Module description

rdg -- Distributed pseudo random number generators

The rdg module implements pseudo random number generators with a distribution. The module requires a pseudo random generator with an uniform distribution which returns floating point random numbers with a range of [0,1>. Due to the extensive use of the floating point stack, this module has an environmental dependency.

Distributed Random generator structure

rdg% ( -- n )

Get the required space for a rdg variable

Distributed random generator creation, initialisation and destruction

rdg-init ( x xt rdg -- )

Initialise the generator with the random generator xt and its data x

rdg-create ( x xt "<spaces>name" -- ; -- rdg )

Create a named random generator in the dictionary with the random generator xt and its data x

rdg-new ( x xt -- rdg )

Create a new random generator on the heap with the random generator xt and its data x

rdg-free ( rdg -- )

Free the random generator from the heap

Random generator words

rdg-uniform ( F: r1 r2 -- r3 ; rdg -- )

Generate a random number with a uniform distribution in the range of [r1,r2>

rdg-normal ( F: r1 r2 -- r3 ; rdg -- )

Generate a random number with a normal or Gaussian distribution with mu or mean r1 and sigma or standard deviation r2

rdg-exponential ( F: r1 -- r2 ; rdg -- )

Generate a random number with an exponential distribution with mu or mean r1 [>0]

rdg-gamma ( F: r1 r2 -- r3 ; rdg -- = Generate a random number with a gamma distribution with alpha r1 [>0] and beta r2 [>0], alpha*beta = mean, alpha*beta^2 )

variance

rdg-beta ( F: r1 r2 -- r3 ; rdg -- = Generate a random number with a beta distribution with alpha r1 [>0] and beta r2 [>0], alpha*beta = mean, alpha*beta^2 )

variance

rdg-binomial ( F: r -- ; u1 rdg -- u2 )

Generate a random number with a binomial distribution with probability r [0,1] and trails u1 [>=0]

rdg-poisson ( F: r -- ; rdg -- u )

Generate a random number with a Poisson distribution with mean r [>=0]

rdg-pareto ( F: r1 r2 -- r3 ; rdg -- )

Generate a random number with a Pareto distribution with alpha r1 [>0] the scale parameter and r2 [>0] the shape parameter

rdg-weibull ( F: r1 r2 -- r3 ; rdg -- )

Generate a random number with a Weibull distribution with alpha r1 [>0] the scale parameter and beta r2 [>0] the shape parameter

Examples

\ ==============================================================================
\
\     rdg_expl - the pseudo random distribution generator example in the ffl
\
\               Copyright (C) 2008  Dick van Oudheusden
\  
\ This library is free software; you can redistribute it and/or
\ modify it under the terms of the GNU General Public
\ License as published by the Free Software Foundation; either
\ version 2 of the License, or (at your option) any later version.
\
\ This library is distributed in the hope that it will be useful,
\ but WITHOUT ANY WARRANTY; without even the implied warranty of
\ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
\ General Public License for more details.
\
\ You should have received a copy of the GNU General Public
\ License along with this library; if not, write to the Free
\ Software Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
\
\ ==============================================================================
\ 
\  $Date: 2008-01-06 06:37:25 $ $Revision: 1.1 $
\
\ ==============================================================================

include ffl/rng.fs
include ffl/rdg.fs


\ Create a random generator variable in the dictionary with seed 5489

5489 rng-create rng1

\ Create a distributed random generator in the dictionary with the rng1 random generator
\ The distributed random generator expects the state and the word that generates random
\ numbers in the range [0..1>.

rng1 ' rng-next-float rdg-create rdg1

\ Generate a normal or gaussian random number with mean 1.0 and stddev 0.5

1E+0 0.5E+0 rdg1 rdg-normal f. cr

\ Generate an exponential random number with mean 2.0

2E+0 rdg1 rdg-exponential f. cr

\ Generate a gamma random number with alpha 2.0 and beta 0.5

2E+0 0.5E+0 rdg1 rdg-gamma f. cr

\ Generate a beta random number with alpha 2.0 and beta 0.5

2E+0 0.5E+0 rdg1 rdg-beta f. cr

\ Generate a binomial random number with probability 0.4 and trails 15

0.4E+0 15 rdg1 rdg-binomial u. cr

\ Generate a poisson random number with mean 17.0

17E+0 rdg1 rdg-poisson u. cr

\ Generate a pareto random number with alpha 3.5 and beta 2.0

3.5E+0 2E+0 rdg1 rdg-pareto f. cr

\ Generate a weibull random number with alpha 3.5 and beta 2.0

3.5E+0 2E+0 rdg1 rdg-weibull f. cr



\ Create a distributed random generator variable on the heap

rng1 ' rng-next-float rdg-new value rdg2

\ Generate an uniform random number in the range of [34.5,34.6>

34.5E+0 34.6E+0 rdg2 rdg-uniform f. cr

\ Free the variable from the heap

rdg2 rdg-free

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