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authorTravis Oliphant <oliphant@enthought.com>2006-08-04 23:32:12 +0000
committerTravis Oliphant <oliphant@enthought.com>2006-08-04 23:32:12 +0000
commitf1cca04886d4f63f7b1ed5b382986af3a9ee6a61 (patch)
tree053f566b31cb6edc24a41b800ec7f2972c4bca40 /numpy/oldnumeric/random_array.py
parent8f26568de7cc97ac0dcedfd5061e08bb54770b61 (diff)
downloadnumpy-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.py268
1 files changed, 268 insertions, 0 deletions
diff --git a/numpy/oldnumeric/random_array.py b/numpy/oldnumeric/random_array.py
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+# 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()
+
+