230 test_generator(N, 'expovariate(1.0)')
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231 test_generator(N, 'vonmisesvariate(0.0, 1.0)')
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232 test_generator(N, 'gammavariate(0.5, 1.0)')
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233 test_generator(N, 'gammavariate(0.9, 1.0)')
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234 test_generator(N, 'gammavariate(1.0, 1.0)')
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235 test_generator(N, 'gammavariate(2.0, 1.0)')
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236 test_generator(N, 'gammavariate(20.0, 1.0)')
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237 test_generator(N, 'gammavariate(200.0, 1.0)')
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238 test_generator(N, 'gauss(0.0, 1.0)')
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239 test_generator(N, 'betavariate(3.0, 3.0)')
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240
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241 def test_generator(n, funccall):
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242 import time
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243 print n, 'times', funccall
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244 code = compile(funccall, funccall, 'eval')
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245 sum = 0.0
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246 sqsum = 0.0
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247 smallest = 1e10
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248 largest = -1e10
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249 t0 = time.time()
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250 for i in range(n):
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251 x = eval(code)
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252 sum = sum + x
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253 sqsum = sqsum + x*x
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254 smallest = min(x, smallest)
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255 largest = max(x, largest)
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256 t1 = time.time()
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257 print round(t1-t0, 3), 'sec,',
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258 avg = sum/n
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259 stddev = sqrt(sqsum/n - avg*avg)
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260 print 'avg %g, stddev %g, min %g, max %g' % \
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261 (avg, stddev, smallest, largest)
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262
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263 if __name__ == '__main__':
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264 test()