diff options
Diffstat (limited to 'numpy/random/src/legacy/legacy-distributions.c')
| -rw-r--r-- | numpy/random/src/legacy/legacy-distributions.c | 118 |
1 files changed, 114 insertions, 4 deletions
diff --git a/numpy/random/src/legacy/legacy-distributions.c b/numpy/random/src/legacy/legacy-distributions.c index 99665b370..4741a0352 100644 --- a/numpy/random/src/legacy/legacy-distributions.c +++ b/numpy/random/src/legacy/legacy-distributions.c @@ -1,5 +1,6 @@ #include "legacy-distributions.h" + static NPY_INLINE double legacy_double(aug_bitgen_t *aug_state) { return aug_state->bit_generator->next_double(aug_state->bit_generator->state); } @@ -213,6 +214,113 @@ double legacy_exponential(aug_bitgen_t *aug_state, double scale) { return scale * legacy_standard_exponential(aug_state); } + +static RAND_INT_TYPE random_hypergeometric_hyp(bitgen_t *bitgen_state, + RAND_INT_TYPE good, + RAND_INT_TYPE bad, + RAND_INT_TYPE sample) { + RAND_INT_TYPE d1, k, z; + double d2, u, y; + + d1 = bad + good - sample; + d2 = (double)MIN(bad, good); + + y = d2; + k = sample; + while (y > 0.0) { + u = next_double(bitgen_state); + y -= (RAND_INT_TYPE)floor(u + y / (d1 + k)); + k--; + if (k == 0) + break; + } + z = (RAND_INT_TYPE)(d2 - y); + if (good > bad) + z = sample - z; + return z; +} + +/* D1 = 2*sqrt(2/e) */ +/* D2 = 3 - 2*sqrt(3/e) */ +#define D1 1.7155277699214135 +#define D2 0.8989161620588988 +static RAND_INT_TYPE random_hypergeometric_hrua(bitgen_t *bitgen_state, + RAND_INT_TYPE good, + RAND_INT_TYPE bad, + RAND_INT_TYPE sample) { + RAND_INT_TYPE mingoodbad, maxgoodbad, popsize, m, d9; + double d4, d5, d6, d7, d8, d10, d11; + RAND_INT_TYPE Z; + double T, W, X, Y; + + mingoodbad = MIN(good, bad); + popsize = good + bad; + maxgoodbad = MAX(good, bad); + m = MIN(sample, popsize - sample); + d4 = ((double)mingoodbad) / popsize; + d5 = 1.0 - d4; + d6 = m * d4 + 0.5; + d7 = sqrt((double)(popsize - m) * sample * d4 * d5 / (popsize - 1) + 0.5); + d8 = D1 * d7 + D2; + d9 = (RAND_INT_TYPE)floor((double)(m + 1) * (mingoodbad + 1) / (popsize + 2)); + d10 = (loggam(d9 + 1) + loggam(mingoodbad - d9 + 1) + loggam(m - d9 + 1) + + loggam(maxgoodbad - m + d9 + 1)); + d11 = MIN(MIN(m, mingoodbad) + 1.0, floor(d6 + 16 * d7)); + /* 16 for 16-decimal-digit precision in D1 and D2 */ + + while (1) { + X = next_double(bitgen_state); + Y = next_double(bitgen_state); + W = d6 + d8 * (Y - 0.5) / X; + + /* fast rejection: */ + if ((W < 0.0) || (W >= d11)) + continue; + + Z = (RAND_INT_TYPE)floor(W); + T = d10 - (loggam(Z + 1) + loggam(mingoodbad - Z + 1) + loggam(m - Z + 1) + + loggam(maxgoodbad - m + Z + 1)); + + /* fast acceptance: */ + if ((X * (4.0 - X) - 3.0) <= T) + break; + + /* fast rejection: */ + if (X * (X - T) >= 1) + continue; + /* log(0.0) is ok here, since always accept */ + if (2.0 * log(X) <= T) + break; /* acceptance */ + } + + /* this is a correction to HRUA* by Ivan Frohne in rv.py */ + if (good > bad) + Z = m - Z; + + /* another fix from rv.py to allow sample to exceed popsize/2 */ + if (m < sample) + Z = good - Z; + + return Z; +} +#undef D1 +#undef D2 + +static RAND_INT_TYPE random_hypergeometric_original(bitgen_t *bitgen_state, + RAND_INT_TYPE good, + RAND_INT_TYPE bad, + RAND_INT_TYPE sample) +{ + if (sample > 10) { + return random_hypergeometric_hrua(bitgen_state, good, bad, sample); + } else if (sample > 0) { + return random_hypergeometric_hyp(bitgen_state, good, bad, sample); + } else { + return 0; + } +} + + /* * This is a wrapper function that matches the expected template. In the legacy * generator, all int types are long, so this accepts int64 and then converts @@ -223,12 +331,14 @@ double legacy_exponential(aug_bitgen_t *aug_state, double scale) { */ int64_t legacy_random_hypergeometric(bitgen_t *bitgen_state, int64_t good, int64_t bad, int64_t sample) { - return (int64_t)random_hypergeometric(bitgen_state, (RAND_INT_TYPE)good, - (RAND_INT_TYPE)bad, - (RAND_INT_TYPE)sample); + return (int64_t)random_hypergeometric_original(bitgen_state, + (RAND_INT_TYPE)good, + (RAND_INT_TYPE)bad, + (RAND_INT_TYPE)sample); } - int64_t legacy_random_logseries(bitgen_t *bitgen_state, double p) { + +int64_t legacy_random_logseries(bitgen_t *bitgen_state, double p) { return (int64_t)random_logseries(bitgen_state, p); } |