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alpar (Alpar Juttner)
alpar@cs.elte.hu
Serious buxfixes in Random::gamma() and Random::pareto()
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1 file changed with 2 insertions and 2 deletions:
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@@ -606,310 +606,310 @@
606 606
    double real() {
607 607
      return real<double>();
608 608
    }
609 609

	
610 610
    /// \brief Returns a random real number the range [0, b)
611 611
    ///
612 612
    /// It returns a random real number from the range [0, b).
613 613
    template <typename Number>
614 614
    Number real(Number b) { 
615 615
      return real<Number>() * b; 
616 616
    }
617 617

	
618 618
    /// \brief Returns a random real number from the range [a, b)
619 619
    ///
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    /// It returns a random real number from the range [a, b).
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    template <typename Number>
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    Number real(Number a, Number b) { 
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      return real<Number>() * (b - a) + a; 
624 624
    }
625 625

	
626 626
    /// \brief Returns a random real number from the range [0, 1)
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    ///
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    /// It returns a random double from the range [0, 1).
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    double operator()() {
630 630
      return real<double>();
631 631
    }
632 632

	
633 633
    /// \brief Returns a random real number from the range [0, b)
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    ///
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    /// It returns a random real number from the range [0, b).
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    template <typename Number>
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    Number operator()(Number b) { 
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      return real<Number>() * b; 
639 639
    }
640 640

	
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    /// \brief Returns a random real number from the range [a, b)
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    ///
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    /// It returns a random real number from the range [a, b).
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    template <typename Number>
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    Number operator()(Number a, Number b) { 
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      return real<Number>() * (b - a) + a; 
647 647
    }
648 648

	
649 649
    /// \brief Returns a random integer from a range
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    ///
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    /// It returns a random integer from the range {0, 1, ..., b - 1}.
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    template <typename Number>
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    Number integer(Number b) {
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      return _random_bits::Mapping<Number, Word>::map(core, b);
655 655
    }
656 656

	
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    /// \brief Returns a random integer from a range
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    ///
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    /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
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    template <typename Number>
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    Number integer(Number a, Number b) {
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      return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
663 663
    }
664 664

	
665 665
    /// \brief Returns a random integer from a range
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    ///
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    /// It returns a random integer from the range {0, 1, ..., b - 1}.
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    template <typename Number>
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    Number operator[](Number b) {
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      return _random_bits::Mapping<Number, Word>::map(core, b);
671 671
    }
672 672

	
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    /// \brief Returns a random non-negative integer
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    ///
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    /// It returns a random non-negative integer uniformly from the
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    /// whole range of the current \c Number type. The default result
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    /// type of this function is <tt>unsigned int</tt>.
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    template <typename Number>
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    Number uinteger() {
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      return _random_bits::IntConversion<Number, Word>::convert(core);
681 681
    }
682 682

	
683 683
    unsigned int uinteger() {
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      return uinteger<unsigned int>();
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    }
686 686

	
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    /// \brief Returns a random integer
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    ///
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    /// It returns a random integer uniformly from the whole range of
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    /// the current \c Number type. The default result type of this
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    /// function is \c int.
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    template <typename Number>
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    Number integer() {
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      static const int nb = std::numeric_limits<Number>::digits + 
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        (std::numeric_limits<Number>::is_signed ? 1 : 0);
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      return _random_bits::IntConversion<Number, Word, nb>::convert(core);
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    }
698 698

	
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    int integer() {
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      return integer<int>();
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    }
702 702
    
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    /// \brief Returns a random bool
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    ///
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    /// It returns a random bool. The generator holds a buffer for
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    /// random bits. Every time when it become empty the generator makes
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    /// a new random word and fill the buffer up.
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    bool boolean() {
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      return bool_producer.convert(core);
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    }
711 711

	
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    ///\name Non-uniform distributions
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    ///
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    ///@{
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    /// \brief Returns a random bool
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    ///
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    /// It returns a random bool with given probability of true result.
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    bool boolean(double p) {
721 721
      return operator()() < p;
722 722
    }
723 723

	
724 724
    /// Standard Gauss distribution
725 725

	
726 726
    /// Standard Gauss distribution.
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    /// \note The Cartesian form of the Box-Muller
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    /// transformation is used to generate a random normal distribution.
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    /// \todo Consider using the "ziggurat" method instead.
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    double gauss() 
731 731
    {
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      double V1,V2,S;
733 733
      do {
734 734
	V1=2*real<double>()-1;
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	V2=2*real<double>()-1;
736 736
	S=V1*V1+V2*V2;
737 737
      } while(S>=1);
738 738
      return std::sqrt(-2*std::log(S)/S)*V1;
739 739
    }
740 740
    /// Gauss distribution with given mean and standard deviation
741 741

	
742 742
    /// Gauss distribution with given mean and standard deviation.
743 743
    /// \sa gauss()
744 744
    double gauss(double mean,double std_dev)
745 745
    {
746 746
      return gauss()*std_dev+mean;
747 747
    }
748 748

	
749 749
    /// Exponential distribution with given mean
750 750

	
751 751
    /// This function generates an exponential distribution random number
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    /// with mean <tt>1/lambda</tt>.
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    ///
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    double exponential(double lambda=1.0)
755 755
    {
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      return -std::log(1.0-real<double>())/lambda;
757 757
    }
758 758

	
759 759
    /// Gamma distribution with given integer shape
760 760

	
761 761
    /// This function generates a gamma distribution random number.
762 762
    /// 
763 763
    ///\param k shape parameter (<tt>k>0</tt> integer)
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    double gamma(int k) 
765 765
    {
766 766
      double s = 0;
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      for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
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      return s;
769 769
    }
770 770
    
771 771
    /// Gamma distribution with given shape and scale parameter
772 772

	
773 773
    /// This function generates a gamma distribution random number.
774 774
    /// 
775 775
    ///\param k shape parameter (<tt>k>0</tt>)
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    ///\param theta scale parameter
777 777
    ///
778 778
    double gamma(double k,double theta=1.0)
779 779
    {
780 780
      double xi,nu;
781 781
      const double delta = k-std::floor(k);
782 782
      const double v0=E/(E-delta);
783 783
      do {
784 784
	double V0=1.0-real<double>();
785 785
	double V1=1.0-real<double>();
786 786
	double V2=1.0-real<double>();
787 787
	if(V2<=v0) 
788 788
	  {
789 789
	    xi=std::pow(V1,1.0/delta);
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	    nu=V0*std::pow(xi,delta-1.0);
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	  }
792 792
	else 
793 793
	  {
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	    xi=1.0-std::log(V1);
795 795
	    nu=V0*std::exp(-xi);
796 796
	  }
797 797
      } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
798
      return theta*(xi-gamma(int(std::floor(k))));
798
      return theta*(xi+gamma(int(std::floor(k))));
799 799
    }
800 800
    
801 801
    /// Weibull distribution
802 802

	
803 803
    /// This function generates a Weibull distribution random number.
804 804
    /// 
805 805
    ///\param k shape parameter (<tt>k>0</tt>)
806 806
    ///\param lambda scale parameter (<tt>lambda>0</tt>)
807 807
    ///
808 808
    double weibull(double k,double lambda)
809 809
    {
810 810
      return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
811 811
    }  
812 812
      
813 813
    /// Pareto distribution
814 814

	
815 815
    /// This function generates a Pareto distribution random number.
816 816
    /// 
817 817
    ///\param k shape parameter (<tt>k>0</tt>)
818 818
    ///\param x_min location parameter (<tt>x_min>0</tt>)
819 819
    ///
820 820
    double pareto(double k,double x_min)
821 821
    {
822
      return exponential(gamma(k,1.0/x_min));
822
      return exponential(gamma(k,1.0/x_min))+x_min;
823 823
    }  
824 824
      
825 825
    /// Poisson distribution
826 826

	
827 827
    /// This function generates a Poisson distribution random number with
828 828
    /// parameter \c lambda.
829 829
    /// 
830 830
    /// The probability mass function of this distribusion is
831 831
    /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
832 832
    /// \note The algorithm is taken from the book of Donald E. Knuth titled
833 833
    /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
834 834
    /// return value.
835 835
    
836 836
    int poisson(double lambda)
837 837
    {
838 838
      const double l = std::exp(-lambda);
839 839
      int k=0;
840 840
      double p = 1.0;
841 841
      do {
842 842
	k++;
843 843
	p*=real<double>();
844 844
      } while (p>=l);
845 845
      return k-1;
846 846
    }  
847 847
      
848 848
    ///@}
849 849
    
850 850
    ///\name Two dimensional distributions
851 851
    ///
852 852

	
853 853
    ///@{
854 854
    
855 855
    /// Uniform distribution on the full unit circle
856 856

	
857 857
    /// Uniform distribution on the full unit circle.
858 858
    ///
859 859
    dim2::Point<double> disc() 
860 860
    {
861 861
      double V1,V2;
862 862
      do {
863 863
	V1=2*real<double>()-1;
864 864
	V2=2*real<double>()-1;
865 865
	
866 866
      } while(V1*V1+V2*V2>=1);
867 867
      return dim2::Point<double>(V1,V2);
868 868
    }
869 869
    /// A kind of two dimensional Gauss distribution
870 870

	
871 871
    /// This function provides a turning symmetric two-dimensional distribution.
872 872
    /// Both coordinates are of standard normal distribution, but they are not
873 873
    /// independent.
874 874
    ///
875 875
    /// \note The coordinates are the two random variables provided by
876 876
    /// the Box-Muller method.
877 877
    dim2::Point<double> gauss2()
878 878
    {
879 879
      double V1,V2,S;
880 880
      do {
881 881
	V1=2*real<double>()-1;
882 882
	V2=2*real<double>()-1;
883 883
	S=V1*V1+V2*V2;
884 884
      } while(S>=1);
885 885
      double W=std::sqrt(-2*std::log(S)/S);
886 886
      return dim2::Point<double>(W*V1,W*V2);
887 887
    }
888 888
    /// A kind of two dimensional exponential distribution
889 889

	
890 890
    /// This function provides a turning symmetric two-dimensional distribution.
891 891
    /// The x-coordinate is of conditionally exponential distribution
892 892
    /// with the condition that x is positive and y=0. If x is negative and 
893 893
    /// y=0 then, -x is of exponential distribution. The same is true for the
894 894
    /// y-coordinate.
895 895
    dim2::Point<double> exponential2() 
896 896
    {
897 897
      double V1,V2,S;
898 898
      do {
899 899
	V1=2*real<double>()-1;
900 900
	V2=2*real<double>()-1;
901 901
	S=V1*V1+V2*V2;
902 902
      } while(S>=1);
903 903
      double W=-std::log(S)/S;
904 904
      return dim2::Point<double>(W*V1,W*V2);
905 905
    }
906 906

	
907 907
    ///@}    
908 908
  };
909 909

	
910 910

	
911 911
  extern Random rnd;
912 912

	
913 913
}
914 914

	
915 915
#endif
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