"""Random variable generators. integers -------- uniform within range sequences --------- pick random element pick random sample generate random permutation distributions on the real line: ------------------------------ uniform triangular normal (Gaussian) lognormal negative exponential gamma beta pareto Weibull distributions on the circle (angles 0 to 2pi) --------------------------------------------- circular uniform von Mises General notes on the underlying Mersenne Twister core generator: * The period is 2**19937-1. * It is one of the most extensively tested generators in existence. * The random() method is implemented in C, executes in a single Python step, and is, therefore, threadsafe. """ from warnings import warn as _warn from types import MethodType as _MethodType, BuiltinMethodType as _BuiltinMethodType 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 os import urandom as _urandom from collections.abc import Set as _Set, Sequence as _Sequence from hashlib import sha512 as _sha512 __all__ = ["Random","seed","random","uniform","randint","choice","sample", "randrange","shuffle","normalvariate","lognormvariate", "expovariate","vonmisesvariate","gammavariate","triangular", "gauss","betavariate","paretovariate","weibullvariate", "getstate","setstate", "getrandbits", "SystemRandom"] NV_MAGICCONST = 4 * _exp(-0.5)/_sqrt(2.0) TWOPI = 2.0*_pi LOG4 = _log(4.0) SG_MAGICCONST = 1.0 + _log(4.5) BPF = 53 # Number of bits in a float RECIP_BPF = 2**-BPF # Translated by Guido van Rossum from C source provided by # Adrian Baddeley. Adapted by Raymond Hettinger for use with # the Mersenne Twister and os.urandom() core generators. import _random class Random(_random.Random): """Random number generator base class used by bound module functions. Used to instantiate instances of Random to get generators that don't share state. Class Random can also be subclassed if you want to use a different basic generator of your own devising: in that case, override the following methods: random(), seed(), getstate(), and setstate(). Optionally, implement a getrandbits() method so that randrange() can cover arbitrarily large ranges. """ VERSION = 3 # used by getstate/setstate def __init__(self, x=None): """Initialize an instance. Optional argument x controls seeding, as for Random.seed(). """ self.seed(x) self.gauss_next = None def seed(self, a=None, version=2): """Initialize internal state from hashable object. None or no argument seeds from current time or from an operating system specific randomness source if available. For version 2 (the default), all of the bits are used if *a* is a str, bytes, or bytearray. For version 1, the hash() of *a* is used instead. If *a* is an int, all bits are used. """ if a is None: try: a = int.from_bytes(_urandom(32), 'big') except NotImplementedError: import time a = int(time.time() * 256) # use fractional seconds if version == 2: if isinstance(a, (str, bytes, bytearray)): if isinstance(a, str): a = a.encode() a += _sha512(a).digest() a = int.from_bytes(a, 'big') super().seed(a) self.gauss_next = None def getstate(self): """Return internal state; can be passed to setstate() later.""" return self.VERSION, super().getstate(), self.gauss_next def setstate(self, state): """Restore internal state from object returned by getstate().""" version = state[0] if version == 3: version, internalstate, self.gauss_next = state super().setstate(internalstate) elif version == 2: version, internalstate, self.gauss_next = state # In version 2, the state was saved as signed ints, which causes # inconsistencies between 32/64-bit systems. The state is # really unsigned 32-bit ints, so we convert negative ints from # version 2 to positive longs for version 3. try: internalstate = tuple(x % (2**32) for x in internalstate) except ValueError as e: raise TypeError from e super().setstate(internalstate) else: raise ValueError("state with version %s passed to " "Random.setstate() of version %s" % (version, self.VERSION)) ## ---- Methods below this point do not need to be overridden when ## ---- subclassing for the purpose of using a different core generator. ## -------------------- pickle support ------------------- def __getstate__(self): # for pickle return self.getstate() def __setstate__(self, state): # for pickle self.setstate(state) def __reduce__(self): return self.__class__, (), self.getstate() ## -------------------- integer methods ------------------- def randrange(self, start, stop=None, step=1, int=int): """Choose a random item from range(start, stop[, step]). This fixes the problem with randint() which includes the endpoint; in Python this is usually not what you want. Do not supply the 'int' argument. """ # This code is a bit messy to make it fast for the # common case while still doing adequate error checking. istart = int(start) if istart != start: raise ValueError("non-integer arg 1 for randrange()") if stop is None: if istart > 0: return self._randbelow(istart) raise ValueError("empty range for randrange()") # stop argument supplied. istop = int(stop) if istop != stop: raise ValueError("non-integer stop for randrange()") width = istop - istart if step == 1 and width > 0: return istart + self._randbelow(width) if step == 1: raise ValueError("empty range for randrange() (%d,%d, %d)" % (istart, istop, width)) # Non-unit step argument supplied. istep = int(step) if istep != step: raise ValueError("non-integer step for randrange()") if istep > 0: n = (width + istep - 1) // istep elif istep < 0: n = (width + istep + 1) // istep else: raise ValueError("zero step for randrange()") if n <= 0: raise ValueError("empty range for randrange()") return istart + istep*self._randbelow(n) def randint(self, a, b): """Return random integer in range [a, b], including both end points. """ return self.randrange(a, b+1) def _randbelow(self, n, int=int, maxsize=1<= n: r = getrandbits(k) return r # There's an overriden random() method but no new getrandbits() method, # so we can only use random() from here. random = self.random if n >= maxsize: _warn("Underlying random() generator does not supply \n" "enough bits to choose from a population range this large.\n" "To remove the range limitation, add a getrandbits() method.") return int(random() * n) rem = maxsize % n limit = (maxsize - rem) / maxsize # int(limit * maxsize) % n == 0 r = random() while r >= limit: r = random() return int(r*maxsize) % n ## -------------------- sequence methods ------------------- def choice(self, seq): """Choose a random element from a non-empty sequence.""" try: i = self._randbelow(len(seq)) except ValueError: raise IndexError('Cannot choose from an empty sequence') return seq[i] def shuffle(self, x, random=None, int=int): """x, random=random.random -> shuffle list x in place; return None. Optional arg random is a 0-argument function returning a random float in [0.0, 1.0); by default, the standard random.random. Do not supply the 'int' argument. """ randbelow = self._randbelow for i in reversed(range(1, len(x))): # pick an element in x[:i+1] with which to exchange x[i] j = randbelow(i+1) if random is None else int(random() * (i+1)) x[i], x[j] = x[j], x[i] def sample(self, population, k): """Chooses k unique random elements from a population sequence or set. Returns a new list containing elements from the population while leaving the original population unchanged. The resulting list is in selection order so that all sub-slices will also be valid random samples. This allows raffle winners (the sample) to be partitioned into grand prize and second place winners (the subslices). Members of the population need not be hashable or unique. If the population contains repeats, then each occurrence is a possible selection in the sample. To choose a sample in a range of integers, use range as an argument. This is especially fast and space efficient for sampling from a large population: sample(range(10000000), 60) """ # Sampling without replacement entails tracking either potential # selections (the pool) in a list or previous selections in a set. # When the number of selections is small compared to the # population, then tracking selections is efficient, requiring # only a small set and an occasional reselection. For # a larger number of selections, the pool tracking method is # preferred since the list takes less space than the # set and it doesn't suffer from frequent reselections. if isinstance(population, _Set): population = tuple(population) if not isinstance(population, _Sequence): raise TypeError("Population must be a sequence or set. For dicts, use list(d).") randbelow = self._randbelow n = len(population) if not 0 <= k <= n: raise ValueError("Sample larger than population") result = [None] * k setsize = 21 # size of a small set minus size of an empty list if k > 5: setsize += 4 ** _ceil(_log(k * 3, 4)) # table size for big sets if n <= setsize: # An n-length list is smaller than a k-length set pool = list(population) for i in range(k): # invariant: non-selected at [0,n-i) j = randbelow(n-i) result[i] = pool[j] pool[j] = pool[n-i-1] # move non-selected item into vacancy else: selected = set() selected_add = selected.add for i in range(k): j = randbelow(n) while j in selected: j = randbelow(n) selected_add(j) result[i] = population[j] return result ## -------------------- real-valued distributions ------------------- ## -------------------- uniform distribution ------------------- def uniform(self, a, b): "Get a random number in the range [a, b) or [a, b] depending on rounding." return a + (b-a) * self.random() ## -------------------- triangular -------------------- def triangular(self, low=0.0, high=1.0, mode=None): """Triangular distribution. Continuous distribution bounded by given lower and upper limits, and having a given mode value in-between. http://en.wikipedia.org/wiki/Triangular_distribution """ u = self.random() c = 0.5 if mode is None else (mode - low) / (high - low) if u > c: u = 1.0 - u c = 1.0 - c low, high = high, low return low + (high - low) * (u * c) ** 0.5 ## -------------------- normal distribution -------------------- def normalvariate(self, mu, sigma): """Normal distribution. mu is the mean, and sigma is the standard deviation. """ # mu = mean, sigma = standard deviation # Uses Kinderman and Monahan method. Reference: Kinderman, # A.J. and Monahan, J.F., "Computer generation of random # variables using the ratio of uniform deviates", ACM Trans # Math Software, 3, (1977), pp257-260. random = self.random while 1: u1 = random() u2 = 1.0 - random() z = NV_MAGICCONST*(u1-0.5)/u2 zz = z*z/4.0 if zz <= -_log(u2): break return mu + z*sigma ## -------------------- lognormal distribution -------------------- def lognormvariate(self, mu, sigma): """Log normal distribution. If you take the natural logarithm of this distribution, you'll get a normal distribution with mean mu and standard deviation sigma. mu can have any value, and sigma must be greater than zero. """ return _exp(self.normalvariate(mu, sigma)) ## -------------------- exponential distribution -------------------- def expovariate(self, lambd): """Exponential distribution. lambd is 1.0 divided by the desired mean. It should be nonzero. (The parameter would be called "lambda", but that is a reserved word in Python.) Returned values range from 0 to positive infinity if lambd is positive, and from negative infinity to 0 if lambd is negative. """ # lambd: rate lambd = 1/mean # ('lambda' is a Python reserved word) # we use 1-random() instead of random() to preclude the # possibility of taking the log of zero. return -_log(1.0 - self.random())/lambd ## -------------------- von Mises distribution -------------------- def vonmisesvariate(self, mu, kappa): """Circular data distribution. mu is the mean angle, expressed in radians between 0 and 2*pi, and kappa is the concentration parameter, which must be greater than or equal to zero. If kappa is equal to zero, this distribution reduces to a uniform random angle over the range 0 to 2*pi. """ # mu: mean angle (in radians between 0 and 2*pi) # kappa: concentration parameter kappa (>= 0) # if kappa = 0 generate uniform random angle # Based upon an algorithm published in: Fisher, N.I., # "Statistical Analysis of Circular Data", Cambridge # University Press, 1993. # Thanks to Magnus Kessler for a correction to the # implementation of step 4. random = self.random if kappa <= 1e-6: return TWOPI * random() s = 0.5 / kappa r = s + _sqrt(1.0 + s * s) while 1: u1 = random() z = _cos(_pi * u1) d = z / (r + z) u2 = random() if u2 < 1.0 - d * d or u2 <= (1.0 - d) * _exp(d): break q = 1.0 / r f = (q + z) / (1.0 + q * z) u3 = random() if u3 > 0.5: theta = (mu + _acos(f)) % TWOPI else: theta = (mu - _acos(f)) % TWOPI return theta ## -------------------- gamma distribution -------------------- def gammavariate(self, alpha, beta): """Gamma distribution. Not the gamma function! Conditions on the parameters are alpha > 0 and beta > 0. The probability distribution function is: x ** (alpha - 1) * math.exp(-x / beta) pdf(x) = -------------------------------------- math.gamma(alpha) * beta ** alpha """ # alpha > 0, beta > 0, mean is alpha*beta, variance is alpha*beta**2 # Warning: a few older sources define the gamma distribution in terms # of alpha > -1.0 if alpha <= 0.0 or beta <= 0.0: raise ValueError('gammavariate: alpha and beta must be > 0.0') random = self.random if alpha > 1.0: # Uses R.C.H. Cheng, "The generation of Gamma # variables with non-integral shape parameters", # Applied Statistics, (1977), 26, No. 1, p71-74 ainv = _sqrt(2.0 * alpha - 1.0) bbb = alpha - LOG4 ccc = alpha + ainv while 1: u1 = random() if not 1e-7 < u1 < .9999999: continue u2 = 1.0 - random() v = _log(u1/(1.0-u1))/ainv x = alpha*_exp(v) z = u1*u1*u2 r = bbb+ccc*v-x if r + SG_MAGICCONST - 4.5*z >= 0.0 or r >= _log(z): return x * beta elif alpha == 1.0: # expovariate(1) u = random() while u <= 1e-7: u = random() return -_log(u) * beta else: # alpha is between 0 and 1 (exclusive) # Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle while 1: u = random() b = (_e + alpha)/_e p = b*u if p <= 1.0: x = p ** (1.0/alpha) else: x = -_log((b-p)/alpha) u1 = random() if p > 1.0: if u1 <= x ** (alpha - 1.0): break elif u1 <= _exp(-x): break return x * beta ## -------------------- Gauss (faster alternative) -------------------- def gauss(self, mu, sigma): """Gaussian distribution. mu is the mean, and sigma is the standard deviation. This is slightly faster than the normalvariate() function. Not thread-safe without a lock around calls. """ # When x and y are two variables from [0, 1), uniformly # distributed, then # # cos(2*pi*x)*sqrt(-2*log(1-y)) # sin(2*pi*x)*sqrt(-2*log(1-y)) # # are two *independent* variables with normal distribution # (mu = 0, sigma = 1). # (Lambert Meertens) # (corrected version; bug discovered by Mike Miller, fixed by LM) # Multithreading note: When two threads call this function # simultaneously, it is possible that they will receive the # same return value. The window is very small though. To # avoid this, you have to use a lock around all calls. (I # didn't want to slow this down in the serial case by using a # lock here.) random = self.random z = self.gauss_next self.gauss_next = None if z is None: x2pi = random() * TWOPI g2rad = _sqrt(-2.0 * _log(1.0 - random())) z = _cos(x2pi) * g2rad self.gauss_next = _sin(x2pi) * g2rad return mu + z*sigma ## -------------------- beta -------------------- ## See ## http://mail.python.org/pipermail/python-bugs-list/2001-January/003752.html ## for Ivan Frohne's insightful analysis of why the original implementation: ## ## def betavariate(self, alpha, beta): ## # Discrete Event Simulation in C, pp 87-88. ## ## y = self.expovariate(alpha) ## z = self.expovariate(1.0/beta) ## return z/(y+z) ## ## was dead wrong, and how it probably got that way. def betavariate(self, alpha, beta): """Beta distribution. Conditions on the parameters are alpha > 0 and beta > 0. Returned values range between 0 and 1. """ # This version due to Janne Sinkkonen, and matches all the std # texts (e.g., Knuth Vol 2 Ed 3 pg 134 "the beta distribution"). y = self.gammavariate(alpha, 1.) if y == 0: return 0.0 else: return y / (y + self.gammavariate(beta, 1.)) ## -------------------- Pareto -------------------- def paretovariate(self, alpha): """Pareto distribution. alpha is the shape parameter.""" # Jain, pg. 495 u = 1.0 - self.random() return 1.0 / u ** (1.0/alpha) ## -------------------- Weibull -------------------- def weibullvariate(self, alpha, beta): """Weibull distribution. alpha is the scale parameter and beta is the shape parameter. """ # Jain, pg. 499; bug fix courtesy Bill Arms u = 1.0 - self.random() return alpha * (-_log(u)) ** (1.0/beta) ## --------------- Operating System Random Source ------------------ class SystemRandom(Random): """Alternate random number generator using sources provided by the operating system (such as /dev/urandom on Unix or CryptGenRandom on Windows). Not available on all systems (see os.urandom() for details). """ def random(self): """Get the next random number in the range [0.0, 1.0).""" return (int.from_bytes(_urandom(7), 'big') >> 3) * RECIP_BPF def getrandbits(self, k): """getrandbits(k) -> x. Generates an int with k random bits.""" if k <= 0: raise ValueError('number of bits must be greater than zero') if k != int(k): raise TypeError('number of bits should be an integer') numbytes = (k + 7) // 8 # bits / 8 and rounded up x = int.from_bytes(_urandom(numbytes), 'big') return x >> (numbytes * 8 - k) # trim excess bits def seed(self, *args, **kwds): "Stub method. Not used for a system random number generator." return None def _notimplemented(self, *args, **kwds): "Method should not be called for a system random number generator." raise NotImplementedError('System entropy source does not have state.') getstate = setstate = _notimplemented ## -------------------- test program -------------------- def _test_generator(n, func, args): import time print(n, 'times', func.__name__) total = 0.0 sqsum = 0.0 smallest = 1e10 largest = -1e10 t0 = time.time() for i in range(n): x = func(*args) total += x sqsum = sqsum + x*x smallest = min(x, smallest) largest = max(x, largest) t1 = time.time() print(round(t1-t0, 3), 'sec,', end=' ') avg = total/n stddev = _sqrt(sqsum/n - avg*avg) print('avg %g, stddev %g, min %g, max %g' % \ (avg, stddev, smallest, largest)) def _test(N=2000): _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, gammavariate, (0.01, 1.0)) _test_generator(N, gammavariate, (0.1, 1.0)) _test_generator(N, gammavariate, (0.1, 2.0)) _test_generator(N, gammavariate, (0.5, 1.0)) _test_generator(N, gammavariate, (0.9, 1.0)) _test_generator(N, gammavariate, (1.0, 1.0)) _test_generator(N, gammavariate, (2.0, 1.0)) _test_generator(N, gammavariate, (20.0, 1.0)) _test_generator(N, gammavariate, (200.0, 1.0)) _test_generator(N, gauss, (0.0, 1.0)) _test_generator(N, betavariate, (3.0, 3.0)) _test_generator(N, triangular, (0.0, 1.0, 1.0/3.0)) # Create one instance, seeded from current time, and export its methods # as module-level functions. The functions share state across all uses #(both in the user's code and in the Python libraries), but that's fine # for most programs and is easier for the casual user than making them # instantiate their own Random() instance. _inst = Random() seed = _inst.seed random = _inst.random uniform = _inst.uniform triangular = _inst.triangular randint = _inst.randint choice = _inst.choice randrange = _inst.randrange sample = _inst.sample shuffle = _inst.shuffle normalvariate = _inst.normalvariate lognormvariate = _inst.lognormvariate expovariate = _inst.expovariate vonmisesvariate = _inst.vonmisesvariate gammavariate = _inst.gammavariate gauss = _inst.gauss betavariate = _inst.betavariate paretovariate = _inst.paretovariate weibullvariate = _inst.weibullvariate getstate = _inst.getstate setstate = _inst.setstate getrandbits = _inst.getrandbits if __name__ == '__main__': _test()