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rdg
Distributed pseudo random number generators
Module DescriptionThe rdg module implements pseudo random number generators with a distribution. The module requires a pseudo random generator with an uniform distribution which returns floating point random numbers with a range of [0,1>. Due to the extensive use of the floating point stack, this module has an environmental dependency. Module WordsDistributed Random generator structurerdg% ( -- n ) Get the required space for a rdg variable Distributed random generator creation, initialisation and destructionrdg-init ( x xt rdg -- ) Initialise the generator with the random generator xt and its data xrdg-create ( x xt "<spaces>name" -- ; -- rdg ) Create a named random generator in the dictionary with the random generator xt and its data xrdg-new ( x xt -- rdg ) Create a new random generator on the heap with the random generator xt and its data xrdg-free ( rdg -- ) Free the random generator from the heap Random generator wordsrdg-uniform ( F: r1 r2 -- r3 ; rdg -- ) Generate a random number with a uniform distribution in the range of [r1,r2>rdg-normal ( F: r1 r2 -- r3 ; rdg -- ) Generate a random number with a normal or gaussian distribution with mu or mean r1 and sigma or standard deviation r2rdg-exponential ( F: r1 -- r2 ; rdg -- ) Generate a random number with an exponential distribution with mu or mean r1 [>0]rdg-gamma ( F: r1 r2 -- r3 ; rdg -- ) Generate a random number with a gamma distribution with alpha r1 [>0] and beta r2 [>0], alpha*beta = mean, alpha*beta^2 = variancerdg-beta ( F: r1 r2 -- r3 ; rdg -- ) Generate a random number with a beta distribution with alpha r1 [>0] and beta r2 [>0], alpha*beta = mean, alpha*beta^2 = variancerdg-binomial ( F: r -- ; u1 rdg -- u2 ) Generate a random number with a binomial distribution with probability r 0,1 and trails u1 [>=0]rdg-poisson ( F: r -- ; rdg -- u ) Generate a random number with a poisson distribution with mean r [>=0]rdg-pareto ( F: r1 r2 -- r3 ; rdg -- ) Generate a random number with a pareto distribution with alpha r1 [>0] the scale parameter and r2 [>0] the shape parameterrdg-weibull ( F: r1 r2 -- r3 ; rdg -- ) Generate a random number with a Weibull distribution with alpha r1 [>0] the scale parameter and beta r2 [>0] the shape parameter Examplesinclude ffl/rng.fs include ffl/rdg.fs \ Create a random generator variable in the dictionary with seed 5489 5489 rng-create rng1 \ Create a distributed random generator in the dictionary with the rng1 random generator \ The distributed random generator expects the state and the word that generates random \ numbers in the range [0..1>. rng1 ' rng-next-float rdg-create rdg1 \ Generate a normal or gaussian random number with mean 1.0 and stddev 0.5 1E+0 0.5E+0 rdg1 rdg-normal f. cr \ Generate an exponential random number with mean 2.0 2E+0 rdg1 rdg-exponential f. cr \ Generate a gamma random number with alpha 2.0 and beta 0.5 2E+0 0.5E+0 rdg1 rdg-gamma f. cr \ Generate a beta random number with alpha 2.0 and beta 0.5 2E+0 0.5E+0 rdg1 rdg-beta f. cr \ Generate a binomial random number with probability 0.4 and trails 15 0.4E+0 15 rdg1 rdg-binomial u. cr \ Generate a poisson random number with mean 17.0 17E+0 rdg1 rdg-poisson u. cr \ Generate a pareto random number with alpha 3.5 and beta 2.0 3.5E+0 2E+0 rdg1 rdg-pareto f. cr \ Generate a weibull random number with alpha 3.5 and beta 2.0 3.5E+0 2E+0 rdg1 rdg-weibull f. cr \ Create a distributed random generator variable on the heap rng1 ' rng-next-float rdg-new value rdg2 \ Generate an uniform random number in the range of [34.5,34.6> 34.5E+0 34.6E+0 rdg2 rdg-uniform f. cr \ Free the variable from the heap rdg2 rdg-free Generated by ofcfrth-0.10.0 |
