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author | Travis Oliphant <oliphant@enthought.com> | 2006-08-04 23:32:12 +0000 |
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committer | Travis Oliphant <oliphant@enthought.com> | 2006-08-04 23:32:12 +0000 |
commit | f1cca04886d4f63f7b1ed5b382986af3a9ee6a61 (patch) | |
tree | 053f566b31cb6edc24a41b800ec7f2972c4bca40 /numpy/oldnumeric/random_array.py | |
parent | 8f26568de7cc97ac0dcedfd5061e08bb54770b61 (diff) | |
download | numpy-f1cca04886d4f63f7b1ed5b382986af3a9ee6a61.tar.gz |
Many name-changes in oldnumeric. This may break some numpy code that was using the oldnumeric interface.
Diffstat (limited to 'numpy/oldnumeric/random_array.py')
-rw-r--r-- | numpy/oldnumeric/random_array.py | 268 |
1 files changed, 268 insertions, 0 deletions
diff --git a/numpy/oldnumeric/random_array.py b/numpy/oldnumeric/random_array.py new file mode 100644 index 000000000..061465d02 --- /dev/null +++ b/numpy/oldnumeric/random_array.py @@ -0,0 +1,268 @@ +# Backward compatible module for RandomArray + +__all__ = ['ArgumentError','F','beta','binomial','chi_square', 'exponential', 'gamma', 'get_seed', + 'mean_var_test', 'multinomial', 'multivariate_normal', 'negative_binomial', + 'noncentral_F', 'noncentral_chi_square', 'normal', 'permutation', 'poisson', 'randint', + 'random', 'random_integers', 'seed', 'standard_normal', 'uniform'] + +ArgumentError = ValueError + +import numpy.random.mtrand as mt +import numpy as Numeric + +from types import IntType + +def seed(x=0, y=0): + if (x == 0 or y == 0): + mt.seed() + else: + mt.seed((x,y)) + +def get_seed(): + raise NotImplementedError, \ + "If you want to save the state of the random number generator.\n"\ + "Then you should use obj = numpy.random.get_state() followed by.\n"\ + "numpy.random.set_state(obj)." + +def random(shape=[]): + "random(n) or random([n, m, ...]) returns array of random numbers" + if shape == []: + shape = None + return mt.random_sample(shape) + +def uniform(minimum, maximum, shape=[]): + """uniform(minimum, maximum, shape=[]) returns array of given shape of random reals + in given range""" + if shape == []: + shape = None + return mt.uniform(minimum, maximum, shape) + +def randint(minimum, maximum=None, shape=[]): + """randint(min, max, shape=[]) = random integers >=min, < max + If max not given, random integers >= 0, <min""" + if not isinstance(minimum, IntType): + raise ArgumentError, "randint requires first argument integer" + if maximum is None: + maximum = minimum + minimum = 0 + if not isinstance(maximum, IntType): + raise ArgumentError, "randint requires second argument integer" + a = ((maximum-minimum)* random(shape)) + if isinstance(a, Numeric.ArrayType): + return minimum + a.astype(Numeric.Int) + else: + return minimum + int(a) + +def random_integers(maximum, minimum=1, shape=[]): + """random_integers(max, min=1, shape=[]) = random integers in range min-max inclusive""" + return randint(minimum, maximum+1, shape) + +def permutation(n): + "permutation(n) = a permutation of indices range(n)" + return mt.permutation(n) + +def standard_normal(shape=[]): + """standard_normal(n) or standard_normal([n, m, ...]) returns array of + random numbers normally distributed with mean 0 and standard + deviation 1""" + if shape == []: + shape = None + return mt.standard_normal(shape) + +def normal(mean, std, shape=[]): + """normal(mean, std, n) or normal(mean, std, [n, m, ...]) returns + array of random numbers randomly distributed with specified mean and + standard deviation""" + if shape == []: + shape = None + return mt.normal(mean, std, shape) + +def multivariate_normal(mean, cov, shape=[]): + """multivariate_normal(mean, cov) or multivariate_normal(mean, cov, [m, n, ...]) + returns an array containing multivariate normally distributed random numbers + with specified mean and covariance. + + mean must be a 1 dimensional array. cov must be a square two dimensional + array with the same number of rows and columns as mean has elements. + + The first form returns a single 1-D array containing a multivariate + normal. + + The second form returns an array of shape (m, n, ..., cov.shape[0]). + In this case, output[i,j,...,:] is a 1-D array containing a multivariate + normal.""" + if shape == []: + shape = None + return mt.multivariate_normal(mean, cov, shape) + +def exponential(mean, shape=[]): + """exponential(mean, n) or exponential(mean, [n, m, ...]) returns array + of random numbers exponentially distributed with specified mean""" + if shape == []: + shape = None + return mt.exponential(mean, shape) + +def beta(a, b, shape=[]): + """beta(a, b) or beta(a, b, [n, m, ...]) returns array of beta distributed random numbers.""" + if shape == []: + shape = None + return mt.beta(a, b, shape) + +def gamma(a, r, shape=[]): + """gamma(a, r) or gamma(a, r, [n, m, ...]) returns array of gamma distributed random numbers.""" + if shape == []: + shape = None + return mt.gamma(a, r, shape) + +def F(dfn, dfd, shape=[]): + """F(dfn, dfd) or F(dfn, dfd, [n, m, ...]) returns array of F distributed random numbers with dfn degrees of freedom in the numerator and dfd degrees of freedom in the denominator.""" + if shape == []: + shape == None + return mt.f(dfn, dfd, shape) + +def noncentral_F(dfn, dfd, nconc, shape=[]): + """noncentral_F(dfn, dfd, nonc) or noncentral_F(dfn, dfd, nonc, [n, m, ...]) returns array of noncentral F distributed random numbers with dfn degrees of freedom in the numerator and dfd degrees of freedom in the denominator, and noncentrality parameter nconc.""" + if shape == []: + shape = None + return mt.noncentral_f(dfn, dfd, nconc, shape) + +def chi_square(df, shape=[]): + """chi_square(df) or chi_square(df, [n, m, ...]) returns array of chi squared distributed random numbers with df degrees of freedom.""" + if shape == []: + shape = None + return mt.chisquare(df, shape) + +def noncentral_chi_square(df, nconc, shape=[]): + """noncentral_chi_square(df, nconc) or chi_square(df, nconc, [n, m, ...]) returns array of noncentral chi squared distributed random numbers with df degrees of freedom and noncentrality parameter.""" + if shape == []: + shape = None + return mt.noncentral_chisquare(df, nconc, shape) + +def binomial(trials, p, shape=[]): + """binomial(trials, p) or binomial(trials, p, [n, m, ...]) returns array of binomially distributed random integers. + + trials is the number of trials in the binomial distribution. + p is the probability of an event in each trial of the binomial distribution.""" + if shape == []: + shape = None + return mt.binomial(trials, p, shape) + +def negative_binomial(trials, p, shape=[]): + """negative_binomial(trials, p) or negative_binomial(trials, p, [n, m, ...]) returns + array of negative binomially distributed random integers. + + trials is the number of trials in the negative binomial distribution. + p is the probability of an event in each trial of the negative binomial distribution.""" + if shape == []: + shape = None + return mt.negative_binomial(trials, p, shape) + +def multinomial(trials, probs, shape=[]): + """multinomial(trials, probs) or multinomial(trials, probs, [n, m, ...]) returns + array of multinomial distributed integer vectors. + + trials is the number of trials in each multinomial distribution. + probs is a one dimensional array. There are len(prob)+1 events. + prob[i] is the probability of the i-th event, 0<=i<len(prob). + The probability of event len(prob) is 1.-Numeric.sum(prob). + + The first form returns a single 1-D array containing one multinomially + distributed vector. + + The second form returns an array of shape (m, n, ..., len(probs)). + In this case, output[i,j,...,:] is a 1-D array containing a multinomially + distributed integer 1-D array.""" + if shape == []: + shape = None + return mt.multinomial(trials, probs, shape) + +def poisson(mean, shape=[]): + """poisson(mean) or poisson(mean, [n, m, ...]) returns array of poisson + distributed random integers with specified mean.""" + if shape == []: + shape = None + return mt.poisson(mean, shape) + + +def mean_var_test(x, type, mean, var, skew=[]): + n = len(x) * 1.0 + x_mean = Numeric.sum(x)/n + x_minus_mean = x - x_mean + x_var = Numeric.sum(x_minus_mean*x_minus_mean)/(n-1.0) + print "\nAverage of ", len(x), type + print "(should be about ", mean, "):", x_mean + print "Variance of those random numbers (should be about ", var, "):", x_var + if skew != []: + x_skew = (Numeric.sum(x_minus_mean*x_minus_mean*x_minus_mean)/9998.)/x_var**(3./2.) + print "Skewness of those random numbers (should be about ", skew, "):", x_skew + +def test(): + obj = mt.get_state() + mt.set_state(obj) + obj2 = mt.get_state() + if (obj2[1] - obj[1]).any(): + raise SystemExit, "Failed seed test." + print "First random number is", random() + print "Average of 10000 random numbers is", Numeric.sum(random(10000))/10000. + x = random([10,1000]) + if len(x.shape) != 2 or x.shape[0] != 10 or x.shape[1] != 1000: + raise SystemExit, "random returned wrong shape" + x.shape = (10000,) + print "Average of 100 by 100 random numbers is", Numeric.sum(x)/10000. + y = uniform(0.5,0.6, (1000,10)) + if len(y.shape) !=2 or y.shape[0] != 1000 or y.shape[1] != 10: + raise SystemExit, "uniform returned wrong shape" + y.shape = (10000,) + if Numeric.minimum.reduce(y) <= 0.5 or Numeric.maximum.reduce(y) >= 0.6: + raise SystemExit, "uniform returned out of desired range" + print "randint(1, 10, shape=[50])" + print randint(1, 10, shape=[50]) + print "permutation(10)", permutation(10) + print "randint(3,9)", randint(3,9) + print "random_integers(10, shape=[20])" + print random_integers(10, shape=[20]) + s = 3.0 + x = normal(2.0, s, [10, 1000]) + if len(x.shape) != 2 or x.shape[0] != 10 or x.shape[1] != 1000: + raise SystemExit, "standard_normal returned wrong shape" + x.shape = (10000,) + mean_var_test(x, "normally distributed numbers with mean 2 and variance %f"%(s**2,), 2, s**2, 0) + x = exponential(3, 10000) + mean_var_test(x, "random numbers exponentially distributed with mean %f"%(s,), s, s**2, 2) + x = multivariate_normal(Numeric.array([10,20]), Numeric.array(([1,2],[2,4]))) + print "\nA multivariate normal", x + if x.shape != (2,): raise SystemExit, "multivariate_normal returned wrong shape" + x = multivariate_normal(Numeric.array([10,20]), Numeric.array([[1,2],[2,4]]), [4,3]) + print "A 4x3x2 array containing multivariate normals" + print x + if x.shape != (4,3,2): raise SystemExit, "multivariate_normal returned wrong shape" + x = multivariate_normal(Numeric.array([-100,0,100]), Numeric.array([[3,2,1],[2,2,1],[1,1,1]]), 10000) + x_mean = Numeric.sum(x)/10000. + print "Average of 10000 multivariate normals with mean [-100,0,100]" + print x_mean + x_minus_mean = x - x_mean + print "Estimated covariance of 10000 multivariate normals with covariance [[3,2,1],[2,2,1],[1,1,1]]" + print Numeric.dot(Numeric.transpose(x_minus_mean),x_minus_mean)/9999. + x = beta(5.0, 10.0, 10000) + mean_var_test(x, "beta(5.,10.) random numbers", 0.333, 0.014) + x = gamma(.01, 2., 10000) + mean_var_test(x, "gamma(.01,2.) random numbers", 2*100, 2*100*100) + x = chi_square(11., 10000) + mean_var_test(x, "chi squared random numbers with 11 degrees of freedom", 11, 22, 2*Numeric.sqrt(2./11.)) + x = F(5., 10., 10000) + mean_var_test(x, "F random numbers with 5 and 10 degrees of freedom", 1.25, 1.35) + x = poisson(50., 10000) + mean_var_test(x, "poisson random numbers with mean 50", 50, 50, 0.14) + print "\nEach element is the result of 16 binomial trials with probability 0.5:" + print binomial(16, 0.5, 16) + print "\nEach element is the result of 16 negative binomial trials with probability 0.5:" + print negative_binomial(16, 0.5, [16,]) + print "\nEach row is the result of 16 multinomial trials with probabilities [0.1, 0.5, 0.1 0.3]:" + x = multinomial(16, [0.1, 0.5, 0.1], 8) + print x + print "Mean = ", Numeric.sum(x)/8. + +if __name__ == '__main__': + test() + + |