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963 lines
33 KiB
Python
963 lines
33 KiB
Python
"""Random variable generators.
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bytes
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-----
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uniform bytes (values between 0 and 255)
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integers
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--------
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uniform within range
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sequences
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---------
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pick random element
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pick random sample
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pick weighted random sample
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generate random permutation
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distributions on the real line:
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------------------------------
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uniform
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triangular
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normal (Gaussian)
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lognormal
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negative exponential
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gamma
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beta
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binomial
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pareto
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Weibull
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distributions on the circle (angles 0 to 2pi)
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---------------------------------------------
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circular uniform
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von Mises
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General notes on the underlying Mersenne Twister core generator:
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* The period is 2**19937-1.
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* It is one of the most extensively tested generators in existence.
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* The random() method is implemented in C, executes in a single Python step,
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and is, therefore, threadsafe.
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"""
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# Translated by Guido van Rossum from C source provided by
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# Adrian Baddeley. Adapted by Raymond Hettinger for use with
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# the Mersenne Twister and os.urandom() core generators.
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from warnings import warn as _warn
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from math import log as _log, exp as _exp, pi as _pi, e as _e, ceil as _ceil
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from math import sqrt as _sqrt, acos as _acos, cos as _cos, sin as _sin
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from math import tau as TWOPI, floor as _floor, isfinite as _isfinite
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from math import lgamma as _lgamma, fabs as _fabs, log2 as _log2
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from os import urandom as _urandom
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from _collections_abc import Sequence as _Sequence
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from operator import index as _index
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from itertools import accumulate as _accumulate, repeat as _repeat
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from bisect import bisect as _bisect
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import os as _os
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import _random
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try:
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# hashlib is pretty heavy to load, try lean internal module first
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from _sha512 import sha512 as _sha512
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except ImportError:
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# fallback to official implementation
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from hashlib import sha512 as _sha512
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__all__ = [
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"Random",
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"SystemRandom",
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"betavariate",
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"binomialvariate",
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"choice",
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"choices",
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"expovariate",
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"gammavariate",
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"gauss",
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"getrandbits",
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"getstate",
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"lognormvariate",
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"normalvariate",
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"paretovariate",
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"randbytes",
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"randint",
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"random",
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"randrange",
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"sample",
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"seed",
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"setstate",
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"shuffle",
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"triangular",
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"uniform",
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"vonmisesvariate",
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"weibullvariate",
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]
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NV_MAGICCONST = 4 * _exp(-0.5) / _sqrt(2.0)
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LOG4 = _log(4.0)
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SG_MAGICCONST = 1.0 + _log(4.5)
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BPF = 53 # Number of bits in a float
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RECIP_BPF = 2 ** -BPF
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_ONE = 1
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class Random(_random.Random):
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"""Random number generator base class used by bound module functions.
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Used to instantiate instances of Random to get generators that don't
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share state.
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Class Random can also be subclassed if you want to use a different basic
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generator of your own devising: in that case, override the following
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methods: random(), seed(), getstate(), and setstate().
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Optionally, implement a getrandbits() method so that randrange()
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can cover arbitrarily large ranges.
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"""
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VERSION = 3 # used by getstate/setstate
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def __init__(self, x=None):
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"""Initialize an instance.
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Optional argument x controls seeding, as for Random.seed().
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"""
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self.seed(x)
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self.gauss_next = None
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def seed(self, a=None, version=2):
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"""Initialize internal state from a seed.
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The only supported seed types are None, int, float,
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str, bytes, and bytearray.
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None or no argument seeds from current time or from an operating
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system specific randomness source if available.
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If *a* is an int, all bits are used.
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For version 2 (the default), all of the bits are used if *a* is a str,
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bytes, or bytearray. For version 1 (provided for reproducing random
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sequences from older versions of Python), the algorithm for str and
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bytes generates a narrower range of seeds.
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"""
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if version == 1 and isinstance(a, (str, bytes)):
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a = a.decode('latin-1') if isinstance(a, bytes) else a
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x = ord(a[0]) << 7 if a else 0
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for c in map(ord, a):
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x = ((1000003 * x) ^ c) & 0xFFFFFFFFFFFFFFFF
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x ^= len(a)
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a = -2 if x == -1 else x
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elif version == 2 and isinstance(a, (str, bytes, bytearray)):
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if isinstance(a, str):
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a = a.encode()
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a = int.from_bytes(a + _sha512(a).digest())
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elif not isinstance(a, (type(None), int, float, str, bytes, bytearray)):
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raise TypeError('The only supported seed types are: None,\n'
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'int, float, str, bytes, and bytearray.')
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super().seed(a)
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self.gauss_next = None
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def getstate(self):
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"""Return internal state; can be passed to setstate() later."""
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return self.VERSION, super().getstate(), self.gauss_next
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def setstate(self, state):
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"""Restore internal state from object returned by getstate()."""
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version = state[0]
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if version == 3:
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version, internalstate, self.gauss_next = state
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super().setstate(internalstate)
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elif version == 2:
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version, internalstate, self.gauss_next = state
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# In version 2, the state was saved as signed ints, which causes
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# inconsistencies between 32/64-bit systems. The state is
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# really unsigned 32-bit ints, so we convert negative ints from
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# version 2 to positive longs for version 3.
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try:
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internalstate = tuple(x % (2 ** 32) for x in internalstate)
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except ValueError as e:
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raise TypeError from e
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super().setstate(internalstate)
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else:
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raise ValueError("state with version %s passed to "
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"Random.setstate() of version %s" %
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(version, self.VERSION))
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## -------------------------------------------------------
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## ---- Methods below this point do not need to be overridden or extended
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## ---- when subclassing for the purpose of using a different core generator.
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## -------------------- pickle support -------------------
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# Issue 17489: Since __reduce__ was defined to fix #759889 this is no
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# longer called; we leave it here because it has been here since random was
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# rewritten back in 2001 and why risk breaking something.
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def __getstate__(self): # for pickle
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return self.getstate()
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def __setstate__(self, state): # for pickle
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self.setstate(state)
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def __reduce__(self):
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return self.__class__, (), self.getstate()
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## ---- internal support method for evenly distributed integers ----
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def __init_subclass__(cls, /, **kwargs):
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"""Control how subclasses generate random integers.
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The algorithm a subclass can use depends on the random() and/or
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getrandbits() implementation available to it and determines
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whether it can generate random integers from arbitrarily large
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ranges.
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"""
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for c in cls.__mro__:
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if '_randbelow' in c.__dict__:
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# just inherit it
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break
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if 'getrandbits' in c.__dict__:
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cls._randbelow = cls._randbelow_with_getrandbits
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break
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if 'random' in c.__dict__:
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cls._randbelow = cls._randbelow_without_getrandbits
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break
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def _randbelow_with_getrandbits(self, n):
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"Return a random int in the range [0,n). Defined for n > 0."
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getrandbits = self.getrandbits
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k = n.bit_length()
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r = getrandbits(k) # 0 <= r < 2**k
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while r >= n:
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r = getrandbits(k)
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return r
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def _randbelow_without_getrandbits(self, n, maxsize=1<<BPF):
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"""Return a random int in the range [0,n). Defined for n > 0.
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The implementation does not use getrandbits, but only random.
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"""
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random = self.random
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if n >= maxsize:
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_warn("Underlying random() generator does not supply \n"
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"enough bits to choose from a population range this large.\n"
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"To remove the range limitation, add a getrandbits() method.")
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return _floor(random() * n)
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rem = maxsize % n
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limit = (maxsize - rem) / maxsize # int(limit * maxsize) % n == 0
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r = random()
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while r >= limit:
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r = random()
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return _floor(r * maxsize) % n
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_randbelow = _randbelow_with_getrandbits
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## --------------------------------------------------------
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## ---- Methods below this point generate custom distributions
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## ---- based on the methods defined above. They do not
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## ---- directly touch the underlying generator and only
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## ---- access randomness through the methods: random(),
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## ---- getrandbits(), or _randbelow().
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## -------------------- bytes methods ---------------------
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def randbytes(self, n):
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"""Generate n random bytes."""
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return self.getrandbits(n * 8).to_bytes(n, 'little')
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## -------------------- integer methods -------------------
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def randrange(self, start, stop=None, step=_ONE):
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"""Choose a random item from range(stop) or range(start, stop[, step]).
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Roughly equivalent to ``choice(range(start, stop, step))`` but
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supports arbitrarily large ranges and is optimized for common cases.
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"""
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# This code is a bit messy to make it fast for the
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# common case while still doing adequate error checking.
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istart = _index(start)
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if stop is None:
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# We don't check for "step != 1" because it hasn't been
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# type checked and converted to an integer yet.
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if step is not _ONE:
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raise TypeError("Missing a non-None stop argument")
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if istart > 0:
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return self._randbelow(istart)
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raise ValueError("empty range for randrange()")
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# Stop argument supplied.
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istop = _index(stop)
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width = istop - istart
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istep = _index(step)
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# Fast path.
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if istep == 1:
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if width > 0:
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return istart + self._randbelow(width)
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raise ValueError(f"empty range in randrange({start}, {stop})")
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# Non-unit step argument supplied.
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if istep > 0:
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n = (width + istep - 1) // istep
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elif istep < 0:
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n = (width + istep + 1) // istep
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else:
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raise ValueError("zero step for randrange()")
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if n <= 0:
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raise ValueError(f"empty range in randrange({start}, {stop}, {step})")
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return istart + istep * self._randbelow(n)
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def randint(self, a, b):
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"""Return random integer in range [a, b], including both end points.
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"""
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return self.randrange(a, b+1)
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## -------------------- sequence methods -------------------
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def choice(self, seq):
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"""Choose a random element from a non-empty sequence."""
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# As an accommodation for NumPy, we don't use "if not seq"
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# because bool(numpy.array()) raises a ValueError.
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if not len(seq):
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raise IndexError('Cannot choose from an empty sequence')
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return seq[self._randbelow(len(seq))]
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def shuffle(self, x):
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"""Shuffle list x in place, and return None."""
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randbelow = self._randbelow
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for i in reversed(range(1, len(x))):
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# pick an element in x[:i+1] with which to exchange x[i]
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j = randbelow(i + 1)
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x[i], x[j] = x[j], x[i]
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def sample(self, population, k, *, counts=None):
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"""Chooses k unique random elements from a population sequence.
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Returns a new list containing elements from the population while
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leaving the original population unchanged. The resulting list is
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in selection order so that all sub-slices will also be valid random
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samples. This allows raffle winners (the sample) to be partitioned
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into grand prize and second place winners (the subslices).
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Members of the population need not be hashable or unique. If the
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population contains repeats, then each occurrence is a possible
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selection in the sample.
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Repeated elements can be specified one at a time or with the optional
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counts parameter. For example:
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sample(['red', 'blue'], counts=[4, 2], k=5)
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is equivalent to:
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sample(['red', 'red', 'red', 'red', 'blue', 'blue'], k=5)
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To choose a sample from a range of integers, use range() for the
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population argument. This is especially fast and space efficient
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for sampling from a large population:
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sample(range(10000000), 60)
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"""
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# Sampling without replacement entails tracking either potential
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# selections (the pool) in a list or previous selections in a set.
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# When the number of selections is small compared to the
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# population, then tracking selections is efficient, requiring
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# only a small set and an occasional reselection. For
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# a larger number of selections, the pool tracking method is
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# preferred since the list takes less space than the
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# set and it doesn't suffer from frequent reselections.
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# The number of calls to _randbelow() is kept at or near k, the
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# theoretical minimum. This is important because running time
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# is dominated by _randbelow() and because it extracts the
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# least entropy from the underlying random number generators.
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# Memory requirements are kept to the smaller of a k-length
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# set or an n-length list.
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# There are other sampling algorithms that do not require
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# auxiliary memory, but they were rejected because they made
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# too many calls to _randbelow(), making them slower and
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# causing them to eat more entropy than necessary.
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if not isinstance(population, _Sequence):
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raise TypeError("Population must be a sequence. "
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"For dicts or sets, use sorted(d).")
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n = len(population)
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if counts is not None:
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cum_counts = list(_accumulate(counts))
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if len(cum_counts) != n:
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raise ValueError('The number of counts does not match the population')
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total = cum_counts.pop()
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if not isinstance(total, int):
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raise TypeError('Counts must be integers')
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if total <= 0:
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raise ValueError('Total of counts must be greater than zero')
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selections = self.sample(range(total), k=k)
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bisect = _bisect
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return [population[bisect(cum_counts, s)] for s in selections]
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randbelow = self._randbelow
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if not 0 <= k <= n:
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raise ValueError("Sample larger than population or is negative")
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result = [None] * k
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setsize = 21 # size of a small set minus size of an empty list
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if k > 5:
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setsize += 4 ** _ceil(_log(k * 3, 4)) # table size for big sets
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if n <= setsize:
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# An n-length list is smaller than a k-length set.
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# Invariant: non-selected at pool[0 : n-i]
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pool = list(population)
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for i in range(k):
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j = randbelow(n - i)
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result[i] = pool[j]
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pool[j] = pool[n - i - 1] # move non-selected item into vacancy
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else:
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selected = set()
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selected_add = selected.add
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for i in range(k):
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j = randbelow(n)
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while j in selected:
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j = randbelow(n)
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selected_add(j)
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result[i] = population[j]
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return result
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def choices(self, population, weights=None, *, cum_weights=None, k=1):
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"""Return a k sized list of population elements chosen with replacement.
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If the relative weights or cumulative weights are not specified,
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the selections are made with equal probability.
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"""
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random = self.random
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n = len(population)
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if cum_weights is None:
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if weights is None:
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floor = _floor
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n += 0.0 # convert to float for a small speed improvement
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return [population[floor(random() * n)] for i in _repeat(None, k)]
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try:
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cum_weights = list(_accumulate(weights))
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except TypeError:
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if not isinstance(weights, int):
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raise
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k = weights
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raise TypeError(
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f'The number of choices must be a keyword argument: {k=}'
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) from None
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elif weights is not None:
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raise TypeError('Cannot specify both weights and cumulative weights')
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if len(cum_weights) != n:
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raise ValueError('The number of weights does not match the population')
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total = cum_weights[-1] + 0.0 # convert to float
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if total <= 0.0:
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raise ValueError('Total of weights must be greater than zero')
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if not _isfinite(total):
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raise ValueError('Total of weights must be finite')
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bisect = _bisect
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hi = n - 1
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return [population[bisect(cum_weights, random() * total, 0, hi)]
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for i in _repeat(None, k)]
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## -------------------- real-valued distributions -------------------
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def uniform(self, a, b):
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"Get a random number in the range [a, b) or [a, b] depending on rounding."
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return a + (b - a) * self.random()
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def triangular(self, low=0.0, high=1.0, mode=None):
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"""Triangular distribution.
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Continuous distribution bounded by given lower and upper limits,
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and having a given mode value in-between.
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http://en.wikipedia.org/wiki/Triangular_distribution
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"""
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u = self.random()
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try:
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c = 0.5 if mode is None else (mode - low) / (high - low)
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except ZeroDivisionError:
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return low
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if u > c:
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u = 1.0 - u
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c = 1.0 - c
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low, high = high, low
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return low + (high - low) * _sqrt(u * c)
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def normalvariate(self, mu=0.0, sigma=1.0):
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"""Normal distribution.
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mu is the mean, and sigma is the standard deviation.
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"""
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# Uses Kinderman and Monahan method. Reference: Kinderman,
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# A.J. and Monahan, J.F., "Computer generation of random
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# variables using the ratio of uniform deviates", ACM Trans
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|
# Math Software, 3, (1977), pp257-260.
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random = self.random
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while True:
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u1 = random()
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u2 = 1.0 - random()
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z = NV_MAGICCONST * (u1 - 0.5) / u2
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zz = z * z / 4.0
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if zz <= -_log(u2):
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break
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return mu + z * sigma
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def gauss(self, mu=0.0, sigma=1.0):
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"""Gaussian distribution.
|
|
|
|
mu is the mean, and sigma is the standard deviation. This is
|
|
slightly faster than the normalvariate() function.
|
|
|
|
Not thread-safe without a lock around calls.
|
|
|
|
"""
|
|
# 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 lognormvariate(self, mu, sigma):
|
|
"""Log normal distribution.
|
|
|
|
If you take the natural logarithm of this distribution, you'll get a
|
|
normal distribution with mean mu and standard deviation sigma.
|
|
mu can have any value, and sigma must be greater than zero.
|
|
|
|
"""
|
|
return _exp(self.normalvariate(mu, sigma))
|
|
|
|
def expovariate(self, lambd=1.0):
|
|
"""Exponential distribution.
|
|
|
|
lambd is 1.0 divided by the desired mean. It should be
|
|
nonzero. (The parameter would be called "lambda", but that is
|
|
a reserved word in Python.) Returned values range from 0 to
|
|
positive infinity if lambd is positive, and from negative
|
|
infinity to 0 if lambd is negative.
|
|
|
|
"""
|
|
# lambd: rate lambd = 1/mean
|
|
# ('lambda' is a Python reserved word)
|
|
|
|
# we use 1-random() instead of random() to preclude the
|
|
# possibility of taking the log of zero.
|
|
return -_log(1.0 - self.random()) / lambd
|
|
|
|
def vonmisesvariate(self, mu, kappa):
|
|
"""Circular data distribution.
|
|
|
|
mu is the mean angle, expressed in radians between 0 and 2*pi, and
|
|
kappa is the concentration parameter, which must be greater than or
|
|
equal to zero. If kappa is equal to zero, this distribution reduces
|
|
to a uniform random angle over the range 0 to 2*pi.
|
|
|
|
"""
|
|
# Based upon an algorithm published in: Fisher, N.I.,
|
|
# "Statistical Analysis of Circular Data", Cambridge
|
|
# University Press, 1993.
|
|
|
|
# Thanks to Magnus Kessler for a correction to the
|
|
# implementation of step 4.
|
|
|
|
random = self.random
|
|
if kappa <= 1e-6:
|
|
return TWOPI * random()
|
|
|
|
s = 0.5 / kappa
|
|
r = s + _sqrt(1.0 + s * s)
|
|
|
|
while True:
|
|
u1 = random()
|
|
z = _cos(_pi * u1)
|
|
|
|
d = z / (r + z)
|
|
u2 = random()
|
|
if u2 < 1.0 - d * d or u2 <= (1.0 - d) * _exp(d):
|
|
break
|
|
|
|
q = 1.0 / r
|
|
f = (q + z) / (1.0 + q * z)
|
|
u3 = random()
|
|
if u3 > 0.5:
|
|
theta = (mu + _acos(f)) % TWOPI
|
|
else:
|
|
theta = (mu - _acos(f)) % TWOPI
|
|
|
|
return theta
|
|
|
|
def gammavariate(self, alpha, beta):
|
|
"""Gamma distribution. Not the gamma function!
|
|
|
|
Conditions on the parameters are alpha > 0 and beta > 0.
|
|
|
|
The probability distribution function is:
|
|
|
|
x ** (alpha - 1) * math.exp(-x / beta)
|
|
pdf(x) = --------------------------------------
|
|
math.gamma(alpha) * beta ** alpha
|
|
|
|
"""
|
|
# alpha > 0, beta > 0, mean is alpha*beta, variance is alpha*beta**2
|
|
|
|
# Warning: a few older sources define the gamma distribution in terms
|
|
# of alpha > -1.0
|
|
if alpha <= 0.0 or beta <= 0.0:
|
|
raise ValueError('gammavariate: alpha and beta must be > 0.0')
|
|
|
|
random = self.random
|
|
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
|
|
|
|
ainv = _sqrt(2.0 * alpha - 1.0)
|
|
bbb = alpha - LOG4
|
|
ccc = alpha + ainv
|
|
|
|
while True:
|
|
u1 = random()
|
|
if not 1e-7 < u1 < 0.9999999:
|
|
continue
|
|
u2 = 1.0 - 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 * beta
|
|
|
|
elif alpha == 1.0:
|
|
# expovariate(1/beta)
|
|
return -_log(1.0 - random()) * beta
|
|
|
|
else:
|
|
# alpha is between 0 and 1 (exclusive)
|
|
# Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
|
|
while True:
|
|
u = random()
|
|
b = (_e + alpha) / _e
|
|
p = b * u
|
|
if p <= 1.0:
|
|
x = p ** (1.0 / alpha)
|
|
else:
|
|
x = -_log((b - p) / alpha)
|
|
u1 = random()
|
|
if p > 1.0:
|
|
if u1 <= x ** (alpha - 1.0):
|
|
break
|
|
elif u1 <= _exp(-x):
|
|
break
|
|
return x * beta
|
|
|
|
def betavariate(self, alpha, beta):
|
|
"""Beta distribution.
|
|
|
|
Conditions on the parameters are alpha > 0 and beta > 0.
|
|
Returned values range between 0 and 1.
|
|
|
|
"""
|
|
## See
|
|
## http://mail.python.org/pipermail/python-bugs-list/2001-January/003752.html
|
|
## for Ivan Frohne's insightful analysis of why the original implementation:
|
|
##
|
|
## def betavariate(self, alpha, beta):
|
|
## # Discrete Event Simulation in C, pp 87-88.
|
|
##
|
|
## y = self.expovariate(alpha)
|
|
## z = self.expovariate(1.0/beta)
|
|
## return z/(y+z)
|
|
##
|
|
## was dead wrong, and how it probably got that way.
|
|
|
|
# This version due to Janne Sinkkonen, and matches all the std
|
|
# texts (e.g., Knuth Vol 2 Ed 3 pg 134 "the beta distribution").
|
|
y = self.gammavariate(alpha, 1.0)
|
|
if y:
|
|
return y / (y + self.gammavariate(beta, 1.0))
|
|
return 0.0
|
|
|
|
|
|
def binomialvariate(self, n=1, p=0.5):
|
|
"""Binomial random variable.
|
|
|
|
Gives the number of successes for *n* independent trials
|
|
with the probability of success in each trial being *p*:
|
|
|
|
sum(random() < p for i in range(n))
|
|
|
|
Returns an integer in the range: 0 <= X <= n
|
|
|
|
"""
|
|
# Error check inputs and handle edge cases
|
|
if n < 0:
|
|
raise ValueError("n must be non-negative")
|
|
if p <= 0.0 or p >= 1.0:
|
|
if p == 0.0:
|
|
return 0
|
|
if p == 1.0:
|
|
return n
|
|
raise ValueError("p must be in the range 0.0 <= p <= 1.0")
|
|
|
|
random = self.random
|
|
|
|
# Fast path for a common case
|
|
if n == 1:
|
|
return _index(random() < p)
|
|
|
|
# Exploit symmetry to establish: p <= 0.5
|
|
if p > 0.5:
|
|
return n - self.binomialvariate(n, 1.0 - p)
|
|
|
|
if n * p < 10.0:
|
|
# BG: Geometric method by Devroye with running time of O(np).
|
|
# https://dl.acm.org/doi/pdf/10.1145/42372.42381
|
|
x = y = 0
|
|
c = _log2(1.0 - p)
|
|
if not c:
|
|
return x
|
|
while True:
|
|
y += _floor(_log2(random()) / c) + 1
|
|
if y > n:
|
|
return x
|
|
x += 1
|
|
|
|
# BTRS: Transformed rejection with squeeze method by Wolfgang Hörmann
|
|
# https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.47.8407&rep=rep1&type=pdf
|
|
assert n*p >= 10.0 and p <= 0.5
|
|
setup_complete = False
|
|
|
|
spq = _sqrt(n * p * (1.0 - p)) # Standard deviation of the distribution
|
|
b = 1.15 + 2.53 * spq
|
|
a = -0.0873 + 0.0248 * b + 0.01 * p
|
|
c = n * p + 0.5
|
|
vr = 0.92 - 4.2 / b
|
|
|
|
while True:
|
|
|
|
u = random()
|
|
u -= 0.5
|
|
us = 0.5 - _fabs(u)
|
|
k = _floor((2.0 * a / us + b) * u + c)
|
|
if k < 0 or k > n:
|
|
continue
|
|
|
|
# The early-out "squeeze" test substantially reduces
|
|
# the number of acceptance condition evaluations.
|
|
v = random()
|
|
if us >= 0.07 and v <= vr:
|
|
return k
|
|
|
|
# Acceptance-rejection test.
|
|
# Note, the original paper errorneously omits the call to log(v)
|
|
# when comparing to the log of the rescaled binomial distribution.
|
|
if not setup_complete:
|
|
alpha = (2.83 + 5.1 / b) * spq
|
|
lpq = _log(p / (1.0 - p))
|
|
m = _floor((n + 1) * p) # Mode of the distribution
|
|
h = _lgamma(m + 1) + _lgamma(n - m + 1)
|
|
setup_complete = True # Only needs to be done once
|
|
v *= alpha / (a / (us * us) + b)
|
|
if _log(v) <= h - _lgamma(k + 1) - _lgamma(n - k + 1) + (k - m) * lpq:
|
|
return k
|
|
|
|
|
|
def paretovariate(self, alpha):
|
|
"""Pareto distribution. alpha is the shape parameter."""
|
|
# Jain, pg. 495
|
|
|
|
u = 1.0 - self.random()
|
|
return u ** (-1.0 / alpha)
|
|
|
|
def weibullvariate(self, alpha, beta):
|
|
"""Weibull distribution.
|
|
|
|
alpha is the scale parameter and beta is the shape parameter.
|
|
|
|
"""
|
|
# Jain, pg. 499; bug fix courtesy Bill Arms
|
|
|
|
u = 1.0 - self.random()
|
|
return alpha * (-_log(u)) ** (1.0 / beta)
|
|
|
|
|
|
## ------------------------------------------------------------------
|
|
## --------------- Operating System Random Source ------------------
|
|
|
|
|
|
class SystemRandom(Random):
|
|
"""Alternate random number generator using sources provided
|
|
by the operating system (such as /dev/urandom on Unix or
|
|
CryptGenRandom on Windows).
|
|
|
|
Not available on all systems (see os.urandom() for details).
|
|
|
|
"""
|
|
|
|
def random(self):
|
|
"""Get the next random number in the range 0.0 <= X < 1.0."""
|
|
return (int.from_bytes(_urandom(7)) >> 3) * RECIP_BPF
|
|
|
|
def getrandbits(self, k):
|
|
"""getrandbits(k) -> x. Generates an int with k random bits."""
|
|
if k < 0:
|
|
raise ValueError('number of bits must be non-negative')
|
|
numbytes = (k + 7) // 8 # bits / 8 and rounded up
|
|
x = int.from_bytes(_urandom(numbytes))
|
|
return x >> (numbytes * 8 - k) # trim excess bits
|
|
|
|
def randbytes(self, n):
|
|
"""Generate n random bytes."""
|
|
# os.urandom(n) fails with ValueError for n < 0
|
|
# and returns an empty bytes string for n == 0.
|
|
return _urandom(n)
|
|
|
|
def seed(self, *args, **kwds):
|
|
"Stub method. Not used for a system random number generator."
|
|
return None
|
|
|
|
def _notimplemented(self, *args, **kwds):
|
|
"Method should not be called for a system random number generator."
|
|
raise NotImplementedError('System entropy source does not have state.')
|
|
getstate = setstate = _notimplemented
|
|
|
|
|
|
# ----------------------------------------------------------------------
|
|
# Create one instance, seeded from current time, and export its methods
|
|
# as module-level functions. The functions share state across all uses
|
|
# (both in the user's code and in the Python libraries), but that's fine
|
|
# for most programs and is easier for the casual user than making them
|
|
# instantiate their own Random() instance.
|
|
|
|
_inst = Random()
|
|
seed = _inst.seed
|
|
random = _inst.random
|
|
uniform = _inst.uniform
|
|
triangular = _inst.triangular
|
|
randint = _inst.randint
|
|
choice = _inst.choice
|
|
randrange = _inst.randrange
|
|
sample = _inst.sample
|
|
shuffle = _inst.shuffle
|
|
choices = _inst.choices
|
|
normalvariate = _inst.normalvariate
|
|
lognormvariate = _inst.lognormvariate
|
|
expovariate = _inst.expovariate
|
|
vonmisesvariate = _inst.vonmisesvariate
|
|
gammavariate = _inst.gammavariate
|
|
gauss = _inst.gauss
|
|
betavariate = _inst.betavariate
|
|
binomialvariate = _inst.binomialvariate
|
|
paretovariate = _inst.paretovariate
|
|
weibullvariate = _inst.weibullvariate
|
|
getstate = _inst.getstate
|
|
setstate = _inst.setstate
|
|
getrandbits = _inst.getrandbits
|
|
randbytes = _inst.randbytes
|
|
|
|
|
|
## ------------------------------------------------------
|
|
## ----------------- test program -----------------------
|
|
|
|
def _test_generator(n, func, args):
|
|
from statistics import stdev, fmean as mean
|
|
from time import perf_counter
|
|
|
|
t0 = perf_counter()
|
|
data = [func(*args) for i in _repeat(None, n)]
|
|
t1 = perf_counter()
|
|
|
|
xbar = mean(data)
|
|
sigma = stdev(data, xbar)
|
|
low = min(data)
|
|
high = max(data)
|
|
|
|
print(f'{t1 - t0:.3f} sec, {n} times {func.__name__}{args!r}')
|
|
print('avg %g, stddev %g, min %g, max %g\n' % (xbar, sigma, low, high))
|
|
|
|
|
|
def _test(N=10_000):
|
|
_test_generator(N, random, ())
|
|
_test_generator(N, normalvariate, (0.0, 1.0))
|
|
_test_generator(N, lognormvariate, (0.0, 1.0))
|
|
_test_generator(N, vonmisesvariate, (0.0, 1.0))
|
|
_test_generator(N, binomialvariate, (15, 0.60))
|
|
_test_generator(N, binomialvariate, (100, 0.75))
|
|
_test_generator(N, gammavariate, (0.01, 1.0))
|
|
_test_generator(N, gammavariate, (0.1, 1.0))
|
|
_test_generator(N, gammavariate, (0.1, 2.0))
|
|
_test_generator(N, gammavariate, (0.5, 1.0))
|
|
_test_generator(N, gammavariate, (0.9, 1.0))
|
|
_test_generator(N, gammavariate, (1.0, 1.0))
|
|
_test_generator(N, gammavariate, (2.0, 1.0))
|
|
_test_generator(N, gammavariate, (20.0, 1.0))
|
|
_test_generator(N, gammavariate, (200.0, 1.0))
|
|
_test_generator(N, gauss, (0.0, 1.0))
|
|
_test_generator(N, betavariate, (3.0, 3.0))
|
|
_test_generator(N, triangular, (0.0, 1.0, 1.0 / 3.0))
|
|
|
|
|
|
## ------------------------------------------------------
|
|
## ------------------ fork support ---------------------
|
|
|
|
if hasattr(_os, "fork"):
|
|
_os.register_at_fork(after_in_child=_inst.seed)
|
|
|
|
|
|
if __name__ == '__main__':
|
|
_test()
|