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distributions.h
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#ifndef NUMPY_CORE_INCLUDE_NUMPY_RANDOM_DISTRIBUTIONS_H_ #define NUMPY_CORE_INCLUDE_NUMPY_RANDOM_DISTRIBUTIONS_H_ #ifdef __cplusplus extern "C" { #endif #include <Python.h> #include "numpy/npy_common.h" #include <stddef.h> #include <stdbool.h> #include <stdint.h> #include "numpy/npy_math.h" #include "numpy/random/bitgen.h" /* * RAND_INT_TYPE is used to share integer generators with RandomState which * used long in place of int64_t. If changing a distribution that uses * RAND_INT_TYPE, then the original unmodified copy must be retained for * use in RandomState by copying to the legacy distributions source file. */ #ifdef NP_RANDOM_LEGACY #define RAND_INT_TYPE long #define RAND_INT_MAX LONG_MAX #else #define RAND_INT_TYPE int64_t #define RAND_INT_MAX INT64_MAX #endif #ifdef _MSC_VER #define DECLDIR __declspec(dllexport) #else #define DECLDIR extern #endif #ifndef MIN #define MIN(x, y) (((x) < (y)) ? x : y) #define MAX(x, y) (((x) > (y)) ? x : y) #endif #ifndef M_PI #define M_PI 3.14159265358979323846264338328 #endif typedef struct s_binomial_t { int has_binomial; /* !=0: following parameters initialized for binomial */ double psave; RAND_INT_TYPE nsave; double r; double q; double fm; RAND_INT_TYPE m; double p1; double xm; double xl; double xr; double c; double laml; double lamr; double p2; double p3; double p4; } binomial_t; DECLDIR float random_standard_uniform_f(bitgen_t *bitgen_state); DECLDIR double random_standard_uniform(bitgen_t *bitgen_state); DECLDIR void random_standard_uniform_fill(bitgen_t *, npy_intp, double *); DECLDIR void random_standard_uniform_fill_f(bitgen_t *, npy_intp, float *); DECLDIR int64_t random_positive_int64(bitgen_t *bitgen_state); DECLDIR int32_t random_positive_int32(bitgen_t *bitgen_state); DECLDIR int64_t random_positive_int(bitgen_t *bitgen_state); DECLDIR uint64_t random_uint(bitgen_t *bitgen_state); DECLDIR double random_standard_exponential(bitgen_t *bitgen_state); DECLDIR float random_standard_exponential_f(bitgen_t *bitgen_state); DECLDIR void random_standard_exponential_fill(bitgen_t *, npy_intp, double *); DECLDIR void random_standard_exponential_fill_f(bitgen_t *, npy_intp, float *); DECLDIR void random_standard_exponential_inv_fill(bitgen_t *, npy_intp, double *); DECLDIR void random_standard_exponential_inv_fill_f(bitgen_t *, npy_intp, float *); DECLDIR double random_standard_normal(bitgen_t *bitgen_state); DECLDIR float random_standard_normal_f(bitgen_t *bitgen_state); DECLDIR void random_standard_normal_fill(bitgen_t *, npy_intp, double *); DECLDIR void random_standard_normal_fill_f(bitgen_t *, npy_intp, float *); DECLDIR double random_standard_gamma(bitgen_t *bitgen_state, double shape); DECLDIR float random_standard_gamma_f(bitgen_t *bitgen_state, float shape); DECLDIR double random_normal(bitgen_t *bitgen_state, double loc, double scale); DECLDIR double random_gamma(bitgen_t *bitgen_state, double shape, double scale); DECLDIR float random_gamma_f(bitgen_t *bitgen_state, float shape, float scale); DECLDIR double random_exponential(bitgen_t *bitgen_state, double scale); DECLDIR double random_uniform(bitgen_t *bitgen_state, double lower, double range); DECLDIR double random_beta(bitgen_t *bitgen_state, double a, double b); DECLDIR double random_chisquare(bitgen_t *bitgen_state, double df); DECLDIR double random_f(bitgen_t *bitgen_state, double dfnum, double dfden); DECLDIR double random_standard_cauchy(bitgen_t *bitgen_state); DECLDIR double random_pareto(bitgen_t *bitgen_state, double a); DECLDIR double random_weibull(bitgen_t *bitgen_state, double a); DECLDIR double random_power(bitgen_t *bitgen_state, double a); DECLDIR double random_laplace(bitgen_t *bitgen_state, double loc, double scale); DECLDIR double random_gumbel(bitgen_t *bitgen_state, double loc, double scale); DECLDIR double random_logistic(bitgen_t *bitgen_state, double loc, double scale); DECLDIR double random_lognormal(bitgen_t *bitgen_state, double mean, double sigma); DECLDIR double random_rayleigh(bitgen_t *bitgen_state, double mode); DECLDIR double random_standard_t(bitgen_t *bitgen_state, double df); DECLDIR double random_noncentral_chisquare(bitgen_t *bitgen_state, double df, double nonc); DECLDIR double random_noncentral_f(bitgen_t *bitgen_state, double dfnum, double dfden, double nonc); DECLDIR double random_wald(bitgen_t *bitgen_state, double mean, double scale); DECLDIR double random_vonmises(bitgen_t *bitgen_state, double mu, double kappa); DECLDIR double random_triangular(bitgen_t *bitgen_state, double left, double mode, double right); DECLDIR RAND_INT_TYPE random_poisson(bitgen_t *bitgen_state, double lam); DECLDIR RAND_INT_TYPE random_negative_binomial(bitgen_t *bitgen_state, double n, double p); DECLDIR int64_t random_binomial(bitgen_t *bitgen_state, double p, int64_t n, binomial_t *binomial); DECLDIR int64_t random_logseries(bitgen_t *bitgen_state, double p); DECLDIR int64_t random_geometric(bitgen_t *bitgen_state, double p); DECLDIR RAND_INT_TYPE random_geometric_search(bitgen_t *bitgen_state, double p); DECLDIR RAND_INT_TYPE random_zipf(bitgen_t *bitgen_state, double a); DECLDIR int64_t random_hypergeometric(bitgen_t *bitgen_state, int64_t good, int64_t bad, int64_t sample); DECLDIR uint64_t random_interval(bitgen_t *bitgen_state, uint64_t max); /* Generate random uint64 numbers in closed interval [off, off + rng]. */ DECLDIR uint64_t random_bounded_uint64(bitgen_t *bitgen_state, uint64_t off, uint64_t rng, uint64_t mask, bool use_masked); /* Generate random uint32 numbers in closed interval [off, off + rng]. */ DECLDIR uint32_t random_buffered_bounded_uint32(bitgen_t *bitgen_state, uint32_t off, uint32_t rng, uint32_t mask, bool use_masked, int *bcnt, uint32_t *buf); DECLDIR uint16_t random_buffered_bounded_uint16(bitgen_t *bitgen_state, uint16_t off, uint16_t rng, uint16_t mask, bool use_masked, int *bcnt, uint32_t *buf); DECLDIR uint8_t random_buffered_bounded_uint8(bitgen_t *bitgen_state, uint8_t off, uint8_t rng, uint8_t mask, bool use_masked, int *bcnt, uint32_t *buf); DECLDIR npy_bool random_buffered_bounded_bool(bitgen_t *bitgen_state, npy_bool off, npy_bool rng, npy_bool mask, bool use_masked, int *bcnt, uint32_t *buf); DECLDIR void random_bounded_uint64_fill(bitgen_t *bitgen_state, uint64_t off, uint64_t rng, npy_intp cnt, bool use_masked, uint64_t *out); DECLDIR void random_bounded_uint32_fill(bitgen_t *bitgen_state, uint32_t off, uint32_t rng, npy_intp cnt, bool use_masked, uint32_t *out); DECLDIR void random_bounded_uint16_fill(bitgen_t *bitgen_state, uint16_t off, uint16_t rng, npy_intp cnt, bool use_masked, uint16_t *out); DECLDIR void random_bounded_uint8_fill(bitgen_t *bitgen_state, uint8_t off, uint8_t rng, npy_intp cnt, bool use_masked, uint8_t *out); DECLDIR void random_bounded_bool_fill(bitgen_t *bitgen_state, npy_bool off, npy_bool rng, npy_intp cnt, bool use_masked, npy_bool *out); DECLDIR void random_multinomial(bitgen_t *bitgen_state, RAND_INT_TYPE n, RAND_INT_TYPE *mnix, double *pix, npy_intp d, binomial_t *binomial); /* multivariate hypergeometric, "count" method */ DECLDIR int random_multivariate_hypergeometric_count(bitgen_t *bitgen_state, int64_t total, size_t num_colors, int64_t *colors, int64_t nsample, size_t num_variates, int64_t *variates); /* multivariate hypergeometric, "marginals" method */ DECLDIR void random_multivariate_hypergeometric_marginals(bitgen_t *bitgen_state, int64_t total, size_t num_colors, int64_t *colors, int64_t nsample, size_t num_variates, int64_t *variates); /* Common to legacy-distributions.c and distributions.c but not exported */ RAND_INT_TYPE random_binomial_btpe(bitgen_t *bitgen_state, RAND_INT_TYPE n, double p, binomial_t *binomial); RAND_INT_TYPE random_binomial_inversion(bitgen_t *bitgen_state, RAND_INT_TYPE n, double p, binomial_t *binomial); double random_loggam(double x); static inline double next_double(bitgen_t *bitgen_state) { return bitgen_state->next_double(bitgen_state->state); } #ifdef __cplusplus } #endif #endif /* NUMPY_CORE_INCLUDE_NUMPY_RANDOM_DISTRIBUTIONS_H_ */