capricious 0.0.2
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- data/.document +5 -0
- data/.gitignore +21 -0
- data/CHANGES +5 -0
- data/LICENSE +202 -0
- data/README.rdoc +11 -0
- data/Rakefile +70 -0
- data/VERSION +1 -0
- data/lib/capricious.rb +21 -0
- data/lib/capricious/lfsr.rb +110 -0
- data/lib/capricious/sample_sink.rb +62 -0
- data/lib/capricious/uniform.rb +43 -0
- data/spec/spec.opts +1 -0
- data/spec/spec_helper.rb +9 -0
- data/spec/uniform_spec.rb +34 -0
- metadata +79 -0
data/.document
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data/.gitignore
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data/CHANGES
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data/LICENSE
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Copyright [yyyy] [name of copyright owner]
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Licensed under the Apache License, Version 2.0 (the "License");
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data/README.rdoc
ADDED
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= capricious
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Capricious is a library for pseudo-random number generation; it
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is primarily intended for use in simulation. Currently, one
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distribution (uniform) is provided over one underlying pseudo-
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random generator (a linear-feedback shift register), but in the
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future Capricious will provide more of each.
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== Copyright
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Copyright (c) 2010 Red Hat, Inc. See LICENSE for details.
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data/Rakefile
ADDED
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require 'rubygems'
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require 'rake'
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begin
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require 'jeweler'
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Jeweler::Tasks.new do |gem|
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gem.name = "capricious"
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gem.summary = %Q{Pseudorandom number generator classes and support code}
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gem.description = %Q{Pseudorandom number generator classes and support code, parameterized on a source of randomness and a probability distribution}
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gem.email = "willb@redhat.com"
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gem.homepage = "http://github.com/willb/capricious"
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gem.authors = ["Will Benton"]
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gem.add_development_dependency "rspec", ">= 1.2.9"
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# gem is a Gem::Specification... see http://www.rubygems.org/read/chapter/20 for additional settings
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end
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Jeweler::GemcutterTasks.new
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rescue LoadError
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puts "Jeweler (or a dependency) not available. Install it with: gem install jeweler"
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end
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require 'spec/rake/spectask'
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Spec::Rake::SpecTask.new(:spec) do |spec|
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spec.libs << 'lib' << 'spec'
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spec.spec_files = FileList['spec/**/*_spec.rb']
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end
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Spec::Rake::SpecTask.new(:rcov) do |spec|
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spec.libs << 'lib' << 'spec'
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spec.pattern = 'spec/**/*_spec.rb'
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spec.rcov = true
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end
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task :spec => :check_dependencies
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begin
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require 'reek/adapters/rake_task'
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Reek::RakeTask.new do |t|
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t.fail_on_error = true
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t.verbose = false
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t.source_files = 'lib/**/*.rb'
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end
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rescue LoadError
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task :reek do
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abort "Reek is not available. In order to run reek, you must: sudo gem install reek"
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end
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end
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begin
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require 'roodi'
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require 'roodi_task'
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RoodiTask.new do |t|
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t.verbose = false
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end
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rescue LoadError
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task :roodi do
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abort "Roodi is not available. In order to run roodi, you must: sudo gem install roodi"
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end
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end
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task :default => :spec
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require 'rake/rdoctask'
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Rake::RDocTask.new do |rdoc|
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version = File.exist?('VERSION') ? File.read('VERSION') : ""
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rdoc.rdoc_dir = 'rdoc'
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rdoc.title = "capricious #{version}"
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rdoc.rdoc_files.include('README*')
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rdoc.rdoc_files.include('lib/**/*.rb')
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end
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data/VERSION
ADDED
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0.0.2
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data/lib/capricious.rb
ADDED
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# capricious: random number generators for Ruby
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#
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# Copyright (c) 2010 Red Hat, Inc.
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#
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# Author: William Benton <willb@redhat.com>
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
|
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# you may not use this file except in compliance with the License.
|
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# You may obtain a copy of the License at
|
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
|
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
|
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# limitations under the License.
|
18
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|
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require 'capricious/lfsr'
|
20
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require 'capricious/sample_sink'
|
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require 'capricious/uniform'
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@@ -0,0 +1,110 @@
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# capricious/lfsr.rb: linear-feedback shift register class
|
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#
|
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# Copyright (c) 2010 Red Hat, Inc.
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#
|
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# Author: William Benton <willb@redhat.com>
|
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
|
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# you may not use this file except in compliance with the License.
|
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# You may obtain a copy of the License at
|
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#
|
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# http://www.apache.org/licenses/LICENSE-2.0
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#
|
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# Unless required by applicable law or agreed to in writing, software
|
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# distributed under the License is distributed on an "AS IS" BASIS,
|
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
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# See the License for the specific language governing permissions and
|
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# limitations under the License.
|
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module Capricious
|
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# Linear-feedback shift register class
|
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class LFSR
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attr_reader :seed
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def LFSR.new_with_seed(seed)
|
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LFSR.new(nil, seed)
|
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end
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# initializes
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def initialize(size=nil, seed=nil)
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|
+
size = size || (0.size * 8)
|
32
|
+
case size
|
33
|
+
when 64
|
34
|
+
@ns = SixtyFourBitShifter
|
35
|
+
class << self ; include SixtyFourBitShifter ; private :shift_reg ; end
|
36
|
+
when 32
|
37
|
+
@ns = ThirtyTwoBitShifter
|
38
|
+
class << self ; include ThirtyTwoBitShifter ; private :shift_reg ; end
|
39
|
+
when 16
|
40
|
+
@ns = SixteenBitShifter
|
41
|
+
class << self ; include SixteenBitShifter ; private :shift_reg ; end
|
42
|
+
else
|
43
|
+
@ns = ThirtyTwoBitShifter
|
44
|
+
class << self ; include ThirtyTwoBitShifter ; private :shift_reg ; end
|
45
|
+
end
|
46
|
+
|
47
|
+
reset
|
48
|
+
end
|
49
|
+
|
50
|
+
def next
|
51
|
+
shift_reg
|
52
|
+
@reg
|
53
|
+
end
|
54
|
+
|
55
|
+
def next_f
|
56
|
+
self.next
|
57
|
+
@reg.quo(@ns::MASK.to_f)
|
58
|
+
end
|
59
|
+
|
60
|
+
def reset(seed=nil)
|
61
|
+
@seed ||= (seed || Time.now.utc.to_i) & @ns::MASK
|
62
|
+
@reg = @seed
|
63
|
+
end
|
64
|
+
end
|
65
|
+
|
66
|
+
module SixtyFourBitShifter
|
67
|
+
MASK = 0xffffffffffffffff
|
68
|
+
SIZE = 64
|
69
|
+
BITS = [64,63,61,60]
|
70
|
+
BITSELECT = BITS.map {|bit| "@reg[#{SIZE-bit}]"}.join("^")
|
71
|
+
|
72
|
+
class_eval <<-SHIFT_REG
|
73
|
+
def shift_reg
|
74
|
+
bit = #{BITSELECT}
|
75
|
+
@reg = (@reg >> 1) | (bit << #{SIZE-1})
|
76
|
+
end
|
77
|
+
SHIFT_REG
|
78
|
+
end
|
79
|
+
|
80
|
+
module ThirtyTwoBitShifter
|
81
|
+
MASK = 0xffffffff
|
82
|
+
SIZE = 32
|
83
|
+
BITS = [32,31,30,10]
|
84
|
+
BITSELECT = BITS.map {|bit| "@reg[#{SIZE-bit}]"}.join("^")
|
85
|
+
|
86
|
+
class_eval <<-SHIFT_REG
|
87
|
+
def shift_reg
|
88
|
+
bit = #{BITSELECT}
|
89
|
+
@reg = (@reg >> 1) | (bit << #{SIZE-1})
|
90
|
+
end
|
91
|
+
SHIFT_REG
|
92
|
+
end
|
93
|
+
|
94
|
+
module SixteenBitShifter
|
95
|
+
MASK = 0xffff
|
96
|
+
SIZE = 16
|
97
|
+
BITS = [16,14,13,11]
|
98
|
+
BITSELECT = BITS.map {|bit| "@reg[#{SIZE-bit}]"}.join("^")
|
99
|
+
|
100
|
+
class_eval <<-SHIFT_REG
|
101
|
+
def shift_reg
|
102
|
+
bit = #{BITSELECT}
|
103
|
+
@reg = (@reg >> 1) | (bit << #{SIZE-1})
|
104
|
+
end
|
105
|
+
SHIFT_REG
|
106
|
+
end
|
107
|
+
|
108
|
+
nil
|
109
|
+
end
|
110
|
+
|
@@ -0,0 +1,62 @@
|
|
1
|
+
# capricious/sample_sink.rb: sample aggregator
|
2
|
+
#
|
3
|
+
# Copyright (c) 2010 Red Hat, Inc.
|
4
|
+
#
|
5
|
+
# Author: William Benton <willb@redhat.com>
|
6
|
+
#
|
7
|
+
# Licensed under the Apache License, Version 2.0 (the "License");
|
8
|
+
# you may not use this file except in compliance with the License.
|
9
|
+
# You may obtain a copy of the License at
|
10
|
+
#
|
11
|
+
# http://www.apache.org/licenses/LICENSE-2.0
|
12
|
+
#
|
13
|
+
# Unless required by applicable law or agreed to in writing, software
|
14
|
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
15
|
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
16
|
+
# See the License for the specific language governing permissions and
|
17
|
+
# limitations under the License.
|
18
|
+
|
19
|
+
module Capricious
|
20
|
+
class SampleSink
|
21
|
+
|
22
|
+
attr_reader :min, :max, :count, :mean
|
23
|
+
|
24
|
+
def initialize
|
25
|
+
@min = nil
|
26
|
+
@max = nil
|
27
|
+
@count = 0
|
28
|
+
@var = 0.0
|
29
|
+
@mean = 0.0
|
30
|
+
@sum_x2 = 0.0
|
31
|
+
end
|
32
|
+
|
33
|
+
def put(sample)
|
34
|
+
update_stats(sample)
|
35
|
+
update_estimates(sample)
|
36
|
+
nil
|
37
|
+
end
|
38
|
+
|
39
|
+
def <<(sample)
|
40
|
+
self.put(sample)
|
41
|
+
self
|
42
|
+
end
|
43
|
+
|
44
|
+
def stddev
|
45
|
+
Math::sqrt(@var)
|
46
|
+
end
|
47
|
+
|
48
|
+
private
|
49
|
+
def update_stats(sample)
|
50
|
+
@min = sample if (@min == nil || sample < @min)
|
51
|
+
@max = sample if (@max == nil || sample > @max)
|
52
|
+
@count = @count + 1
|
53
|
+
end
|
54
|
+
|
55
|
+
def update_estimates(sample)
|
56
|
+
dev = sample - @mean
|
57
|
+
@mean += (dev / @count)
|
58
|
+
@sum_x2 += (dev * (sample - @mean))
|
59
|
+
@var = @sum_x2 / @count
|
60
|
+
end
|
61
|
+
end
|
62
|
+
end
|
@@ -0,0 +1,43 @@
|
|
1
|
+
# capricious/uniform.rb: uniform-distribution PRNG, with selectable source-randomness policy
|
2
|
+
#
|
3
|
+
# Copyright (c) 2010 Red Hat, Inc.
|
4
|
+
#
|
5
|
+
# Author: William Benton <willb@redhat.com>
|
6
|
+
#
|
7
|
+
# Licensed under the Apache License, Version 2.0 (the "License");
|
8
|
+
# you may not use this file except in compliance with the License.
|
9
|
+
# You may obtain a copy of the License at
|
10
|
+
#
|
11
|
+
# http://www.apache.org/licenses/LICENSE-2.0
|
12
|
+
#
|
13
|
+
# Unless required by applicable law or agreed to in writing, software
|
14
|
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
15
|
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
16
|
+
# See the License for the specific language governing permissions and
|
17
|
+
# limitations under the License.
|
18
|
+
|
19
|
+
require 'capricious/lfsr'
|
20
|
+
require 'capricious/sample_sink'
|
21
|
+
|
22
|
+
module Capricious
|
23
|
+
class Uniform
|
24
|
+
attr_reader :aggregate, :seed
|
25
|
+
|
26
|
+
def initialize(seed=nil, policy=LFSR, keep_stats=false)
|
27
|
+
@prng = policy.new_with_seed(seed)
|
28
|
+
@seed = @prng.seed
|
29
|
+
@aggregate = SampleSink.new if keep_stats
|
30
|
+
end
|
31
|
+
|
32
|
+
def next
|
33
|
+
val = @prng.next_f
|
34
|
+
@aggregate << val if @aggregate
|
35
|
+
val
|
36
|
+
end
|
37
|
+
|
38
|
+
def reset(seed=nil)
|
39
|
+
@prng.reset(seed)
|
40
|
+
@aggregate = SampleSink.new if @aggregate
|
41
|
+
end
|
42
|
+
end
|
43
|
+
end
|
data/spec/spec.opts
ADDED
@@ -0,0 +1 @@
|
|
1
|
+
--color
|
data/spec/spec_helper.rb
ADDED
@@ -0,0 +1,34 @@
|
|
1
|
+
require File.expand_path(File.dirname(__FILE__) + '/spec_helper')
|
2
|
+
|
3
|
+
module Capricious
|
4
|
+
EXPECTED_MEAN = 0.5
|
5
|
+
EXPECTED_STDDEV = 0.288675134594813
|
6
|
+
SAMPLE_COUNT = 200000
|
7
|
+
|
8
|
+
describe Uniform do
|
9
|
+
def generate_samples(count=SAMPLE_COUNT)
|
10
|
+
count.times {@uniform.next}
|
11
|
+
end
|
12
|
+
|
13
|
+
before(:each) do
|
14
|
+
@uniform = Capricious::Uniform.new(nil, LFSR, true)
|
15
|
+
end
|
16
|
+
|
17
|
+
it "should generate numbers in the range (0,1]" do
|
18
|
+
generate_samples
|
19
|
+
@uniform.aggregate.max.should <= 1.0
|
20
|
+
@uniform.aggregate.min.should > 0.0
|
21
|
+
end
|
22
|
+
|
23
|
+
it "should generate uniformly-distributed numbers in the range (0,1], as judged by mean and variance estimates" do
|
24
|
+
generate_samples
|
25
|
+
@uniform.aggregate.mean.should be_close(EXPECTED_MEAN, 0.01)
|
26
|
+
@uniform.aggregate.stddev.should be_close(EXPECTED_STDDEV, 0.01)
|
27
|
+
end
|
28
|
+
|
29
|
+
it "should generate the same sequence given the same seed" do
|
30
|
+
@uniform2 = Uniform.new(@uniform.seed, LFSR, true)
|
31
|
+
SAMPLE_COUNT.times { @uniform2.next.should == @uniform.next }
|
32
|
+
end
|
33
|
+
end
|
34
|
+
end
|
metadata
ADDED
@@ -0,0 +1,79 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: capricious
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.0.2
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Will Benton
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
|
12
|
+
date: 2010-03-11 00:00:00 -06:00
|
13
|
+
default_executable:
|
14
|
+
dependencies:
|
15
|
+
- !ruby/object:Gem::Dependency
|
16
|
+
name: rspec
|
17
|
+
type: :development
|
18
|
+
version_requirement:
|
19
|
+
version_requirements: !ruby/object:Gem::Requirement
|
20
|
+
requirements:
|
21
|
+
- - ">="
|
22
|
+
- !ruby/object:Gem::Version
|
23
|
+
version: 1.2.9
|
24
|
+
version:
|
25
|
+
description: Pseudorandom number generator classes and support code, parameterized on a source of randomness and a probability distribution
|
26
|
+
email: willb@redhat.com
|
27
|
+
executables: []
|
28
|
+
|
29
|
+
extensions: []
|
30
|
+
|
31
|
+
extra_rdoc_files:
|
32
|
+
- LICENSE
|
33
|
+
- README.rdoc
|
34
|
+
files:
|
35
|
+
- .document
|
36
|
+
- .gitignore
|
37
|
+
- CHANGES
|
38
|
+
- LICENSE
|
39
|
+
- README.rdoc
|
40
|
+
- Rakefile
|
41
|
+
- VERSION
|
42
|
+
- lib/capricious.rb
|
43
|
+
- lib/capricious/lfsr.rb
|
44
|
+
- lib/capricious/sample_sink.rb
|
45
|
+
- lib/capricious/uniform.rb
|
46
|
+
- spec/spec.opts
|
47
|
+
- spec/spec_helper.rb
|
48
|
+
- spec/uniform_spec.rb
|
49
|
+
has_rdoc: true
|
50
|
+
homepage: http://github.com/willb/capricious
|
51
|
+
licenses: []
|
52
|
+
|
53
|
+
post_install_message:
|
54
|
+
rdoc_options:
|
55
|
+
- --charset=UTF-8
|
56
|
+
require_paths:
|
57
|
+
- lib
|
58
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
59
|
+
requirements:
|
60
|
+
- - ">="
|
61
|
+
- !ruby/object:Gem::Version
|
62
|
+
version: "0"
|
63
|
+
version:
|
64
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - ">="
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: "0"
|
69
|
+
version:
|
70
|
+
requirements: []
|
71
|
+
|
72
|
+
rubyforge_project:
|
73
|
+
rubygems_version: 1.3.5
|
74
|
+
signing_key:
|
75
|
+
specification_version: 3
|
76
|
+
summary: Pseudorandom number generator classes and support code
|
77
|
+
test_files:
|
78
|
+
- spec/spec_helper.rb
|
79
|
+
- spec/uniform_spec.rb
|