diff options
Diffstat (limited to 'numpy/random/src/legacy')
| -rw-r--r-- | numpy/random/src/legacy/LICENSE.md | 30 | ||||
| -rw-r--r-- | numpy/random/src/legacy/distributions-boxmuller.c | 46 | ||||
| -rw-r--r-- | numpy/random/src/legacy/distributions-boxmuller.h | 48 |
3 files changed, 47 insertions, 77 deletions
diff --git a/numpy/random/src/legacy/LICENSE.md b/numpy/random/src/legacy/LICENSE.md deleted file mode 100644 index 88b1791b2..000000000 --- a/numpy/random/src/legacy/LICENSE.md +++ /dev/null @@ -1,30 +0,0 @@ -Copyright (c) 2005-2017, NumPy Developers. -All rights reserved. - -Redistribution and use in source and binary forms, with or without -modification, are permitted provided that the following conditions are -met: - -* Redistributions of source code must retain the above copyright - notice, this list of conditions and the following disclaimer. - -* Redistributions in binary form must reproduce the above - copyright notice, this list of conditions and the following - disclaimer in the documentation and/or other materials provided - with the distribution. - -* Neither the name of the NumPy Developers nor the names of any - contributors may be used to endorse or promote products derived - from this software without specific prior written permission. - -THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS -"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT -LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR -A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT -OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, -SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT -LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, -DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY -THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT -(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE -OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. diff --git a/numpy/random/src/legacy/distributions-boxmuller.c b/numpy/random/src/legacy/distributions-boxmuller.c index 5d3ba27f8..2c715799f 100644 --- a/numpy/random/src/legacy/distributions-boxmuller.c +++ b/numpy/random/src/legacy/distributions-boxmuller.c @@ -1,10 +1,10 @@ #include "distributions-boxmuller.h" -static NPY_INLINE double legacy_double(aug_brng_t *aug_state) { - return aug_state->basicrng->next_double(aug_state->basicrng->state); +static NPY_INLINE double legacy_double(aug_bitgen_t *aug_state) { + return aug_state->bit_generator->next_double(aug_state->bit_generator->state); } -double legacy_gauss(aug_brng_t *aug_state) { +double legacy_gauss(aug_bitgen_t *aug_state) { if (aug_state->has_gauss) { const double temp = aug_state->gauss; aug_state->has_gauss = false; @@ -28,12 +28,12 @@ double legacy_gauss(aug_brng_t *aug_state) { } } -double legacy_standard_exponential(aug_brng_t *aug_state) { +double legacy_standard_exponential(aug_bitgen_t *aug_state) { /* We use -log(1-U) since U is [0, 1) */ return -log(1.0 - legacy_double(aug_state)); } -double legacy_standard_gamma(aug_brng_t *aug_state, double shape) { +double legacy_standard_gamma(aug_bitgen_t *aug_state, double shape) { double b, c; double U, V, X, Y; @@ -78,30 +78,30 @@ double legacy_standard_gamma(aug_brng_t *aug_state, double shape) { } } -double legacy_gamma(aug_brng_t *aug_state, double shape, double scale) { +double legacy_gamma(aug_bitgen_t *aug_state, double shape, double scale) { return scale * legacy_standard_gamma(aug_state, shape); } -double legacy_pareto(aug_brng_t *aug_state, double a) { +double legacy_pareto(aug_bitgen_t *aug_state, double a) { return exp(legacy_standard_exponential(aug_state) / a) - 1; } -double legacy_weibull(aug_brng_t *aug_state, double a) { +double legacy_weibull(aug_bitgen_t *aug_state, double a) { if (a == 0.0) { return 0.0; } return pow(legacy_standard_exponential(aug_state), 1. / a); } -double legacy_power(aug_brng_t *aug_state, double a) { +double legacy_power(aug_bitgen_t *aug_state, double a) { return pow(1 - exp(-legacy_standard_exponential(aug_state)), 1. / a); } -double legacy_chisquare(aug_brng_t *aug_state, double df) { +double legacy_chisquare(aug_bitgen_t *aug_state, double df) { return 2.0 * legacy_standard_gamma(aug_state, df / 2.0); } -double legacy_noncentral_chisquare(aug_brng_t *aug_state, double df, +double legacy_noncentral_chisquare(aug_bitgen_t *aug_state, double df, double nonc) { double out; if (nonc == 0) { @@ -112,7 +112,7 @@ double legacy_noncentral_chisquare(aug_brng_t *aug_state, double df, const double n = legacy_gauss(aug_state) + sqrt(nonc); return Chi2 + n * n; } else { - const long i = random_poisson(aug_state->basicrng, nonc / 2.0); + const long i = random_poisson(aug_state->bit_generator, nonc / 2.0); out = legacy_chisquare(aug_state, df + 2 * i); /* Insert nan guard here to avoid changing the stream */ if (npy_isnan(nonc)){ @@ -123,13 +123,13 @@ double legacy_noncentral_chisquare(aug_brng_t *aug_state, double df, } } -double legacy_noncentral_f(aug_brng_t *aug_state, double dfnum, double dfden, +double legacy_noncentral_f(aug_bitgen_t *aug_state, double dfnum, double dfden, double nonc) { double t = legacy_noncentral_chisquare(aug_state, dfnum, nonc) * dfden; return t / (legacy_chisquare(aug_state, dfden) * dfnum); } -double legacy_wald(aug_brng_t *aug_state, double mean, double scale) { +double legacy_wald(aug_bitgen_t *aug_state, double mean, double scale) { double U, X, Y; double mu_2l; @@ -145,15 +145,15 @@ double legacy_wald(aug_brng_t *aug_state, double mean, double scale) { } } -double legacy_normal(aug_brng_t *aug_state, double loc, double scale) { +double legacy_normal(aug_bitgen_t *aug_state, double loc, double scale) { return loc + scale * legacy_gauss(aug_state); } -double legacy_lognormal(aug_brng_t *aug_state, double mean, double sigma) { +double legacy_lognormal(aug_bitgen_t *aug_state, double mean, double sigma) { return exp(legacy_normal(aug_state, mean, sigma)); } -double legacy_standard_t(aug_brng_t *aug_state, double df) { +double legacy_standard_t(aug_bitgen_t *aug_state, double df) { double num, denom; num = legacy_gauss(aug_state); @@ -161,16 +161,16 @@ double legacy_standard_t(aug_brng_t *aug_state, double df) { return sqrt(df / 2) * num / sqrt(denom); } -int64_t legacy_negative_binomial(aug_brng_t *aug_state, double n, double p) { +int64_t legacy_negative_binomial(aug_bitgen_t *aug_state, double n, double p) { double Y = legacy_gamma(aug_state, n, (1 - p) / p); - return random_poisson(aug_state->basicrng, Y); + return random_poisson(aug_state->bit_generator, Y); } -double legacy_standard_cauchy(aug_brng_t *aug_state) { +double legacy_standard_cauchy(aug_bitgen_t *aug_state) { return legacy_gauss(aug_state) / legacy_gauss(aug_state); } -double legacy_beta(aug_brng_t *aug_state, double a, double b) { +double legacy_beta(aug_bitgen_t *aug_state, double a, double b) { double Ga, Gb; if ((a <= 1.0) && (b <= 1.0)) { @@ -204,11 +204,11 @@ double legacy_beta(aug_brng_t *aug_state, double a, double b) { } } -double legacy_f(aug_brng_t *aug_state, double dfnum, double dfden) { +double legacy_f(aug_bitgen_t *aug_state, double dfnum, double dfden) { return ((legacy_chisquare(aug_state, dfnum) * dfden) / (legacy_chisquare(aug_state, dfden) * dfnum)); } -double legacy_exponential(aug_brng_t *aug_state, double scale) { +double legacy_exponential(aug_bitgen_t *aug_state, double scale) { return scale * legacy_standard_exponential(aug_state); } diff --git a/numpy/random/src/legacy/distributions-boxmuller.h b/numpy/random/src/legacy/distributions-boxmuller.h index 445686e6c..07e093b26 100644 --- a/numpy/random/src/legacy/distributions-boxmuller.h +++ b/numpy/random/src/legacy/distributions-boxmuller.h @@ -4,37 +4,37 @@ #include "../distributions/distributions.h" -typedef struct aug_brng { - brng_t *basicrng; +typedef struct aug_bitgen { + bitgen_t *bit_generator; int has_gauss; double gauss; -} aug_brng_t; +} aug_bitgen_t; -extern double legacy_gauss(aug_brng_t *aug_state); -extern double legacy_standard_exponential(aug_brng_t *aug_state); -extern double legacy_pareto(aug_brng_t *aug_state, double a); -extern double legacy_weibull(aug_brng_t *aug_state, double a); -extern double legacy_power(aug_brng_t *aug_state, double a); -extern double legacy_gamma(aug_brng_t *aug_state, double shape, double scale); -extern double legacy_pareto(aug_brng_t *aug_state, double a); -extern double legacy_weibull(aug_brng_t *aug_state, double a); -extern double legacy_chisquare(aug_brng_t *aug_state, double df); -extern double legacy_noncentral_chisquare(aug_brng_t *aug_state, double df, +extern double legacy_gauss(aug_bitgen_t *aug_state); +extern double legacy_standard_exponential(aug_bitgen_t *aug_state); +extern double legacy_pareto(aug_bitgen_t *aug_state, double a); +extern double legacy_weibull(aug_bitgen_t *aug_state, double a); +extern double legacy_power(aug_bitgen_t *aug_state, double a); +extern double legacy_gamma(aug_bitgen_t *aug_state, double shape, double scale); +extern double legacy_pareto(aug_bitgen_t *aug_state, double a); +extern double legacy_weibull(aug_bitgen_t *aug_state, double a); +extern double legacy_chisquare(aug_bitgen_t *aug_state, double df); +extern double legacy_noncentral_chisquare(aug_bitgen_t *aug_state, double df, double nonc); -extern double legacy_noncentral_f(aug_brng_t *aug_state, double dfnum, +extern double legacy_noncentral_f(aug_bitgen_t *aug_state, double dfnum, double dfden, double nonc); -extern double legacy_wald(aug_brng_t *aug_state, double mean, double scale); -extern double legacy_lognormal(aug_brng_t *aug_state, double mean, +extern double legacy_wald(aug_bitgen_t *aug_state, double mean, double scale); +extern double legacy_lognormal(aug_bitgen_t *aug_state, double mean, double sigma); -extern double legacy_standard_t(aug_brng_t *aug_state, double df); -extern int64_t legacy_negative_binomial(aug_brng_t *aug_state, double n, +extern double legacy_standard_t(aug_bitgen_t *aug_state, double df); +extern int64_t legacy_negative_binomial(aug_bitgen_t *aug_state, double n, double p); -extern double legacy_standard_cauchy(aug_brng_t *state); -extern double legacy_beta(aug_brng_t *aug_state, double a, double b); -extern double legacy_f(aug_brng_t *aug_state, double dfnum, double dfden); -extern double legacy_normal(aug_brng_t *aug_state, double loc, double scale); -extern double legacy_standard_gamma(aug_brng_t *aug_state, double shape); -extern double legacy_exponential(aug_brng_t *aug_state, double scale); +extern double legacy_standard_cauchy(aug_bitgen_t *state); +extern double legacy_beta(aug_bitgen_t *aug_state, double a, double b); +extern double legacy_f(aug_bitgen_t *aug_state, double dfnum, double dfden); +extern double legacy_normal(aug_bitgen_t *aug_state, double loc, double scale); +extern double legacy_standard_gamma(aug_bitgen_t *aug_state, double shape); +extern double legacy_exponential(aug_bitgen_t *aug_state, double scale); #endif |