- 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.

- rdg% ( -- n )
- Get the required space for a rdg variable

- 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

- 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

\ ============================================================================== \ \ 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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