541705a36a
(barand): New class. * src/misc/random.cc (nrand, bmrand, prand): New functions. * wrap/python/spot.i: Process src/misc/random.hh.
116 lines
3.3 KiB
C++
116 lines
3.3 KiB
C++
// Copyright (C) 2004 Laboratoire d'Informatique de Paris 6 (LIP6),
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// département Systèmes Répartis Coopératifs (SRC), Université Pierre
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// et Marie Curie.
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//
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// This file is part of Spot, a model checking library.
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//
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// Spot is free software; you can redistribute it and/or modify it
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// under the terms of the GNU General Public License as published by
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// the Free Software Foundation; either version 2 of the License, or
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// (at your option) any later version.
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//
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// Spot is distributed in the hope that it will be useful, but WITHOUT
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// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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// or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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// License for more details.
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//
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// You should have received a copy of the GNU General Public License
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// along with Spot; see the file COPYING. If not, write to the Free
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// Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
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// 02111-1307, USA.
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#include <cmath>
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namespace spot
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{
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/// \addtogroup random Random functions
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/// \ingroup misc_tools
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/// @{
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/// \brief Reset the seed of the pseudo-random number generator.
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///
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/// \see drand, mrand, rrand
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void srand(unsigned int seed);
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/// \brief Compute a pseudo-random integer value between \a min and
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/// \a max included.
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///
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/// \see drand, mrand, srand
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int rrand(int min, int max);
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/// \brief Compute a pseudo-random integer value between 0 and
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/// \a max-1 included.
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///
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/// \see drand, rrand, srand
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int mrand(int max);
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/// \brief Compute a pseudo-random double value
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/// between 0.0 and 1.0 (1.0 excluded).
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///
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/// \see mrand, rrand, srand
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double drand();
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/// \brief Compute a pseudo-random double value
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/// following a standard normal distribution. (Odeh & Evans)
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///
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/// This uses a polynomial approximation of the inverse cumulated
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/// density function from Odeh & Evans, Journal of Applied
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/// Statistics, 1974, vol 23, pp 96-97.
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double nrand();
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/// \brief Compute a pseudo-random double value
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/// following a standard normal distribution. (Box-Muller)
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///
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/// This uses the polar form of the Box-Muller transform
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/// to generate random values.
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double bmrand();
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/// \brief Compute pseudo-random integer value between 0
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/// and \a n included, following a binomial distribution
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/// for probability \a p.
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///
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/// \a gen must be a random function computing a pseudo-random
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/// double value following a standard normal distribution.
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/// Use nrand() or bmrand().
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///
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/// Usually approximating a binomial distribution using a normal
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/// distribution and is accurate only if <code>n*p</code> and
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/// <code>n*(1-p)</code> are greater than 5.
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template<double (*gen)()>
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class barand
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{
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public:
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barand(int n, double p)
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: n_(n), m_(n * p), s_(sqrt(n * p * (1 - p)))
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{
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}
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int
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rand() const
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{
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int res;
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for (;;)
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{
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double x = gen() * s_ + m_;
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if (x < 0.0)
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continue;
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res = static_cast<int> (x);
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if (res <= n_)
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break;
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}
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return res;
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}
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protected:
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const int n_;
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const double m_;
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const double s_;
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};
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/// \brief Return a pseudo-random positive integer value
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/// following a Poisson distribution with parameter \a p.
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///
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/// \pre <code>p > 0</code>
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int prand(double p);
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/// @}
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}
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