123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802803804805806807808809810811812813814815816817818819820821822823824825826827828829830831832833834835836837838839840841842843844845846847848849850851852853854855856857858859860861862863864865866867868869870871872873874875876877878879880881882883884885886887888889890891892893894895896897898899900901902903904905906907908909910911912913914915916917918919920921922923924925926927928929930931932933934935936937938939940941942943944945946947948949950951952953954955956957958959960961962963964965966967968969970971972973974975976977978979980981982983984985986987988989990991992993994995996 |
- """Random variable generators.
- bytes
- -----
- uniform bytes (values between 0 and 255)
- integers
- --------
- uniform within range
- sequences
- ---------
- pick random element
- pick random sample
- pick weighted random sample
- generate random permutation
- distributions on the real line:
- ------------------------------
- uniform
- triangular
- normal (Gaussian)
- lognormal
- negative exponential
- gamma
- beta
- pareto
- Weibull
- distributions on the circle (angles 0 to 2pi)
- ---------------------------------------------
- circular uniform
- von Mises
- discrete distributions
- ----------------------
- binomial
- General notes on the underlying Mersenne Twister core generator:
- * The period is 2**19937-1.
- * It is one of the most extensively tested generators in existence.
- * The random() method is implemented in C, executes in a single Python step,
- and is, therefore, threadsafe.
- """
- # Translated by Guido van Rossum from C source provided by
- # Adrian Baddeley. Adapted by Raymond Hettinger for use with
- # the Mersenne Twister and os.urandom() core generators.
- from warnings import warn as _warn
- from math import log as _log, exp as _exp, pi as _pi, e as _e, ceil as _ceil
- from math import sqrt as _sqrt, acos as _acos, cos as _cos, sin as _sin
- from math import tau as TWOPI, floor as _floor, isfinite as _isfinite
- from math import lgamma as _lgamma, fabs as _fabs, log2 as _log2
- from os import urandom as _urandom
- from _collections_abc import Sequence as _Sequence
- from operator import index as _index
- from itertools import accumulate as _accumulate, repeat as _repeat
- from bisect import bisect as _bisect
- import os as _os
- import _random
- try:
- # hashlib is pretty heavy to load, try lean internal module first
- from _sha2 import sha512 as _sha512
- except ImportError:
- # fallback to official implementation
- from hashlib import sha512 as _sha512
- __all__ = [
- "Random",
- "SystemRandom",
- "betavariate",
- "binomialvariate",
- "choice",
- "choices",
- "expovariate",
- "gammavariate",
- "gauss",
- "getrandbits",
- "getstate",
- "lognormvariate",
- "normalvariate",
- "paretovariate",
- "randbytes",
- "randint",
- "random",
- "randrange",
- "sample",
- "seed",
- "setstate",
- "shuffle",
- "triangular",
- "uniform",
- "vonmisesvariate",
- "weibullvariate",
- ]
- NV_MAGICCONST = 4 * _exp(-0.5) / _sqrt(2.0)
- LOG4 = _log(4.0)
- SG_MAGICCONST = 1.0 + _log(4.5)
- BPF = 53 # Number of bits in a float
- RECIP_BPF = 2 ** -BPF
- _ONE = 1
- class Random(_random.Random):
- """Random number generator base class used by bound module functions.
- Used to instantiate instances of Random to get generators that don't
- share state.
- Class Random can also be subclassed if you want to use a different basic
- generator of your own devising: in that case, override the following
- methods: random(), seed(), getstate(), and setstate().
- Optionally, implement a getrandbits() method so that randrange()
- can cover arbitrarily large ranges.
- """
- VERSION = 3 # used by getstate/setstate
- def __init__(self, x=None):
- """Initialize an instance.
- Optional argument x controls seeding, as for Random.seed().
- """
- self.seed(x)
- self.gauss_next = None
- def seed(self, a=None, version=2):
- """Initialize internal state from a seed.
- The only supported seed types are None, int, float,
- str, bytes, and bytearray.
- None or no argument seeds from current time or from an operating
- system specific randomness source if available.
- If *a* is an int, all bits are used.
- For version 2 (the default), all of the bits are used if *a* is a str,
- bytes, or bytearray. For version 1 (provided for reproducing random
- sequences from older versions of Python), the algorithm for str and
- bytes generates a narrower range of seeds.
- """
- if version == 1 and isinstance(a, (str, bytes)):
- a = a.decode('latin-1') if isinstance(a, bytes) else a
- x = ord(a[0]) << 7 if a else 0
- for c in map(ord, a):
- x = ((1000003 * x) ^ c) & 0xFFFFFFFFFFFFFFFF
- x ^= len(a)
- a = -2 if x == -1 else x
- elif version == 2 and isinstance(a, (str, bytes, bytearray)):
- if isinstance(a, str):
- a = a.encode()
- a = int.from_bytes(a + _sha512(a).digest())
- elif not isinstance(a, (type(None), int, float, str, bytes, bytearray)):
- raise TypeError('The only supported seed types are: None,\n'
- 'int, float, str, bytes, and bytearray.')
- super().seed(a)
- self.gauss_next = None
- def getstate(self):
- """Return internal state; can be passed to setstate() later."""
- return self.VERSION, super().getstate(), self.gauss_next
- def setstate(self, state):
- """Restore internal state from object returned by getstate()."""
- version = state[0]
- if version == 3:
- version, internalstate, self.gauss_next = state
- super().setstate(internalstate)
- elif version == 2:
- version, internalstate, self.gauss_next = state
- # In version 2, the state was saved as signed ints, which causes
- # inconsistencies between 32/64-bit systems. The state is
- # really unsigned 32-bit ints, so we convert negative ints from
- # version 2 to positive longs for version 3.
- try:
- internalstate = tuple(x % (2 ** 32) for x in internalstate)
- except ValueError as e:
- raise TypeError from e
- super().setstate(internalstate)
- else:
- raise ValueError("state with version %s passed to "
- "Random.setstate() of version %s" %
- (version, self.VERSION))
- ## -------------------------------------------------------
- ## ---- Methods below this point do not need to be overridden or extended
- ## ---- when subclassing for the purpose of using a different core generator.
- ## -------------------- pickle support -------------------
- # Issue 17489: Since __reduce__ was defined to fix #759889 this is no
- # longer called; we leave it here because it has been here since random was
- # rewritten back in 2001 and why risk breaking something.
- def __getstate__(self): # for pickle
- return self.getstate()
- def __setstate__(self, state): # for pickle
- self.setstate(state)
- def __reduce__(self):
- return self.__class__, (), self.getstate()
- ## ---- internal support method for evenly distributed integers ----
- def __init_subclass__(cls, /, **kwargs):
- """Control how subclasses generate random integers.
- The algorithm a subclass can use depends on the random() and/or
- getrandbits() implementation available to it and determines
- whether it can generate random integers from arbitrarily large
- ranges.
- """
- for c in cls.__mro__:
- if '_randbelow' in c.__dict__:
- # just inherit it
- break
- if 'getrandbits' in c.__dict__:
- cls._randbelow = cls._randbelow_with_getrandbits
- break
- if 'random' in c.__dict__:
- cls._randbelow = cls._randbelow_without_getrandbits
- break
- def _randbelow_with_getrandbits(self, n):
- "Return a random int in the range [0,n). Defined for n > 0."
- getrandbits = self.getrandbits
- k = n.bit_length()
- r = getrandbits(k) # 0 <= r < 2**k
- while r >= n:
- r = getrandbits(k)
- return r
- def _randbelow_without_getrandbits(self, n, maxsize=1<<BPF):
- """Return a random int in the range [0,n). Defined for n > 0.
- The implementation does not use getrandbits, but only random.
- """
- random = self.random
- if n >= maxsize:
- _warn("Underlying random() generator does not supply \n"
- "enough bits to choose from a population range this large.\n"
- "To remove the range limitation, add a getrandbits() method.")
- return _floor(random() * n)
- rem = maxsize % n
- limit = (maxsize - rem) / maxsize # int(limit * maxsize) % n == 0
- r = random()
- while r >= limit:
- r = random()
- return _floor(r * maxsize) % n
- _randbelow = _randbelow_with_getrandbits
- ## --------------------------------------------------------
- ## ---- Methods below this point generate custom distributions
- ## ---- based on the methods defined above. They do not
- ## ---- directly touch the underlying generator and only
- ## ---- access randomness through the methods: random(),
- ## ---- getrandbits(), or _randbelow().
- ## -------------------- bytes methods ---------------------
- def randbytes(self, n):
- """Generate n random bytes."""
- return self.getrandbits(n * 8).to_bytes(n, 'little')
- ## -------------------- integer methods -------------------
- def randrange(self, start, stop=None, step=_ONE):
- """Choose a random item from range(stop) or range(start, stop[, step]).
- Roughly equivalent to ``choice(range(start, stop, step))`` but
- supports arbitrarily large ranges and is optimized for common cases.
- """
- # This code is a bit messy to make it fast for the
- # common case while still doing adequate error checking.
- istart = _index(start)
- if stop is None:
- # We don't check for "step != 1" because it hasn't been
- # type checked and converted to an integer yet.
- if step is not _ONE:
- raise TypeError("Missing a non-None stop argument")
- if istart > 0:
- return self._randbelow(istart)
- raise ValueError("empty range for randrange()")
- # Stop argument supplied.
- istop = _index(stop)
- width = istop - istart
- istep = _index(step)
- # Fast path.
- if istep == 1:
- if width > 0:
- return istart + self._randbelow(width)
- raise ValueError(f"empty range in randrange({start}, {stop})")
- # Non-unit step argument supplied.
- if istep > 0:
- n = (width + istep - 1) // istep
- elif istep < 0:
- n = (width + istep + 1) // istep
- else:
- raise ValueError("zero step for randrange()")
- if n <= 0:
- raise ValueError(f"empty range in randrange({start}, {stop}, {step})")
- return istart + istep * self._randbelow(n)
- def randint(self, a, b):
- """Return random integer in range [a, b], including both end points.
- """
- return self.randrange(a, b+1)
- ## -------------------- sequence methods -------------------
- def choice(self, seq):
- """Choose a random element from a non-empty sequence."""
- # As an accommodation for NumPy, we don't use "if not seq"
- # because bool(numpy.array()) raises a ValueError.
- if not len(seq):
- raise IndexError('Cannot choose from an empty sequence')
- return seq[self._randbelow(len(seq))]
- def shuffle(self, x):
- """Shuffle list x in place, and return None."""
- randbelow = self._randbelow
- for i in reversed(range(1, len(x))):
- # pick an element in x[:i+1] with which to exchange x[i]
- j = randbelow(i + 1)
- x[i], x[j] = x[j], x[i]
- def sample(self, population, k, *, counts=None):
- """Chooses k unique random elements from a population sequence.
- Returns a new list containing elements from the population while
- leaving the original population unchanged. The resulting list is
- in selection order so that all sub-slices will also be valid random
- samples. This allows raffle winners (the sample) to be partitioned
- into grand prize and second place winners (the subslices).
- Members of the population need not be hashable or unique. If the
- population contains repeats, then each occurrence is a possible
- selection in the sample.
- Repeated elements can be specified one at a time or with the optional
- counts parameter. For example:
- sample(['red', 'blue'], counts=[4, 2], k=5)
- is equivalent to:
- sample(['red', 'red', 'red', 'red', 'blue', 'blue'], k=5)
- To choose a sample from a range of integers, use range() for the
- population argument. This is especially fast and space efficient
- for sampling from a large population:
- sample(range(10000000), 60)
- """
- # Sampling without replacement entails tracking either potential
- # selections (the pool) in a list or previous selections in a set.
- # When the number of selections is small compared to the
- # population, then tracking selections is efficient, requiring
- # only a small set and an occasional reselection. For
- # a larger number of selections, the pool tracking method is
- # preferred since the list takes less space than the
- # set and it doesn't suffer from frequent reselections.
- # The number of calls to _randbelow() is kept at or near k, the
- # theoretical minimum. This is important because running time
- # is dominated by _randbelow() and because it extracts the
- # least entropy from the underlying random number generators.
- # Memory requirements are kept to the smaller of a k-length
- # set or an n-length list.
- # There are other sampling algorithms that do not require
- # auxiliary memory, but they were rejected because they made
- # too many calls to _randbelow(), making them slower and
- # causing them to eat more entropy than necessary.
- if not isinstance(population, _Sequence):
- raise TypeError("Population must be a sequence. "
- "For dicts or sets, use sorted(d).")
- n = len(population)
- if counts is not None:
- cum_counts = list(_accumulate(counts))
- if len(cum_counts) != n:
- raise ValueError('The number of counts does not match the population')
- total = cum_counts.pop()
- if not isinstance(total, int):
- raise TypeError('Counts must be integers')
- if total <= 0:
- raise ValueError('Total of counts must be greater than zero')
- selections = self.sample(range(total), k=k)
- bisect = _bisect
- return [population[bisect(cum_counts, s)] for s in selections]
- randbelow = self._randbelow
- if not 0 <= k <= n:
- raise ValueError("Sample larger than population or is negative")
- result = [None] * k
- setsize = 21 # size of a small set minus size of an empty list
- if k > 5:
- setsize += 4 ** _ceil(_log(k * 3, 4)) # table size for big sets
- if n <= setsize:
- # An n-length list is smaller than a k-length set.
- # Invariant: non-selected at pool[0 : n-i]
- pool = list(population)
- for i in range(k):
- j = randbelow(n - i)
- result[i] = pool[j]
- pool[j] = pool[n - i - 1] # move non-selected item into vacancy
- else:
- selected = set()
- selected_add = selected.add
- for i in range(k):
- j = randbelow(n)
- while j in selected:
- j = randbelow(n)
- selected_add(j)
- result[i] = population[j]
- return result
- def choices(self, population, weights=None, *, cum_weights=None, k=1):
- """Return a k sized list of population elements chosen with replacement.
- If the relative weights or cumulative weights are not specified,
- the selections are made with equal probability.
- """
- random = self.random
- n = len(population)
- if cum_weights is None:
- if weights is None:
- floor = _floor
- n += 0.0 # convert to float for a small speed improvement
- return [population[floor(random() * n)] for i in _repeat(None, k)]
- try:
- cum_weights = list(_accumulate(weights))
- except TypeError:
- if not isinstance(weights, int):
- raise
- k = weights
- raise TypeError(
- f'The number of choices must be a keyword argument: {k=}'
- ) from None
- elif weights is not None:
- raise TypeError('Cannot specify both weights and cumulative weights')
- if len(cum_weights) != n:
- raise ValueError('The number of weights does not match the population')
- total = cum_weights[-1] + 0.0 # convert to float
- if total <= 0.0:
- raise ValueError('Total of weights must be greater than zero')
- if not _isfinite(total):
- raise ValueError('Total of weights must be finite')
- bisect = _bisect
- hi = n - 1
- return [population[bisect(cum_weights, random() * total, 0, hi)]
- for i in _repeat(None, k)]
- ## -------------------- real-valued distributions -------------------
- def uniform(self, a, b):
- """Get a random number in the range [a, b) or [a, b] depending on rounding.
- The mean (expected value) and variance of the random variable are:
- E[X] = (a + b) / 2
- Var[X] = (b - a) ** 2 / 12
- """
- return a + (b - a) * self.random()
- def triangular(self, low=0.0, high=1.0, mode=None):
- """Triangular distribution.
- Continuous distribution bounded by given lower and upper limits,
- and having a given mode value in-between.
- http://en.wikipedia.org/wiki/Triangular_distribution
- The mean (expected value) and variance of the random variable are:
- E[X] = (low + high + mode) / 3
- Var[X] = (low**2 + high**2 + mode**2 - low*high - low*mode - high*mode) / 18
- """
- u = self.random()
- try:
- c = 0.5 if mode is None else (mode - low) / (high - low)
- except ZeroDivisionError:
- return low
- if u > c:
- u = 1.0 - u
- c = 1.0 - c
- low, high = high, low
- return low + (high - low) * _sqrt(u * c)
- def normalvariate(self, mu=0.0, sigma=1.0):
- """Normal distribution.
- mu is the mean, and sigma is the standard deviation.
- """
- # Uses Kinderman and Monahan method. Reference: Kinderman,
- # A.J. and Monahan, J.F., "Computer generation of random
- # variables using the ratio of uniform deviates", ACM Trans
- # Math Software, 3, (1977), pp257-260.
- random = self.random
- while True:
- u1 = random()
- u2 = 1.0 - random()
- z = NV_MAGICCONST * (u1 - 0.5) / u2
- zz = z * z / 4.0
- if zz <= -_log(u2):
- break
- return mu + z * sigma
- def gauss(self, mu=0.0, sigma=1.0):
- """Gaussian distribution.
- mu is the mean, and sigma is the standard deviation. This is
- slightly faster than the normalvariate() function.
- Not thread-safe without a lock around calls.
- """
- # When x and y are two variables from [0, 1), uniformly
- # distributed, then
- #
- # cos(2*pi*x)*sqrt(-2*log(1-y))
- # sin(2*pi*x)*sqrt(-2*log(1-y))
- #
- # are two *independent* variables with normal distribution
- # (mu = 0, sigma = 1).
- # (Lambert Meertens)
- # (corrected version; bug discovered by Mike Miller, fixed by LM)
- # Multithreading note: When two threads call this function
- # simultaneously, it is possible that they will receive the
- # same return value. The window is very small though. To
- # avoid this, you have to use a lock around all calls. (I
- # didn't want to slow this down in the serial case by using a
- # lock here.)
- random = self.random
- z = self.gauss_next
- self.gauss_next = None
- if z is None:
- x2pi = random() * TWOPI
- g2rad = _sqrt(-2.0 * _log(1.0 - random()))
- z = _cos(x2pi) * g2rad
- self.gauss_next = _sin(x2pi) * g2rad
- return mu + z * sigma
- def lognormvariate(self, mu, sigma):
- """Log normal distribution.
- If you take the natural logarithm of this distribution, you'll get a
- normal distribution with mean mu and standard deviation sigma.
- mu can have any value, and sigma must be greater than zero.
- """
- return _exp(self.normalvariate(mu, sigma))
- def expovariate(self, lambd=1.0):
- """Exponential distribution.
- lambd is 1.0 divided by the desired mean. It should be
- nonzero. (The parameter would be called "lambda", but that is
- a reserved word in Python.) Returned values range from 0 to
- positive infinity if lambd is positive, and from negative
- infinity to 0 if lambd is negative.
- The mean (expected value) and variance of the random variable are:
- E[X] = 1 / lambd
- Var[X] = 1 / lambd ** 2
- """
- # we use 1-random() instead of random() to preclude the
- # possibility of taking the log of zero.
- return -_log(1.0 - self.random()) / lambd
- def vonmisesvariate(self, mu, kappa):
- """Circular data distribution.
- mu is the mean angle, expressed in radians between 0 and 2*pi, and
- kappa is the concentration parameter, which must be greater than or
- equal to zero. If kappa is equal to zero, this distribution reduces
- to a uniform random angle over the range 0 to 2*pi.
- """
- # Based upon an algorithm published in: Fisher, N.I.,
- # "Statistical Analysis of Circular Data", Cambridge
- # University Press, 1993.
- # Thanks to Magnus Kessler for a correction to the
- # implementation of step 4.
- random = self.random
- if kappa <= 1e-6:
- return TWOPI * random()
- s = 0.5 / kappa
- r = s + _sqrt(1.0 + s * s)
- while True:
- u1 = random()
- z = _cos(_pi * u1)
- d = z / (r + z)
- u2 = random()
- if u2 < 1.0 - d * d or u2 <= (1.0 - d) * _exp(d):
- break
- q = 1.0 / r
- f = (q + z) / (1.0 + q * z)
- u3 = random()
- if u3 > 0.5:
- theta = (mu + _acos(f)) % TWOPI
- else:
- theta = (mu - _acos(f)) % TWOPI
- return theta
- def gammavariate(self, alpha, beta):
- """Gamma distribution. Not the gamma function!
- Conditions on the parameters are alpha > 0 and beta > 0.
- The probability distribution function is:
- x ** (alpha - 1) * math.exp(-x / beta)
- pdf(x) = --------------------------------------
- math.gamma(alpha) * beta ** alpha
- The mean (expected value) and variance of the random variable are:
- E[X] = alpha * beta
- Var[X] = alpha * beta ** 2
- """
- # Warning: a few older sources define the gamma distribution in terms
- # of alpha > -1.0
- if alpha <= 0.0 or beta <= 0.0:
- raise ValueError('gammavariate: alpha and beta must be > 0.0')
- random = self.random
- if alpha > 1.0:
- # Uses R.C.H. Cheng, "The generation of Gamma
- # variables with non-integral shape parameters",
- # Applied Statistics, (1977), 26, No. 1, p71-74
- ainv = _sqrt(2.0 * alpha - 1.0)
- bbb = alpha - LOG4
- ccc = alpha + ainv
- while True:
- u1 = random()
- if not 1e-7 < u1 < 0.9999999:
- continue
- u2 = 1.0 - random()
- v = _log(u1 / (1.0 - u1)) / ainv
- x = alpha * _exp(v)
- z = u1 * u1 * u2
- r = bbb + ccc * v - x
- if r + SG_MAGICCONST - 4.5 * z >= 0.0 or r >= _log(z):
- return x * beta
- elif alpha == 1.0:
- # expovariate(1/beta)
- return -_log(1.0 - random()) * beta
- else:
- # alpha is between 0 and 1 (exclusive)
- # Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
- while True:
- u = random()
- b = (_e + alpha) / _e
- p = b * u
- if p <= 1.0:
- x = p ** (1.0 / alpha)
- else:
- x = -_log((b - p) / alpha)
- u1 = random()
- if p > 1.0:
- if u1 <= x ** (alpha - 1.0):
- break
- elif u1 <= _exp(-x):
- break
- return x * beta
- def betavariate(self, alpha, beta):
- """Beta distribution.
- Conditions on the parameters are alpha > 0 and beta > 0.
- Returned values range between 0 and 1.
- The mean (expected value) and variance of the random variable are:
- E[X] = alpha / (alpha + beta)
- Var[X] = alpha * beta / ((alpha + beta)**2 * (alpha + beta + 1))
- """
- ## See
- ## http://mail.python.org/pipermail/python-bugs-list/2001-January/003752.html
- ## for Ivan Frohne's insightful analysis of why the original implementation:
- ##
- ## def betavariate(self, alpha, beta):
- ## # Discrete Event Simulation in C, pp 87-88.
- ##
- ## y = self.expovariate(alpha)
- ## z = self.expovariate(1.0/beta)
- ## return z/(y+z)
- ##
- ## was dead wrong, and how it probably got that way.
- # This version due to Janne Sinkkonen, and matches all the std
- # texts (e.g., Knuth Vol 2 Ed 3 pg 134 "the beta distribution").
- y = self.gammavariate(alpha, 1.0)
- if y:
- return y / (y + self.gammavariate(beta, 1.0))
- return 0.0
- def paretovariate(self, alpha):
- """Pareto distribution. alpha is the shape parameter."""
- # Jain, pg. 495
- u = 1.0 - self.random()
- return u ** (-1.0 / alpha)
- def weibullvariate(self, alpha, beta):
- """Weibull distribution.
- alpha is the scale parameter and beta is the shape parameter.
- """
- # Jain, pg. 499; bug fix courtesy Bill Arms
- u = 1.0 - self.random()
- return alpha * (-_log(u)) ** (1.0 / beta)
- ## -------------------- discrete distributions ---------------------
- def binomialvariate(self, n=1, p=0.5):
- """Binomial random variable.
- Gives the number of successes for *n* independent trials
- with the probability of success in each trial being *p*:
- sum(random() < p for i in range(n))
- Returns an integer in the range: 0 <= X <= n
- The mean (expected value) and variance of the random variable are:
- E[X] = n * p
- Var[x] = n * p * (1 - p)
- """
- # Error check inputs and handle edge cases
- if n < 0:
- raise ValueError("n must be non-negative")
- if p <= 0.0 or p >= 1.0:
- if p == 0.0:
- return 0
- if p == 1.0:
- return n
- raise ValueError("p must be in the range 0.0 <= p <= 1.0")
- random = self.random
- # Fast path for a common case
- if n == 1:
- return _index(random() < p)
- # Exploit symmetry to establish: p <= 0.5
- if p > 0.5:
- return n - self.binomialvariate(n, 1.0 - p)
- if n * p < 10.0:
- # BG: Geometric method by Devroye with running time of O(np).
- # https://dl.acm.org/doi/pdf/10.1145/42372.42381
- x = y = 0
- c = _log2(1.0 - p)
- if not c:
- return x
- while True:
- y += _floor(_log2(random()) / c) + 1
- if y > n:
- return x
- x += 1
- # BTRS: Transformed rejection with squeeze method by Wolfgang Hörmann
- # https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.47.8407&rep=rep1&type=pdf
- assert n*p >= 10.0 and p <= 0.5
- setup_complete = False
- spq = _sqrt(n * p * (1.0 - p)) # Standard deviation of the distribution
- b = 1.15 + 2.53 * spq
- a = -0.0873 + 0.0248 * b + 0.01 * p
- c = n * p + 0.5
- vr = 0.92 - 4.2 / b
- while True:
- u = random()
- u -= 0.5
- us = 0.5 - _fabs(u)
- k = _floor((2.0 * a / us + b) * u + c)
- if k < 0 or k > n:
- continue
- # The early-out "squeeze" test substantially reduces
- # the number of acceptance condition evaluations.
- v = random()
- if us >= 0.07 and v <= vr:
- return k
- # Acceptance-rejection test.
- # Note, the original paper erroneously omits the call to log(v)
- # when comparing to the log of the rescaled binomial distribution.
- if not setup_complete:
- alpha = (2.83 + 5.1 / b) * spq
- lpq = _log(p / (1.0 - p))
- m = _floor((n + 1) * p) # Mode of the distribution
- h = _lgamma(m + 1) + _lgamma(n - m + 1)
- setup_complete = True # Only needs to be done once
- v *= alpha / (a / (us * us) + b)
- if _log(v) <= h - _lgamma(k + 1) - _lgamma(n - k + 1) + (k - m) * lpq:
- return k
- ## ------------------------------------------------------------------
- ## --------------- Operating System Random Source ------------------
- class SystemRandom(Random):
- """Alternate random number generator using sources provided
- by the operating system (such as /dev/urandom on Unix or
- CryptGenRandom on Windows).
- Not available on all systems (see os.urandom() for details).
- """
- def random(self):
- """Get the next random number in the range 0.0 <= X < 1.0."""
- return (int.from_bytes(_urandom(7)) >> 3) * RECIP_BPF
- def getrandbits(self, k):
- """getrandbits(k) -> x. Generates an int with k random bits."""
- if k < 0:
- raise ValueError('number of bits must be non-negative')
- numbytes = (k + 7) // 8 # bits / 8 and rounded up
- x = int.from_bytes(_urandom(numbytes))
- return x >> (numbytes * 8 - k) # trim excess bits
- def randbytes(self, n):
- """Generate n random bytes."""
- # os.urandom(n) fails with ValueError for n < 0
- # and returns an empty bytes string for n == 0.
- return _urandom(n)
- def seed(self, *args, **kwds):
- "Stub method. Not used for a system random number generator."
- return None
- def _notimplemented(self, *args, **kwds):
- "Method should not be called for a system random number generator."
- raise NotImplementedError('System entropy source does not have state.')
- getstate = setstate = _notimplemented
- # ----------------------------------------------------------------------
- # Create one instance, seeded from current time, and export its methods
- # as module-level functions. The functions share state across all uses
- # (both in the user's code and in the Python libraries), but that's fine
- # for most programs and is easier for the casual user than making them
- # instantiate their own Random() instance.
- _inst = Random()
- seed = _inst.seed
- random = _inst.random
- uniform = _inst.uniform
- triangular = _inst.triangular
- randint = _inst.randint
- choice = _inst.choice
- randrange = _inst.randrange
- sample = _inst.sample
- shuffle = _inst.shuffle
- choices = _inst.choices
- normalvariate = _inst.normalvariate
- lognormvariate = _inst.lognormvariate
- expovariate = _inst.expovariate
- vonmisesvariate = _inst.vonmisesvariate
- gammavariate = _inst.gammavariate
- gauss = _inst.gauss
- betavariate = _inst.betavariate
- binomialvariate = _inst.binomialvariate
- paretovariate = _inst.paretovariate
- weibullvariate = _inst.weibullvariate
- getstate = _inst.getstate
- setstate = _inst.setstate
- getrandbits = _inst.getrandbits
- randbytes = _inst.randbytes
- ## ------------------------------------------------------
- ## ----------------- test program -----------------------
- def _test_generator(n, func, args):
- from statistics import stdev, fmean as mean
- from time import perf_counter
- t0 = perf_counter()
- data = [func(*args) for i in _repeat(None, n)]
- t1 = perf_counter()
- xbar = mean(data)
- sigma = stdev(data, xbar)
- low = min(data)
- high = max(data)
- print(f'{t1 - t0:.3f} sec, {n} times {func.__name__}{args!r}')
- print('avg %g, stddev %g, min %g, max %g\n' % (xbar, sigma, low, high))
- def _test(N=10_000):
- _test_generator(N, random, ())
- _test_generator(N, normalvariate, (0.0, 1.0))
- _test_generator(N, lognormvariate, (0.0, 1.0))
- _test_generator(N, vonmisesvariate, (0.0, 1.0))
- _test_generator(N, binomialvariate, (15, 0.60))
- _test_generator(N, binomialvariate, (100, 0.75))
- _test_generator(N, gammavariate, (0.01, 1.0))
- _test_generator(N, gammavariate, (0.1, 1.0))
- _test_generator(N, gammavariate, (0.1, 2.0))
- _test_generator(N, gammavariate, (0.5, 1.0))
- _test_generator(N, gammavariate, (0.9, 1.0))
- _test_generator(N, gammavariate, (1.0, 1.0))
- _test_generator(N, gammavariate, (2.0, 1.0))
- _test_generator(N, gammavariate, (20.0, 1.0))
- _test_generator(N, gammavariate, (200.0, 1.0))
- _test_generator(N, gauss, (0.0, 1.0))
- _test_generator(N, betavariate, (3.0, 3.0))
- _test_generator(N, triangular, (0.0, 1.0, 1.0 / 3.0))
- ## ------------------------------------------------------
- ## ------------------ fork support ---------------------
- if hasattr(_os, "fork"):
- _os.register_at_fork(after_in_child=_inst.seed)
- if __name__ == '__main__':
- _test()
|