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authorWilliam Josephson <wjosephson@gmail.com>2009-12-15 21:10:37 -0800
committerRuss Cox <rsc@golang.org>2009-12-15 21:10:37 -0800
commit52114724b779d2826746dfc3c2475f659bbd7961 (patch)
tree2755077831a1a863269c012efa3f0132f9c5cc83
parent7f501c06f789f2c70623738faaab18e555d26722 (diff)
downloadgo-52114724b779d2826746dfc3c2475f659bbd7961.tar.gz
go-52114724b779d2826746dfc3c2475f659bbd7961.zip
rand: Zipf distributed random variates.
R=rsc https://golang.org/cl/176070
-rw-r--r--src/pkg/rand/Makefile1
-rw-r--r--src/pkg/rand/zipf.go73
2 files changed, 74 insertions, 0 deletions
diff --git a/src/pkg/rand/Makefile b/src/pkg/rand/Makefile
index 068b6fdee0..bf3bd87d67 100644
--- a/src/pkg/rand/Makefile
+++ b/src/pkg/rand/Makefile
@@ -10,5 +10,6 @@ GOFILES=\
normal.go\
rand.go\
rng.go\
+ zipf.go\
include ../../Make.pkg
diff --git a/src/pkg/rand/zipf.go b/src/pkg/rand/zipf.go
new file mode 100644
index 0000000000..c4e7b7d93e
--- /dev/null
+++ b/src/pkg/rand/zipf.go
@@ -0,0 +1,73 @@
+// Copyright 2009 The Go Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+// W.Hormann, G.Derflinger:
+// "Rejection-Inversion to Generate Variates
+// from Monotone Discrete Distributions"
+// http://eeyore.wu-wien.ac.at/papers/96-04-04.wh-der.ps.gz
+
+package rand
+
+import "math"
+
+// A Zipf generates Zipf distributed variates.
+type Zipf struct {
+ r *Rand
+ imax float64
+ v float64
+ q float64
+ s float64
+ oneminusQ float64
+ oneminusQinv float64
+ hxm float64
+ hx0minusHxm float64
+}
+
+func (z *Zipf) h(x float64) float64 {
+ return math.Exp(z.oneminusQ*math.Log(z.v+x)) * z.oneminusQinv
+}
+
+func (z *Zipf) hinv(x float64) float64 {
+ return math.Exp(z.oneminusQinv*math.Log(z.oneminusQ*x)) - z.v
+}
+
+// NewZipf returns a Zipf generating variates p(k) on [0, imax]
+// proportional to (v+k)**(-s) where s>1 and k>=0, and v>=1.
+//
+func NewZipf(r *Rand, s float64, v float64, imax uint64) *Zipf {
+ z := new(Zipf)
+ if s <= 1.0 || v < 1 {
+ return nil
+ }
+ z.r = r
+ z.imax = float64(imax)
+ z.v = v
+ z.q = s
+ z.oneminusQ = 1.0 - z.q
+ z.oneminusQinv = 1.0 / z.oneminusQ
+ z.hxm = z.h(z.imax + 0.5)
+ z.hx0minusHxm = z.h(0.5) - math.Exp(math.Log(z.v)*(-z.q)) - z.hxm
+ z.s = 1 - z.hinv(z.h(1.5)-math.Exp(-z.q*math.Log(z.v+1.0)))
+ return z
+}
+
+// Uint64 returns a value drawn from the Zipf distributed described
+// by the Zipf object.
+func (z *Zipf) Uint64() uint64 {
+ k := float64(0.0)
+
+ for {
+ r := z.r.Float64() // r on [0,1]
+ ur := z.hxm + r*z.hx0minusHxm
+ x := z.hinv(ur)
+ k = math.Floor(x + 0.5)
+ if k-x <= z.s {
+ break
+ }
+ if ur >= z.h(k+0.5)-math.Exp(-math.Log(k+z.v)*z.q) {
+ break
+ }
+ }
+ return uint64(k)
+}