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randomr.r

#! /usr/bin/rebview -qs REBOL [ File: %randomr.r Date: 17-June-2009 Title: "Random Number Generator" Version: 1.0 Author: "Fran├žois Jouen. Based on Vincent Levorato's java code" Rights: {} Purpose: {Random Number Generator using continous and discret statistical laws} library: [ level: 'intermediate platform: 'all type: [tool ] domain: [math] tested-under: all plateforms support: none license: 'BSD see-also: none ] ] random/seed now/time/precise ; some constant values umax: power (1 / (2 * pi)) 0.25 vmax: power (2 / (pi * exp 2)) 0.25 log2pi: log-e (2 * pi) ; and an useful function for rebol rand_real: func ["return a decimal value beween 0 and 1. Base 16 bit" ] [ x: random power 2 16 return x / power 2 16 ] ; //////////////////// ; //CONTINUOUS LAWS// ;/////////////////// ;uniform law on rand_unif: func [i [decimal!] j [decimal!]] [ return rand_real * (j - i) + i ] ;exponential law rand_exp: func [] [ return - log-e rand_real ] ;exponential law with a l degree rand_expm: func [l [decimal!]] [ return - log-e (rand_real / l) ] ;normal law rand_norm: func [A [decimal!] /local u v] [ u: rand_real * umax v: ((2 * rand_real) - 1) * vmax while [( v * v + (A + 4 * log-e u) * (u * u)) >= 0] [u: rand_real * umax v: ((2 * rand_real) -1) * vmax] return v / u ] ; normal polar law rand_normpol: func [ /local t u v v1 v2 v3] [ t: copy [] u: square-root (-2 * log-e rand_real) v1: to-binary (6.28318530718 * rand_real) v2: to-binary pi v3: v1 and v2 v: to-decimal to-string v3 append t u * cosine v append t v * sine u return t ] ;lognormal law rand_lognorm: func [a [decimal!] b [decimal!] z [decimal!]] [ return exp (a + b * z) ] ; gamma law rand_gamma: func [k [integer!] l [decimal!] /local r i] [ r: 0 for i 0 k 1 [r: r + rand_expm l] return r ] ;geometric law in a disc rand_disc: func [ /local u v t] [ t: copy [] u: 2 * rand_real - 1 v: 2 * rand_real - 1 append t u append t v while [(u * u + v * v) > 1] [ poke t/1 u poke t/2 v] return t ] ;geometric law in a rectangle rand_rect: func [a [decimal!] b [decimal!] c [decimal!] d [decimal!] /local t] [ t: copy [] append t a + (b - a) * rand_real / 2 append t c + ( d - c) * rand_real / 2 return t ] ;chi square law rand_chi2: func [v [integer!] /local i z] [ z: 0 for i 0 (v - 1) 1 [z: z + power (rand_norm log2pi) 2] return z ] ; Erlang law rand_erlang: func [n [integer!] /local t i] [ t: 1.0 for i 0 (n - 1) 1 [t: t * (1.0 - rand_real)] return - log-e t ] ;Student law rand_student: func [ n [integer!] z [decimal!] /local v] [ v: rand_chi2 n return z / (square-root (absolute (v / n))) ] ;Fisher law rand_fischer: func [ n [integer!] m [integer!] /local x y] [ x: rand_chi2 n y: rand_chi2 m return (x / to-decimal (n)) / (y / to-decimal (m)) ] ;Laplace Law rand_laplace: func [a [decimal!] /local u1 u2][ u1: rand_real u2: rand_real either u1 < a [return - a * log-e u2] [return a * log-e u2] ] ;beta law rand_beta: func [a [integer!] b [integer!] /local x1 x2] [ x1: rand_gamma a 1.0 x2: rand_gamma b 1.0 return x1 / (x1 + x2) ] ;weibull law rand_weibull: func [a [decimal!] l [decimal!] /local x] [ x: rand_real return power (- 1 / a * log-e (1 - x)) 1 / l ] ; Rayleigh law rand_rayleigh: func [a [decimal!] b [decimal!]] [ return rand_weibull 2.0 0.5 ] ; ////////////////// ; DISCRETE LAWS ;////////////////// ;Bernouilli law rand_bernouilli: func [p [decimal!] /local u] [ u: rand_real either u < p [return 1][ return 0] ] ;binomial law rand_binomial: func [n [integer!] p [decimal!] /local x i] [ x: 0 for i 0 (n - 1) 1 [ if rand_real < p [x: x + 1]] return x ] ;binomial negative law rand_binomialneg: func [n [integer!] p [decimal!] /local x i] [ x: 0 for i 0 (n - 1) 1 [ while [rand_real >= p] [x: x + 1] ] return x ] ;geometric law rand_geo: func [p [decimal!] /local x] [ x: 0 while [rand_real >= p] [ x: x + 1] return x ] ; Poisson law rand_poisson: func [l [decimal!] /local j p f u] [ j: 0.0 p: f: exp (- l) u: rand_real while [u > f ] [ p: l * p / (j + 1) f: f + p j: j + 1 ] return j ]
halt ;; to terminate script if DO'ne from webpage