/
normal.rb
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/
normal.rb
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# capricious/normal.rb: Normal 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
# Normal-distribution PRNG, uses polar form of Box-Muller transform.
class Normal
include PRNG
attr_reader :expected_mean, :expected_variance
# Initializes a new distribution. mean and variance are the distribution parameters; =seed=,
# =policy=, and =keep_stats= are as in =PRNG=.
def initialize(mean, variance, seed=nil, policy=MWC5, keep_stats=false)
@expected_mean = mean.to_f
@expected_variance = variance.to_f
@stddev = Math.sqrt(@expected_variance)
@values = []
prng_initialize(seed, policy, keep_stats)
end
private
def next_value
return @values.pop if @values.size() > 0
u, v, r = 0, 0, 0
begin
u = 2 * @prng.next_f - 1
v = 2 * @prng.next_f - 1
r = u ** 2 + v ** 2
end while r == 0 || r > 1
c = Math.sqrt(-2 * Math.log(r) / r)
@values << scale(v * c)
scale(u * c)
end
def scale(val)
@expected_mean + (val * @stddev)
end
end
end