/
exponential.rb
46 lines (40 loc) · 1.46 KB
/
exponential.rb
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
# capricious/exponential.rb: Exponential distribution PRNG, with selectable source-randomness policy
#
# Copyright:: Copyright (c) 2010 Red Hat, Inc.
# Author:: William Benton <willb@redhat.com>
# License:: http://www.apache.org/licenses/LICENSE-2.0
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
require 'capricious/generic_prng'
module Capricious
# Exponential-distribution PRNG
class Exponential
include PRNG
attr_reader :expected_mean, :expected_variance
# Initializes a new distribution. =l= is the lambda parameter; =seed=,
# =policy=, and =keep_stats= are as in =PRNG=.
def initialize(l, seed=nil, policy=MWC5, keep_stats=false)
@expected_mean = 1 / l.to_f
@expected_variance = 1 / (l * l).to_f
prng_initialize(seed, policy, keep_stats)
end
private
def next_value
u = @prng.next_f
while u == 0.0 || u == 1.0
u = @prng.next_f
end
-expected_mean * Math.log(u)
end
end
end