1 """Random variable generators.
11 generate random permutation
13 distributions on the real line:
14 ------------------------------
24 distributions on the circle (angles 0 to 2pi)
25 ---------------------------------------------
29 General notes on the underlying Mersenne Twister core generator:
31 * The period is 2**19937-1.
32 * It is one of the most extensively tested generators in existence
33 * Without a direct way to compute N steps forward, the
34 semantics of jumpahead(n) are weakened to simply jump
35 to another distant state and rely on the large period
36 to avoid overlapping sequences.
37 * The random() method is implemented in C, executes in
38 a single Python step, and is, therefore, threadsafe.
42 from math
import log
as _log
, exp
as _exp
, pi
as _pi
, e
as _e
43 from math
import sqrt
as _sqrt
, acos
as _acos
, cos
as _cos
, sin
as _sin
44 from math
import floor
as _floor
46 __all__
= ["Random","seed","random","uniform","randint","choice","sample",
47 "randrange","shuffle","normalvariate","lognormvariate",
48 "cunifvariate","expovariate","vonmisesvariate","gammavariate",
49 "stdgamma","gauss","betavariate","paretovariate","weibullvariate",
50 "getstate","setstate","jumpahead"]
52 NV_MAGICCONST
= 4 * _exp(-0.5)/_sqrt(2.0)
55 SG_MAGICCONST
= 1.0 + _log(4.5)
57 # Translated by Guido van Rossum from C source provided by
58 # Adrian Baddeley. Adapted by Raymond Hettinger for use with
59 # the Mersenne Twister core generator.
63 class Random(_random
.Random
):
64 """Random number generator base class used by bound module functions.
66 Used to instantiate instances of Random to get generators that don't
67 share state. Especially useful for multi-threaded programs, creating
68 a different instance of Random for each thread, and using the jumpahead()
69 method to ensure that the generated sequences seen by each thread don't
72 Class Random can also be subclassed if you want to use a different basic
73 generator of your own devising: in that case, override the following
74 methods: random(), seed(), getstate(), setstate() and jumpahead().
78 VERSION
= 2 # used by getstate/setstate
80 def __init__(self
, x
=None):
81 """Initialize an instance.
83 Optional argument x controls seeding, as for Random.seed().
87 self
.gauss_next
= None
89 def seed(self
, a
=None):
90 """Initialize internal state from hashable object.
92 None or no argument seeds from current time.
94 If a is not None or an int or long, hash(a) is used instead.
97 super(Random
, self
).seed(a
)
98 self
.gauss_next
= None
101 """Return internal state; can be passed to setstate() later."""
102 return self
.VERSION
, super(Random
, self
).getstate(), self
.gauss_next
104 def setstate(self
, state
):
105 """Restore internal state from object returned by getstate()."""
108 version
, internalstate
, self
.gauss_next
= state
109 super(Random
, self
).setstate(internalstate
)
111 raise ValueError("state with version %s passed to "
112 "Random.setstate() of version %s" %
113 (version
, self
.VERSION
))
115 ## ---- Methods below this point do not need to be overridden when
116 ## ---- subclassing for the purpose of using a different core generator.
118 ## -------------------- pickle support -------------------
120 def __getstate__(self
): # for pickle
121 return self
.getstate()
123 def __setstate__(self
, state
): # for pickle
126 ## -------------------- integer methods -------------------
128 def randrange(self
, start
, stop
=None, step
=1, int=int, default
=None):
129 """Choose a random item from range(start, stop[, step]).
131 This fixes the problem with randint() which includes the
132 endpoint; in Python this is usually not what you want.
133 Do not supply the 'int' and 'default' arguments.
136 # This code is a bit messy to make it fast for the
137 # common case while still doing adequate error checking.
140 raise ValueError, "non-integer arg 1 for randrange()"
143 return int(self
.random() * istart
)
144 raise ValueError, "empty range for randrange()"
146 # stop argument supplied.
149 raise ValueError, "non-integer stop for randrange()"
150 if step
== 1 and istart
< istop
:
152 return istart
+ int(self
.random()*(istop
- istart
))
153 except OverflowError:
154 # This can happen if istop-istart > sys.maxint + 1, and
155 # multiplying by random() doesn't reduce it to something
156 # <= sys.maxint. We know that the overall result fits
157 # in an int, and can still do it correctly via math.floor().
158 # But that adds another function call, so for speed we
159 # avoided that whenever possible.
160 return int(istart
+ _floor(self
.random()*(istop
- istart
)))
162 raise ValueError, "empty range for randrange()"
164 # Non-unit step argument supplied.
167 raise ValueError, "non-integer step for randrange()"
169 n
= (istop
- istart
+ istep
- 1) / istep
171 n
= (istop
- istart
+ istep
+ 1) / istep
173 raise ValueError, "zero step for randrange()"
176 raise ValueError, "empty range for randrange()"
177 return istart
+ istep
*int(self
.random() * n
)
179 def randint(self
, a
, b
):
180 """Return random integer in range [a, b], including both end points.
183 return self
.randrange(a
, b
+1)
185 ## -------------------- sequence methods -------------------
187 def choice(self
, seq
):
188 """Choose a random element from a non-empty sequence."""
189 return seq
[int(self
.random() * len(seq
))]
191 def shuffle(self
, x
, random
=None, int=int):
192 """x, random=random.random -> shuffle list x in place; return None.
194 Optional arg random is a 0-argument function returning a random
195 float in [0.0, 1.0); by default, the standard random.random.
197 Note that for even rather small len(x), the total number of
198 permutations of x is larger than the period of most random number
199 generators; this implies that "most" permutations of a long
200 sequence can never be generated.
205 for i
in xrange(len(x
)-1, 0, -1):
206 # pick an element in x[:i+1] with which to exchange x[i]
207 j
= int(random() * (i
+1))
208 x
[i
], x
[j
] = x
[j
], x
[i
]
210 def sample(self
, population
, k
, int=int):
211 """Chooses k unique random elements from a population sequence.
213 Returns a new list containing elements from the population while
214 leaving the original population unchanged. The resulting list is
215 in selection order so that all sub-slices will also be valid random
216 samples. This allows raffle winners (the sample) to be partitioned
217 into grand prize and second place winners (the subslices).
219 Members of the population need not be hashable or unique. If the
220 population contains repeats, then each occurrence is a possible
221 selection in the sample.
223 To choose a sample in a range of integers, use xrange as an argument.
224 This is especially fast and space efficient for sampling from a
225 large population: sample(xrange(10000000), 60)
228 # Sampling without replacement entails tracking either potential
229 # selections (the pool) in a list or previous selections in a
232 # When the number of selections is small compared to the population,
233 # then tracking selections is efficient, requiring only a small
234 # dictionary and an occasional reselection. For a larger number of
235 # selections, the pool tracking method is preferred since the list takes
236 # less space than the dictionary and it doesn't suffer from frequent
241 raise ValueError, "sample larger than population"
244 if n
< 6 * k
: # if n len list takes less space than a k len dict
245 pool
= list(population
)
246 for i
in xrange(k
): # invariant: non-selected at [0,n-i)
247 j
= int(random() * (n
-i
))
249 pool
[j
] = pool
[n
-i
-1] # move non-selected item into vacancy
253 j
= int(random() * n
)
255 j
= int(random() * n
)
256 result
[i
] = selected
[j
] = population
[j
]
259 ## -------------------- real-valued distributions -------------------
261 ## -------------------- uniform distribution -------------------
263 def uniform(self
, a
, b
):
264 """Get a random number in the range [a, b)."""
265 return a
+ (b
-a
) * self
.random()
267 ## -------------------- normal distribution --------------------
269 def normalvariate(self
, mu
, sigma
):
270 """Normal distribution.
272 mu is the mean, and sigma is the standard deviation.
275 # mu = mean, sigma = standard deviation
277 # Uses Kinderman and Monahan method. Reference: Kinderman,
278 # A.J. and Monahan, J.F., "Computer generation of random
279 # variables using the ratio of uniform deviates", ACM Trans
280 # Math Software, 3, (1977), pp257-260.
286 z
= NV_MAGICCONST
*(u1
-0.5)/u2
292 ## -------------------- lognormal distribution --------------------
294 def lognormvariate(self
, mu
, sigma
):
295 """Log normal distribution.
297 If you take the natural logarithm of this distribution, you'll get a
298 normal distribution with mean mu and standard deviation sigma.
299 mu can have any value, and sigma must be greater than zero.
302 return _exp(self
.normalvariate(mu
, sigma
))
304 ## -------------------- circular uniform --------------------
306 def cunifvariate(self
, mean
, arc
):
307 """Circular uniform distribution.
309 mean is the mean angle, and arc is the range of the distribution,
310 centered around the mean angle. Both values must be expressed in
311 radians. Returned values range between mean - arc/2 and
312 mean + arc/2 and are normalized to between 0 and pi.
314 Deprecated in version 2.3. Use:
315 (mean + arc * (Random.random() - 0.5)) % Math.pi
318 # mean: mean angle (in radians between 0 and pi)
319 # arc: range of distribution (in radians between 0 and pi)
321 warnings
.warn("The cunifvariate function is deprecated; Use (mean "
322 "+ arc * (Random.random() - 0.5)) % Math.pi instead",
325 return (mean
+ arc
* (self
.random() - 0.5)) % _pi
327 ## -------------------- exponential distribution --------------------
329 def expovariate(self
, lambd
):
330 """Exponential distribution.
332 lambd is 1.0 divided by the desired mean. (The parameter would be
333 called "lambda", but that is a reserved word in Python.) Returned
334 values range from 0 to positive infinity.
337 # lambd: rate lambd = 1/mean
338 # ('lambda' is a Python reserved word)
344 return -_log(u
)/lambd
346 ## -------------------- von Mises distribution --------------------
348 def vonmisesvariate(self
, mu
, kappa
):
349 """Circular data distribution.
351 mu is the mean angle, expressed in radians between 0 and 2*pi, and
352 kappa is the concentration parameter, which must be greater than or
353 equal to zero. If kappa is equal to zero, this distribution reduces
354 to a uniform random angle over the range 0 to 2*pi.
357 # mu: mean angle (in radians between 0 and 2*pi)
358 # kappa: concentration parameter kappa (>= 0)
359 # if kappa = 0 generate uniform random angle
361 # Based upon an algorithm published in: Fisher, N.I.,
362 # "Statistical Analysis of Circular Data", Cambridge
363 # University Press, 1993.
365 # Thanks to Magnus Kessler for a correction to the
366 # implementation of step 4.
370 return TWOPI
* random()
372 a
= 1.0 + _sqrt(1.0 + 4.0 * kappa
* kappa
)
373 b
= (a
- _sqrt(2.0 * a
))/(2.0 * kappa
)
374 r
= (1.0 + b
* b
)/(2.0 * b
)
380 f
= (1.0 + r
* z
)/(r
+ z
)
385 if not (u2
>= c
* (2.0 - c
) and u2
> c
* _exp(1.0 - c
)):
390 theta
= (mu
% TWOPI
) + _acos(f
)
392 theta
= (mu
% TWOPI
) - _acos(f
)
396 ## -------------------- gamma distribution --------------------
398 def gammavariate(self
, alpha
, beta
):
399 """Gamma distribution. Not the gamma function!
401 Conditions on the parameters are alpha > 0 and beta > 0.
405 # alpha > 0, beta > 0, mean is alpha*beta, variance is alpha*beta**2
407 # Warning: a few older sources define the gamma distribution in terms
409 if alpha
<= 0.0 or beta
<= 0.0:
410 raise ValueError, 'gammavariate: alpha and beta must be > 0.0'
415 # Uses R.C.H. Cheng, "The generation of Gamma
416 # variables with non-integral shape parameters",
417 # Applied Statistics, (1977), 26, No. 1, p71-74
419 ainv
= _sqrt(2.0 * alpha
- 1.0)
425 if not 1e-7 < u1
< .9999999:
428 v
= _log(u1
/(1.0-u1
))/ainv
432 if r
+ SG_MAGICCONST
- 4.5*z
>= 0.0 or r
>= _log(z
):
440 return -_log(u
) * beta
442 else: # alpha is between 0 and 1 (exclusive)
444 # Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
451 x
= pow(p
, 1.0/alpha
)
454 x
= -_log((b
-p
)/alpha
)
456 if not (((p
<= 1.0) and (u1
> _exp(-x
))) or
457 ((p
> 1) and (u1
> pow(x
, alpha
- 1.0)))):
462 def stdgamma(self
, alpha
, ainv
, bbb
, ccc
):
463 # This method was (and shall remain) undocumented.
464 # This method is deprecated
465 # for the following reasons:
466 # 1. Returns same as .gammavariate(alpha, 1.0)
467 # 2. Requires caller to provide 3 extra arguments
468 # that are functions of alpha anyway
469 # 3. Can't be used for alpha < 0.5
471 # ainv = sqrt(2 * alpha - 1)
472 # bbb = alpha - log(4)
475 warnings
.warn("The stdgamma function is deprecated; "
476 "use gammavariate() instead",
478 return self
.gammavariate(alpha
, 1.0)
482 ## -------------------- Gauss (faster alternative) --------------------
484 def gauss(self
, mu
, sigma
):
485 """Gaussian distribution.
487 mu is the mean, and sigma is the standard deviation. This is
488 slightly faster than the normalvariate() function.
490 Not thread-safe without a lock around calls.
494 # When x and y are two variables from [0, 1), uniformly
497 # cos(2*pi*x)*sqrt(-2*log(1-y))
498 # sin(2*pi*x)*sqrt(-2*log(1-y))
500 # are two *independent* variables with normal distribution
501 # (mu = 0, sigma = 1).
503 # (corrected version; bug discovered by Mike Miller, fixed by LM)
505 # Multithreading note: When two threads call this function
506 # simultaneously, it is possible that they will receive the
507 # same return value. The window is very small though. To
508 # avoid this, you have to use a lock around all calls. (I
509 # didn't want to slow this down in the serial case by using a
514 self
.gauss_next
= None
516 x2pi
= random() * TWOPI
517 g2rad
= _sqrt(-2.0 * _log(1.0 - random()))
518 z
= _cos(x2pi
) * g2rad
519 self
.gauss_next
= _sin(x2pi
) * g2rad
523 ## -------------------- beta --------------------
525 ## http://sourceforge.net/bugs/?func=detailbug&bug_id=130030&group_id=5470
526 ## for Ivan Frohne's insightful analysis of why the original implementation:
528 ## def betavariate(self, alpha, beta):
529 ## # Discrete Event Simulation in C, pp 87-88.
531 ## y = self.expovariate(alpha)
532 ## z = self.expovariate(1.0/beta)
535 ## was dead wrong, and how it probably got that way.
537 def betavariate(self
, alpha
, beta
):
538 """Beta distribution.
540 Conditions on the parameters are alpha > -1 and beta} > -1.
541 Returned values range between 0 and 1.
545 # This version due to Janne Sinkkonen, and matches all the std
546 # texts (e.g., Knuth Vol 2 Ed 3 pg 134 "the beta distribution").
547 y
= self
.gammavariate(alpha
, 1.)
551 return y
/ (y
+ self
.gammavariate(beta
, 1.))
553 ## -------------------- Pareto --------------------
555 def paretovariate(self
, alpha
):
556 """Pareto distribution. alpha is the shape parameter."""
559 u
= 1.0 - self
.random()
560 return 1.0 / pow(u
, 1.0/alpha
)
562 ## -------------------- Weibull --------------------
564 def weibullvariate(self
, alpha
, beta
):
565 """Weibull distribution.
567 alpha is the scale parameter and beta is the shape parameter.
570 # Jain, pg. 499; bug fix courtesy Bill Arms
572 u
= 1.0 - self
.random()
573 return alpha
* pow(-_log(u
), 1.0/beta
)
575 ## -------------------- Wichmann-Hill -------------------
577 class WichmannHill(Random
):
579 VERSION
= 1 # used by getstate/setstate
581 def seed(self
, a
=None):
582 """Initialize internal state from hashable object.
584 None or no argument seeds from current time.
586 If a is not None or an int or long, hash(a) is used instead.
588 If a is an int or long, a is used directly. Distinct values between
589 0 and 27814431486575L inclusive are guaranteed to yield distinct
590 internal states (this guarantee is specific to the default
591 Wichmann-Hill generator).
595 # Initialize from current time
597 a
= long(time
.time() * 256)
599 if not isinstance(a
, (int, long)):
602 a
, x
= divmod(a
, 30268)
603 a
, y
= divmod(a
, 30306)
604 a
, z
= divmod(a
, 30322)
605 self
._seed
= int(x
)+1, int(y
)+1, int(z
)+1
607 self
.gauss_next
= None
610 """Get the next random number in the range [0.0, 1.0)."""
612 # Wichman-Hill random number generator.
614 # Wichmann, B. A. & Hill, I. D. (1982)
616 # An efficient and portable pseudo-random number generator
617 # Applied Statistics 31 (1982) 188-190
620 # Correction to Algorithm AS 183
621 # Applied Statistics 33 (1984) 123
623 # McLeod, A. I. (1985)
624 # A remark on Algorithm AS 183
625 # Applied Statistics 34 (1985),198-200
627 # This part is thread-unsafe:
628 # BEGIN CRITICAL SECTION
630 x
= (171 * x
) % 30269
631 y
= (172 * y
) % 30307
632 z
= (170 * z
) % 30323
634 # END CRITICAL SECTION
636 # Note: on a platform using IEEE-754 double arithmetic, this can
637 # never return 0.0 (asserted by Tim; proof too long for a comment).
638 return (x
/30269.0 + y
/30307.0 + z
/30323.0) % 1.0
641 """Return internal state; can be passed to setstate() later."""
642 return self
.VERSION
, self
._seed
, self
.gauss_next
644 def setstate(self
, state
):
645 """Restore internal state from object returned by getstate()."""
648 version
, self
._seed
, self
.gauss_next
= state
650 raise ValueError("state with version %s passed to "
651 "Random.setstate() of version %s" %
652 (version
, self
.VERSION
))
654 def jumpahead(self
, n
):
655 """Act as if n calls to random() were made, but quickly.
657 n is an int, greater than or equal to 0.
659 Example use: If you have 2 threads and know that each will
660 consume no more than a million random numbers, create two Random
661 objects r1 and r2, then do
662 r2.setstate(r1.getstate())
663 r2.jumpahead(1000000)
664 Then r1 and r2 will use guaranteed-disjoint segments of the full
669 raise ValueError("n must be >= 0")
671 x
= int(x
* pow(171, n
, 30269)) % 30269
672 y
= int(y
* pow(172, n
, 30307)) % 30307
673 z
= int(z
* pow(170, n
, 30323)) % 30323
676 def __whseed(self
, x
=0, y
=0, z
=0):
677 """Set the Wichmann-Hill seed from (x, y, z).
679 These must be integers in the range [0, 256).
682 if not type(x
) == type(y
) == type(z
) == int:
683 raise TypeError('seeds must be integers')
684 if not (0 <= x
< 256 and 0 <= y
< 256 and 0 <= z
< 256):
685 raise ValueError('seeds must be in range(0, 256)')
687 # Initialize from current time
689 t
= long(time
.time() * 256)
690 t
= int((t
&0xffffff) ^
(t
>>24))
691 t
, x
= divmod(t
, 256)
692 t
, y
= divmod(t
, 256)
693 t
, z
= divmod(t
, 256)
694 # Zero is a poor seed, so substitute 1
695 self
._seed
= (x
or 1, y
or 1, z
or 1)
697 self
.gauss_next
= None
699 def whseed(self
, a
=None):
700 """Seed from hashable object's hash code.
702 None or no argument seeds from current time. It is not guaranteed
703 that objects with distinct hash codes lead to distinct internal
706 This is obsolete, provided for compatibility with the seed routine
707 used prior to Python 2.1. Use the .seed() method instead.
714 a
, x
= divmod(a
, 256)
715 a
, y
= divmod(a
, 256)
716 a
, z
= divmod(a
, 256)
717 x
= (x
+ a
) % 256 or 1
718 y
= (y
+ a
) % 256 or 1
719 z
= (z
+ a
) % 256 or 1
720 self
.__whseed
(x
, y
, z
)
722 ## -------------------- test program --------------------
724 def _test_generator(n
, funccall
):
726 print n
, 'times', funccall
727 code
= compile(funccall
, funccall
, 'eval')
737 smallest
= min(x
, smallest
)
738 largest
= max(x
, largest
)
740 print round(t1
-t0
, 3), 'sec,',
742 stddev
= _sqrt(sqsum
/n
- avg
*avg
)
743 print 'avg %g, stddev %g, min %g, max %g' % \
744 (avg
, stddev
, smallest
, largest
)
748 _test_generator(N
, 'random()')
749 _test_generator(N
, 'normalvariate(0.0, 1.0)')
750 _test_generator(N
, 'lognormvariate(0.0, 1.0)')
751 _test_generator(N
, 'cunifvariate(0.0, 1.0)')
752 _test_generator(N
, 'vonmisesvariate(0.0, 1.0)')
753 _test_generator(N
, 'gammavariate(0.01, 1.0)')
754 _test_generator(N
, 'gammavariate(0.1, 1.0)')
755 _test_generator(N
, 'gammavariate(0.1, 2.0)')
756 _test_generator(N
, 'gammavariate(0.5, 1.0)')
757 _test_generator(N
, 'gammavariate(0.9, 1.0)')
758 _test_generator(N
, 'gammavariate(1.0, 1.0)')
759 _test_generator(N
, 'gammavariate(2.0, 1.0)')
760 _test_generator(N
, 'gammavariate(20.0, 1.0)')
761 _test_generator(N
, 'gammavariate(200.0, 1.0)')
762 _test_generator(N
, 'gauss(0.0, 1.0)')
763 _test_generator(N
, 'betavariate(3.0, 3.0)')
765 # Create one instance, seeded from current time, and export its methods
766 # as module-level functions. The functions share state across all uses
767 #(both in the user's code and in the Python libraries), but that's fine
768 # for most programs and is easier for the casual user than making them
769 # instantiate their own Random() instance.
773 random
= _inst
.random
774 uniform
= _inst
.uniform
775 randint
= _inst
.randint
776 choice
= _inst
.choice
777 randrange
= _inst
.randrange
778 sample
= _inst
.sample
779 shuffle
= _inst
.shuffle
780 normalvariate
= _inst
.normalvariate
781 lognormvariate
= _inst
.lognormvariate
782 cunifvariate
= _inst
.cunifvariate
783 expovariate
= _inst
.expovariate
784 vonmisesvariate
= _inst
.vonmisesvariate
785 gammavariate
= _inst
.gammavariate
786 stdgamma
= _inst
.stdgamma
788 betavariate
= _inst
.betavariate
789 paretovariate
= _inst
.paretovariate
790 weibullvariate
= _inst
.weibullvariate
791 getstate
= _inst
.getstate
792 setstate
= _inst
.setstate
793 jumpahead
= _inst
.jumpahead
795 if __name__
== '__main__':