ohai / randomext

The library extends class Random in the Ruby standard library to efficiently sample random values from various probabilistic distributions

randomext

The library extends class Random in the Ruby standard library.

Overview

The Random class in the Ruby standard library supports only random sampling from discrete/continuous uniform distribution.

This library provides random sampling methods from many kinds of probability distributions such as:

• normal (Gaussian)
• lognormal
• Cauthy
• levy
• exponential
• Laplace
• Rayleigh
• Weibull
• Gumbel
• gamma
• beta
• power
• Chi-square
• F
• t
• Wald (inverse Gaussian)
• Pareto
• logistic
• von Mises
• Non-Central Chi-Square
• Non-Central t
• Planck
• Bernoulli
• binomial
• Poisson
• geometric
• negative binomial
• log series
• Zipf-Mandelbrot
• zeta

Usage

To use this library, you need to install randomext gem:

gem install randomext

And write

require 'randomext'

in your ruby script, then you can use some additional methods in Random class.

Example

Create an sequence of random numbers from the Gaussian distribution whose mean is 0.0 and S.D. is 2.0.

require 'randomext'
rng = Random.new  # rng means Random Number Generator
random_numbers = Array.new(100){ rng.normal(0.0, 2.0) }

References

Almost all algorithms are based on: 四辻哲章, "計算機シミュレーションのための確率分布乱数生成法", プレアデス出版 (2010)

I examine numpy to select nice distributions.

URLs

• Web site
• Repository and issue tracker

Author

Ippei Obayashi [email protected]

Copyright

Copyright (c) 2012, Ippei Obayashi All rights reserved.

The software is licensed under the BSD 2-Clause License. Please see the {file:LICENSE} for more information.

randomext's Issues

Example doesn't run

Hi, your example on README doesn't run, at least on my computer:

irb(main):001:0> require 'randomext'
=> true

irb(main):002:0> random_numbers = Array.new(100){ Random::DEFAULT.normal(0.0, 2.0) }
(irb):2:in `block in <main>': undefined method `normal' for Random:Class (NoMethodError)
	from (irb):2:in `initialize'
	from (irb):2:in `new'
	from (irb):2:in `<main>'
	from /usr/lib/ruby/gems/3.0.0/gems/irb-1.3.6/exe/irb:11:in `<top (required)>'
	from /usr/bin/irb:23:in `load'
	from /usr/bin/irb:23:in `<main>'