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systools: Rearrange units and packages
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735
components/systools/source/general/run/strandom.pas
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735
components/systools/source/general/run/strandom.pas
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// Upgraded to Delphi 2009: Sebastian Zierer
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(* ***** BEGIN LICENSE BLOCK *****
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* Version: MPL 1.1
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*
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* The contents of this file are subject to the Mozilla Public License Version
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* 1.1 (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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* http://www.mozilla.org/MPL/
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*
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* Software distributed under the License is distributed on an "AS IS" basis,
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* WITHOUT WARRANTY OF ANY KIND, either express or implied. See the License
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* for the specific language governing rights and limitations under the
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* License.
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*
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* The Original Code is TurboPower SysTools
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*
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* The Initial Developer of the Original Code is
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* TurboPower Software
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*
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* Portions created by the Initial Developer are Copyright (C) 1996-2002
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* the Initial Developer. All Rights Reserved.
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*
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* Contributor(s):
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*
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* ***** END LICENSE BLOCK ***** *)
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{*********************************************************}
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{* SysTools: StRandom.pas 4.04 *}
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{*********************************************************}
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{* SysTools: Classes for random number distributions *}
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{*********************************************************}
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{$IFDEF FPC}
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{$mode DELPHI}
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{$ENDIF}
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//{$I StDefine.inc}
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unit StRandom;
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interface
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uses
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{$IFNDEF FPC}
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Windows,
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{$ENDIF}
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SysUtils, Classes,
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StBase;
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type
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TStRandomBase = class
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private
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protected
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function rbMarsagliaGamma(aShape : double) : double;
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function rbMontyPythonNormal : double;
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public
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{uniform distributions}
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function AsFloat : double; virtual; abstract;
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function AsInt(aUpperLimit : integer) : integer;
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function AsIntInRange(aLowerLimit : integer;
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aUpperLimit : integer) : integer;
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{continuous non-uniform distributions}
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function AsBeta(aShape1, aShape2 : double) : double;
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function AsCauchy : double;
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function AsChiSquared(aFreedom : integer) : double;
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function AsErlang(aMean : double;
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aOrder : integer) : double;
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function AsExponential(aMean : double) : double;
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function AsF(aFreedom1 : integer;
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aFreedom2 : integer) : double;
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function AsGamma(aShape : double; aScale : double) : double;
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function AsLogNormal(aMean : double;
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aStdDev : double) : double;
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function AsNormal(aMean : double;
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aStdDev : double) : double;
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function AsT(aFreedom : integer) : double;
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function AsWeibull(aShape : double;
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aScale : double) : double;
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end;
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TStRandomSystem = class(TStRandomBase)
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private
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FSeed : integer;
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protected
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procedure rsSetSeed(aValue : integer);
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public
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constructor Create(aSeed : integer);
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function AsFloat : double; override;
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property Seed : integer read FSeed write rsSetSeed;
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end;
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TStRandomCombined = class(TStRandomBase)
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private
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FSeed1 : integer;
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FSeed2 : integer;
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protected
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procedure rcSetSeed1(aValue : integer);
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procedure rcSetSeed2(aValue : integer);
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public
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constructor Create(aSeed1, aSeed2 : integer);
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function AsFloat : double; override;
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property Seed1 : integer read FSeed1 write rcSetSeed1;
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property Seed2 : integer read FSeed2 write rcSetSeed2;
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end;
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TStRandomMother = class(TStRandomBase)
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private
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FNminus4 : integer;
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FNminus3 : integer;
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FNminus2 : integer;
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FNminus1 : integer;
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FC : integer;
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protected
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procedure rsSetSeed(aValue : integer);
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public
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constructor Create(aSeed : integer);
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function AsFloat : double; override;
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property Seed : integer write rsSetSeed;
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end;
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implementation
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uses
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StConst;
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var
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Root2Pi : double;
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InvRoot2Pi : double;
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RootLn4 : double;
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Ln2 : double;
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MPN_s : double;
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Ln2MPN_s : double;
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MPN_sPlus1 : double;
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Mum1 : integer;
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Mum2 : integer;
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Mum3 : integer;
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Mum4 : integer;
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{===Helper routines==================================================}
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function GetRandomSeed : integer;
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var
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Hash : integer;
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SystemTime: TSystemTime;
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G : integer;
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begin
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{start with the tick count}
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Hash := integer(GetTickCount);
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{get the current time}
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GetLocalTime(SystemTime);
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{hash in the milliseconds}
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Hash := (Hash shl 4) + SystemTime.wMilliseconds;
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G := Hash and longint($F0000000);
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if (G <> 0) then
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Hash := (Hash xor (G shr 24)) xor G;
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{hash in the second}
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Hash := (Hash shl 4) + SystemTime.wSecond;
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G := Hash and longint($F0000000);
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if (G <> 0) then
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Hash := (Hash xor (G shr 24)) xor G;
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{hash in the minute}
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Hash := (Hash shl 4) + SystemTime.wMinute;
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G := Hash and longint($F0000000);
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if (G <> 0) then
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Hash := (Hash xor (G shr 24)) xor G;
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{hash in the hour}
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Hash := (Hash shl 3) + SystemTime.wHour;
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G := Hash and longint($F0000000);
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if (G <> 0) then
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Hash := (Hash xor (G shr 24)) xor G;
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{return the hash}
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Result := Hash;
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end;
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{====================================================================}
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{===TStRandomBase====================================================}
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function TStRandomBase.AsBeta(aShape1, aShape2 : double) : double;
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var
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R1, R2 : double;
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begin
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if not ((aShape1 > 0.0) and (aShape2 > 0.0)) then
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raise EStPRNGError.Create(stscPRNGBetaShapeS);
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if (aShape2 = 1.0) then begin
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repeat
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R1 := AsFloat;
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until R1 <> 0.0;
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Result := exp(ln(R1) / aShape1);
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end
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else if (aShape1 = 1.0) then begin
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repeat
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R1 := AsFloat;
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until R1 <> 0.0;
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Result := 1.0 - exp(ln(R1) / aShape1);
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end
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else begin
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R1 := AsGamma(aShape1, 1.0);
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R2 := AsGamma(aShape2, 1.0);
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Result := R1 / (R1 + R2);
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end;
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end;
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{--------}
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function TStRandomBase.AsCauchy : double;
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var
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x : double;
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y : double;
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begin
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repeat
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repeat
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x := AsFloat;
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until (x <> 0.0);
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y := (AsFloat * 2.0) - 1.0;
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until sqr(x) + sqr(y) < 1.0;
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Result := y / x;
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end;
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{--------}
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function TStRandomBase.AsChiSquared(aFreedom : integer) : double;
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begin
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if not (aFreedom > 0) then
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raise EStPRNGError.Create(stscPRNGDegFreedomS);
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Result := AsGamma(aFreedom * 0.5, 2.0)
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end;
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{--------}
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function TStRandomBase.AsErlang(aMean : double;
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aOrder : integer) : double;
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var
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Product : double;
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i : integer;
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begin
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if not (aMean > 0.0) then
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raise EStPRNGError.Create(stscPRNGMeanS);
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if not (aOrder > 0) then
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raise EStPRNGError.Create(stscPRNGErlangOrderS);
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if (aOrder < 10) then begin
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Product := 1.0;
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for i := 1 to aOrder do
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Product := Product * AsFloat;
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Result := -aMean * ln(Product) / aOrder;
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end
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else begin
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Result := AsGamma(aOrder, aMean);
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end;
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end;
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{--------}
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function TStRandomBase.AsExponential(aMean : double) : double;
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var
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R : double;
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begin
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if not (aMean > 0.0) then
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raise EStPRNGError.Create(stscPRNGMeanS);
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repeat
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R := AsFloat;
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until (R <> 0.0);
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Result := -aMean * ln(R);
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end;
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{--------}
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function TStRandomBase.AsF(aFreedom1 : integer;
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aFreedom2 : integer) : double;
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begin
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Result := (AsChiSquared(aFreedom1) * aFreedom1) /
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(AsChiSquared(aFreedom2) * aFreedom2);
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end;
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{--------}
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function TStRandomBase.AsGamma(aShape : double; aScale : double) : double;
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var
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R : double;
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begin
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if not (aShape > 0.0) then
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raise EStPRNGError.Create(stscPRNGGammaShapeS);
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if not (aScale > 0.0) then
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raise EStPRNGError.Create(stscPRNGGammaScaleS);
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{there are three cases:
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..0.0 < shape < 1.0, use Marsaglia's technique of
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Gamma(shape) = Gamma(shape+1) * uniform^(1/shape)}
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if (aShape < 1.0) then begin
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repeat
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R := AsFloat;
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until (R <> 0.0);
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Result := aScale * rbMarsagliaGamma(aShape + 1.0) *
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exp(ln(R) / aShape);
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end
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{..shape = 1.0: this is the same as exponential}
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else if (aShape = 1.0) then begin
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repeat
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R := AsFloat;
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until (R <> 0.0);
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Result := aScale * -ln(R);
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end
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{..shape > 1.0: use Marsaglia./Tsang algorithm}
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else begin
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Result := aScale * rbMarsagliaGamma(aShape);
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end;
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end;
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{--------}
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function TStRandomBase.AsInt(aUpperLimit : integer) : integer;
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begin
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if not (aUpperLimit > 0) then
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raise EStPRNGError.Create(stscPRNGLimitS);
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Result := Trunc(AsFloat * aUpperLimit);
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end;
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{--------}
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function TStRandomBase.AsIntInRange(aLowerLimit : integer;
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aUpperLimit : integer) : integer;
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begin
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if not (aLowerLimit < aUpperLimit) then
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raise EStPRNGError.Create(stscPRNGUpperLimitS);
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Result := Trunc(AsFloat * (aUpperLimit - aLowerLimit)) + ALowerLimit;
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end;
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{--------}
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function TStRandomBase.AsLogNormal(aMean : double;
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aStdDev : double) : double;
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begin
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Result := exp(AsNormal(aMean, aStdDev));
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end;
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{--------}
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function TStRandomBase.AsNormal(aMean : double;
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aStdDev : double) : double;
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begin
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if not (aStdDev > 0.0) then
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raise EStPRNGError.Create(stscPRNGStdDevS);
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Result := (rbMontyPythonNormal * aStdDev) + aMean;
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(*** alternative: The Box-Muller transformation
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var
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R1, R2 : double;
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RadiusSqrd : double;
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begin
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{get two random numbers that define a point in the unit circle}
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repeat
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R1 := (2.0 * aRandGen.AsFloat) - 1.0;
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R2 := (2.0 * aRandGen.AsFloat) - 1.0;
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RadiusSqrd := sqr(R1) + sqr(R2);
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until (RadiusSqrd < 1.0) and (RadiusSqrd > 0.0);
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{apply Box-Muller transformation}
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Result := (R1 * sqrt(-2.0 * ln(RadiusSqrd) / RadiusSqrd) * aStdDev)
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+ aMean;
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***)
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end;
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{--------}
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function TStRandomBase.AsT(aFreedom : integer) : double;
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begin
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if not (aFreedom > 0) then
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raise EStPRNGError.Create(stscPRNGDegFreedomS);
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Result := rbMontyPythonNormal / sqrt(AsChiSquared(aFreedom) / aFreedom);
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end;
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{--------}
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function TStRandomBase.AsWeibull(aShape : double;
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aScale : double) : double;
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||||
var
|
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R : double;
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begin
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||||
if not (aShape > 0) then
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raise EStPRNGError.Create(stscPRNGWeibullShapeS);
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if not (aScale > 0) then
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raise EStPRNGError.Create(stscPRNGWeibullScaleS);
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repeat
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R := AsFloat;
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until (R <> 0.0);
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Result := exp(ln(-ln(R)) / aShape) * aScale;
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end;
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{--------}
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||||
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function TStRandomBase.rbMarsagliaGamma(aShape : double) : double;
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||||
var
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d : double;
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c : double;
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||||
x : double;
|
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v : double;
|
||||
u : double;
|
||||
Done : boolean;
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||||
begin
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||||
{Notes: implements the Marsaglia/Tsang method of generating random
|
||||
numbers belonging to the gamma distribution:
|
||||
|
||||
Marsaglia & Tsang, "A Simple Method for Generating Gamma
|
||||
Variables", ACM Transactions on Mathematical Software,
|
||||
Vol. 26, No. 3, September 2000, Pages 363-372
|
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|
||||
It is pointless to try and work out what's going on in this
|
||||
routine without reading this paper :-)
|
||||
}
|
||||
|
||||
d := aShape - (1.0 / 3.0);
|
||||
c := 1.0 / sqrt(9.0 * d);
|
||||
Done := false;
|
||||
{$IFDEF SuppressWarnings}
|
||||
v := 0.0;
|
||||
{$ENDIF}
|
||||
|
||||
while not Done do begin
|
||||
repeat
|
||||
x := rbMontyPythonNormal;
|
||||
v := 1.0 + (c * x);
|
||||
until (v > 0.0);
|
||||
|
||||
v := v * v * v;
|
||||
u := AsFloat;
|
||||
|
||||
Done := u < (1.0 - 0.0331 * sqr(sqr(x)));
|
||||
|
||||
if not Done then
|
||||
Done := ln(u) < (0.5 * sqr(x)) + d * (1.0 - v + ln(v))
|
||||
end;
|
||||
|
||||
Result := d * v;
|
||||
end;
|
||||
{--------}
|
||||
function TStRandomBase.rbMontyPythonNormal : double;
|
||||
var
|
||||
x : double;
|
||||
y : double;
|
||||
v : double;
|
||||
NonZeroRandom : double;
|
||||
begin
|
||||
{Notes: implements the Monty Python method of generating random
|
||||
numbers belonging to the Normal (Gaussian) distribution:
|
||||
|
||||
Marsaglia & Tsang, "The Monty Python Method for Generating
|
||||
Random Variables", ACM Transactions on Mathematical
|
||||
Software, Vol. 24, No. 3, September 1998, Pages 341-350
|
||||
|
||||
It is pointless to try and work out what's going on in this
|
||||
routine without reading this paper :-)
|
||||
|
||||
Some constants:
|
||||
a = sqrt(ln(4))
|
||||
b = sqrt(2 * pi)
|
||||
s = a / (b - a)
|
||||
}
|
||||
|
||||
{step 1: generate a random number x between +/- sqrt(2*Pi) and
|
||||
return it if its absolute value is less than sqrt(ln(4));
|
||||
note that this exit will happen about 47% of the time}
|
||||
x := ((AsFloat * 2.0) - 1.0) * Root2Pi;
|
||||
if (abs(x) < RootLn4) then begin
|
||||
Result := x;
|
||||
Exit;
|
||||
end;
|
||||
|
||||
{step 2a: generate another random number y strictly between 0 and 1}
|
||||
repeat
|
||||
y := AsFloat;
|
||||
until (y <> 0.0);
|
||||
|
||||
{step 2b: the first quadratic pretest avoids ln() calculation
|
||||
calculate v = 2.8658 - |x| * (2.0213 - 0.3605 * |x|)
|
||||
return x if y < v}
|
||||
v := 2.8658 - Abs(x) * (2.0213 - 0.3605 * Abs(x));
|
||||
if (y < v) then begin
|
||||
Result := x;
|
||||
Exit;
|
||||
end;
|
||||
|
||||
{step 2c: the second quadratic pretest again avoids ln() calculation
|
||||
return s * (b - x) if y > v + 0.0506}
|
||||
if (y > v + 0.0506) then begin
|
||||
if (x > 0) then
|
||||
Result := MPN_s * (Root2Pi - x)
|
||||
else
|
||||
Result := -MPN_s * (Root2Pi + x);
|
||||
Exit;
|
||||
end;
|
||||
|
||||
{step 2d: return x if y < f(x) or
|
||||
ln(y) < ln(2) - (0.5 * x * x) }
|
||||
if (ln(y) < (Ln2 - (0.5 * x * x))) then begin
|
||||
Result := x;
|
||||
Exit;
|
||||
end;
|
||||
|
||||
{step 3: translate x to s * (b - x) and return it if y > g(x) or
|
||||
ln(1 + s - y) < ln(2 * s) - (0.5 * x * x) }
|
||||
if (x > 0) then
|
||||
x := MPN_s * (Root2Pi - x)
|
||||
else
|
||||
x := -MPN_s * (Root2Pi + x);
|
||||
if (ln(MPN_sPlus1 - y) < (Ln2MPN_s - (0.5 * x * x))) then begin
|
||||
Result := x;
|
||||
Exit;
|
||||
end;
|
||||
|
||||
{step 4: the iterative process}
|
||||
repeat
|
||||
repeat
|
||||
NonZeroRandom := AsFloat;
|
||||
until (NonZeroRandom <> 0.0);
|
||||
x := -ln(NonZeroRandom) * InvRoot2Pi;
|
||||
repeat
|
||||
NonZeroRandom := AsFloat;
|
||||
until (NonZeroRandom <> 0.0);
|
||||
y := -ln(NonZeroRandom);
|
||||
until (y + y) > (x * x);
|
||||
if (NonZeroRandom < 0.5) then
|
||||
Result := -(Root2Pi + x)
|
||||
else
|
||||
Result := Root2Pi + x;
|
||||
end;
|
||||
{====================================================================}
|
||||
|
||||
|
||||
{===TStRandomSystem==================================================}
|
||||
constructor TStRandomSystem.Create(aSeed : integer);
|
||||
begin
|
||||
inherited Create;
|
||||
Seed := aSeed;
|
||||
end;
|
||||
{--------}
|
||||
function TStRandomSystem.AsFloat : double;
|
||||
var
|
||||
SaveSeed : integer;
|
||||
begin
|
||||
SaveSeed := RandSeed;
|
||||
RandSeed := FSeed;
|
||||
Result := System.Random;
|
||||
FSeed := RandSeed;
|
||||
RandSeed := SaveSeed;
|
||||
end;
|
||||
{--------}
|
||||
procedure TStRandomSystem.rsSetSeed(aValue : integer);
|
||||
begin
|
||||
if (aValue = 0) then
|
||||
FSeed := GetRandomSeed
|
||||
else
|
||||
FSeed := aValue;
|
||||
end;
|
||||
{====================================================================}
|
||||
|
||||
|
||||
{===TStRandomCombined================================================}
|
||||
const
|
||||
m1 = 2147483563;
|
||||
m2 = 2147483399;
|
||||
{--------}
|
||||
constructor TStRandomCombined.Create(aSeed1, aSeed2 : integer);
|
||||
begin
|
||||
inherited Create;
|
||||
Seed1 := aSeed1;
|
||||
if (aSeed1 = 0) and (aSeed2 = 0) then
|
||||
Sleep(10); // a small delay to enable seed to change
|
||||
Seed2 := aSeed2;
|
||||
end;
|
||||
{--------}
|
||||
function TStRandomCombined.AsFloat : double;
|
||||
const
|
||||
a1 = 40014;
|
||||
q1 = 53668; {equals m1 div a1}
|
||||
r1 = 12211; {equals m1 mod a1}
|
||||
|
||||
a2 = 40692;
|
||||
q2 = 52774; {equals m2 div a2}
|
||||
r2 = 3791; {equals m2 mod a2}
|
||||
|
||||
OneOverM1 : double = 1.0 / m1;
|
||||
var
|
||||
k : longint;
|
||||
Z : longint;
|
||||
begin
|
||||
{advance first PRNG}
|
||||
k := FSeed1 div q1;
|
||||
FSeed1 := (a1 * (FSeed1 - (k * q1))) - (k * r1);
|
||||
if (FSeed1 < 0) then
|
||||
inc(FSeed1, m1);
|
||||
|
||||
{advance second PRNG}
|
||||
k := FSeed2 div q2;
|
||||
FSeed2 := (a2 * (FSeed2 - (k * q2))) - (k * r2);
|
||||
if (FSeed2 < 0) then
|
||||
inc(FSeed2, m2);
|
||||
|
||||
{combine the two seeds}
|
||||
Z := FSeed1 - FSeed2;
|
||||
if (Z <= 0) then
|
||||
Z := Z + m1 - 1;
|
||||
Result := Z * OneOverM1;
|
||||
end;
|
||||
{--------}
|
||||
procedure TStRandomCombined.rcSetSeed1(aValue : integer);
|
||||
begin
|
||||
if (aValue = 0) then
|
||||
FSeed1 := GetRandomSeed
|
||||
else
|
||||
FSeed1 := aValue;
|
||||
end;
|
||||
{--------}
|
||||
procedure TStRandomCombined.rcSetSeed2(aValue : integer);
|
||||
begin
|
||||
if (aValue = 0) then
|
||||
FSeed2 := GetRandomSeed
|
||||
else
|
||||
FSeed2 := aValue;
|
||||
end;
|
||||
{====================================================================}
|
||||
|
||||
|
||||
{===TStRandomMother==================================================}
|
||||
constructor TStRandomMother.Create(aSeed : integer);
|
||||
begin
|
||||
inherited Create;
|
||||
Seed := aSeed;
|
||||
end;
|
||||
{--------}
|
||||
function TStRandomMother.AsFloat : double;
|
||||
const
|
||||
TwoM31 : double = 1.0 / $7FFFFFFF;
|
||||
begin
|
||||
asm
|
||||
push esi
|
||||
push edi
|
||||
push ebx
|
||||
|
||||
{get around a compiler bug where it doesn't notice that edx is
|
||||
being changed in the asm code !!! D5 bug}
|
||||
push edx
|
||||
|
||||
{set ebx to point to self}
|
||||
mov ebx, eax
|
||||
|
||||
{multiply X(n-4) by 21111111}
|
||||
mov eax, [ebx].TStRandomMother.FNMinus4
|
||||
mul [Mum1]
|
||||
mov edi, eax
|
||||
mov esi, edx
|
||||
|
||||
{multiply X(n-3) by 1492 (save it in X(n-4) before though)}
|
||||
mov eax, [ebx].TStRandomMother.FNMinus3
|
||||
mov [ebx].TStRandomMother.FNMinus4, eax
|
||||
mul [Mum2]
|
||||
add edi, eax
|
||||
adc esi, edx
|
||||
|
||||
{multiply X(n-2) by 1776 (save it in X(n-3) before though)}
|
||||
mov eax, [ebx].TStRandomMother.FNMinus2
|
||||
mov [ebx].TStRandomMother.FNMinus3, eax
|
||||
mul [Mum3]
|
||||
add edi, eax
|
||||
adc esi, edx
|
||||
|
||||
{multiply X(n-1) by 5115 (save it in X(n-2) before though)}
|
||||
mov eax, [ebx].TStRandomMother.FNMinus1
|
||||
mov [ebx].TStRandomMother.FNMinus2, eax
|
||||
mul [Mum4]
|
||||
add edi, eax
|
||||
adc esi, edx
|
||||
|
||||
{add in the remainder}
|
||||
add edi, [ebx].TStRandomMother.FC
|
||||
adc esi, 0;
|
||||
|
||||
{save the lower 32 bits in X(n-1), the upper into the remainder}
|
||||
mov [ebx].TStRandomMother.FNMinus1, edi
|
||||
mov [ebx].TStRandomMother.FC, esi
|
||||
|
||||
{get around a compiler bug where it doesn't notice that edx was
|
||||
changed in the asm code !!! D5 bug}
|
||||
pop edx
|
||||
|
||||
pop ebx
|
||||
pop edi
|
||||
pop esi
|
||||
end;
|
||||
Result := (FNMinus1 shr 1) * TwoM31;
|
||||
end;
|
||||
{--------}
|
||||
{$IFOPT Q+}
|
||||
{note: TStRandomMother.rsSetSeed expressly overflows integers (it's
|
||||
equivalent to calculating mod 2^32), so we have to force
|
||||
overflow checks off}
|
||||
{$DEFINE SaveQPlus}
|
||||
{$Q-}
|
||||
{$ENDIF}
|
||||
procedure TStRandomMother.rsSetSeed(aValue : integer);
|
||||
begin
|
||||
if (aValue = 0) then
|
||||
aValue := GetRandomSeed;
|
||||
FNminus4 := aValue;
|
||||
{note: the following code uses the generator
|
||||
Xn := (69069 * Xn-1) mod 2^32
|
||||
from D.E.Knuth, The Art of Computer Programming, Vol. 2
|
||||
(second edition), Addison-Wesley, 1981, pp.102}
|
||||
FNminus3 := 69069 * FNminus4;
|
||||
FNminus2 := 69069 * FNminus3;
|
||||
FNminus1 := 69069 * FNminus2;
|
||||
FC := 69069 * FNminus1;
|
||||
end;
|
||||
{$IFDEF SaveQPlus}
|
||||
{$Q+}
|
||||
{$ENDIF}
|
||||
{====================================================================}
|
||||
|
||||
|
||||
{====================================================================}
|
||||
procedure CalcConstants;
|
||||
begin
|
||||
{for the normal variates}
|
||||
Root2Pi := sqrt(2 * Pi);
|
||||
InvRoot2Pi := 1.0 / Root2Pi;
|
||||
RootLn4 := sqrt(ln(4.0));
|
||||
Ln2 := ln(2.0);
|
||||
MPN_s := RootLn4 / (Root2Pi - RootLn4);
|
||||
Ln2MPN_s := ln(2.0 * MPN_s);
|
||||
MPN_sPlus1 := MPN_s + 1.0;
|
||||
|
||||
Mum1 := 2111111111;
|
||||
Mum2 := 1492;
|
||||
Mum3 := 1776;
|
||||
Mum4 := 5115;
|
||||
end;
|
||||
{====================================================================}
|
||||
|
||||
|
||||
initialization
|
||||
CalcConstants;
|
||||
|
||||
end.
|
Reference in New Issue
Block a user