simple-random 0.10.0 → 1.0.0
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- checksums.yaml +7 -0
- data/Gemfile +15 -0
- data/Gemfile.lock +81 -0
- data/LICENSE +130 -251
- data/README.rdoc +9 -0
- data/Rakefile +37 -16
- data/VERSION +1 -1
- data/lib/simple-random.rb +2 -207
- data/lib/simple-random/multi_threaded_simple_random.rb +30 -0
- data/lib/simple-random/simple_random.rb +207 -0
- data/simple-random.gemspec +32 -12
- data/test/helper.rb +28 -2
- data/test/test_simple_random.rb +118 -5
- metadata +112 -55
data/simple-random.gemspec
CHANGED
@@ -2,47 +2,67 @@
|
|
2
2
|
# DO NOT EDIT THIS FILE DIRECTLY
|
3
3
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# Instead, edit Jeweler::Tasks in Rakefile, and run 'rake gemspec'
|
4
4
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# -*- encoding: utf-8 -*-
|
5
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+
# stub: simple-random 1.0.0 ruby lib
|
5
6
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|
6
7
|
Gem::Specification.new do |s|
|
7
|
-
s.name =
|
8
|
-
s.version = "0.
|
8
|
+
s.name = "simple-random"
|
9
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+
s.version = "1.0.0"
|
9
10
|
|
10
11
|
s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
|
11
|
-
s.
|
12
|
-
s.
|
13
|
-
s.
|
14
|
-
s.
|
12
|
+
s.require_paths = ["lib"]
|
13
|
+
s.authors = ["John D. Cook", "Jason Adams"]
|
14
|
+
s.date = "2014-07-09"
|
15
|
+
s.description = "Simple Random Number Generator including Beta, Cauchy, Chi square, Exponential, Gamma, Inverse Gamma, Laplace (double exponential), Normal, Student t, Uniform, and Weibull. Ported from John D. Cook's C# Code."
|
16
|
+
s.email = "jasonmadams@gmail.com"
|
15
17
|
s.extra_rdoc_files = [
|
16
18
|
"LICENSE",
|
17
19
|
"README.rdoc"
|
18
20
|
]
|
19
21
|
s.files = [
|
20
22
|
".document",
|
23
|
+
"Gemfile",
|
24
|
+
"Gemfile.lock",
|
21
25
|
"LICENSE",
|
22
26
|
"README.rdoc",
|
23
27
|
"Rakefile",
|
24
28
|
"VERSION",
|
25
29
|
"lib/simple-random.rb",
|
30
|
+
"lib/simple-random/multi_threaded_simple_random.rb",
|
31
|
+
"lib/simple-random/simple_random.rb",
|
26
32
|
"simple-random.gemspec",
|
27
33
|
"test/helper.rb",
|
28
34
|
"test/test_simple_random.rb"
|
29
35
|
]
|
30
|
-
s.homepage =
|
31
|
-
s.
|
32
|
-
s.rubygems_version =
|
33
|
-
s.summary =
|
34
|
-
s.license = "Code Project Open License"
|
36
|
+
s.homepage = "http://github.com/ealdent/simple-random"
|
37
|
+
s.licenses = ["CDDL-1.0"]
|
38
|
+
s.rubygems_version = "2.2.2"
|
39
|
+
s.summary = "Simple Random Number Generator"
|
35
40
|
|
36
41
|
if s.respond_to? :specification_version then
|
37
|
-
s.specification_version =
|
42
|
+
s.specification_version = 4
|
38
43
|
|
39
44
|
if Gem::Version.new(Gem::VERSION) >= Gem::Version.new('1.2.0') then
|
45
|
+
s.add_development_dependency(%q<minitest>, [">= 0"])
|
40
46
|
s.add_development_dependency(%q<shoulda>, [">= 0"])
|
47
|
+
s.add_development_dependency(%q<rdoc>, ["~> 3.12"])
|
48
|
+
s.add_development_dependency(%q<bundler>, ["~> 1.0"])
|
49
|
+
s.add_development_dependency(%q<jeweler>, ["~> 2.0.1"])
|
50
|
+
s.add_development_dependency(%q<simplecov>, [">= 0"])
|
41
51
|
else
|
52
|
+
s.add_dependency(%q<minitest>, [">= 0"])
|
42
53
|
s.add_dependency(%q<shoulda>, [">= 0"])
|
54
|
+
s.add_dependency(%q<rdoc>, ["~> 3.12"])
|
55
|
+
s.add_dependency(%q<bundler>, ["~> 1.0"])
|
56
|
+
s.add_dependency(%q<jeweler>, ["~> 2.0.1"])
|
57
|
+
s.add_dependency(%q<simplecov>, [">= 0"])
|
43
58
|
end
|
44
59
|
else
|
60
|
+
s.add_dependency(%q<minitest>, [">= 0"])
|
45
61
|
s.add_dependency(%q<shoulda>, [">= 0"])
|
62
|
+
s.add_dependency(%q<rdoc>, ["~> 3.12"])
|
63
|
+
s.add_dependency(%q<bundler>, ["~> 1.0"])
|
64
|
+
s.add_dependency(%q<jeweler>, ["~> 2.0.1"])
|
65
|
+
s.add_dependency(%q<simplecov>, [">= 0"])
|
46
66
|
end
|
47
67
|
end
|
48
68
|
|
data/test/helper.rb
CHANGED
@@ -1,10 +1,36 @@
|
|
1
|
+
require 'simplecov'
|
2
|
+
|
3
|
+
module SimpleCov::Configuration
|
4
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+
def clean_filters
|
5
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+
@filters = []
|
6
|
+
end
|
7
|
+
end
|
8
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+
|
9
|
+
SimpleCov.configure do
|
10
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+
clean_filters
|
11
|
+
load_profile 'test_frameworks'
|
12
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+
end
|
13
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+
|
14
|
+
ENV["COVERAGE"] && SimpleCov.start do
|
15
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+
add_filter "/.rvm/"
|
16
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+
end
|
1
17
|
require 'rubygems'
|
2
|
-
require '
|
18
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+
require 'bundler'
|
19
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+
begin
|
20
|
+
Bundler.setup(:default, :development)
|
21
|
+
rescue Bundler::BundlerError => e
|
22
|
+
$stderr.puts e.message
|
23
|
+
$stderr.puts "Run `bundle install` to install missing gems"
|
24
|
+
exit e.status_code
|
25
|
+
end
|
26
|
+
require 'minitest/autorun'
|
3
27
|
require 'shoulda'
|
4
28
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|
5
29
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$LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
|
6
30
|
$LOAD_PATH.unshift(File.dirname(__FILE__))
|
7
31
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require 'simple-random'
|
8
32
|
|
9
|
-
class Test
|
33
|
+
class MiniTest::Test
|
10
34
|
end
|
35
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+
|
36
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+
MiniTest.autorun
|
data/test/test_simple_random.rb
CHANGED
@@ -1,7 +1,7 @@
|
|
1
|
-
# TODO: use Kolmogorov-Smirnov test instead: http://en.wikipedia.org/wiki/Kolmogorov_Smirnov
|
2
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-
|
3
1
|
require 'helper'
|
4
2
|
|
3
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+
# TODO: use Kolmogorov-Smirnov test instead: http://en.wikipedia.org/wiki/Kolmogorov_Smirnov
|
4
|
+
|
5
5
|
SAMPLE_SIZE = 10000
|
6
6
|
MAXIMUM_EPSILON = 0.01
|
7
7
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|
@@ -28,7 +28,7 @@ class Array
|
|
28
28
|
end
|
29
29
|
end
|
30
30
|
|
31
|
-
class TestSimpleRandom < Test
|
31
|
+
class TestSimpleRandom < MiniTest::Test
|
32
32
|
context "A simple random number generator" do
|
33
33
|
setup do
|
34
34
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@r = SimpleRandom.new
|
@@ -69,7 +69,7 @@ class TestSimpleRandom < Test::Unit::TestCase
|
|
69
69
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|
70
70
|
assert epsilon < MAXIMUM_EPSILON
|
71
71
|
end
|
72
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-
|
72
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+
|
73
73
|
should "generate random numbers from triangular(0, 1, 1) in the range [0, 1]" do
|
74
74
|
SAMPLE_SIZE.times do
|
75
75
|
t = @r.triangular(0.0, 1.0, 1.0)
|
@@ -77,7 +77,7 @@ class TestSimpleRandom < Test::Unit::TestCase
|
|
77
77
|
assert t >= 0.0
|
78
78
|
end
|
79
79
|
end
|
80
|
-
|
80
|
+
|
81
81
|
should "generate random numbers from triangular(0, 1, 1) with mean approximately 0.66" do
|
82
82
|
a = 0.0
|
83
83
|
c = 1.0
|
@@ -120,4 +120,117 @@ class TestSimpleRandom < Test::Unit::TestCase
|
|
120
120
|
assert @r.weibull(5, 2.3)
|
121
121
|
end
|
122
122
|
end
|
123
|
+
|
124
|
+
context "A multi-threaded simple random number generator" do
|
125
|
+
setup do
|
126
|
+
@r = MultiThreadedSimpleRandom.instance
|
127
|
+
end
|
128
|
+
|
129
|
+
should "generate random numbers from a uniform distribution in the interval (0, 1)" do
|
130
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+
SAMPLE_SIZE.times do
|
131
|
+
u = @r.uniform
|
132
|
+
assert u < 1
|
133
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+
assert u > 0
|
134
|
+
end
|
135
|
+
end
|
136
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+
|
137
|
+
should "generate uniformly random numbers with mean approximately 0.5" do
|
138
|
+
numbers = generate_numbers(@r, :uniform)
|
139
|
+
epsilon = (0.5 - numbers.mean).abs
|
140
|
+
|
141
|
+
assert epsilon < MAXIMUM_EPSILON
|
142
|
+
end
|
143
|
+
|
144
|
+
should "generate random numbers from a normal distribution with mean approximately 0" do
|
145
|
+
numbers = generate_numbers(@r, :normal)
|
146
|
+
epsilon = (0.0 - numbers.mean).abs
|
147
|
+
|
148
|
+
assert epsilon < MAXIMUM_EPSILON
|
149
|
+
end
|
150
|
+
|
151
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+
should "generate random numbers from a normal distribution with sample standard deviation approximately 1" do
|
152
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+
numbers = generate_numbers(@r, :normal)
|
153
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+
epsilon = (1.0 - numbers.standard_deviation).abs
|
154
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+
|
155
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+
assert epsilon < MAXIMUM_EPSILON
|
156
|
+
end
|
157
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+
|
158
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+
should "generate random numbers from an exponential distribution with mean approximately 1" do
|
159
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+
numbers = generate_numbers(@r, :exponential)
|
160
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+
epsilon = (1.0 - numbers.mean).abs
|
161
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+
|
162
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+
assert epsilon < MAXIMUM_EPSILON
|
163
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+
end
|
164
|
+
|
165
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+
should "generate random numbers from triangular(0, 1, 1) in the range [0, 1]" do
|
166
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+
SAMPLE_SIZE.times do
|
167
|
+
t = @r.triangular(0.0, 1.0, 1.0)
|
168
|
+
assert t <= 1.0
|
169
|
+
assert t >= 0.0
|
170
|
+
end
|
171
|
+
end
|
172
|
+
|
173
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+
should "generate random numbers from triangular(0, 1, 1) with mean approximately 0.66" do
|
174
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+
a = 0.0
|
175
|
+
c = 1.0
|
176
|
+
b = 1.0
|
177
|
+
numbers = generate_numbers(@r, :triangular, a, c, b)
|
178
|
+
mean = (a + b + c) / 3
|
179
|
+
epsilon = (mean - numbers.mean).abs
|
180
|
+
|
181
|
+
assert epsilon < MAXIMUM_EPSILON
|
182
|
+
end
|
183
|
+
|
184
|
+
should "generate random numbers from triangular(0, 1, 1) with standard deviation approximately 0.23" do
|
185
|
+
a = 0.0
|
186
|
+
c = 1.0
|
187
|
+
b = 1.0
|
188
|
+
numbers = generate_numbers(@r, :triangular, a, c, b)
|
189
|
+
std_dev = Math.sqrt((a**2 + b**2 + c**2 - a*b - a*c - b*c) / 18)
|
190
|
+
epsilon = (std_dev - numbers.standard_deviation).abs
|
191
|
+
|
192
|
+
assert epsilon < MAXIMUM_EPSILON
|
193
|
+
end
|
194
|
+
|
195
|
+
should "generate a random number sampled from a gamma distribution" do
|
196
|
+
assert @r.gamma(5, 2.3)
|
197
|
+
end
|
198
|
+
|
199
|
+
should "generate a random number sampled from an inverse gamma distribution" do
|
200
|
+
assert @r.inverse_gamma(5, 2.3)
|
201
|
+
end
|
202
|
+
|
203
|
+
should "generate a random number sampled from a beta distribution" do
|
204
|
+
assert @r.beta(5, 2.3)
|
205
|
+
end
|
206
|
+
|
207
|
+
should "generate a random number sampled from a chi-square distribution" do
|
208
|
+
assert @r.chi_square(10)
|
209
|
+
end
|
210
|
+
|
211
|
+
should "generate a random number using weibull" do
|
212
|
+
assert @r.weibull(5, 2.3)
|
213
|
+
end
|
214
|
+
|
215
|
+
should "work independently in every thread" do
|
216
|
+
sample_count = 10
|
217
|
+
thread_count = 10
|
218
|
+
|
219
|
+
samples = Hash.new { |hash, key| hash[key] = [] }
|
220
|
+
|
221
|
+
threads = Array.new(thread_count) do
|
222
|
+
Thread.new do
|
223
|
+
sample_count.times do
|
224
|
+
samples[Thread.current.object_id] << MultiThreadedSimpleRandom.instance.uniform
|
225
|
+
end
|
226
|
+
end
|
227
|
+
end
|
228
|
+
|
229
|
+
threads.map(&:join)
|
230
|
+
|
231
|
+
samples = samples.values
|
232
|
+
assert samples.size == thread_count
|
233
|
+
assert samples.uniq.size == 1
|
234
|
+
end
|
235
|
+
end
|
123
236
|
end
|
metadata
CHANGED
@@ -1,88 +1,145 @@
|
|
1
|
-
--- !ruby/object:Gem::Specification
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
2
|
name: simple-random
|
3
|
-
version: !ruby/object:Gem::Version
|
4
|
-
|
5
|
-
prerelease:
|
6
|
-
segments:
|
7
|
-
- 0
|
8
|
-
- 10
|
9
|
-
- 0
|
10
|
-
version: 0.10.0
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 1.0.0
|
11
5
|
platform: ruby
|
12
|
-
authors:
|
6
|
+
authors:
|
13
7
|
- John D. Cook
|
14
8
|
- Jason Adams
|
15
9
|
autorequire:
|
16
10
|
bindir: bin
|
17
11
|
cert_chain: []
|
18
|
-
|
19
|
-
|
20
|
-
|
21
|
-
|
12
|
+
date: 2014-07-09 00:00:00.000000000 Z
|
13
|
+
dependencies:
|
14
|
+
- !ruby/object:Gem::Dependency
|
15
|
+
name: minitest
|
16
|
+
requirement: !ruby/object:Gem::Requirement
|
17
|
+
requirements:
|
18
|
+
- - '>='
|
19
|
+
- !ruby/object:Gem::Version
|
20
|
+
version: '0'
|
21
|
+
type: :development
|
22
|
+
prerelease: false
|
23
|
+
version_requirements: !ruby/object:Gem::Requirement
|
24
|
+
requirements:
|
25
|
+
- - '>='
|
26
|
+
- !ruby/object:Gem::Version
|
27
|
+
version: '0'
|
28
|
+
- !ruby/object:Gem::Dependency
|
22
29
|
name: shoulda
|
30
|
+
requirement: !ruby/object:Gem::Requirement
|
31
|
+
requirements:
|
32
|
+
- - '>='
|
33
|
+
- !ruby/object:Gem::Version
|
34
|
+
version: '0'
|
35
|
+
type: :development
|
36
|
+
prerelease: false
|
37
|
+
version_requirements: !ruby/object:Gem::Requirement
|
38
|
+
requirements:
|
39
|
+
- - '>='
|
40
|
+
- !ruby/object:Gem::Version
|
41
|
+
version: '0'
|
42
|
+
- !ruby/object:Gem::Dependency
|
43
|
+
name: rdoc
|
44
|
+
requirement: !ruby/object:Gem::Requirement
|
45
|
+
requirements:
|
46
|
+
- - ~>
|
47
|
+
- !ruby/object:Gem::Version
|
48
|
+
version: '3.12'
|
49
|
+
type: :development
|
23
50
|
prerelease: false
|
24
|
-
|
25
|
-
|
26
|
-
|
27
|
-
|
28
|
-
|
29
|
-
|
30
|
-
|
31
|
-
|
32
|
-
|
51
|
+
version_requirements: !ruby/object:Gem::Requirement
|
52
|
+
requirements:
|
53
|
+
- - ~>
|
54
|
+
- !ruby/object:Gem::Version
|
55
|
+
version: '3.12'
|
56
|
+
- !ruby/object:Gem::Dependency
|
57
|
+
name: bundler
|
58
|
+
requirement: !ruby/object:Gem::Requirement
|
59
|
+
requirements:
|
60
|
+
- - ~>
|
61
|
+
- !ruby/object:Gem::Version
|
62
|
+
version: '1.0'
|
33
63
|
type: :development
|
34
|
-
|
35
|
-
|
64
|
+
prerelease: false
|
65
|
+
version_requirements: !ruby/object:Gem::Requirement
|
66
|
+
requirements:
|
67
|
+
- - ~>
|
68
|
+
- !ruby/object:Gem::Version
|
69
|
+
version: '1.0'
|
70
|
+
- !ruby/object:Gem::Dependency
|
71
|
+
name: jeweler
|
72
|
+
requirement: !ruby/object:Gem::Requirement
|
73
|
+
requirements:
|
74
|
+
- - ~>
|
75
|
+
- !ruby/object:Gem::Version
|
76
|
+
version: 2.0.1
|
77
|
+
type: :development
|
78
|
+
prerelease: false
|
79
|
+
version_requirements: !ruby/object:Gem::Requirement
|
80
|
+
requirements:
|
81
|
+
- - ~>
|
82
|
+
- !ruby/object:Gem::Version
|
83
|
+
version: 2.0.1
|
84
|
+
- !ruby/object:Gem::Dependency
|
85
|
+
name: simplecov
|
86
|
+
requirement: !ruby/object:Gem::Requirement
|
87
|
+
requirements:
|
88
|
+
- - '>='
|
89
|
+
- !ruby/object:Gem::Version
|
90
|
+
version: '0'
|
91
|
+
type: :development
|
92
|
+
prerelease: false
|
93
|
+
version_requirements: !ruby/object:Gem::Requirement
|
94
|
+
requirements:
|
95
|
+
- - '>='
|
96
|
+
- !ruby/object:Gem::Version
|
97
|
+
version: '0'
|
98
|
+
description: Simple Random Number Generator including Beta, Cauchy, Chi square, Exponential,
|
99
|
+
Gamma, Inverse Gamma, Laplace (double exponential), Normal, Student t, Uniform,
|
100
|
+
and Weibull. Ported from John D. Cook's C# Code.
|
36
101
|
email: jasonmadams@gmail.com
|
37
102
|
executables: []
|
38
|
-
|
39
103
|
extensions: []
|
40
|
-
|
41
|
-
extra_rdoc_files:
|
104
|
+
extra_rdoc_files:
|
42
105
|
- LICENSE
|
43
106
|
- README.rdoc
|
44
|
-
files:
|
107
|
+
files:
|
45
108
|
- .document
|
109
|
+
- Gemfile
|
110
|
+
- Gemfile.lock
|
46
111
|
- LICENSE
|
47
112
|
- README.rdoc
|
48
113
|
- Rakefile
|
49
114
|
- VERSION
|
50
115
|
- lib/simple-random.rb
|
116
|
+
- lib/simple-random/multi_threaded_simple_random.rb
|
117
|
+
- lib/simple-random/simple_random.rb
|
51
118
|
- simple-random.gemspec
|
52
119
|
- test/helper.rb
|
53
120
|
- test/test_simple_random.rb
|
54
121
|
homepage: http://github.com/ealdent/simple-random
|
55
|
-
licenses:
|
56
|
-
-
|
122
|
+
licenses:
|
123
|
+
- CDDL-1.0
|
124
|
+
metadata: {}
|
57
125
|
post_install_message:
|
58
126
|
rdoc_options: []
|
59
|
-
|
60
|
-
require_paths:
|
127
|
+
require_paths:
|
61
128
|
- lib
|
62
|
-
required_ruby_version: !ruby/object:Gem::Requirement
|
63
|
-
|
64
|
-
|
65
|
-
|
66
|
-
|
67
|
-
|
68
|
-
|
69
|
-
|
70
|
-
|
71
|
-
|
72
|
-
none: false
|
73
|
-
requirements:
|
74
|
-
- - ">="
|
75
|
-
- !ruby/object:Gem::Version
|
76
|
-
hash: 3
|
77
|
-
segments:
|
78
|
-
- 0
|
79
|
-
version: "0"
|
129
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
130
|
+
requirements:
|
131
|
+
- - '>='
|
132
|
+
- !ruby/object:Gem::Version
|
133
|
+
version: '0'
|
134
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
135
|
+
requirements:
|
136
|
+
- - '>='
|
137
|
+
- !ruby/object:Gem::Version
|
138
|
+
version: '0'
|
80
139
|
requirements: []
|
81
|
-
|
82
140
|
rubyforge_project:
|
83
|
-
rubygems_version:
|
141
|
+
rubygems_version: 2.2.2
|
84
142
|
signing_key:
|
85
|
-
specification_version:
|
143
|
+
specification_version: 4
|
86
144
|
summary: Simple Random Number Generator
|
87
145
|
test_files: []
|
88
|
-
|