simple-random 1.0.1 → 1.0.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/README.md

@@ -68,12 +68,15 @@ Distributed under the Code Project Open License, which is similar to MIT or BSD.
 
 ## History
 
+### 1.0.2 - 2015-11-24
+* Merge pull request from [cunchem](https://github.com/cunchem) to fix Laplace method
+
 ### 1.0.1 - 2015-07-31
-* Merge purcell's changes to fix numeric seeds
+* Merge [purcell](https://github.com/purcell)'s changes to fix numeric seeds
 
 ### 1.0.0 - 2014-07-08
 * Migrate to new version of Jeweler for gem packaging
-* Merge jwroblewski's changes into a new multi-threaded simple random class
+* Merge [jwroblewski](https://github.com/jwroblewski)'s changes into a new multi-threaded simple random class
 * Change from Code Project Open License to [CDDL-1.0](http://opensource.org/licenses/CDDL-1.0)
 
 ### 0.10.0 - 2014-03-31

data/VERSION

@@ -1 +1 @@
-1.0.1
+1.0.2

data/lib/simple-random/simple_random.rb

@@ -118,8 +118,9 @@ class SimpleRandom
   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))
+    u_1 = uniform
+    u_2 = uniform
+    mean + ((u_1 < 0.5 ? 1 : -1) * scale * Math.log( 1-2*(u_2-0.5).abs))
   end
 
   def log_normal(mu, sigma)

data/simple-random.gemspec

@@ -6,12 +6,12 @@
 
 Gem::Specification.new do |s|
   s.name = "simple-random"
-  s.version = "1.0.1"
+  s.version = "1.0.2"
 
   s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
   s.require_paths = ["lib"]
   s.authors = ["John D. Cook", "Jason Adams"]
-  s.date = "2015-07-31"
+  s.date = "2015-11-24"
   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."
   s.email = "jasonmadams@gmail.com"
   s.extra_rdoc_files = [
@@ -66,4 +66,3 @@ Gem::Specification.new do |s|
     s.add_dependency(%q<simplecov>, [">= 0"])
   end
 end
-

data/test/test_simple_random.rb

@@ -192,6 +192,15 @@ class TestSimpleRandom < MiniTest::Test
       assert epsilon < MAXIMUM_EPSILON
     end
 
+    should "generate random numbers from laplace(0, 1) with mean approximately 0" do
+      mean = 0.0
+      scale = 0.1
+      numbers = generate_numbers(@r, :laplace, mean, scale)
+      epsilon = (mean - 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

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: simple-random
 version: !ruby/object:Gem::Version
-  version: 1.0.1
+  version: 1.0.2
 platform: ruby
 authors:
 - John D. Cook
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-07-31 00:00:00.000000000 Z
+date: 2015-11-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: minitest
@@ -139,7 +139,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.2.2
+rubygems_version: 2.4.5.1
 signing_key: 
 specification_version: 4
 summary: Simple Random Number Generator