* src/misc/random.hh (nrand, bmrand, prand): New functions.

(barand): New class.
* src/misc/random.cc (nrand, bmrand, prand): New functions.
* wrap/python/spot.i: Process src/misc/random.hh.

src/misc/random.hh

@@ -19,6 +19,8 @@
 // Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
 // 02111-1307, USA.
 
+#include <cmath>
+
 namespace spot
 {
   /// \addtogroup random Random functions
@@ -36,7 +38,7 @@ namespace spot
   /// \see drand, mrand, srand
   int rrand(int min, int max);
 
-  /// \brief Compute a pseudo-random integer value between  0 and
+  /// \brief Compute a pseudo-random integer value between 0 and
   /// \a max-1 included.
   ///
   /// \see drand, rrand, srand
@@ -48,5 +50,67 @@ namespace spot
   /// \see mrand, rrand, srand
   double drand();
 
+  /// \brief Compute a pseudo-random double value
+  /// following a standard normal distribution.  (Odeh & Evans)
+  ///
+  /// This uses a polynomial approximation of the inverse cumulated
+  /// density function from Odeh & Evans, Journal of Applied
+  /// Statistics, 1974, vol 23, pp 96-97.
+  double nrand();
+
+  /// \brief Compute a pseudo-random double value
+  /// following a standard normal distribution.  (Box-Muller)
+  ///
+  /// This uses the polar form of the Box-Muller transform
+  /// to generate random values.
+  double bmrand();
+
+  /// \brief Compute pseudo-random integer value between 0
+  /// and \a n included, following a binomial distribution
+  /// for probability \a p.
+  ///
+  /// \a gen must be a random function computing a pseudo-random
+  /// double value following a standard normal distribution.
+  /// Use nrand() or bmrand().
+  ///
+  /// Usually approximating a binomial distribution using a normal
+  /// distribution and is accurate only if <code>n*p</code> and
+  /// <code>n*(1-p)</code> are greater than 5.
+  template<double (*gen)()>
+  class barand
+  {
+  public:
+    barand(int n, double p)
+      : n_(n), m_(n * p), s_(sqrt(n * p * (1 - p)))
+    {
+    }
+
+    int
+    rand() const
+    {
+      int res;
+
+      for (;;)
+	{
+	  double x = gen() * s_ + m_;
+	  if (x < 0.0)
+	    continue;
+	  res = static_cast<int> (x);
+          if (res <= n_)
+	    break;
+        }
+      return res;
+    }
+  protected:
+    const int n_;
+    const double m_;
+    const double s_;
+  };
+
+  /// \brief Return a pseudo-random positive integer value
+  /// following a Poisson distribution with parameter \a p.
+  ///
+  /// \pre <code>p > 0</code>
+  int prand(double p);
   /// @}
 }