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1 ;; Random number generators
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2
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3 ;; by Konrad Hinsen
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4 ;; last updated May 3, 2009
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5
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6 ;; Copyright (c) Konrad Hinsen, 2009. All rights reserved. The use
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7 ;; and distribution terms for this software are covered by the Eclipse
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8 ;; Public License 1.0 (http://opensource.org/licenses/eclipse-1.0.php)
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9 ;; which can be found in the file epl-v10.html at the root of this
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10 ;; distribution. By using this software in any fashion, you are
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11 ;; agreeing to be bound by the terms of this license. You must not
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12 ;; remove this notice, or any other, from this software.
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13
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14 (ns
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15 ^{:author "Konrad Hinsen"
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16 :doc "Random number streams
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17
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18 This library provides random number generators with a common
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19 stream interface. They all produce pseudo-random numbers that are
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20 uniformly distributed in the interval [0, 1), i.e. 0 is a
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21 possible value but 1 isn't. For transformations to other
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22 distributions, see clojure.contrib.probabilities.monte-carlo.
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23
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24 At the moment, the only generator provided is a rather simple
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25 linear congruential generator."}
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26 clojure.contrib.probabilities.random-numbers
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27 (:refer-clojure :exclude (deftype))
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28 (:use [clojure.contrib.types :only (deftype)])
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29 (:use [clojure.contrib.stream-utils :only (defstream)])
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30 (:use [clojure.contrib.def :only (defvar)]))
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31
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32 ;; Linear congruential generator
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33 ;; http://en.wikipedia.org/wiki/Linear_congruential_generator
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34
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35 (deftype ::lcg lcg
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36 "Create a linear congruential generator"
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37 {:arglists '([modulus multiplier increment seed])}
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38 (fn [modulus multiplier increment seed]
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39 {:m modulus :a multiplier :c increment :seed seed})
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40 (fn [s] (map s (list :m :a :c :seed))))
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41
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42 (defstream ::lcg
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43 [lcg-state]
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44 (let [{m :m a :a c :c seed :seed} lcg-state
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45 value (/ (float seed) (float m))
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46 new-seed (rem (+ c (* a seed)) m)]
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47 [value (assoc lcg-state :seed new-seed)]))
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48
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49 ;; A generator based on Clojure's built-in rand function
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50 ;; (and thus random from java.lang.Math)
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51 ;; Note that this generator uses an internal mutable state.
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52 ;;
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53 ;; The state is *not* stored in the stream object and can thus
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54 ;; *not* be restored!
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55
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56 (defvar rand-stream (with-meta 'rand {:type ::rand-stream})
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57 "A random number stream based on clojure.core/rand. Note that this
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58 generator uses an internal mutable state. The state is thus not stored
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59 in the stream object and cannot be restored.")
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60
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61 (defstream ::rand-stream
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62 [dummy-state]
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63 [(rand) dummy-state])
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