RubyGems - simple-random - Versions diffs - 0.9.0 - Mend

simple-random 0.9.0

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data/.document ADDED Viewed

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+README.rdoc
+lib/**/*.rb
+bin/*
+features/**/*.feature
+LICENSE

data/.gitignore ADDED Viewed

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+## MAC OS
+.DS_Store
+## TEXTMATE
+*.tmproj
+tmtags
+## EMACS
+*~
+\#*
+.\#*
+## VIM
+*.swp
+## PROJECT::GENERAL
+coverage
+rdoc
+pkg
+## PROJECT::SPECIFIC

data/LICENSE ADDED Viewed

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data/README.rdoc ADDED Viewed

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+= simple-random
+Description goes here.
+== Note on Patches/Pull Requests
+* Fork the project.
+* Make your feature addition or bug fix.
+* Add tests for it. This is important so I don't break it in a
+  future version unintentionally.
+* Commit, do not mess with rakefile, version, or history.
+  (if you want to have your own version, that is fine but bump version in a commit by itself I can ignore when I pull)
+* Send me a pull request. Bonus points for topic branches.
+== Copyright
+Copyright (c) 2010 Jason Adams. See LICENSE for details.

data/Rakefile ADDED Viewed

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+require 'rubygems'
+require 'rake'
+begin
+  require 'jeweler'
+  Jeweler::Tasks.new do |gem|
+    gem.name = "simple-random"
+    gem.summary = %Q{Simple Random Number Generator}
+    gem.description = %Q{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.}
+    gem.email = "jasonmadams@gmail.com"
+    gem.homepage = "http://github.com/ealdent/simple-random"
+    gem.authors = ["John D. Cook", "Jason Adams"]
+    gem.add_development_dependency "shoulda", ">= 0"
+    # gem is a Gem::Specification... see http://www.rubygems.org/read/chapter/20 for additional settings
+  end
+  Jeweler::GemcutterTasks.new
+rescue LoadError
+  puts "Jeweler (or a dependency) not available. Install it with: gem install jeweler"
+end
+require 'rake/testtask'
+Rake::TestTask.new(:test) do |test|
+  test.libs << 'lib' << 'test'
+  test.pattern = 'test/**/test_*.rb'
+  test.verbose = true
+end
+begin
+  require 'rcov/rcovtask'
+  Rcov::RcovTask.new do |test|
+    test.libs << 'test'
+    test.pattern = 'test/**/test_*.rb'
+    test.verbose = true
+  end
+rescue LoadError
+  task :rcov do
+    abort "RCov is not available. In order to run rcov, you must: sudo gem install spicycode-rcov"
+  end
+end
+task :test => :check_dependencies
+task :default => :test
+require 'rake/rdoctask'
+Rake::RDocTask.new do |rdoc|
+  version = File.exist?('VERSION') ? File.read('VERSION') : ""
+  rdoc.rdoc_dir = 'rdoc'
+  rdoc.title = "simple-random #{version}"
+  rdoc.rdoc_files.include('README*')
+  rdoc.rdoc_files.include('lib/**/*.rb')
+end

data/VERSION ADDED Viewed

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1	+ 0.9.0

data/lib/simple-random.rb ADDED Viewed

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+class SimpleRandom
+  def initialize
+    @m_w = 521288629
+    @m_z = 362436069
+  end
+  def set_seed(*args)
+    if args.size > 1
+      @m_w = args.first.to_i if args.first.to_i != 0
+      @m_z = args.last.to_i if args.last.to_i != 0
+    elsif args.first.is_a?(Numeric)
+      @m_w = args.first.to_i if args.first.to_i != 0
+    elsif args.first.is_a?(Time)
+      x = args.first.to_i
+      @m_w = x >> 16
+      @m_z = x % 4294967296 # 2 ** 32
+    else
+      x = Time.now.to_i
+      @m_w = x >> 16
+      @m_z = x % 4294967296 # 2 ** 32
+    end
+    @m_w %= 4294967296
+    @m_z %= 4294967296
+  end
+  # Produce a uniform random sample from the open interval (lower, upper).
+  # The method will not return either end point.
+  def uniform(lower = 0, upper = 1)
+    raise 'Invalid range' if upper <= lower
+    ((get_unsigned_int + 1) * (upper - lower) / 4294967296.0) + lower
+  end
+  # Sample normal distribution with given mean and standard deviation
+  def normal(mean = 0.0, standard_deviation = 1.0)
+    raise 'Invalid standard deviation' if standard_deviation <= 0
+    mean + standard_deviation * ((-2.0 * Math.log(uniform)) ** 0.5) * Math.sin(2.0 * Math::PI * uniform)
+  end
+  # Get exponential random sample with specified mean
+  def exponential(mean = 1)
+    raise 'Mean must be positive' if mean <= 0
+    -1.0 * mean * Math.log(uniform)
+  end
+  # Implementation based on "A Simple Method for Generating Gamma Variables"
+  # by George Marsaglia and Wai Wan Tsang.  ACM Transactions on Mathematical Software
+  # Vol 26, No 3, September 2000, pages 363-372.
+  def gamma(shape, scale)
+    if shape >= 1.0
+      d = shape - 1.0 / 3.0
+      c = 1 / ((9 * d) ** 0.5)
+      while true
+        v = 0.0
+        while v <= 0.0
+          x = normal
+          v = 1.0 + c * x
+        end
+        v = v ** 3
+        u = uniform
+        if u < (1.0 - 0.0331 * (x ** 4)) || Math.log(u) < (0.5 * (x ** 2) + d * (1.0 - v + Math.log(v)))
+          return scale * d * v
+        end
+      end
+    elsif shape <= 0.0
+      raise 'Shape must be positive'
+    else
+      g = gamma(shape + 1.0, 1.0)
+      w = uniform
+      return scale * g * (w ** (1.0 / shape))
+    end
+  end
+  def chi_square(degrees_of_freedom)
+    gamma(0.5 * degrees_of_freedom, 2.0)
+  end
+  def inverse_gamma(shape, scale)
+    1.0 / gamma(shape, 1.0 / scale)
+  end
+  def beta(a, b)
+    u = gamma(a, 1)
+    v = gamma(b, 1)
+    u / (u + v)
+  end
+  def weibull(shape, scale)
+    raise 'Shape and scale must be positive' if shape <= 0.0 || scale <= 0.0
+    scale * ((-Math.log(uniform)) ** (1.0 / shape))
+  end
+  def cauchy(median, scale)
+    raise 'Scale must be positive' if scale <= 0
+    median + scale * Math.tan(Math::PI * (uniform - 0.5))
+  end
+  def student_t(degrees_of_freedom)
+    raise 'Degrees of freedom must be positive' if degrees_of_freedom <= 0
+    normal / ((chi_square(degrees_of_freedom) / degrees_of_freedom) ** 0.5)
+  end
+  def laplace(mean, scale)
+    u = uniform
+    mean + Math.log(2) + ((u < 0.5 ? 1 : -1) * scale * Math.log(u < 0.5 ? u : 1 - u))
+  end
+  def log_normal(mu, sigma)
+    Math.exp(normal(mu, sigma))
+  end
+  private
+  # This is the heart of the generator.
+  # It uses George Marsaglia's MWC algorithm to produce an unsigned integer.
+  # See http://www.bobwheeler.com/statistics/Password/MarsagliaPost.txt
+  def get_unsigned_int
+    @m_z = 36969 * (@m_z & 65535) + (@m_z >> 16);
+    @m_w = 18000 * (@m_w & 65535) + (@m_w >> 16);
+    ((@m_z << 16) + (@m_w & 65535)) % 4294967296
+  end
+  def gamma_function(x)
+    g = [
+      1.0,
+      0.5772156649015329,
+      -0.6558780715202538,
+      -0.420026350340952e-1,
+      0.1665386113822915,
+      -0.421977345555443e-1,
+      -0.9621971527877e-2,
+      0.7218943246663e-2,
+      -0.11651675918591e-2,
+      -0.2152416741149e-3,
+      0.1280502823882e-3,
+      -0.201348547807e-4,
+      -0.12504934821e-5,
+      0.1133027232e-5,
+      -0.2056338417e-6,
+      0.6116095e-8,
+      0.50020075e-8,
+      -0.11812746e-8,
+      0.1043427e-9,
+      0.77823e-11,
+      -0.36968e-11,
+      0.51e-12,
+      -0.206e-13,
+      -0.54e-14,
+      0.14e-14
+    ]
+    r = 1.0
+    return 1e308 if x > 171.0
+    if x.is_a?(Fixnum) || x == x.to_i
+      if x > 0
+        ga = (2...x).inject(1.0) { |prod, i| prod * i }
+      else
+        1e308
+      end
+    else
+      if x.abs > 1.0
+        r = (1..(x.abs.to_i)).inject(1.0) { |prod, i| prod * (x.abs - i) }
+        z = x.abs - x.abs.to_i
+      else
+        z = x
+      end
+      gr = g[24]
+      23.downto(0).each do |i|
+        gr = gr * z + g[i]
+      end
+      ga = 1.0 / (gr * z)
+      if x.abs > 1
+        ga *= r
+        if x < 0
+          ga = -Math::PI / (x * ga * Math.sin(Math::PI * x))
+        end
+      end
+    end
+    ga
+  end
+end

data/simple-random.gemspec ADDED Viewed

@@ -0,0 +1,54 @@
+# Generated by jeweler
+# DO NOT EDIT THIS FILE DIRECTLY
+# Instead, edit Jeweler::Tasks in Rakefile, and run the gemspec command
+# -*- encoding: utf-8 -*-
+Gem::Specification.new do |s|
+  s.name = %q{simple-random}
+  s.version = "0.9.0"
+  s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
+  s.authors = ["John D. Cook", "Jason Adams"]
+  s.date = %q{2010-07-24}
+  s.description = %q{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.}
+  s.email = %q{jasonmadams@gmail.com}
+  s.extra_rdoc_files = [
+    "LICENSE",
+     "README.rdoc"
+  ]
+  s.files = [
+    ".document",
+     ".gitignore",
+     "LICENSE",
+     "README.rdoc",
+     "Rakefile",
+     "VERSION",
+     "lib/simple-random.rb",
+     "simple-random.gemspec",
+     "test/helper.rb",
+     "test/test_simple_random.rb"
+  ]
+  s.homepage = %q{http://github.com/ealdent/simple-random}
+  s.rdoc_options = ["--charset=UTF-8"]
+  s.require_paths = ["lib"]
+  s.rubygems_version = %q{1.3.7}
+  s.summary = %q{Simple Random Number Generator}
+  s.test_files = [
+    "test/helper.rb",
+     "test/test_simple_random.rb"
+  ]
+  if s.respond_to? :specification_version then
+    current_version = Gem::Specification::CURRENT_SPECIFICATION_VERSION
+    s.specification_version = 3
+    if Gem::Version.new(Gem::VERSION) >= Gem::Version.new('1.2.0') then
+      s.add_development_dependency(%q<shoulda>, [">= 0"])
+    else
+      s.add_dependency(%q<shoulda>, [">= 0"])
+    end
+  else
+    s.add_dependency(%q<shoulda>, [">= 0"])
+  end
+end

data/test/helper.rb ADDED Viewed

@@ -0,0 +1,10 @@
+require 'rubygems'
+require 'test/unit'
+require 'shoulda'
+$LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
+$LOAD_PATH.unshift(File.dirname(__FILE__))
+require 'simple-random'
+class Test::Unit::TestCase
+end

data/test/test_simple_random.rb ADDED Viewed

@@ -0,0 +1,93 @@
+# TODO: use Kolmogorov-Smirnov test instead: http://en.wikipedia.org/wiki/Kolmogorov_Smirnov
+require 'helper'
+SAMPLE_SIZE = 10000
+MAXIMUM_EPSILON = 0.01
+def generate_numbers(generator, distribution, *args)
+  (1..SAMPLE_SIZE).map { generator.send(distribution.to_sym, *args) }
+end
+class Array
+  def mean
+    if size > 0
+      inject(0.0) { |sum, i| sum + i } / size.to_f
+    else
+      0.0
+    end
+  end
+  def standard_deviation
+    if size > 1
+      m = mean
+      (inject(0.0) { |sum, i| sum + ((i - m) ** 2) } / (size - 1).to_f) ** 0.5
+    else
+      1.0
+    end
+  end
+end
+class TestSimpleRandom < Test::Unit::TestCase
+  context "A simple random number generator" do
+    setup do
+      @r = SimpleRandom.new
+    end
+    should "generate random numbers from a uniform distribution in the interval (0, 1)" do
+      SAMPLE_SIZE.times do
+        u = @r.uniform
+        assert u < 1
+        assert u > 0
+      end
+    end
+    should "generate uniformly random numbers with mean approximately 0.5" do
+      numbers = generate_numbers(@r, :uniform)
+      epsilon = (0.5 - numbers.mean).abs
+      assert epsilon < MAXIMUM_EPSILON
+    end
+    should "generate random numbers from a normal distribution with mean approximately 0" do
+      numbers = generate_numbers(@r, :normal)
+      epsilon = (0.0 - numbers.mean).abs
+      assert epsilon < MAXIMUM_EPSILON
+    end
+    should "generate random numbers from a normal distribution with sample standard deviation approximately 1" do
+      numbers = generate_numbers(@r, :normal)
+      epsilon = (1.0 - numbers.standard_deviation).abs
+      assert epsilon < MAXIMUM_EPSILON
+    end
+    should "generate random numbers from an exponential distribution with mean approximately 1" do
+      numbers = generate_numbers(@r, :exponential)
+      epsilon = (1.0 - numbers.mean).abs
+      assert epsilon < MAXIMUM_EPSILON
+    end
+    should "generate a random number sampled from a gamma distribution" do
+      assert @r.gamma(5, 2.3)
+    end
+    should "generate a random number sampled from an inverse gamma distribution" do
+      assert @r.inverse_gamma(5, 2.3)
+    end
+    should "generate a random number sampled from a beta distribution" do
+      assert @r.beta(5, 2.3)
+    end
+    should "generate a random number sampled from a chi-square distribution" do
+      assert @r.chi_square(10)
+    end
+    should "generate a random number using weibull" do
+      assert @r.weibull(5, 2.3)
+    end
+  end
+end

metadata ADDED Viewed

@@ -0,0 +1,92 @@
+--- !ruby/object:Gem::Specification
+name: simple-random
+version: !ruby/object:Gem::Version
+  hash: 59
+  prerelease: false
+  segments:
+  - 0
+  - 9
+  - 0
+  version: 0.9.0
+platform: ruby
+authors:
+- John D. Cook
+- Jason Adams
+autorequire:
+bindir: bin
+cert_chain: []
+date: 2010-07-24 00:00:00 -04:00
+default_executable:
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: shoulda
+  prerelease: false
+  requirement: &id001 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        hash: 3
+        segments:
+        - 0
+        version: "0"
+  type: :development
+  version_requirements: *id001
+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.
+email: jasonmadams@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files:
+- LICENSE
+- README.rdoc
+files:
+- .document
+- .gitignore
+- LICENSE
+- README.rdoc
+- Rakefile
+- VERSION
+- lib/simple-random.rb
+- simple-random.gemspec
+- test/helper.rb
+- test/test_simple_random.rb
+has_rdoc: true
+homepage: http://github.com/ealdent/simple-random
+licenses: []
+post_install_message:
+rdoc_options:
+- --charset=UTF-8
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      hash: 3
+      segments:
+      - 0
+      version: "0"
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      hash: 3
+      segments:
+      - 0
+      version: "0"
+requirements: []
+rubyforge_project:
+rubygems_version: 1.3.7
+signing_key:
+specification_version: 3
+summary: Simple Random Number Generator
+test_files:
+- test/helper.rb
+- test/test_simple_random.rb