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Diffstat (limited to 'src/math/rand/zipf.go')
-rw-r--r-- | src/math/rand/zipf.go | 77 |
1 files changed, 77 insertions, 0 deletions
diff --git a/src/math/rand/zipf.go b/src/math/rand/zipf.go new file mode 100644 index 0000000..f04c814 --- /dev/null +++ b/src/math/rand/zipf.go @@ -0,0 +1,77 @@ +// 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 variate generator. +// The generator generates values k ∈ [0, imax] +// such that P(k) is proportional to (v + k) ** (-s). +// Requirements: s > 1 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 distribution described +// by the Zipf object. +func (z *Zipf) Uint64() uint64 { + if z == nil { + panic("rand: nil Zipf") + } + k := 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) +} |