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random: Add a k parameter for pareto. Add some unit tests.

db4
Doug Coleman 2012-03-30 19:52:47 -07:00
parent 57231bfef4
commit 8af39377d1
2 changed files with 15 additions and 3 deletions
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14
basis/random/random-tests.factor
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@ -1,5 +1,5 @@
USING: random sequences tools.test kernel math math.functions USING: random sequences tools.test kernel math math.functions
sets grouping random.private ; sets grouping random.private math.statistics ;
IN: random.tests IN: random.tests
[ 4 ] [ 4 random-bytes length ] unit-test [ 4 ] [ 4 random-bytes length ] unit-test
@ -33,3 +33,15 @@ IN: random.tests
[ ] [ ]
[ [ 100 random-bytes ] with-system-random drop ] unit-test [ [ 100 random-bytes ] with-system-random drop ] unit-test
{ t }
[ 50000 [ .15 exponential-random-float ] replicate [ mean ] [ std ] bi .2 ~ ] unit-test
{ t }
[ 50000 [ 1 exponential-random-float ] replicate [ mean ] [ std ] bi .2 ~ ] unit-test
{ t t }
[
50000 [ 1 3 pareto-random-float ] replicate [ mean ] [ std ] bi
[ 1.5 .3 ~ ] [ 3 sqrt 2 / .3 ~ ] bi*
] unit-test

4
basis/random/random.factor
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@ -127,8 +127,8 @@ ERROR: too-many-samples seq n ;
1. swap / ^ 1. swap / ^
] dip * ; ] dip * ;
: pareto-random-float ( alpha -- n ) : pareto-random-float ( k alpha -- n )
[ random-unit ] dip [ 1. swap / ] bi@ ^ ; [ random-unit ] dip recip ^ /f ;
:: (gamma-random-float>1) ( alpha beta -- n ) :: (gamma-random-float>1) ( alpha beta -- n )
! Uses R.C.H. Cheng, "The generation of Gamma ! Uses R.C.H. Cheng, "The generation of Gamma