normcore 0.0.1
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- checksums.yaml +7 -0
- data/lib/base.rb +7 -0
- data/lib/log_normal.rb +12 -0
- data/lib/normal.rb +43 -0
- data/lib/normcore.rb +3 -0
- metadata +47 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 62078ad0b3ab7a5cd12a10eafbeddb120117fa38
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data.tar.gz: 2d232fadddaa878ca0899864c1c9db4ff3750e23
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SHA512:
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metadata.gz: bf013bba69a41da90a5ed30d267668e5277892788dd4294165190c7f0a7e8c98566275a45ae591ffb505d2254315636ee9731f4f9b598646991a291af3a07263
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data.tar.gz: c24e7d317730ebdd9f4d843efd327ce6308338942126cef49e2d4ad382e68c37b70bf2e4aa19b17e18643d2d844810c767eb7aef68d0f117d97d81a6e4019084
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data/lib/base.rb
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data/lib/log_normal.rb
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data/lib/normal.rb
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module Normcore
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#
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# The normal a.k.a. Gaussian distribution
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#
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# https://en.wikipedia.org/wiki/Box–μller_transform
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#
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# Usage:
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#
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# normal = Normal.new(0, 1)
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#
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# normal.rng # return one sample
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#
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# normal.sample(10) # return 10 samples
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#
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class Normal < Base
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attr_reader :μ, :σ
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def initialize μ, σ
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@μ = μ
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@σ = σ
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end
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#
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# yield samples from gaussian distribution using the Box-μller transform
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#
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def rng
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box_muller
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end
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private
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#
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# Use the Box-μller transform to generate pairs of independent, standard,
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# normally distributed random numbers.
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#
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def box_muller
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θ = 2 * Math::PI * rand
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ρ = Math.sqrt(-2 * Math.log(1 - rand))
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scale = σ * ρ
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μ + scale * Math.cos(θ)
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end
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end
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end
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data/lib/normcore.rb
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metadata
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--- !ruby/object:Gem::Specification
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name: normcore
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version: !ruby/object:Gem::Version
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version: 0.0.1
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platform: ruby
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authors:
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- Austin Davis-Richardson
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2017-02-12 00:00:00.000000000 Z
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dependencies: []
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description: Generate random numbers from a Normal/Gaussian distribution
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email: harekrishna@gmail.com
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executables: []
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extensions: []
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extra_rdoc_files: []
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files:
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- "./lib/base.rb"
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- "./lib/log_normal.rb"
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- "./lib/normal.rb"
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- "./lib/normcore.rb"
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homepage: https://github.com/pivotbio/normcore
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licenses:
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- MIT
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metadata: {}
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post_install_message:
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rdoc_options: []
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require_paths:
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- lib
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required_ruby_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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required_rubygems_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubyforge_project:
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rubygems_version: 2.6.8
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signing_key:
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specification_version: 4
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summary: Generate numbers from a normal distribution
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test_files: []
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