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Diffstat (limited to 'src/clojure/contrib/probabilities/random_numbers.clj')
-rw-r--r-- | src/clojure/contrib/probabilities/random_numbers.clj | 57 |
1 files changed, 57 insertions, 0 deletions
diff --git a/src/clojure/contrib/probabilities/random_numbers.clj b/src/clojure/contrib/probabilities/random_numbers.clj new file mode 100644 index 00000000..451a10c5 --- /dev/null +++ b/src/clojure/contrib/probabilities/random_numbers.clj @@ -0,0 +1,57 @@ +;; Random number generators + +;; by Konrad Hinsen +;; last updated April 16, 2009 + +;; Copyright (c) Konrad Hinsen, 2009. All rights reserved. The use +;; and distribution terms for this software are covered by the Eclipse +;; Public License 1.0 (http://opensource.org/licenses/eclipse-1.0.php) +;; which can be found in the file epl-v10.html at the root of this +;; distribution. By using this software in any fashion, you are +;; agreeing to be bound by the terms of this license. You must not +;; remove this notice, or any other, from this software. + +(ns clojure.contrib.probabilities.random-numbers + "Random number streams + + This library provides various random number generators with a common + stream interface. They all produce pseudo-random numbers that are uniformly + distributed in the interval [0, 1), i.e. 0 is a possible value but 1 isn't. + For transformations to other distributions, see + clojure.contrib.probabilities.monte-carlo." + (:use [clojure.contrib.types :only (deftype)]) + (:use [clojure.contrib.stream-utils :only (defstream)]) + (:use [clojure.contrib.def :only (defvar)])) + +;; Linear congruential generator +;; http://en.wikipedia.org/wiki/Linear_congruential_generator + +(deftype ::lcg lcg + "Create a linear congruential generator" + {:arglists '([modulus multiplier increment seed])} + (fn [modulus multiplier increment seed] + {:m modulus :a multiplier :c increment :seed seed}) + (fn [s] (map s (list :m :a :c :seed)))) + +(defstream ::lcg + [lcg-state] + (let [{m :m a :a c :c seed :seed} lcg-state + value (/ (float seed) (float m)) + new-seed (rem (+ c (* a seed)) m)] + [value (assoc lcg-state :seed new-seed)])) + +;; A generator based on Clojure's built-in rand function +;; (and thus random from java.lang.Math) +;; Note that this generator uses an internal mutable state. +;; +;; The state is *not* stored in the stream object and can thus +;; *not* be restored! + +(defvar rand-stream (with-meta 'rand {:type ::rand-stream}) + "A random number stream based on clojure.core/rand. Note that this + generator uses an internal mutable state. The state is thus not stored + in the stream object and cannot be restored.") + +(defstream ::rand-stream + [dummy-state] + [(rand) dummy-state]) |