source: project/release/4/random-mtzig/trunk/random-mtzig-eggdoc.scm @ 14471

Last change on this file since 14471 was 14471, checked in by Ivan Raikov, 11 years ago

random-mtzig copied to release/4 and ported to Chicken 4

File size: 7.4 KB
Line 
1
2(use eggdoc)
3
4(define doc
5  `((eggdoc:begin
6     (name "random-mtzig")
7
8     (description "An implementation of the MT19937 random number generator with Marsaglia and Tang's Ziggurat algorithm to generate random numbers from a non-uniform distribution.")
9
10     (author (url "http://chicken.wiki.br/users/ivan-raikov" "Ivan Raikov"))
11
12     (history 
13      (version "2.8" "Ported to Chicken 4")
14      (version "2.7" "Added binomial sampling procedures")
15      (version "2.6" "Build script updated for better cross-platform compatibility")
16      (version "2.5" "Example updated to match 2.0 API [thanks to Terrence Brannon]")
17      (version "2.4" "Bug fix in random-mtzig:f32vector-rande!")
18      (version "2.3" "C interface bug fixes")
19      (version "2.2" "Changed type definition for uint64_t so it doesn't collide with stdint.h")
20      (version "2.1" "Bug fix in init procedure for vector case")
21      (version "2.0" "Created reentrant interface")
22      (version "1.0" "Initial release"))
23
24     (requires)
25
26     (usage "(require-extension random-mtzig)")
27
28     (download "random-mtzig.egg")
29
30     (documentation
31     
32      (p "The " (tt "random-mtzig") " library is Chicken Scheme wrapper for the MT19937 "
33         "random number generator used in  " (url "http://www.gnu.org/software/octave/" "GNU Octave") 
34         ". ")
35
36      (subsection "Procedures"
37
38                  (procedure "random-mtzig:init ::  [SEED] -> STATE"
39                             (p "Creates an initial seed array and returns the corresponding generator state vector. "
40                                "If the optional " (tt "SEED") " is not specified, "
41                                "the generator is initialized with a seed from " (tt "/dev/urandom")
42                                " or with the current time in seconds. "
43                                "If " (tt "SEED") " can be an integer or an " (tt "u32vector") ". "))
44
45                 
46                  (procedure "random-mtzig:random! :: STATE -> INTEGER"
47                             (p "Returns a random integer value between 0 and the largest "
48                                "machine-representable unsigned integer on the current platform. "))
49
50
51                  (procedure "random-mtzig:randu! :: STATE -> NUMBER"
52                             (p "Returns a random value from a uniform distribution on the "
53                                "interval " (tt "(0, 1)") ". "))
54
55                  (procedure "random-mtzig:randn! :: STATE -> NUMBER"
56                             (p "Returns a random value from a normal (Gaussian) distribution, using "
57                                "Marsaglia and Tsang's Ziggurat algorithm to transform "
58                                "a uniform distribution into a normal one. "))
59                 
60                  (procedure "random-mtzig:rande! :: STATE -> NUMBER"
61                             (p "Returns a random value from an exponential distribution, using "
62                                "Marsaglia and Tsang's Ziggurat algorithm to transform "
63                                "a uniform distribution into an exponential one. "))
64
65                  (procedure "random-mtzig:randb! :: N * P * STATE -> NUMBER"
66                             (p "Returns a random value from a binomial distribution with " 
67                                (tt "N") " experiments and probability " (tt "P") ". "))
68
69                  (procedure "random-mtzig:f64vector-randu! :: N * STATE -> F64VECTOR"
70                             (p "Returns an SRFI-4 " (tt "f64") " vector of random values "
71                                "from a uniform distribution on the interval " (tt "(0, 1)") ". "))
72
73                  (procedure "random-mtzig:f64vector-randn! :: N * STATE -> F64VECTOR"
74                             (p "Returns an SRFI-4 " (tt "f64") " vector of  random values "
75                                " from a normal (Gaussian) distribution, using "
76                                "Marsaglia and Tsang's Ziggurat algorithm to transform "
77                                "a uniform distribution into a normal one. "))
78                 
79                  (procedure "random-mtzig:f64vector-rande! :: N * STATE -> F64VECTOR"
80                             (p "Returns an SRFI-4 " (tt "f64") " vector of  random values "
81                                " from am exponential distribution, using "
82                                "Marsaglia and Tsang's Ziggurat algorithm to transform "
83                                "a uniform distribution into an exponential one. "))
84
85                  (procedure "random-mtzig:f64vector-randb! :: N * P * XN * STATE -> F64VECTOR"
86                             (p "Returns an SRFI-4 " (tt "f64") " vector of random values "
87                                "from a binomial distribution with " (tt "N") 
88                                " experiments and probability " (tt "P") ". "))
89
90                  (procedure "random-mtzig:f32vector-randu! :: N * STATE -> F64VECTOR"
91                             (p "Returns an SRFI-4 " (tt "f32") " vector of random values "
92                                "from a uniform distribution on the interval " (tt "(0, 1)") ". "))
93
94                  (procedure "random-mtzig:f32vector-randn! :: N * STATE -> F64VECTOR"
95                             (p "Returns an SRFI-4 " (tt "f32") " vector of  random values "
96                                " from a normal (Gaussian) distribution, using "
97                                "Marsaglia and Tsang's Ziggurat algorithm to transform "
98                                "a uniform distribution into a normal one. "))
99                 
100                  (procedure "random-mtzig:f32vector-rande! :: N * STATE -> F64VECTOR"
101                             (p "Returns an SRFI-4 " (tt "f32") " vector of  random values "
102                                " from am exponential distribution, using "
103                                "Marsaglia and Tsang's Ziggurat algorithm to transform "
104                                "a uniform distribution into an exponential one. "))
105
106                  (procedure "random-mtzig:f32vector-randb! :: N * P * XN * STATE -> F64VECTOR"
107                             (p "Returns an SRFI-4 " (tt "f32") " vector of random values "
108                                "from a binomial distribution with "  (tt "N") 
109                                " experiments and probability " (tt "P") ". "))))
110
111
112     (examples (pre #<<EOF
113csi> (require-extension random-mtzig)
114csi> (define st (random-mtzig:init 24))
115csi> (random-mtzig:f64vector-randu! 20 st)
116#f64(0.960017303335919 0.699512049949576 0.999867292623879 0.220067299782852 
1170.361056353964058 0.739840990209437 0.996455725089097 0.316346977790608 
1180.136544579823525 0.3839800101516 0.320519283565193 0.366414753083515 
1190.709651562588127 0.900142430523374 0.534115439197721 0.247293764909945 
1200.671806562577075 0.561729107313138 0.54255987670951 0.893447603694901)
121EOF
122))
123
124     (license
125      "Chicken Scheme egg scripts and documentation Copyright 2007-2009 Ivan Raikov.
126
127   Coded by Takuji Nishimura and Makoto Matsumoto.
128   This is a faster version by taking Shawn Cokus's optimization,
129   Matthe Bellew's simplification, Isaku Wada's real version.
130   David Bateman added normal and exponential distributions following
131   Marsaglia and Tang's Ziggurat algorithm.
132
133   Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
134   Copyright (C) 2004, David Bateman
135   All rights reserved.
136
137   Redistribution and use in source and binary forms, with or without
138   modification, are permitted provided that the following conditions
139   are met:
140   
141     1. Redistributions of source code must retain the above copyright
142        notice, this list of conditions and the following disclaimer.
143
144     2. Redistributions in binary form must reproduce the above copyright
145        notice, this list of conditions and the following disclaimer in the
146        documentation and/or other materials provided with the distribution.
147
148     3. The names of its contributors may not be used to endorse or promote
149        products derived from this software without specific prior written
150        permission.
151
152   THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
153   \"AS IS\" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
154   LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
155   A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE COPYRIGHT OWNER
156   OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
157   EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
158   PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
159   PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
160   LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
161   NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
162   SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE."))))
163
164
165
166(if (eggdoc->html doc) (void))
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