1 | n/a | """Random variable generators. |
---|
2 | n/a | |
---|
3 | n/a | integers |
---|
4 | n/a | -------- |
---|
5 | n/a | uniform within range |
---|
6 | n/a | |
---|
7 | n/a | sequences |
---|
8 | n/a | --------- |
---|
9 | n/a | pick random element |
---|
10 | n/a | pick random sample |
---|
11 | n/a | pick weighted random sample |
---|
12 | n/a | generate random permutation |
---|
13 | n/a | |
---|
14 | n/a | distributions on the real line: |
---|
15 | n/a | ------------------------------ |
---|
16 | n/a | uniform |
---|
17 | n/a | triangular |
---|
18 | n/a | normal (Gaussian) |
---|
19 | n/a | lognormal |
---|
20 | n/a | negative exponential |
---|
21 | n/a | gamma |
---|
22 | n/a | beta |
---|
23 | n/a | pareto |
---|
24 | n/a | Weibull |
---|
25 | n/a | |
---|
26 | n/a | distributions on the circle (angles 0 to 2pi) |
---|
27 | n/a | --------------------------------------------- |
---|
28 | n/a | circular uniform |
---|
29 | n/a | von Mises |
---|
30 | n/a | |
---|
31 | n/a | General notes on the underlying Mersenne Twister core generator: |
---|
32 | n/a | |
---|
33 | n/a | * The period is 2**19937-1. |
---|
34 | n/a | * It is one of the most extensively tested generators in existence. |
---|
35 | n/a | * The random() method is implemented in C, executes in a single Python step, |
---|
36 | n/a | and is, therefore, threadsafe. |
---|
37 | n/a | |
---|
38 | n/a | """ |
---|
39 | n/a | |
---|
40 | n/a | from warnings import warn as _warn |
---|
41 | n/a | from types import MethodType as _MethodType, BuiltinMethodType as _BuiltinMethodType |
---|
42 | n/a | from math import log as _log, exp as _exp, pi as _pi, e as _e, ceil as _ceil |
---|
43 | n/a | from math import sqrt as _sqrt, acos as _acos, cos as _cos, sin as _sin |
---|
44 | n/a | from os import urandom as _urandom |
---|
45 | n/a | from _collections_abc import Set as _Set, Sequence as _Sequence |
---|
46 | n/a | from hashlib import sha512 as _sha512 |
---|
47 | n/a | import itertools as _itertools |
---|
48 | n/a | import bisect as _bisect |
---|
49 | n/a | |
---|
50 | n/a | __all__ = ["Random","seed","random","uniform","randint","choice","sample", |
---|
51 | n/a | "randrange","shuffle","normalvariate","lognormvariate", |
---|
52 | n/a | "expovariate","vonmisesvariate","gammavariate","triangular", |
---|
53 | n/a | "gauss","betavariate","paretovariate","weibullvariate", |
---|
54 | n/a | "getstate","setstate", "getrandbits", "choices", |
---|
55 | n/a | "SystemRandom"] |
---|
56 | n/a | |
---|
57 | n/a | NV_MAGICCONST = 4 * _exp(-0.5)/_sqrt(2.0) |
---|
58 | n/a | TWOPI = 2.0*_pi |
---|
59 | n/a | LOG4 = _log(4.0) |
---|
60 | n/a | SG_MAGICCONST = 1.0 + _log(4.5) |
---|
61 | n/a | BPF = 53 # Number of bits in a float |
---|
62 | n/a | RECIP_BPF = 2**-BPF |
---|
63 | n/a | |
---|
64 | n/a | |
---|
65 | n/a | # Translated by Guido van Rossum from C source provided by |
---|
66 | n/a | # Adrian Baddeley. Adapted by Raymond Hettinger for use with |
---|
67 | n/a | # the Mersenne Twister and os.urandom() core generators. |
---|
68 | n/a | |
---|
69 | n/a | import _random |
---|
70 | n/a | |
---|
71 | n/a | class Random(_random.Random): |
---|
72 | n/a | """Random number generator base class used by bound module functions. |
---|
73 | n/a | |
---|
74 | n/a | Used to instantiate instances of Random to get generators that don't |
---|
75 | n/a | share state. |
---|
76 | n/a | |
---|
77 | n/a | Class Random can also be subclassed if you want to use a different basic |
---|
78 | n/a | generator of your own devising: in that case, override the following |
---|
79 | n/a | methods: random(), seed(), getstate(), and setstate(). |
---|
80 | n/a | Optionally, implement a getrandbits() method so that randrange() |
---|
81 | n/a | can cover arbitrarily large ranges. |
---|
82 | n/a | |
---|
83 | n/a | """ |
---|
84 | n/a | |
---|
85 | n/a | VERSION = 3 # used by getstate/setstate |
---|
86 | n/a | |
---|
87 | n/a | def __init__(self, x=None): |
---|
88 | n/a | """Initialize an instance. |
---|
89 | n/a | |
---|
90 | n/a | Optional argument x controls seeding, as for Random.seed(). |
---|
91 | n/a | """ |
---|
92 | n/a | |
---|
93 | n/a | self.seed(x) |
---|
94 | n/a | self.gauss_next = None |
---|
95 | n/a | |
---|
96 | n/a | def seed(self, a=None, version=2): |
---|
97 | n/a | """Initialize internal state from hashable object. |
---|
98 | n/a | |
---|
99 | n/a | None or no argument seeds from current time or from an operating |
---|
100 | n/a | system specific randomness source if available. |
---|
101 | n/a | |
---|
102 | n/a | If *a* is an int, all bits are used. |
---|
103 | n/a | |
---|
104 | n/a | For version 2 (the default), all of the bits are used if *a* is a str, |
---|
105 | n/a | bytes, or bytearray. For version 1 (provided for reproducing random |
---|
106 | n/a | sequences from older versions of Python), the algorithm for str and |
---|
107 | n/a | bytes generates a narrower range of seeds. |
---|
108 | n/a | |
---|
109 | n/a | """ |
---|
110 | n/a | |
---|
111 | n/a | if version == 1 and isinstance(a, (str, bytes)): |
---|
112 | n/a | x = ord(a[0]) << 7 if a else 0 |
---|
113 | n/a | for c in a: |
---|
114 | n/a | x = ((1000003 * x) ^ ord(c)) & 0xFFFFFFFFFFFFFFFF |
---|
115 | n/a | x ^= len(a) |
---|
116 | n/a | a = -2 if x == -1 else x |
---|
117 | n/a | |
---|
118 | n/a | if version == 2 and isinstance(a, (str, bytes, bytearray)): |
---|
119 | n/a | if isinstance(a, str): |
---|
120 | n/a | a = a.encode() |
---|
121 | n/a | a += _sha512(a).digest() |
---|
122 | n/a | a = int.from_bytes(a, 'big') |
---|
123 | n/a | |
---|
124 | n/a | super().seed(a) |
---|
125 | n/a | self.gauss_next = None |
---|
126 | n/a | |
---|
127 | n/a | def getstate(self): |
---|
128 | n/a | """Return internal state; can be passed to setstate() later.""" |
---|
129 | n/a | return self.VERSION, super().getstate(), self.gauss_next |
---|
130 | n/a | |
---|
131 | n/a | def setstate(self, state): |
---|
132 | n/a | """Restore internal state from object returned by getstate().""" |
---|
133 | n/a | version = state[0] |
---|
134 | n/a | if version == 3: |
---|
135 | n/a | version, internalstate, self.gauss_next = state |
---|
136 | n/a | super().setstate(internalstate) |
---|
137 | n/a | elif version == 2: |
---|
138 | n/a | version, internalstate, self.gauss_next = state |
---|
139 | n/a | # In version 2, the state was saved as signed ints, which causes |
---|
140 | n/a | # inconsistencies between 32/64-bit systems. The state is |
---|
141 | n/a | # really unsigned 32-bit ints, so we convert negative ints from |
---|
142 | n/a | # version 2 to positive longs for version 3. |
---|
143 | n/a | try: |
---|
144 | n/a | internalstate = tuple(x % (2**32) for x in internalstate) |
---|
145 | n/a | except ValueError as e: |
---|
146 | n/a | raise TypeError from e |
---|
147 | n/a | super().setstate(internalstate) |
---|
148 | n/a | else: |
---|
149 | n/a | raise ValueError("state with version %s passed to " |
---|
150 | n/a | "Random.setstate() of version %s" % |
---|
151 | n/a | (version, self.VERSION)) |
---|
152 | n/a | |
---|
153 | n/a | ## ---- Methods below this point do not need to be overridden when |
---|
154 | n/a | ## ---- subclassing for the purpose of using a different core generator. |
---|
155 | n/a | |
---|
156 | n/a | ## -------------------- pickle support ------------------- |
---|
157 | n/a | |
---|
158 | n/a | # Issue 17489: Since __reduce__ was defined to fix #759889 this is no |
---|
159 | n/a | # longer called; we leave it here because it has been here since random was |
---|
160 | n/a | # rewritten back in 2001 and why risk breaking something. |
---|
161 | n/a | def __getstate__(self): # for pickle |
---|
162 | n/a | return self.getstate() |
---|
163 | n/a | |
---|
164 | n/a | def __setstate__(self, state): # for pickle |
---|
165 | n/a | self.setstate(state) |
---|
166 | n/a | |
---|
167 | n/a | def __reduce__(self): |
---|
168 | n/a | return self.__class__, (), self.getstate() |
---|
169 | n/a | |
---|
170 | n/a | ## -------------------- integer methods ------------------- |
---|
171 | n/a | |
---|
172 | n/a | def randrange(self, start, stop=None, step=1, _int=int): |
---|
173 | n/a | """Choose a random item from range(start, stop[, step]). |
---|
174 | n/a | |
---|
175 | n/a | This fixes the problem with randint() which includes the |
---|
176 | n/a | endpoint; in Python this is usually not what you want. |
---|
177 | n/a | |
---|
178 | n/a | """ |
---|
179 | n/a | |
---|
180 | n/a | # This code is a bit messy to make it fast for the |
---|
181 | n/a | # common case while still doing adequate error checking. |
---|
182 | n/a | istart = _int(start) |
---|
183 | n/a | if istart != start: |
---|
184 | n/a | raise ValueError("non-integer arg 1 for randrange()") |
---|
185 | n/a | if stop is None: |
---|
186 | n/a | if istart > 0: |
---|
187 | n/a | return self._randbelow(istart) |
---|
188 | n/a | raise ValueError("empty range for randrange()") |
---|
189 | n/a | |
---|
190 | n/a | # stop argument supplied. |
---|
191 | n/a | istop = _int(stop) |
---|
192 | n/a | if istop != stop: |
---|
193 | n/a | raise ValueError("non-integer stop for randrange()") |
---|
194 | n/a | width = istop - istart |
---|
195 | n/a | if step == 1 and width > 0: |
---|
196 | n/a | return istart + self._randbelow(width) |
---|
197 | n/a | if step == 1: |
---|
198 | n/a | raise ValueError("empty range for randrange() (%d,%d, %d)" % (istart, istop, width)) |
---|
199 | n/a | |
---|
200 | n/a | # Non-unit step argument supplied. |
---|
201 | n/a | istep = _int(step) |
---|
202 | n/a | if istep != step: |
---|
203 | n/a | raise ValueError("non-integer step for randrange()") |
---|
204 | n/a | if istep > 0: |
---|
205 | n/a | n = (width + istep - 1) // istep |
---|
206 | n/a | elif istep < 0: |
---|
207 | n/a | n = (width + istep + 1) // istep |
---|
208 | n/a | else: |
---|
209 | n/a | raise ValueError("zero step for randrange()") |
---|
210 | n/a | |
---|
211 | n/a | if n <= 0: |
---|
212 | n/a | raise ValueError("empty range for randrange()") |
---|
213 | n/a | |
---|
214 | n/a | return istart + istep*self._randbelow(n) |
---|
215 | n/a | |
---|
216 | n/a | def randint(self, a, b): |
---|
217 | n/a | """Return random integer in range [a, b], including both end points. |
---|
218 | n/a | """ |
---|
219 | n/a | |
---|
220 | n/a | return self.randrange(a, b+1) |
---|
221 | n/a | |
---|
222 | n/a | def _randbelow(self, n, int=int, maxsize=1<<BPF, type=type, |
---|
223 | n/a | Method=_MethodType, BuiltinMethod=_BuiltinMethodType): |
---|
224 | n/a | "Return a random int in the range [0,n). Raises ValueError if n==0." |
---|
225 | n/a | |
---|
226 | n/a | random = self.random |
---|
227 | n/a | getrandbits = self.getrandbits |
---|
228 | n/a | # Only call self.getrandbits if the original random() builtin method |
---|
229 | n/a | # has not been overridden or if a new getrandbits() was supplied. |
---|
230 | n/a | if type(random) is BuiltinMethod or type(getrandbits) is Method: |
---|
231 | n/a | k = n.bit_length() # don't use (n-1) here because n can be 1 |
---|
232 | n/a | r = getrandbits(k) # 0 <= r < 2**k |
---|
233 | n/a | while r >= n: |
---|
234 | n/a | r = getrandbits(k) |
---|
235 | n/a | return r |
---|
236 | n/a | # There's an overridden random() method but no new getrandbits() method, |
---|
237 | n/a | # so we can only use random() from here. |
---|
238 | n/a | if n >= maxsize: |
---|
239 | n/a | _warn("Underlying random() generator does not supply \n" |
---|
240 | n/a | "enough bits to choose from a population range this large.\n" |
---|
241 | n/a | "To remove the range limitation, add a getrandbits() method.") |
---|
242 | n/a | return int(random() * n) |
---|
243 | n/a | rem = maxsize % n |
---|
244 | n/a | limit = (maxsize - rem) / maxsize # int(limit * maxsize) % n == 0 |
---|
245 | n/a | r = random() |
---|
246 | n/a | while r >= limit: |
---|
247 | n/a | r = random() |
---|
248 | n/a | return int(r*maxsize) % n |
---|
249 | n/a | |
---|
250 | n/a | ## -------------------- sequence methods ------------------- |
---|
251 | n/a | |
---|
252 | n/a | def choice(self, seq): |
---|
253 | n/a | """Choose a random element from a non-empty sequence.""" |
---|
254 | n/a | try: |
---|
255 | n/a | i = self._randbelow(len(seq)) |
---|
256 | n/a | except ValueError: |
---|
257 | n/a | raise IndexError('Cannot choose from an empty sequence') from None |
---|
258 | n/a | return seq[i] |
---|
259 | n/a | |
---|
260 | n/a | def shuffle(self, x, random=None): |
---|
261 | n/a | """Shuffle list x in place, and return None. |
---|
262 | n/a | |
---|
263 | n/a | Optional argument random is a 0-argument function returning a |
---|
264 | n/a | random float in [0.0, 1.0); if it is the default None, the |
---|
265 | n/a | standard random.random will be used. |
---|
266 | n/a | |
---|
267 | n/a | """ |
---|
268 | n/a | |
---|
269 | n/a | if random is None: |
---|
270 | n/a | randbelow = self._randbelow |
---|
271 | n/a | for i in reversed(range(1, len(x))): |
---|
272 | n/a | # pick an element in x[:i+1] with which to exchange x[i] |
---|
273 | n/a | j = randbelow(i+1) |
---|
274 | n/a | x[i], x[j] = x[j], x[i] |
---|
275 | n/a | else: |
---|
276 | n/a | _int = int |
---|
277 | n/a | for i in reversed(range(1, len(x))): |
---|
278 | n/a | # pick an element in x[:i+1] with which to exchange x[i] |
---|
279 | n/a | j = _int(random() * (i+1)) |
---|
280 | n/a | x[i], x[j] = x[j], x[i] |
---|
281 | n/a | |
---|
282 | n/a | def sample(self, population, k): |
---|
283 | n/a | """Chooses k unique random elements from a population sequence or set. |
---|
284 | n/a | |
---|
285 | n/a | Returns a new list containing elements from the population while |
---|
286 | n/a | leaving the original population unchanged. The resulting list is |
---|
287 | n/a | in selection order so that all sub-slices will also be valid random |
---|
288 | n/a | samples. This allows raffle winners (the sample) to be partitioned |
---|
289 | n/a | into grand prize and second place winners (the subslices). |
---|
290 | n/a | |
---|
291 | n/a | Members of the population need not be hashable or unique. If the |
---|
292 | n/a | population contains repeats, then each occurrence is a possible |
---|
293 | n/a | selection in the sample. |
---|
294 | n/a | |
---|
295 | n/a | To choose a sample in a range of integers, use range as an argument. |
---|
296 | n/a | This is especially fast and space efficient for sampling from a |
---|
297 | n/a | large population: sample(range(10000000), 60) |
---|
298 | n/a | """ |
---|
299 | n/a | |
---|
300 | n/a | # Sampling without replacement entails tracking either potential |
---|
301 | n/a | # selections (the pool) in a list or previous selections in a set. |
---|
302 | n/a | |
---|
303 | n/a | # When the number of selections is small compared to the |
---|
304 | n/a | # population, then tracking selections is efficient, requiring |
---|
305 | n/a | # only a small set and an occasional reselection. For |
---|
306 | n/a | # a larger number of selections, the pool tracking method is |
---|
307 | n/a | # preferred since the list takes less space than the |
---|
308 | n/a | # set and it doesn't suffer from frequent reselections. |
---|
309 | n/a | |
---|
310 | n/a | if isinstance(population, _Set): |
---|
311 | n/a | population = tuple(population) |
---|
312 | n/a | if not isinstance(population, _Sequence): |
---|
313 | n/a | raise TypeError("Population must be a sequence or set. For dicts, use list(d).") |
---|
314 | n/a | randbelow = self._randbelow |
---|
315 | n/a | n = len(population) |
---|
316 | n/a | if not 0 <= k <= n: |
---|
317 | n/a | raise ValueError("Sample larger than population or is negative") |
---|
318 | n/a | result = [None] * k |
---|
319 | n/a | setsize = 21 # size of a small set minus size of an empty list |
---|
320 | n/a | if k > 5: |
---|
321 | n/a | setsize += 4 ** _ceil(_log(k * 3, 4)) # table size for big sets |
---|
322 | n/a | if n <= setsize: |
---|
323 | n/a | # An n-length list is smaller than a k-length set |
---|
324 | n/a | pool = list(population) |
---|
325 | n/a | for i in range(k): # invariant: non-selected at [0,n-i) |
---|
326 | n/a | j = randbelow(n-i) |
---|
327 | n/a | result[i] = pool[j] |
---|
328 | n/a | pool[j] = pool[n-i-1] # move non-selected item into vacancy |
---|
329 | n/a | else: |
---|
330 | n/a | selected = set() |
---|
331 | n/a | selected_add = selected.add |
---|
332 | n/a | for i in range(k): |
---|
333 | n/a | j = randbelow(n) |
---|
334 | n/a | while j in selected: |
---|
335 | n/a | j = randbelow(n) |
---|
336 | n/a | selected_add(j) |
---|
337 | n/a | result[i] = population[j] |
---|
338 | n/a | return result |
---|
339 | n/a | |
---|
340 | n/a | def choices(self, population, weights=None, *, cum_weights=None, k=1): |
---|
341 | n/a | """Return a k sized list of population elements chosen with replacement. |
---|
342 | n/a | |
---|
343 | n/a | If the relative weights or cumulative weights are not specified, |
---|
344 | n/a | the selections are made with equal probability. |
---|
345 | n/a | |
---|
346 | n/a | """ |
---|
347 | n/a | random = self.random |
---|
348 | n/a | if cum_weights is None: |
---|
349 | n/a | if weights is None: |
---|
350 | n/a | _int = int |
---|
351 | n/a | total = len(population) |
---|
352 | n/a | return [population[_int(random() * total)] for i in range(k)] |
---|
353 | n/a | cum_weights = list(_itertools.accumulate(weights)) |
---|
354 | n/a | elif weights is not None: |
---|
355 | n/a | raise TypeError('Cannot specify both weights and cumulative weights') |
---|
356 | n/a | if len(cum_weights) != len(population): |
---|
357 | n/a | raise ValueError('The number of weights does not match the population') |
---|
358 | n/a | bisect = _bisect.bisect |
---|
359 | n/a | total = cum_weights[-1] |
---|
360 | n/a | return [population[bisect(cum_weights, random() * total)] for i in range(k)] |
---|
361 | n/a | |
---|
362 | n/a | ## -------------------- real-valued distributions ------------------- |
---|
363 | n/a | |
---|
364 | n/a | ## -------------------- uniform distribution ------------------- |
---|
365 | n/a | |
---|
366 | n/a | def uniform(self, a, b): |
---|
367 | n/a | "Get a random number in the range [a, b) or [a, b] depending on rounding." |
---|
368 | n/a | return a + (b-a) * self.random() |
---|
369 | n/a | |
---|
370 | n/a | ## -------------------- triangular -------------------- |
---|
371 | n/a | |
---|
372 | n/a | def triangular(self, low=0.0, high=1.0, mode=None): |
---|
373 | n/a | """Triangular distribution. |
---|
374 | n/a | |
---|
375 | n/a | Continuous distribution bounded by given lower and upper limits, |
---|
376 | n/a | and having a given mode value in-between. |
---|
377 | n/a | |
---|
378 | n/a | http://en.wikipedia.org/wiki/Triangular_distribution |
---|
379 | n/a | |
---|
380 | n/a | """ |
---|
381 | n/a | u = self.random() |
---|
382 | n/a | try: |
---|
383 | n/a | c = 0.5 if mode is None else (mode - low) / (high - low) |
---|
384 | n/a | except ZeroDivisionError: |
---|
385 | n/a | return low |
---|
386 | n/a | if u > c: |
---|
387 | n/a | u = 1.0 - u |
---|
388 | n/a | c = 1.0 - c |
---|
389 | n/a | low, high = high, low |
---|
390 | n/a | return low + (high - low) * (u * c) ** 0.5 |
---|
391 | n/a | |
---|
392 | n/a | ## -------------------- normal distribution -------------------- |
---|
393 | n/a | |
---|
394 | n/a | def normalvariate(self, mu, sigma): |
---|
395 | n/a | """Normal distribution. |
---|
396 | n/a | |
---|
397 | n/a | mu is the mean, and sigma is the standard deviation. |
---|
398 | n/a | |
---|
399 | n/a | """ |
---|
400 | n/a | # mu = mean, sigma = standard deviation |
---|
401 | n/a | |
---|
402 | n/a | # Uses Kinderman and Monahan method. Reference: Kinderman, |
---|
403 | n/a | # A.J. and Monahan, J.F., "Computer generation of random |
---|
404 | n/a | # variables using the ratio of uniform deviates", ACM Trans |
---|
405 | n/a | # Math Software, 3, (1977), pp257-260. |
---|
406 | n/a | |
---|
407 | n/a | random = self.random |
---|
408 | n/a | while 1: |
---|
409 | n/a | u1 = random() |
---|
410 | n/a | u2 = 1.0 - random() |
---|
411 | n/a | z = NV_MAGICCONST*(u1-0.5)/u2 |
---|
412 | n/a | zz = z*z/4.0 |
---|
413 | n/a | if zz <= -_log(u2): |
---|
414 | n/a | break |
---|
415 | n/a | return mu + z*sigma |
---|
416 | n/a | |
---|
417 | n/a | ## -------------------- lognormal distribution -------------------- |
---|
418 | n/a | |
---|
419 | n/a | def lognormvariate(self, mu, sigma): |
---|
420 | n/a | """Log normal distribution. |
---|
421 | n/a | |
---|
422 | n/a | If you take the natural logarithm of this distribution, you'll get a |
---|
423 | n/a | normal distribution with mean mu and standard deviation sigma. |
---|
424 | n/a | mu can have any value, and sigma must be greater than zero. |
---|
425 | n/a | |
---|
426 | n/a | """ |
---|
427 | n/a | return _exp(self.normalvariate(mu, sigma)) |
---|
428 | n/a | |
---|
429 | n/a | ## -------------------- exponential distribution -------------------- |
---|
430 | n/a | |
---|
431 | n/a | def expovariate(self, lambd): |
---|
432 | n/a | """Exponential distribution. |
---|
433 | n/a | |
---|
434 | n/a | lambd is 1.0 divided by the desired mean. It should be |
---|
435 | n/a | nonzero. (The parameter would be called "lambda", but that is |
---|
436 | n/a | a reserved word in Python.) Returned values range from 0 to |
---|
437 | n/a | positive infinity if lambd is positive, and from negative |
---|
438 | n/a | infinity to 0 if lambd is negative. |
---|
439 | n/a | |
---|
440 | n/a | """ |
---|
441 | n/a | # lambd: rate lambd = 1/mean |
---|
442 | n/a | # ('lambda' is a Python reserved word) |
---|
443 | n/a | |
---|
444 | n/a | # we use 1-random() instead of random() to preclude the |
---|
445 | n/a | # possibility of taking the log of zero. |
---|
446 | n/a | return -_log(1.0 - self.random())/lambd |
---|
447 | n/a | |
---|
448 | n/a | ## -------------------- von Mises distribution -------------------- |
---|
449 | n/a | |
---|
450 | n/a | def vonmisesvariate(self, mu, kappa): |
---|
451 | n/a | """Circular data distribution. |
---|
452 | n/a | |
---|
453 | n/a | mu is the mean angle, expressed in radians between 0 and 2*pi, and |
---|
454 | n/a | kappa is the concentration parameter, which must be greater than or |
---|
455 | n/a | equal to zero. If kappa is equal to zero, this distribution reduces |
---|
456 | n/a | to a uniform random angle over the range 0 to 2*pi. |
---|
457 | n/a | |
---|
458 | n/a | """ |
---|
459 | n/a | # mu: mean angle (in radians between 0 and 2*pi) |
---|
460 | n/a | # kappa: concentration parameter kappa (>= 0) |
---|
461 | n/a | # if kappa = 0 generate uniform random angle |
---|
462 | n/a | |
---|
463 | n/a | # Based upon an algorithm published in: Fisher, N.I., |
---|
464 | n/a | # "Statistical Analysis of Circular Data", Cambridge |
---|
465 | n/a | # University Press, 1993. |
---|
466 | n/a | |
---|
467 | n/a | # Thanks to Magnus Kessler for a correction to the |
---|
468 | n/a | # implementation of step 4. |
---|
469 | n/a | |
---|
470 | n/a | random = self.random |
---|
471 | n/a | if kappa <= 1e-6: |
---|
472 | n/a | return TWOPI * random() |
---|
473 | n/a | |
---|
474 | n/a | s = 0.5 / kappa |
---|
475 | n/a | r = s + _sqrt(1.0 + s * s) |
---|
476 | n/a | |
---|
477 | n/a | while 1: |
---|
478 | n/a | u1 = random() |
---|
479 | n/a | z = _cos(_pi * u1) |
---|
480 | n/a | |
---|
481 | n/a | d = z / (r + z) |
---|
482 | n/a | u2 = random() |
---|
483 | n/a | if u2 < 1.0 - d * d or u2 <= (1.0 - d) * _exp(d): |
---|
484 | n/a | break |
---|
485 | n/a | |
---|
486 | n/a | q = 1.0 / r |
---|
487 | n/a | f = (q + z) / (1.0 + q * z) |
---|
488 | n/a | u3 = random() |
---|
489 | n/a | if u3 > 0.5: |
---|
490 | n/a | theta = (mu + _acos(f)) % TWOPI |
---|
491 | n/a | else: |
---|
492 | n/a | theta = (mu - _acos(f)) % TWOPI |
---|
493 | n/a | |
---|
494 | n/a | return theta |
---|
495 | n/a | |
---|
496 | n/a | ## -------------------- gamma distribution -------------------- |
---|
497 | n/a | |
---|
498 | n/a | def gammavariate(self, alpha, beta): |
---|
499 | n/a | """Gamma distribution. Not the gamma function! |
---|
500 | n/a | |
---|
501 | n/a | Conditions on the parameters are alpha > 0 and beta > 0. |
---|
502 | n/a | |
---|
503 | n/a | The probability distribution function is: |
---|
504 | n/a | |
---|
505 | n/a | x ** (alpha - 1) * math.exp(-x / beta) |
---|
506 | n/a | pdf(x) = -------------------------------------- |
---|
507 | n/a | math.gamma(alpha) * beta ** alpha |
---|
508 | n/a | |
---|
509 | n/a | """ |
---|
510 | n/a | |
---|
511 | n/a | # alpha > 0, beta > 0, mean is alpha*beta, variance is alpha*beta**2 |
---|
512 | n/a | |
---|
513 | n/a | # Warning: a few older sources define the gamma distribution in terms |
---|
514 | n/a | # of alpha > -1.0 |
---|
515 | n/a | if alpha <= 0.0 or beta <= 0.0: |
---|
516 | n/a | raise ValueError('gammavariate: alpha and beta must be > 0.0') |
---|
517 | n/a | |
---|
518 | n/a | random = self.random |
---|
519 | n/a | if alpha > 1.0: |
---|
520 | n/a | |
---|
521 | n/a | # Uses R.C.H. Cheng, "The generation of Gamma |
---|
522 | n/a | # variables with non-integral shape parameters", |
---|
523 | n/a | # Applied Statistics, (1977), 26, No. 1, p71-74 |
---|
524 | n/a | |
---|
525 | n/a | ainv = _sqrt(2.0 * alpha - 1.0) |
---|
526 | n/a | bbb = alpha - LOG4 |
---|
527 | n/a | ccc = alpha + ainv |
---|
528 | n/a | |
---|
529 | n/a | while 1: |
---|
530 | n/a | u1 = random() |
---|
531 | n/a | if not 1e-7 < u1 < .9999999: |
---|
532 | n/a | continue |
---|
533 | n/a | u2 = 1.0 - random() |
---|
534 | n/a | v = _log(u1/(1.0-u1))/ainv |
---|
535 | n/a | x = alpha*_exp(v) |
---|
536 | n/a | z = u1*u1*u2 |
---|
537 | n/a | r = bbb+ccc*v-x |
---|
538 | n/a | if r + SG_MAGICCONST - 4.5*z >= 0.0 or r >= _log(z): |
---|
539 | n/a | return x * beta |
---|
540 | n/a | |
---|
541 | n/a | elif alpha == 1.0: |
---|
542 | n/a | # expovariate(1) |
---|
543 | n/a | u = random() |
---|
544 | n/a | while u <= 1e-7: |
---|
545 | n/a | u = random() |
---|
546 | n/a | return -_log(u) * beta |
---|
547 | n/a | |
---|
548 | n/a | else: # alpha is between 0 and 1 (exclusive) |
---|
549 | n/a | |
---|
550 | n/a | # Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle |
---|
551 | n/a | |
---|
552 | n/a | while 1: |
---|
553 | n/a | u = random() |
---|
554 | n/a | b = (_e + alpha)/_e |
---|
555 | n/a | p = b*u |
---|
556 | n/a | if p <= 1.0: |
---|
557 | n/a | x = p ** (1.0/alpha) |
---|
558 | n/a | else: |
---|
559 | n/a | x = -_log((b-p)/alpha) |
---|
560 | n/a | u1 = random() |
---|
561 | n/a | if p > 1.0: |
---|
562 | n/a | if u1 <= x ** (alpha - 1.0): |
---|
563 | n/a | break |
---|
564 | n/a | elif u1 <= _exp(-x): |
---|
565 | n/a | break |
---|
566 | n/a | return x * beta |
---|
567 | n/a | |
---|
568 | n/a | ## -------------------- Gauss (faster alternative) -------------------- |
---|
569 | n/a | |
---|
570 | n/a | def gauss(self, mu, sigma): |
---|
571 | n/a | """Gaussian distribution. |
---|
572 | n/a | |
---|
573 | n/a | mu is the mean, and sigma is the standard deviation. This is |
---|
574 | n/a | slightly faster than the normalvariate() function. |
---|
575 | n/a | |
---|
576 | n/a | Not thread-safe without a lock around calls. |
---|
577 | n/a | |
---|
578 | n/a | """ |
---|
579 | n/a | |
---|
580 | n/a | # When x and y are two variables from [0, 1), uniformly |
---|
581 | n/a | # distributed, then |
---|
582 | n/a | # |
---|
583 | n/a | # cos(2*pi*x)*sqrt(-2*log(1-y)) |
---|
584 | n/a | # sin(2*pi*x)*sqrt(-2*log(1-y)) |
---|
585 | n/a | # |
---|
586 | n/a | # are two *independent* variables with normal distribution |
---|
587 | n/a | # (mu = 0, sigma = 1). |
---|
588 | n/a | # (Lambert Meertens) |
---|
589 | n/a | # (corrected version; bug discovered by Mike Miller, fixed by LM) |
---|
590 | n/a | |
---|
591 | n/a | # Multithreading note: When two threads call this function |
---|
592 | n/a | # simultaneously, it is possible that they will receive the |
---|
593 | n/a | # same return value. The window is very small though. To |
---|
594 | n/a | # avoid this, you have to use a lock around all calls. (I |
---|
595 | n/a | # didn't want to slow this down in the serial case by using a |
---|
596 | n/a | # lock here.) |
---|
597 | n/a | |
---|
598 | n/a | random = self.random |
---|
599 | n/a | z = self.gauss_next |
---|
600 | n/a | self.gauss_next = None |
---|
601 | n/a | if z is None: |
---|
602 | n/a | x2pi = random() * TWOPI |
---|
603 | n/a | g2rad = _sqrt(-2.0 * _log(1.0 - random())) |
---|
604 | n/a | z = _cos(x2pi) * g2rad |
---|
605 | n/a | self.gauss_next = _sin(x2pi) * g2rad |
---|
606 | n/a | |
---|
607 | n/a | return mu + z*sigma |
---|
608 | n/a | |
---|
609 | n/a | ## -------------------- beta -------------------- |
---|
610 | n/a | ## See |
---|
611 | n/a | ## http://mail.python.org/pipermail/python-bugs-list/2001-January/003752.html |
---|
612 | n/a | ## for Ivan Frohne's insightful analysis of why the original implementation: |
---|
613 | n/a | ## |
---|
614 | n/a | ## def betavariate(self, alpha, beta): |
---|
615 | n/a | ## # Discrete Event Simulation in C, pp 87-88. |
---|
616 | n/a | ## |
---|
617 | n/a | ## y = self.expovariate(alpha) |
---|
618 | n/a | ## z = self.expovariate(1.0/beta) |
---|
619 | n/a | ## return z/(y+z) |
---|
620 | n/a | ## |
---|
621 | n/a | ## was dead wrong, and how it probably got that way. |
---|
622 | n/a | |
---|
623 | n/a | def betavariate(self, alpha, beta): |
---|
624 | n/a | """Beta distribution. |
---|
625 | n/a | |
---|
626 | n/a | Conditions on the parameters are alpha > 0 and beta > 0. |
---|
627 | n/a | Returned values range between 0 and 1. |
---|
628 | n/a | |
---|
629 | n/a | """ |
---|
630 | n/a | |
---|
631 | n/a | # This version due to Janne Sinkkonen, and matches all the std |
---|
632 | n/a | # texts (e.g., Knuth Vol 2 Ed 3 pg 134 "the beta distribution"). |
---|
633 | n/a | y = self.gammavariate(alpha, 1.0) |
---|
634 | n/a | if y == 0: |
---|
635 | n/a | return 0.0 |
---|
636 | n/a | else: |
---|
637 | n/a | return y / (y + self.gammavariate(beta, 1.0)) |
---|
638 | n/a | |
---|
639 | n/a | ## -------------------- Pareto -------------------- |
---|
640 | n/a | |
---|
641 | n/a | def paretovariate(self, alpha): |
---|
642 | n/a | """Pareto distribution. alpha is the shape parameter.""" |
---|
643 | n/a | # Jain, pg. 495 |
---|
644 | n/a | |
---|
645 | n/a | u = 1.0 - self.random() |
---|
646 | n/a | return 1.0 / u ** (1.0/alpha) |
---|
647 | n/a | |
---|
648 | n/a | ## -------------------- Weibull -------------------- |
---|
649 | n/a | |
---|
650 | n/a | def weibullvariate(self, alpha, beta): |
---|
651 | n/a | """Weibull distribution. |
---|
652 | n/a | |
---|
653 | n/a | alpha is the scale parameter and beta is the shape parameter. |
---|
654 | n/a | |
---|
655 | n/a | """ |
---|
656 | n/a | # Jain, pg. 499; bug fix courtesy Bill Arms |
---|
657 | n/a | |
---|
658 | n/a | u = 1.0 - self.random() |
---|
659 | n/a | return alpha * (-_log(u)) ** (1.0/beta) |
---|
660 | n/a | |
---|
661 | n/a | ## --------------- Operating System Random Source ------------------ |
---|
662 | n/a | |
---|
663 | n/a | class SystemRandom(Random): |
---|
664 | n/a | """Alternate random number generator using sources provided |
---|
665 | n/a | by the operating system (such as /dev/urandom on Unix or |
---|
666 | n/a | CryptGenRandom on Windows). |
---|
667 | n/a | |
---|
668 | n/a | Not available on all systems (see os.urandom() for details). |
---|
669 | n/a | """ |
---|
670 | n/a | |
---|
671 | n/a | def random(self): |
---|
672 | n/a | """Get the next random number in the range [0.0, 1.0).""" |
---|
673 | n/a | return (int.from_bytes(_urandom(7), 'big') >> 3) * RECIP_BPF |
---|
674 | n/a | |
---|
675 | n/a | def getrandbits(self, k): |
---|
676 | n/a | """getrandbits(k) -> x. Generates an int with k random bits.""" |
---|
677 | n/a | if k <= 0: |
---|
678 | n/a | raise ValueError('number of bits must be greater than zero') |
---|
679 | n/a | if k != int(k): |
---|
680 | n/a | raise TypeError('number of bits should be an integer') |
---|
681 | n/a | numbytes = (k + 7) // 8 # bits / 8 and rounded up |
---|
682 | n/a | x = int.from_bytes(_urandom(numbytes), 'big') |
---|
683 | n/a | return x >> (numbytes * 8 - k) # trim excess bits |
---|
684 | n/a | |
---|
685 | n/a | def seed(self, *args, **kwds): |
---|
686 | n/a | "Stub method. Not used for a system random number generator." |
---|
687 | n/a | return None |
---|
688 | n/a | |
---|
689 | n/a | def _notimplemented(self, *args, **kwds): |
---|
690 | n/a | "Method should not be called for a system random number generator." |
---|
691 | n/a | raise NotImplementedError('System entropy source does not have state.') |
---|
692 | n/a | getstate = setstate = _notimplemented |
---|
693 | n/a | |
---|
694 | n/a | ## -------------------- test program -------------------- |
---|
695 | n/a | |
---|
696 | n/a | def _test_generator(n, func, args): |
---|
697 | n/a | import time |
---|
698 | n/a | print(n, 'times', func.__name__) |
---|
699 | n/a | total = 0.0 |
---|
700 | n/a | sqsum = 0.0 |
---|
701 | n/a | smallest = 1e10 |
---|
702 | n/a | largest = -1e10 |
---|
703 | n/a | t0 = time.time() |
---|
704 | n/a | for i in range(n): |
---|
705 | n/a | x = func(*args) |
---|
706 | n/a | total += x |
---|
707 | n/a | sqsum = sqsum + x*x |
---|
708 | n/a | smallest = min(x, smallest) |
---|
709 | n/a | largest = max(x, largest) |
---|
710 | n/a | t1 = time.time() |
---|
711 | n/a | print(round(t1-t0, 3), 'sec,', end=' ') |
---|
712 | n/a | avg = total/n |
---|
713 | n/a | stddev = _sqrt(sqsum/n - avg*avg) |
---|
714 | n/a | print('avg %g, stddev %g, min %g, max %g\n' % \ |
---|
715 | n/a | (avg, stddev, smallest, largest)) |
---|
716 | n/a | |
---|
717 | n/a | |
---|
718 | n/a | def _test(N=2000): |
---|
719 | n/a | _test_generator(N, random, ()) |
---|
720 | n/a | _test_generator(N, normalvariate, (0.0, 1.0)) |
---|
721 | n/a | _test_generator(N, lognormvariate, (0.0, 1.0)) |
---|
722 | n/a | _test_generator(N, vonmisesvariate, (0.0, 1.0)) |
---|
723 | n/a | _test_generator(N, gammavariate, (0.01, 1.0)) |
---|
724 | n/a | _test_generator(N, gammavariate, (0.1, 1.0)) |
---|
725 | n/a | _test_generator(N, gammavariate, (0.1, 2.0)) |
---|
726 | n/a | _test_generator(N, gammavariate, (0.5, 1.0)) |
---|
727 | n/a | _test_generator(N, gammavariate, (0.9, 1.0)) |
---|
728 | n/a | _test_generator(N, gammavariate, (1.0, 1.0)) |
---|
729 | n/a | _test_generator(N, gammavariate, (2.0, 1.0)) |
---|
730 | n/a | _test_generator(N, gammavariate, (20.0, 1.0)) |
---|
731 | n/a | _test_generator(N, gammavariate, (200.0, 1.0)) |
---|
732 | n/a | _test_generator(N, gauss, (0.0, 1.0)) |
---|
733 | n/a | _test_generator(N, betavariate, (3.0, 3.0)) |
---|
734 | n/a | _test_generator(N, triangular, (0.0, 1.0, 1.0/3.0)) |
---|
735 | n/a | |
---|
736 | n/a | # Create one instance, seeded from current time, and export its methods |
---|
737 | n/a | # as module-level functions. The functions share state across all uses |
---|
738 | n/a | #(both in the user's code and in the Python libraries), but that's fine |
---|
739 | n/a | # for most programs and is easier for the casual user than making them |
---|
740 | n/a | # instantiate their own Random() instance. |
---|
741 | n/a | |
---|
742 | n/a | _inst = Random() |
---|
743 | n/a | seed = _inst.seed |
---|
744 | n/a | random = _inst.random |
---|
745 | n/a | uniform = _inst.uniform |
---|
746 | n/a | triangular = _inst.triangular |
---|
747 | n/a | randint = _inst.randint |
---|
748 | n/a | choice = _inst.choice |
---|
749 | n/a | randrange = _inst.randrange |
---|
750 | n/a | sample = _inst.sample |
---|
751 | n/a | shuffle = _inst.shuffle |
---|
752 | n/a | choices = _inst.choices |
---|
753 | n/a | normalvariate = _inst.normalvariate |
---|
754 | n/a | lognormvariate = _inst.lognormvariate |
---|
755 | n/a | expovariate = _inst.expovariate |
---|
756 | n/a | vonmisesvariate = _inst.vonmisesvariate |
---|
757 | n/a | gammavariate = _inst.gammavariate |
---|
758 | n/a | gauss = _inst.gauss |
---|
759 | n/a | betavariate = _inst.betavariate |
---|
760 | n/a | paretovariate = _inst.paretovariate |
---|
761 | n/a | weibullvariate = _inst.weibullvariate |
---|
762 | n/a | getstate = _inst.getstate |
---|
763 | n/a | setstate = _inst.setstate |
---|
764 | n/a | getrandbits = _inst.getrandbits |
---|
765 | n/a | |
---|
766 | n/a | if __name__ == '__main__': |
---|
767 | n/a | _test() |
---|