RNG 0.0.5

Random Number Generators

RNG: Random Number Generator

Provides low-level access to the C++ Random library.

Random Engine: Mersenne Twister 64.

More info: https://en.wikipedia.org/wiki/Mersenne_Twister.

Random Bool

• random_bool(ratio: float) -> bool

Random Integer

• random_int(lo_limit: int, hi_limit: int) -> int
• random_binomial(number_of_trials: int, probability: float) -> int
• random_negative_binomial(number_of_trials: int, probability: float) -> int
• random_geometric(probability: float) -> int
• random_poisson(average: float) -> int
• random_discrete(count: int, xmin: int, xmax: int) -> int

Random Floating Point

• random_floating_point(lo_limit: float, hi_limit: float) -> float
• random_exponential(lambda_rate: float) -> float
• random_gamma(shape: float, scale: float) -> float
• random_weibull(shape: float, scale: float) -> float
• random_extreme_value(shape: float, scale: float) -> float
• random_normal(average: float, std_dev: float) -> float
• random_log_normal(log_mean: float, log_deviation: float) -> float
• random_chi_squared(degrees_of_freedom: float) -> float
• random_cauchy(location: float, scale: float) -> float
• random_fisher_f(degrees_of_freedom_1: float, degrees_of_freedom_2: float) -> float
• random_student_t(degrees_of_freedom: float) -> float

C-style Random

• c_rand() -> int

Distribution and Performance Test Suite

Binary RNG Tests

Function: random_bool(0.3333)
Time: min: 31ns, mode: 62ns, mean: 63ns, max: 218ns
Distribution:
False: 66.6507%
True: 33.3493%


Integer RNG Tests

Function: random_int(1, 6)
Time: min: 62ns, mode: 62ns, mean: 85ns, max: 343ns
Distribution:
1: 16.698%
2: 16.6572%
3: 16.6128%
4: 16.7057%
5: 16.711%
6: 16.6153%

Function: random_binomial(4, 0.5)
Time: min: 156ns, mode: 156ns, mean: 188ns, max: 718ns
Distribution:
0: 6.2078%
1: 24.9412%
2: 37.539%
3: 25.0835%
4: 6.2285%

Function: random_negative_binomial(5, 0.75)
Time: min: 125ns, mode: 125ns, mean: 134ns, max: 187ns
Distribution:
0: 23.7542%
1: 29.7228%
2: 22.2209%
3: 12.9664%
4: 6.486%
5: 2.8932%
6: 1.2104%
7: 0.473%
8: 0.1769%
9: 0.0645%
10: 0.022%
11: 0.0066%
12: 0.002%
13: 0.0009%
15: 0.0001%
17: 0.0001%

Function: random_geometric(0.75)
Time: min: 31ns, mode: 62ns, mean: 56ns, max: 93ns
Distribution:
0: 74.9651%
1: 18.7735%
2: 4.716%
3: 1.1644%
4: 0.2874%
5: 0.068%
6: 0.0199%
7: 0.0042%
8: 0.0008%
9: 0.0006%
10: 0.0001%

Function: random_poisson(4.5)
Time: min: 93ns, mode: 125ns, mean: 121ns, max: 437ns
Distribution:
0: 1.1284%
1: 4.9802%
2: 11.2596%
3: 16.8643%
4: 18.9139%
5: 17.1252%
6: 12.8555%
7: 8.2521%
8: 4.6164%
9: 2.2961%
10: 1.0518%
11: 0.4202%
12: 0.1578%
13: 0.0539%
14: 0.0185%
15: 0.0039%
16: 0.0018%
17: 0.0003%
19: 0.0001%

Function: random_discrete(5, 1, 5)
Time: min: 406ns, mode: 406ns, mean: 417ns, max: 562ns
Distribution:
0: 12.0356%
1: 16.005%
2: 19.9592%
3: 23.9771%
4: 28.0231%


Floating Point RNG Tests

Function: random_floating_point(0, 10)
Time: min: 62ns, mode: 62ns, mean: 73ns, max: 125ns
Floored Distribution:
0: 9.9679%
1: 10.0064%
2: 9.9984%
3: 9.9833%
4: 10.0267%
5: 10.0031%
6: 10.0157%
7: 10.0111%
8: 9.9659%
9: 10.0215%

Function: random_exponential(1.0)
Time: min: 62ns, mode: 62ns, mean: 78ns, max: 125ns
Floored Distribution:
0: 63.2954%
1: 23.1848%
2: 8.5824%
3: 3.1309%
4: 1.1421%
5: 0.4158%
6: 0.1541%
7: 0.0619%
8: 0.0211%
9: 0.0076%
10: 0.0032%
11: 0.0004%
12: 0.0001%
13: 0.0002%

Function: random_gamma(1.0, 1.0)
Time: min: 62ns, mode: 93ns, mean: 80ns, max: 125ns
Floored Distribution:
0: 63.1506%
1: 23.2629%
2: 8.5489%
3: 3.1741%
4: 1.1709%
5: 0.4392%
6: 0.1572%
7: 0.0626%
8: 0.023%
9: 0.0062%
10: 0.0035%
11: 0.0003%
12: 0.0005%
13: 0.0001%

Function: random_weibull(1.0, 1.0)
Time: min: 125ns, mode: 125ns, mean: 132ns, max: 375ns
Floored Distribution:
0: 63.2818%
1: 23.1514%
2: 8.5913%
3: 3.153%
4: 1.1537%
5: 0.423%
6: 0.1571%
7: 0.0562%
8: 0.0205%
9: 0.0081%
10: 0.0031%
11: 0.0007%
13: 0.0001%

Function: random_extreme_value(0.0, 1.0)
Time: min: 93ns, mode: 93ns, mean: 100ns, max: 125ns
Rounded Distribution:
-3: 0.0003%
-2: 1.1218%
-1: 18.1563%
0: 35.2462%
1: 25.4654%
2: 12.1703%
3: 4.8777%
4: 1.8614%
5: 0.7011%
6: 0.2571%
7: 0.089%
8: 0.0334%
9: 0.0138%
10: 0.0038%
11: 0.0014%
12: 0.0006%
13: 0.0004%

Function: random_normal(5, 2)
Time: min: 125ns, mode: 125ns, mean: 140ns, max: 187ns
Rounded Distribution:
-6: 0.0001%
-4: 0.0007%
-3: 0.0083%
-2: 0.0478%
-1: 0.2389%
0: 0.9091%
1: 2.8127%
2: 6.5272%
3: 12.108%
4: 17.4766%
5: 19.6871%
6: 17.4814%
7: 12.0896%
8: 6.5874%
9: 2.8163%
10: 0.9097%
11: 0.243%
12: 0.0475%
13: 0.0074%
14: 0.0012%

Function: random_log_normal(1.6, 0.25)
Time: min: 156ns, mode: 156ns, mean: 157ns, max: 218ns
Floored Distribution:
1: 0.0146%
2: 2.2307%
3: 17.3887%
4: 31.8718%
5: 26.3727%
6: 13.8204%
7: 5.5586%
8: 1.9049%
9: 0.5938%
10: 0.1756%
11: 0.0492%
12: 0.0135%
13: 0.0044%
14: 0.0009%
15: 0.0001%
16: 0.0001%

Function: random_chi_squared(1.0)
Time: min: 156ns, mode: 187ns, mean: 175ns, max: 250ns
Floored Distribution:
0: 68.2917%
1: 15.991%
2: 7.42%
3: 3.7794%
4: 1.9956%
5: 1.0965%
6: 0.6021%
7: 0.3572%
8: 0.1958%
9: 0.1119%
10: 0.0661%
11: 0.0373%
12: 0.0249%
13: 0.0114%
14: 0.007%
15: 0.0049%
16: 0.0028%
17: 0.0015%
18: 0.001%
19: 0.0008%
20: 0.0006%
21: 0.0004%
22: 0.0001%

Function: random_cauchy(0.0, 0.0005)
Time: min: 93ns, mode: 93ns, mean: 101ns, max: 156ns
Rounded Distribution:
-2908: 0.0001%
-458: 0.0001%
-139: 0.0001%
-31: 0.0001%
-29: 0.0001%
-25: 0.0002%
-22: 0.0001%
-17: 0.0001%
-15: 0.0001%
-13: 0.0001%
-12: 0.0003%
-11: 0.0004%
-10: 0.0001%
-8: 0.0001%
-7: 0.0007%
-6: 0.0002%
-5: 0.0005%
-4: 0.0009%
-3: 0.0021%
-2: 0.0037%
-1: 0.0212%
0: 99.9331%
1: 0.0231%
2: 0.0051%
3: 0.0026%
4: 0.0007%
5: 0.0012%
6: 0.0003%
7: 0.0001%
8: 0.0005%
9: 0.0002%
10: 0.0003%
11: 0.0001%
13: 0.0002%
14: 0.0003%
15: 0.0002%
31: 0.0001%
34: 0.0001%
35: 0.0001%
43: 0.0001%
48: 0.0001%
64: 0.0001%
71: 0.0001%

Function: random_fisher_f(8.0, 8.0)
Time: min: 250ns, mode: 281ns, mean: 285ns, max: 375ns
Floored Distribution:
0: 50.0217%
1: 32.6889%
2: 10.2521%
3: 3.6864%
4: 1.569%
5: 0.7592%
6: 0.3928%
7: 0.2326%
8: 0.126%
9: 0.0825%
10: 0.052%
11: 0.0336%
12: 0.0227%
13: 0.0174%
14: 0.0126%
15: 0.0104%
16: 0.0077%
17: 0.0061%
18: 0.0054%
19: 0.0033%
20: 0.0025%
21: 0.0025%
22: 0.0009%
23: 0.0017%
24: 0.0014%
25: 0.001%
26: 0.001%
27: 0.0007%
28: 0.0002%
29: 0.0009%
30: 0.0004%
31: 0.0004%
32: 0.0002%
33: 0.0005%
34: 0.0001%
35: 0.0002%
36: 0.0006%
37: 0.0004%
38: 0.0004%
40: 0.0003%
41: 0.0001%
42: 0.0001%
43: 0.0001%
46: 0.0002%
47: 0.0001%
48: 0.0001%
50: 0.0001%
55: 0.0001%
61: 0.0001%
68: 0.0001%
70: 0.0001%
73: 0.0001%

Function: random_student_t(8.0)
Time: min: 218ns, mode: 250ns, mean: 243ns, max: 312ns
Rounded Distribution:
-13: 0.0001%
-12: 0.0002%
-10: 0.0002%
-9: 0.0007%
-8: 0.0029%
-7: 0.006%
-6: 0.018%
-5: 0.0747%
-4: 0.3087%
-3: 1.4298%
-2: 6.748%
-1: 22.8909%
0: 36.8936%
1: 22.9941%
2: 6.7838%
3: 1.4525%
4: 0.2975%
5: 0.0713%
6: 0.0182%
7: 0.005%
8: 0.0028%
9: 0.0005%
10: 0.0002%
11: 0.0003%


C-style RNG Tests

Function: c_rand()
Time: min: 31ns, mode: 62ns, mean: 57ns, max: 93ns
Modulo 10 Distribution:
0: 10.0003%
1: 10.0206%
2: 9.9862%
3: 9.9965%
4: 9.9771%
5: 9.9823%
6: 10.0342%
7: 10.0239%
8: 9.9888%
9: 9.9901%


All tests passed!