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author | Raymond Hettinger <rhettinger@users.noreply.github.com> | 2022-07-13 14:46:04 (GMT) |
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committer | GitHub <noreply@github.com> | 2022-07-13 14:46:04 (GMT) |
commit | ed06ec1ab851544234138952d357facb32eba6c5 (patch) | |
tree | 7c1b03af2b30cf6f270bab039b5ced17a530b320 /Lib/random.py | |
parent | f5c02afaff43f4ed7f4ac74d7c90171e56c2b2d7 (diff) | |
download | cpython-ed06ec1ab851544234138952d357facb32eba6c5.zip cpython-ed06ec1ab851544234138952d357facb32eba6c5.tar.gz cpython-ed06ec1ab851544234138952d357facb32eba6c5.tar.bz2 |
GH-81620: Add random.binomialvariate() (GH-94719)
Diffstat (limited to 'Lib/random.py')
-rw-r--r-- | Lib/random.py | 95 |
1 files changed, 93 insertions, 2 deletions
diff --git a/Lib/random.py b/Lib/random.py index 2166474..00849bd 100644 --- a/Lib/random.py +++ b/Lib/random.py @@ -24,6 +24,7 @@ negative exponential gamma beta + binomial pareto Weibull @@ -49,6 +50,7 @@ from warnings import warn as _warn from math import log as _log, exp as _exp, pi as _pi, e as _e, ceil as _ceil from math import sqrt as _sqrt, acos as _acos, cos as _cos, sin as _sin from math import tau as TWOPI, floor as _floor, isfinite as _isfinite +from math import lgamma as _lgamma, fabs as _fabs from os import urandom as _urandom from _collections_abc import Sequence as _Sequence from operator import index as _index @@ -68,6 +70,7 @@ __all__ = [ "Random", "SystemRandom", "betavariate", + "binomialvariate", "choice", "choices", "expovariate", @@ -725,6 +728,91 @@ class Random(_random.Random): return y / (y + self.gammavariate(beta, 1.0)) return 0.0 + + def binomialvariate(self, n=1, p=0.5): + """Binomial random variable. + + Gives the number of successes for *n* independent trials + with the probability of success in each trial being *p*: + + sum(random() < p for i in range(n)) + + Returns an integer in the range: 0 <= X <= n + + """ + # Error check inputs and handle edge cases + if n < 0: + raise ValueError("n must be non-negative") + if p <= 0.0 or p >= 1.0: + if p == 0.0: + return 0 + if p == 1.0: + return n + raise ValueError("p must be in the range 0.0 <= p <= 1.0") + + random = self.random + + # Fast path for a common case + if n == 1: + return _index(random() < p) + + # Exploit symmetry to establish: p <= 0.5 + if p > 0.5: + return n - self.binomialvariate(n, 1.0 - p) + + if n * p < 10.0: + # BG: Geometric method by Devroye with running time of O(np). + # https://dl.acm.org/doi/pdf/10.1145/42372.42381 + x = y = 0 + c = _log(1.0 - p) + if not c: + return x + while True: + y += _floor(_log(random()) / c) + 1 + if y > n: + return x + x += 1 + + # BTRS: Transformed rejection with squeeze method by Wolfgang Hörmann + # https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.47.8407&rep=rep1&type=pdf + assert n*p >= 10.0 and p <= 0.5 + setup_complete = False + + spq = _sqrt(n * p * (1.0 - p)) # Standard deviation of the distribution + b = 1.15 + 2.53 * spq + a = -0.0873 + 0.0248 * b + 0.01 * p + c = n * p + 0.5 + vr = 0.92 - 4.2 / b + + while True: + + u = random() + v = random() + u -= 0.5 + us = 0.5 - _fabs(u) + k = _floor((2.0 * a / us + b) * u + c) + if k < 0 or k > n: + continue + + # The early-out "squeeze" test substantially reduces + # the number of acceptance condition evaluations. + if us >= 0.07 and v <= vr: + return k + + # Acceptance-rejection test. + # Note, the original paper errorneously omits the call to log(v) + # when comparing to the log of the rescaled binomial distribution. + if not setup_complete: + alpha = (2.83 + 5.1 / b) * spq + lpq = _log(p / (1.0 - p)) + m = _floor((n + 1) * p) # Mode of the distribution + h = _lgamma(m + 1) + _lgamma(n - m + 1) + setup_complete = True # Only needs to be done once + v *= alpha / (a / (us * us) + b) + if _log(v) <= h - _lgamma(k + 1) - _lgamma(n - k + 1) + (k - m) * lpq: + return k + + def paretovariate(self, alpha): """Pareto distribution. alpha is the shape parameter.""" # Jain, pg. 495 @@ -810,6 +898,7 @@ vonmisesvariate = _inst.vonmisesvariate gammavariate = _inst.gammavariate gauss = _inst.gauss betavariate = _inst.betavariate +binomialvariate = _inst.binomialvariate paretovariate = _inst.paretovariate weibullvariate = _inst.weibullvariate getstate = _inst.getstate @@ -834,15 +923,17 @@ def _test_generator(n, func, args): low = min(data) high = max(data) - print(f'{t1 - t0:.3f} sec, {n} times {func.__name__}') + print(f'{t1 - t0:.3f} sec, {n} times {func.__name__}{args!r}') print('avg %g, stddev %g, min %g, max %g\n' % (xbar, sigma, low, high)) -def _test(N=2000): +def _test(N=10_000): _test_generator(N, random, ()) _test_generator(N, normalvariate, (0.0, 1.0)) _test_generator(N, lognormvariate, (0.0, 1.0)) _test_generator(N, vonmisesvariate, (0.0, 1.0)) + _test_generator(N, binomialvariate, (15, 0.60)) + _test_generator(N, binomialvariate, (100, 0.75)) _test_generator(N, gammavariate, (0.01, 1.0)) _test_generator(N, gammavariate, (0.1, 1.0)) _test_generator(N, gammavariate, (0.1, 2.0)) |