simple-random 1.0.2 → 1.0.3

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 65923da1d24e7888037400e04e8247ce5a65e223
-  data.tar.gz: c1340f384268823745fdaefe3f0a3b8a068539d7
+  metadata.gz: e4aaf55a487de9bfbbaf5352472cd4d9b3888ab5
+  data.tar.gz: 21ba3e7c6b8337a21f8c3ad6d5e7a50f2527d792
 SHA512:
-  metadata.gz: 99f369a1a00047572b031eae49326f458a2afa8944c8ccfeb03f02872ea1bedfed70939631ee84ce72aee9eabdcdf062e4911ba71f41d0f8dcaf7e8f8da7d271
-  data.tar.gz: 9750c6caa2986f42a77333c87f9c6d436c49c9fc5282f77d61f8b9cb1eb6a6fe874bf097b72a623c0101fdb295ceb0093ff1c348a6c0dd01f69ec26f7e2fd428
+  metadata.gz: 55d1f2eee8febbd9b295065fbd8956bdc0bbdbd92d60ff46aa5cd2aeff8f7e0ad12dd991a84518308395feb4b194da9ebcd9851f539f51461bd3b99ccf9f8619
+  data.tar.gz: 3321d47d01c0b6a6692b7958c4bd4d90d3baa0b82621f318910fb14285aa3aa16df7478582a2072ca7b42636aef2e24cca08a90898484ec75c7bc7767fa786dd

data/Gemfile

@@ -6,6 +6,7 @@ source "http://rubygems.org"
 # Add dependencies to develop your gem here.
 # Include everything needed to run rake, tests, features, etc.
 group :development do
+  gem "awesome_print", ">= 1.6"
   gem "minitest", ">= 0"
   gem "shoulda", ">= 0"
   gem "rdoc", "~> 3.12"

data/Gemfile.lock

@@ -8,6 +8,7 @@ GEM
       thread_safe (~> 0.1)
       tzinfo (~> 1.1)
     addressable (2.3.6)
+    awesome_print (1.6.1)
     builder (3.2.2)
     descendants_tracker (0.0.4)
       thread_safe (~> 0.3, >= 0.3.1)
@@ -73,9 +74,13 @@ PLATFORMS
   ruby
 
 DEPENDENCIES
+  awesome_print (>= 1.6)
   bundler (~> 1.0)
   jeweler (~> 2.0.1)
   minitest
   rdoc (~> 3.12)
   shoulda
   simplecov
+
+BUNDLED WITH
+   1.10.6

data/VERSION

@@ -1 +1 @@
-1.0.2
+1.0.3

data/lib/simple-random.rb

@@ -1,2 +1,2 @@
-require 'simple-random/simple_random'
-require 'simple-random/multi_threaded_simple_random'
+require File.join(File.dirname(__FILE__), 'simple-random', 'simple_random')
+require File.join(File.dirname(__FILE__), 'simple-random', 'multi_threaded_simple_random')

data/lib/simple-random/simple_random.rb

@@ -1,54 +1,58 @@
 class SimpleRandom
+  class InvalidSeedArgument < StandardError; end
+
+  C_32_BIT = 4294967296
+  F_32_BIT = 4294967296.0
+
   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
+    validate_seeds!(*args)
+
+    @m_w, @m_z = if args.size > 1
+      args[0..1].map(&:to_i)
     elsif args.first.is_a?(Numeric)
-      @m_z = args.first.to_i if args.first.to_i != 0
-    elsif args.first.is_a?(Time)
-      x = (args.first.to_f * 1000000).to_i
-      @m_w = x >> 16
-      @m_z = x % 4294967296 # 2 ** 32
+      [@m_w, args.first.to_i]
     else
-      x = (Time.now.to_f * 1000000).to_i
-      @m_w = x >> 16
-      @m_z = x % 4294967296 # 2 ** 32
+      generate_temporal_seed(args.first || Time.now)
     end
 
-    @m_w %= 4294967296
-    @m_z %= 4294967296
+    @m_w %= C_32_BIT
+    @m_z %= C_32_BIT
   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
+    fail ArgumentError, 'Upper bound must be greater than lower bound.' unless lower < upper
+
+    ((get_unsigned_int + 1) * (upper - lower) / F_32_BIT) + 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
+    fail ArgumentError, 'Standard deviation must be strictly positive' unless 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
+    fail ArgumentError, "Mean must be strictly positive" unless mean > 0
+
     -1.0 * mean * Math.log(uniform)
   end
 
   # Get triangular random sample with specified lower limit, mode, upper limit
   def triangular(lower, mode, upper)
-    raise 'Upper limit must be larger than lower limit' if upper < lower
-    raise 'Mode must lie between the upper and lower limits' if (mode < lower || mode > upper)
+    fail ArgumentError, 'Upper bound must be greater than lower bound.' unless lower < upper
+    fail ArgumentError, 'Mode must lie between the upper and lower limits' if mode > upper || mode < lower
+
     f_c = (mode - lower) / (upper - lower)
     uniform_rand_num = uniform
+
     if uniform_rand_num < f_c
       lower + Math.sqrt(uniform_rand_num * (upper - lower) * (mode - lower))
     else
@@ -60,28 +64,31 @@ class SimpleRandom
   # 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'
+    fail ArgumentError, 'Shape must be strictly positive' unless shape > 0
+
+    base = if shape < 1
+      gamma(shape + 1.0, 1.0) * uniform ** -shape
     else
-      g = gamma(shape + 1.0, 1.0)
-      w = uniform
-      return scale * g * (w ** (1.0 / shape))
+      d = shape - 1 / 3.0
+      c = (9 * d) ** -0.5
+
+      begin
+        z = normal
+
+        condition1 = z > (-1.0 / c)
+        condition2 = false
+
+        if condition1
+          u = uniform
+          v = (1 + c * z) ** 3
+          condition2 = Math.log(u) < (0.5 * (z ** 2) + d * (1.0 - v + Math.log(v)))
+        end
+      end while !condition2
+
+      d * v
     end
+
+    scale * base
   end
 
   def chi_square(degrees_of_freedom)
@@ -93,34 +100,36 @@ class SimpleRandom
   end
 
   def beta(a, b)
-    raise "Alpha and beta parameters must be positive. Received a = #{a} and b = #{b}." unless a > 0 && b > 0
+    fail ArgumentError, "Parameters must be strictly positive" unless a > 0 && b > 0
     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
+    fail ArgumentError, 'Shape and scale must be positive' unless shape > 0 && scale > 0
 
     scale * ((-Math.log(uniform)) ** (1.0 / shape))
   end
 
   def cauchy(median, scale)
-    raise 'Scale must be positive' if scale <= 0
+    fail ArgumentError, 'Scale must be positive' unless 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
+    fail ArgumentError, 'Degrees of freedom must be strictly positive' unless degrees_of_freedom > 0
 
     normal / ((chi_square(degrees_of_freedom) / degrees_of_freedom) ** 0.5)
   end
 
   def laplace(mean, scale)
-    u_1 = uniform
+    u_1 = uniform(-0.5, 0.5)
     u_2 = uniform
-    mean + ((u_1 < 0.5 ? 1 : -1) * scale * Math.log( 1-2*(u_2-0.5).abs))
+
+    sign = u_1 / u_1.abs
+    mean + sign * scale * Math.log(1 - u_2)
   end
 
   def log_normal(mu, sigma)
@@ -144,65 +153,85 @@ class SimpleRandom
     ((@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
+  def validate_seeds!(*args)
+    return true if args.compact.empty?
+
+    unless args[0].to_f.abs > 0
+      fail InvalidSeedArgument, 'Seeds must be strictly positive'
+    end
+
+    unless args[1].nil? || args[1].to_f.abs > 0
+      fail InvalidSeedArgument, 'Seeds must be strictly positive'
+    end
+
+    true
+  end
+
+  def generate_temporal_seed(timestamp = Time.now)
+    x = (timestamp.to_f * 1000000).to_i
 
+    [x >> 16,  x % 4294967296]
+  end
+
+  def gamma_function(x)
     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
+
+    if x.to_f == x.to_i
+      return unless x > 0
+      return 1 if x.to_i == 1
+
+      (1...x).inject(&:*)
     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
+      z = if x.abs > 1.0
+        x.abs - x.abs.to_i
       else
-        z = x
+        x
       end
 
-      gr = g[24]
-      23.downto(0).each do |i|
-        gr = gr * z + g[i]
+      gr = GAMMA_VALUES.inject(GAMMA_NAUGHT) do |sum, g|
+        sum * z + g
       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
+
+      r = if x.abs > 1
+        (1..(x.abs.to_i)).inject(1.0) { |prod, i| prod * (x.abs - i) }
+      else
+        1.0
       end
-    end
 
-    ga
+      if x < 0 && x.abs > 1
+        -Math::PI * gr * z / (x * r * Math.sin(Math::PI * x))
+      else
+        r / (gr * z)
+      end
+    end
   end
+
+  GAMMA_NAUGHT = 0.14e-14
+
+  GAMMA_VALUES = [
+    -5.4e-15,
+    -2.06e-14,
+    5.1e-13,
+    -3.6968e-12,
+    7.7823e-12,
+    1.043427e-10,
+    -1.1812746e-09,
+    5.0020075e-09,
+    6.116095e-09,
+    -2.056338417e-07,
+    1.133027232e-06,
+    -1.2504934821e-06,
+    -2.01348547807e-05,
+    0.0001280502823882,
+    -0.0002152416741149,
+    -0.0011651675918591,
+    0.007218943246663,
+    -0.009621971527877,
+    -0.0421977345555443,
+    0.1665386113822915,
+    -0.0420026350340952,
+    -0.6558780715202538,
+    0.5772156649015329,
+    1.0
+  ]
 end

data/test/test_simple_random.rb

@@ -200,7 +200,7 @@ class TestSimpleRandom < MiniTest::Test
 
       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: 1.0.2
+  version: 1.0.3
 platform: ruby
 authors:
 - John D. Cook
@@ -9,8 +9,22 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-11-24 00:00:00.000000000 Z
+date: 2015-11-25 00:00:00.000000000 Z
 dependencies:
+- !ruby/object:Gem::Dependency
+  name: awesome_print
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '1.6'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '1.6'
 - !ruby/object:Gem::Dependency
   name: minitest
   requirement: !ruby/object:Gem::Requirement