1 ! Copyright (C) 2008 Doug Coleman.
2 ! See http://factorcode.org/license.txt for BSD license.
3 USING: accessors alien.data arrays assocs byte-arrays
4 byte-vectors combinators combinators.short-circuit fry
5 hashtables hashtables.private hash-sets hints io.backend
6 io.binary kernel locals math math.bitwise math.constants
7 math.functions math.order math.ranges namespaces sequences
8 sequences.private sets summary system typed vocabs ;
9 QUALIFIED-WITH: alien.c-types c
10 QUALIFIED-WITH: sets sets
13 SYMBOL: system-random-generator
14 SYMBOL: secure-random-generator
15 SYMBOL: random-generator
17 GENERIC# seed-random 1 ( tuple seed -- tuple' )
18 GENERIC: random-32* ( tuple -- r )
19 GENERIC: random-bytes* ( n tuple -- byte-array )
21 M: object random-bytes* ( n tuple -- byte-array )
22 [ integer>fixnum-strict [ <byte-array> ] keep ] dip
25 [ random-32* 2over c:int c:set-alien-value ] keep
26 ] while over zero? [ 2drop ] [
27 random-32* c:int <ref> swap head 0 pick copy-unsafe
30 M: object random-32* ( tuple -- r )
31 4 swap random-bytes* c:uint deref ;
33 ERROR: no-random-number-generator ;
35 M: no-random-number-generator summary
36 drop "Random number generator is not defined." ;
38 M: f random-bytes* ( n obj -- * ) no-random-number-generator ;
40 M: f random-32* ( obj -- * ) no-random-number-generator ;
43 random-generator get random-32* ;
45 : random-bytes ( n -- byte-array )
46 random-generator get random-bytes* ;
51 dup 2 <= [ drop 1 ] [ 1 - log2 1 + ] if ; inline
53 :: (random-bits) ( n bits obj -- n' )
54 obj random-32* 32 bits 32 - [ dup 0 > ] [
55 [ 32 shift obj random-32* + ] [ 32 + ] [ 32 - ] tri*
56 ] while drop [ n * ] [ neg shift ] bi* ; inline
58 : ((random-integer)) ( n obj -- n' )
59 [ dup #bits ] dip (random-bits) ; inline
61 GENERIC# (random-integer) 1 ( n obj -- n )
62 M: fixnum (random-integer) ( n obj -- n' ) ((random-integer)) ;
63 M: bignum (random-integer) ( n obj -- n' ) ((random-integer)) ;
65 : random-integer ( n -- n' )
66 random-generator get (random-integer) ;
70 : random-bits ( numbits -- r )
71 [ 2^ ] keep random-generator get (random-bits) ;
73 : random-bits* ( numbits -- n )
74 1 - [ random-bits ] keep set-bit ;
76 GENERIC: random ( obj -- elt )
78 M: integer random [ f ] [ random-integer ] if-zero ;
82 [ length random-integer ] keep nth
85 M: assoc random >alist random ;
88 dup assoc-size [ drop f ] [
89 [ 0 ] [ array>> ] [ random ] tri* 1 + [
90 [ 2dup array-nth tombstone? [ 2 + ] 2dip ] loop
92 [ array-nth ] [ [ 1 + ] dip array-nth ] 2bi 2array
95 M: sets:set random members random ;
98 dup cardinality [ drop f ] [
99 [ 0 ] [ array>> ] [ random ] tri* 1 + [
100 [ 2dup array-nth tombstone? [ 1 + ] 2dip ] loop
101 ] times [ 1 - ] dip array-nth
104 : randomize-n-last ( seq n -- seq )
105 [ dup length dup ] dip - 1 max '[ dup _ > ]
106 random-generator get '[
107 [ _ (random-integer) ] [ 1 - ] bi
108 [ pick exchange-unsafe ] keep
111 : randomize ( seq -- randomized )
112 dup length randomize-n-last ;
114 ERROR: too-many-samples seq n ;
116 : sample ( seq n -- seq' )
117 2dup [ length ] dip < [ too-many-samples ] when
118 [ [ length iota >array ] dip [ randomize-n-last ] keep tail-slice* ]
119 [ drop ] 2bi nths-unsafe ;
121 : delete-random ( seq -- elt )
122 [ length random-integer ] keep
123 [ nth ] 2keep remove-nth! drop ;
125 : with-random ( tuple quot -- )
126 random-generator swap with-variable ; inline
128 : with-system-random ( quot -- )
129 system-random-generator get swap with-random ; inline
131 : with-secure-random ( quot -- )
132 secure-random-generator get swap with-random ; inline
136 : (uniform-random-float) ( min max obj -- n )
137 [ random-32* ] keep random-32* [ >float ] bi@
139 [ over - 2.0 -64 ^ * ] dip
144 : uniform-random-float ( min max -- n )
145 random-generator get (uniform-random-float) ; inline
147 M: float random [ f ] [ 0.0 swap uniform-random-float ] if-zero ;
151 : (random-unit) ( obj -- n )
152 [ 0.0 1.0 ] dip (uniform-random-float) ; inline
156 : random-unit ( -- n )
157 random-generator get (random-unit) ; inline
159 : random-units ( length -- sequence )
160 random-generator get '[ _ (random-unit) ] replicate ;
162 : random-integers ( length n -- sequence )
163 random-generator get '[ _ _ (random-integer) ] replicate ;
165 : (cos-random-float) ( -- n )
166 0. 2pi uniform-random-float cos ;
168 : (log-sqrt-random-float) ( -- n )
169 random-unit log -2. * sqrt ;
171 : normal-random-float ( mean sigma -- n )
172 (cos-random-float) (log-sqrt-random-float) * * + ;
174 : lognormal-random-float ( mean sigma -- n )
175 normal-random-float e^ ;
177 : exponential-random-float ( lambda -- n )
178 random-unit log neg swap / ;
180 : weibull-random-float ( alpha beta -- n )
182 [ random-unit log neg ] dip
186 : pareto-random-float ( k alpha -- n )
187 [ random-unit ] dip recip ^ /f ;
189 :: (gamma-random-float>1) ( alpha beta -- n )
190 ! Uses R.C.H. Cheng, "The generation of Gamma
191 ! variables with non-integral shape parameters",
192 ! Applied Statistics, (1977), 26, No. 1, p71-74
193 random-generator get :> rnd
194 2. alpha * 1 - sqrt :> ainv
195 alpha 4. log - :> bbb
198 0 :> r! 0 :> z! 0 :> result! ! initialize locals
201 [ 1. 4.5 log + + z 4.5 * - 0 >= ]
205 rnd (random-unit) :> u1
206 rnd (random-unit) :> u2
208 u1 1. u1 - / log ainv / :> v
216 : (gamma-random-float=1) ( alpha beta -- n )
217 nip random-unit log neg * ;
219 :: (gamma-random-float<1) ( alpha beta -- n )
220 ! Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
221 random-generator get :> rnd
224 0 :> x! 0 :> p! ! initialize locals
227 rnd (random-unit) x alpha 1 - ^ >
229 rnd (random-unit) x neg e^ >
232 rnd (random-unit) b * p!
236 b p - alpha / log neg
238 ] do while x beta * ;
240 : gamma-random-float ( alpha beta -- n )
242 { [ over 1 > ] [ (gamma-random-float>1) ] }
243 { [ over 1 = ] [ (gamma-random-float=1) ] }
244 [ (gamma-random-float<1) ]
247 : beta-random-float ( alpha beta -- n )
248 [ 1. gamma-random-float ] dip over zero?
249 [ 2drop 0 ] [ 1. gamma-random-float dupd + / ] if ;
251 :: von-mises-random-float ( mu kappa -- n )
252 ! Based upon an algorithm published in: Fisher, N.I.,
253 ! "Statistical Analysis of Circular Data", Cambridge
254 ! University Press, 1993.
255 random-generator get :> rnd
257 2pi rnd (random-unit) *
259 4. kappa sq * 1. + sqrt 1. + :> a
260 a 2. a * sqrt - 2. kappa * / :> b
261 b sq 1. + 2. b * / :> r
263 0 :> c! 0 :> _f! ! initialize locals
266 [ 2. c - c * < ] [ 1. c - e^ c * <= ]
269 rnd (random-unit) pi * cos :> z
270 r z * 1. + r z + / _f!
275 rnd (random-unit) 0.5 > [ + ] [ - ] if
278 :: (triangular-random-float) ( low high mode -- n )
279 mode low - high low - / :> c!
282 u c > [ 1. u - u! 1. c - c! swap ] when
283 [ - u c * sqrt * ] keep + ;
285 : triangular-random-float ( low high -- n )
286 2dup + 2 /f (triangular-random-float) ;
288 : laplace-random-float ( mean scale -- n )
289 random-unit dup 0.5 <
290 [ 2 * log ] [ 1 swap - 2 * log neg ] if * + ;
292 : cauchy-random-float ( median scale -- n )
293 random-unit 0.5 - pi * tan * + ;
295 : chi-square-random-float ( dof -- n )
296 [ 0.5 ] dip 2 * gamma-random-float ;
298 : student-t-random-float ( dof -- n )
299 [ 0 1 normal-random-float ] dip
300 [ chi-square-random-float ] [ / ] bi sqrt / ;
302 : inv-gamma-random-float ( shape scale -- n )
303 recip gamma-random-float recip ;
305 : rayleigh-random-float ( mode -- n )
306 random-unit log -2 * sqrt * ;
308 : gumbel-random-float ( loc scale -- n )
309 random-unit log neg log * - ;
311 : logistic-random-float ( loc scale -- n )
312 random-unit dup 1 swap - / log * + ;
314 : power-random-float ( alpha -- n )
315 [ random-unit log e^ 1 swap - ] dip recip ^ ;
318 : poisson-random-float ( mean -- n )
319 [ -1 0 ] dip [ 2dup < ] random-generator get '[
320 [ 1 + ] 2dip [ _ (random-unit) log neg + ] dip
324 { [ os windows? ] [ "random.windows" require ] }
325 { [ os unix? ] [ "random.unix" require ] }
328 "random.mersenne-twister" require