internal static ulong rk_interval(ulong max, rk_state state)
{
ulong mask = max, value;
if (max == 0)
{
return(0);
}
/* Smallest bit mask >= max */
mask |= mask >> 1;
mask |= mask >> 2;
mask |= mask >> 4;
mask |= mask >> 8;
mask |= mask >> 16;
mask |= mask >> 32;
/* Search a random value in [0..mask] <= max */
if (max <= 0xffffffffUL)
{
while ((value = (rk_random(state) & mask)) > max)
{
;
}
}
else
{
while ((value = (rk_ulong(state) & mask)) > max)
{
;
}
}
return(value);
}
static long rk_poisson_ptrs(rk_state state, double lam)
{
long k;
double U, V, slam, loglam, a, b, invalpha, vr, us;
slam = Math.Sqrt(lam);
loglam = Math.Log(lam);
b = 0.931 + 2.53 * slam;
a = -0.059 + 0.02483 * b;
invalpha = 1.1239 + 1.1328 / (b - 3.4);
vr = 0.9277 - 3.6224 / (b - 2);
while (true)
{
U = rk_double(state) - 0.5;
V = rk_double(state);
us = 0.5 - Math.Abs(U);
k = (long)Math.Floor((2 * a / us + b) * U + lam + 0.43);
if ((us >= 0.07) && (V <= vr))
{
return(k);
}
if ((k < 0) ||
((us < 0.013) && (V > us)))
{
continue;
}
if ((Math.Log(V) + Math.Log(invalpha) - Math.Log(a / (us * us) + b)) <=
(-lam + k * loglam - loggam(k + 1)))
{
return(k);
}
}
}
internal static long rk_logseries(rk_state state, double p)
{
double q, r, U, V;
long result;
r = Math.Log(1.0 - p);
while (true)
{
V = rk_double(state);
if (V >= p)
{
return(1);
}
U = rk_double(state);
q = 1.0 - Math.Exp(r * U);
if (V <= q * q)
{
result = (long)Math.Floor(1 + Math.Log(V) / Math.Log(q));
if (result < 1)
{
continue;
}
else
{
return(result);
}
}
if (V >= q)
{
return(1);
}
return(2);
}
}
internal static double rk_logistic(rk_state state, double loc, double scale)
{
double U;
U = rk_double(state);
return(loc + scale * Math.Log(U / (1.0 - U)));
}
internal static double rk_gumbel(rk_state state, double loc, double scale)
{
double U;
U = 1.0 - rk_double(state);
return(loc - scale * Math.Log(-Math.Log(U)));
}
internal static long rk_negative_binomial(rk_state state, double n, double p)
{
double Y;
Y = rk_gamma(state, n, (1 - p) / p);
return(rk_poisson(state, Y));
}
internal static double rk_gauss(rk_state state)
{
if (state.has_gauss)
{
double tmp = state.gauss;
state.gauss = 0;
state.has_gauss = false;
return(tmp);
}
else
{
double f, x1, x2, r2;
do
{
x1 = 2.0 * rk_double(state) - 1.0;
x2 = 2.0 * rk_double(state) - 1.0;
r2 = x1 * x1 + x2 * x2;
}while (r2 >= 1.0 || r2 == 0.0);
/* Box-Muller transform */
f = Math.Sqrt(-2.0 * Math.Log(r2) / r2);
/* Keep for next call */
state.gauss = f * x1;
state.has_gauss = true;
return(f * x2);
}
}
static UInt64 rk_uint64(rk_state state)
{
UInt64 upper = (UInt64)rk_random(state) << 32;
UInt64 lower = (UInt64)rk_random(state);
return(upper | lower);
}
internal static long rk_zipf(rk_state state, double a)
{
double am1, b;
am1 = a - 1.0;
b = Math.Pow(2.0, am1);
while (true)
{
double T, U, V, X;
U = 1.0 - rk_double(state);
V = rk_double(state);
X = Math.Floor(Math.Pow(U, -1.0 / am1));
/*
* The real result may be above what can be represented in a signed
* long. Since this is a straightforward rejection algorithm, we can
* just reject this value. This function then models a Zipf
* distribution truncated to sys.maxint.
*/
if (X > Int64.MaxValue || X < 1.0)
{
continue;
}
T = Math.Pow(1.0 + 1.0 / X, am1);
if (V * X * (T - 1.0) / (b - 1.0) <= T / b)
{
return((long)X);
}
}
}
/*
* Fills an array with cnt random npy_bool between off and off + rng
* inclusive.
*/
internal static void rk_random_bool(bool off, bool rng, npy_intp cnt,
bool[] _out, rk_state state)
{
npy_intp i;
UInt32 buf = 0;
int bcnt = 0;
if (rng == false)
{
for (i = 0; i < cnt; i++)
{
_out[i] = off;
}
return;
}
/* If we reach here rng and mask are one and off is zero */
System.Diagnostics.Debug.Assert(rng == true && off == false);
for (i = 0; i < cnt; i++)
{
if (bcnt == 0)
{
buf = rk_uint32(state);
bcnt = 31;
}
else
{
buf >>= 1;
bcnt--;
}
_out[i] = (buf & 0x00000001) != 0;
}
}
/*
* Fills an array with cnt random npy_uint32 between off and off + rng
* inclusive. The numbers wrap if rng is sufficiently large.
*/
internal static void rk_random_uint32(UInt32 off, UInt32 rng, npy_intp cnt,
UInt32[] _out, rk_state state)
{
UInt32 val, mask = rng;
npy_intp i;
if (rng == 0)
{
for (i = 0; i < cnt; i++)
{
_out[i] = off;
}
return;
}
/* Smallest bit mask >= max */
mask |= mask >> 1;
mask |= mask >> 2;
mask |= mask >> 4;
mask |= mask >> 8;
mask |= mask >> 16;
for (i = 0; i < cnt; i++)
{
while ((val = (rk_uint32(state) & mask)) > rng)
{
;
}
_out[i] = off + val;
}
}
static long rk_hypergeometric_hyp(rk_state state, long good, long bad, long sample)
{
long d1, K, Z;
double d2, U, Y;
d1 = bad + good - sample;
d2 = (double)Math.Min(bad, good);
Y = d2;
K = sample;
while (Y > 0.0)
{
U = rk_double(state);
Y -= (long)Math.Floor(U + Y / (d1 + K));
K--;
if (K == 0)
{
break;
}
}
Z = (long)(d2 - Y);
if (good > bad)
{
Z = sample - Z;
}
return(Z);
}
static Int64 rk_int64(rk_state state)
{
Int64 upper = (Int64)rk_random(state) << 32;
Int64 lower = (Int64)rk_random(state);
return(upper | lower);
}
internal static long rk_binomial(rk_state state, long n, double p)
{
double q;
if (p <= 0.5)
{
if (p * n <= 30.0)
{
return(rk_binomial_inversion(state, n, p));
}
else
{
return(rk_binomial_btpe(state, n, p));
}
}
else
{
q = 1.0 - p;
if (q * n <= 30.0)
{
return(n - rk_binomial_inversion(state, n, q));
}
else
{
return(n - rk_binomial_btpe(state, n, q));
}
}
}
internal static void rk_fill(byte[] buffer, Int32 size, rk_state state)
{
ulong r;
int index = 0;
for (; size >= 4; size -= 4)
{
r = rk_random(state);
buffer[index++] = (byte)(r & 0xFF);
buffer[index++] = (byte)((r >> 8) & 0xFF);
buffer[index++] = (byte)((r >> 16) & 0xFF);
buffer[index++] = (byte)((r >> 24) & 0xFF);
}
if (size <= 0)
{
return;
}
r = rk_random(state);
for (; size > 0; r >>= 8, size--)
{
buffer[index++] = (byte)(r & 0xFF);
}
}
internal static double rk_standard_gamma(rk_state state, double shape)
{
double b, c;
double U, V, X, Y;
if (shape == 1.0)
{
return(rk_standard_exponential(state));
}
else if (shape < 1.0)
{
for (; ;)
{
U = rk_double(state);
V = rk_standard_exponential(state);
if (U <= 1.0 - shape)
{
X = Math.Pow(U, 1.0 / shape);
if (X <= V)
{
return(X);
}
}
else
{
Y = -Math.Log((1 - U) / shape);
X = Math.Pow(1.0 - shape + shape * Y, 1.0 / shape);
if (X <= (V + Y))
{
return(X);
}
}
}
}
else
{
b = shape - 1.0 / 3.0;
c = 1.0 / Math.Sqrt(9 * b);
for (; ;)
{
do
{
X = rk_gauss(state);
V = 1.0 + c * X;
} while (V <= 0.0);
V = V * V * V;
U = rk_double(state);
if (U < 1.0 - 0.0331 * (X * X) * (X * X))
{
return(b * V);
}
if (Math.Log(U) < 0.5 * X * X + b * (1.0 - V + Math.Log(V)))
{
return(b * V);
}
}
}
}
public static void rk_seed(ulong seed, rk_state state)
{
state.gauss = 0;
state.has_gauss = false;
state.has_binomial = false;
state.rndGenerator.Seed(seed, state);
}
internal static double rk_weibull(rk_state state, double a)
{
if (a == 0.0)
{
return(0.0);
}
return(Math.Pow(rk_standard_exponential(state), 1.0 / a));
}
internal static double rk_standard_t(rk_state state, double df)
{
double N, G, X;
N = rk_gauss(state);
G = rk_standard_gamma(state, df / 2);
X = Math.Sqrt(df / 2) * N / Math.Sqrt(G);
return(X);
}
internal static long rk_hypergeometric(rk_state state, long good, long bad, long sample)
{
if (sample > 10)
{
return(rk_hypergeometric_hrua(state, good, bad, sample));
}
else
{
return(rk_hypergeometric_hyp(state, good, bad, sample));
}
}
internal static long rk_geometric(rk_state state, double p)
{
if (p >= 0.333333333333333333333333)
{
return(rk_geometric_search(state, p));
}
else
{
return(rk_geometric_inversion(state, p));
}
}
internal static double rk_laplace(rk_state state, double loc, double scale)
{
double U;
U = rk_double(state);
if (U < 0.5)
{
U = loc + scale * Math.Log(U + U);
}
else
{
U = loc - scale * Math.Log(2.0 - U - U);
}
return(U);
}
internal static long rk_poisson(rk_state state, double lam)
{
if (lam >= 10)
{
return(rk_poisson_ptrs(state, lam));
}
else if (lam == 0)
{
return(0);
}
else
{
return(rk_poisson_mult(state, lam));
}
}
static long rk_geometric_search(rk_state state, double p)
{
double U;
long X;
double sum, prod, q;
X = 1;
sum = prod = p;
q = 1.0 - p;
U = rk_double(state);
while (U > sum)
{
prod *= q;
sum += prod;
X++;
}
return(X);
}
internal static double rk_noncentral_chisquare(rk_state state, double df, double nonc)
{
if (nonc == 0)
{
return(rk_chisquare(state, df));
}
if (1 < df)
{
double Chi2 = rk_chisquare(state, df - 1);
double N = rk_gauss(state) + Math.Sqrt(nonc);
return(Chi2 + N * N);
}
else
{
long i = rk_poisson(state, nonc / 2.0);
return(rk_chisquare(state, df + 2 * i));
}
}
static long rk_binomial_inversion(rk_state state, long n, double p)
{
double q, qn, np, px, U;
long X, bound;
if (!(state.has_binomial) ||
(state.nsave != n) ||
(state.psave != p))
{
state.nsave = n;
state.psave = p;
state.has_binomial = true;
state.q = q = 1.0 - p;
state.r = qn = Math.Exp(n * Math.Log(q));
state.c = np = n * p;
state.m = bound = (npy_intp)Math.Min(n, np + 10.0 * Math.Sqrt(np * q + 1));
}
else
{
q = state.q;
qn = state.r;
np = state.c;
bound = state.m;
}
X = 0;
px = qn;
U = rk_double(state);
while (U > px)
{
X++;
if (X > bound)
{
X = 0;
px = qn;
U = rk_double(state);
}
else
{
U -= px;
px = ((n - X + 1) * p * px) / (X * q);
}
}
return(X);
}
/*
* Fills an array with cnt random npy_int64 between off and off + rng
* inclusive. The numbers wrap if rng is sufficiently large.
*/
internal static void rk_random_int64(Int64 off, Int64 rng, npy_intp cnt,
Int64[] _out, rk_state state)
{
Int64 val, mask = rng;
npy_intp i;
if (rng == 0)
{
for (i = 0; i < cnt; i++)
{
_out[i] = off;
}
return;
}
/* Smallest bit mask >= max */
mask |= mask >> 1;
mask |= mask >> 2;
mask |= mask >> 4;
mask |= mask >> 8;
mask |= mask >> 16;
mask |= mask >> 32;
for (i = 0; i < cnt; i++)
{
if (rng <= 0xffffffffL)
{
while ((val = (rk_int32(state) & mask)) > rng)
{
;
}
}
else
{
while ((val = (rk_int64(state) & mask)) > rng)
{
;
}
}
_out[i] = off + val;
}
}
internal static double rk_wald(rk_state state, double mean, double scale)
{
double U, X, Y;
double mu_2l;
mu_2l = mean / (2 * scale);
Y = rk_gauss(state);
Y = mean * Y * Y;
X = mean + mu_2l * (Y - Math.Sqrt(4 * scale * Y + Y * Y));
U = rk_double(state);
if (U <= mean / (mean + X))
{
return(X);
}
else
{
return(mean * mean / X);
}
}
/*
* Fills an array with cnt random npy_uint16 between off and off + rng
* inclusive. The numbers wrap if rng is sufficiently large.
*/
internal static void rk_random_uint16(UInt16 off, UInt16 rng, npy_intp cnt,
UInt16[] _out, rk_state state)
{
UInt16 val, mask = rng;
npy_intp i;
UInt32 buf = 0;
int bcnt = 0;
if (rng == 0)
{
for (i = 0; i < cnt; i++)
{
_out[i] = off;
}
return;
}
/* Smallest bit mask >= max */
mask |= (UInt16)(mask >> 1);
mask |= (UInt16)(mask >> 2);
mask |= (UInt16)(mask >> 4);
mask |= (UInt16)(mask >> 8);
for (i = 0; i < cnt; i++)
{
do
{
if (bcnt == 0)
{
buf = rk_uint32(state);
bcnt = 1;
}
else
{
buf >>= 16;
bcnt--;
}
val = (UInt16)(buf & mask);
} while (val > rng);
_out[i] = (UInt16)(off + val);
}
}
internal static double rk_beta(rk_state state, double a, double b)
{
double Ga, Gb;
if ((a <= 1.0) && (b <= 1.0))
{
double U, V, X, Y;
/* Use Johnk's algorithm */
while (true)
{
U = rk_double(state);
V = rk_double(state);
X = Math.Pow(U, 1.0 / a);
Y = Math.Pow(V, 1.0 / b);
if ((X + Y) <= 1.0)
{
if (X + Y > 0)
{
return(X / (X + Y));
}
else
{
double logX = Math.Log(U) / a;
double logY = Math.Log(V) / b;
double logM = logX > logY ? logX : logY;
logX -= logM;
logY -= logM;
return(Math.Exp(logX - Math.Log(Math.Exp(logX) + Math.Exp(logY))));
}
}
}
}
else
{
Ga = rk_standard_gamma(state, a);
Gb = rk_standard_gamma(state, b);
return(Ga / (Ga + Gb));
}
}
