Correct long standing bugs in the methods for random distributions.

The range of u=random() is [0,1), so log(u) and 1/x can fail.
Fix by setting u=1-random() or by reselecting for a usable value.

Will backport.
This commit is contained in:
Raymond Hettinger 2003-01-04 09:26:32 +00:00
parent 3a57d9de07
commit 73ced7ee99
1 changed files with 6 additions and 4 deletions

View File

@ -282,7 +282,7 @@ class Random(CoreGenerator):
random = self.random
while True:
u1 = random()
u2 = random()
u2 = 1.0 - random()
z = NV_MAGICCONST*(u1-0.5)/u2
zz = z*z/4.0
if zz <= -_log(u2):
@ -422,7 +422,9 @@ class Random(CoreGenerator):
while True:
u1 = random()
u2 = 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
@ -554,7 +556,7 @@ class Random(CoreGenerator):
"""Pareto distribution. alpha is the shape parameter."""
# Jain, pg. 495
u = self.random()
u = 1.0 - self.random()
return 1.0 / pow(u, 1.0/alpha)
## -------------------- Weibull --------------------
@ -567,7 +569,7 @@ class Random(CoreGenerator):
"""
# Jain, pg. 499; bug fix courtesy Bill Arms
u = self.random()
u = 1.0 - self.random()
return alpha * pow(-_log(u), 1.0/beta)
## -------------------- Wichmann-Hill -------------------