capricious 0.2.1 → 0.2.2

data/CHANGES

@@ -1,4 +1,8 @@
-version 0.2.1
+version 0.2.2
+
+* Added Normal distribution
+
+version 0.2.1 (7e4db0b4f1ab5eaa784708c9678aefe1d0ad9f16)
 
 * 0.2.0 sneaked out the door with a stray debugging printf; this is a paper-bag release.
 

data/VERSION

@@ -1 +1 @@
-0.2.1
+0.2.2

data/lib/capricious.rb

@@ -24,3 +24,4 @@ require 'capricious/biased_uniform'
 require 'capricious/poisson'
 require 'capricious/exponential'
 require 'capricious/erlang'
+require 'capricious/normal'

data/lib/capricious/normal.rb

@@ -0,0 +1,59 @@
+# capricious/normal.rb:  Normal distribution PRNG, with selectable source-randomness policy
+#
+# Copyright:: Copyright (c) 2010 Red Hat, Inc.
+# Author::  William Benton <willb@redhat.com>
+# License:: http://www.apache.org/licenses/LICENSE-2.0
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#      http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+require 'capricious/generic_prng'
+
+module Capricious
+  # Normal-distribution PRNG, uses polar form of Box-Muller transform.
+  class Normal
+    include PRNG
+    
+    attr_reader :expected_mean, :expected_variance
+    
+    # Initializes a new distribution.  mean and variance are the distribution parameters; =seed=,
+    # =policy=, and =keep_stats= are as in =PRNG=.
+    def initialize(mean, variance, seed=nil, policy=MWC5, keep_stats=false)
+      @expected_mean = mean.to_f
+      @expected_variance = variance.to_f
+      @stddev = Math.sqrt(@expected_variance)
+      @values = []
+      prng_initialize(seed, policy, keep_stats)
+    end
+    
+    private
+    def next_value
+      return @values.pop if @values.size() > 0
+      u, v, r = 0, 0, 0
+      
+      begin
+        u = 2 * @prng.next_f - 1
+        v = 2 * @prng.next_f - 1
+        r = u ** 2 + v ** 2
+      end while r == 0 || r > 1
+      
+      c = Math.sqrt(-2 * Math.log(r) / r)
+      
+      @values << scale(v * c)
+      scale(u * c)
+    end
+    
+    def scale(val)
+      @expected_mean + (val * @stddev)
+    end
+  end
+end

data/spec/normal_spec.rb

@@ -0,0 +1,34 @@
+require File.expand_path(File.dirname(__FILE__) + '/spec_helper')
+
+module Capricious
+  SAMPLE_COUNT = 30000
+  
+  describe Normal do
+    def generate_samples(policy, mean, variance, count=SAMPLE_COUNT)
+      @normal = Capricious::Normal.new(mean, variance, nil, policy, true)
+      count.times {@normal.next}
+    end
+    
+    [LFSR,MWC5].each do |policy|
+      [[0.0,1.0], [10.0,3.5]].each do |mean, variance|
+      
+        it "should, given policy #{policy.name}, generate normally-distributed numbers with a mean of #{mean} and a variance of #{variance}, as judged by mean estimates" do
+          generate_samples(policy, mean, variance)
+          @normal.aggregate.mean.should be_close(@normal.expected_mean, 0.01 * [mean, 1.0].max)
+        end
+        
+        it "should, given policy #{policy.name}, generate normally-distributed numbers with a mean of #{mean} and a variance of #{variance}, as judged by variance estimates" do
+          generate_samples(policy, mean, variance)
+          @normal.aggregate.stddev.should be_close(Math.sqrt(@normal.expected_variance), 0.075 * variance)
+        end
+      end
+      
+      it "should, given policy #{policy.name}, generate the same sequence given the same seed" do
+        @normal = Normal.new(0.0, 1.0, nil, policy, false)
+        @normal2 = Normal.new(0.0, 1.0, nil, policy, false)
+        (SAMPLE_COUNT/10).times { @normal2.next.should == @normal.next }
+      end
+      
+    end
+  end
+end

metadata

@@ -5,8 +5,8 @@ version: !ruby/object:Gem::Version
   segments: 
   - 0
   - 2
-  - 1
-  version: 0.2.1
+  - 2
+  version: 0.2.2
 platform: ruby
 authors: 
 - Will Benton
@@ -55,12 +55,14 @@ files:
 - lib/capricious/generic_prng.rb
 - lib/capricious/lfsr.rb
 - lib/capricious/mwc5.rb
+- lib/capricious/normal.rb
 - lib/capricious/poisson.rb
 - lib/capricious/sample_sink.rb
 - lib/capricious/uniform.rb
 - spec/biased_uniform_spec.rb
 - spec/erlang_spec.rb
 - spec/exponential_spec.rb
+- spec/normal_spec.rb
 - spec/poisson_spec.rb
 - spec/spec.opts
 - spec/spec_helper.rb
@@ -99,6 +101,7 @@ test_files:
 - spec/biased_uniform_spec.rb
 - spec/erlang_spec.rb
 - spec/exponential_spec.rb
+- spec/normal_spec.rb
 - spec/poisson_spec.rb
 - spec/spec_helper.rb
 - spec/uniform_spec.rb