(in-package :randist)
;; On CMUCL or SBCL the random already uses mersene twister
#+(or sbcl cmucl)
(progn
(declaim (inline random-mt))
(defun random-mt (x &optional (state *random-state*))
(random x state)))
(defmacro random-uniform ()
"[syntax suggar] Random variable with uniform distribution in interval [0,1]"
`(random-mt 1d0))
(declaim (ftype (function () double-float) random-pos))
(declaim (inline random-pos))
(defun random-pos ()
"Create the sign, i.e. random positive or negative, similar to a
binary result."
(let ((y 0d0))
(tagbody
start
(setf y (random-uniform))
(when (= y 0d0)
(go start)))
y))
(defun random-vector-iid (n variable)
"Return a vector with n IID instances of variable"
(let ((output (make-array n :element-type 'double-float :adjustable nil :fill-pointer nil)))
(loop for i from 0 to (1- n)
do (setf (aref output i) (funcall variable)))
output))
(defun random-bernoulli (p)
(if (> (random-uniform) p)
1
0))
