[GitHub] commons-rng pull request #5: Feature rng 37
Github user asfgit closed the pull request at: https://github.com/apache/commons-rng/pull/5 --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request:
https://github.com/apache/commons-rng/pull/5#discussion_r143869091
--- Diff:
commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java
---
@@ -0,0 +1,161 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Gaussian Sampling by
+ * https://en.wikipedia.org/wiki/Ziggurat_algorithm;>Ziggurat
algorithm
+ *
+ * Based on
+ * "The Ziggurat Method for Generating Random Variables"
+ * by George Marsaglia and Wai Wan Tsang
+ *
+ * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf;>Ziggurat
Method for Generating Random Variables
+ *
+ * @since 1.1
+ */
+
+public class ZigguratGaussianSampler
+extends SamplerBase
+implements NormalizedGaussianSampler {
+
+/**
+ * Generates values from Gaussian (normal) probability distribution
+ * It uses two tables, integers KN and reals WN. Some 99% of the time,
+ * the required x is produced by:
+ * generate a random 32-bit integer j and let i be the index formed
from
+ * the rightmost 8 bits of j. If j < k_i return x = j * w_i.
+ */
+
+/* @param KN - an auxiliary table of integers, k_i =
2^32*(x_{i-1}/x_i) */
+private static final int[] KN = new int[128];
+/* @param WN - table of doubles, w_i = x_i/2^32 */
+private static final double[] WN = new double[128];
+/**
+ * This is a Javadoc. @param FN - the function values table
+ * (normalized gaussian in this implementation)
+ * f_i(x_i) = exp(-x_i^2/2)
+ */
+private static final double[] FN = new double[128];
--- End diff --
Oh, sorry, I think that was a bad example. What I meant to say, is that
your comments had to be something like this:
```
/** An auxiliary table of integers, k_i = 2^32*(x_{i-1}/x_i) */
private static final int[] KN = new int[128];
/** Table of doubles, w_i = x_i/2^32 */
private static final double[] WN = new double[128];
/** The function values table (normalized gaussian in this
implementation) f_i(x_i) = exp(-x_i^2/2) */
private static final double[] FN = new double[128];
```
It is the double * after the / character that marks the comment as Javadoc
or not. And the param annotation is necessary only for method parameters.
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[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request:
https://github.com/apache/commons-rng/pull/5#discussion_r143859435
--- Diff:
commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java
---
@@ -0,0 +1,159 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Gaussian Sampling by
+ * https://en.wikipedia.org/wiki/Ziggurat_algorithm;>Ziggurat
algorithm
+ *
+ * Based on
+ * "The Ziggurat Method for Generating Random Variables"
+ * by George Marsaglia and Wai Wan Tsang
+ *
+ * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf;>Ziggurat
Method for Generating Random Variables
+ *
+ * @since 1.1
+ */
+
+public class ZigguratGaussianSampler
+extends SamplerBase
+implements NormalizedGaussianSampler {
+
+/**
+ * Generates values from Gaussian (normal) probability distribution
+ * It uses two tables, integers KN and reals WN. Some 99% of the time,
+ * the required x is produced by:
+ * generate a random 32-bit integer j and let i be the index formed
from
+ * the rightmost 8 bits of j. If j < k_i return x = j * w_i.
+ */
+
+/* @param KN - an auxiliary table of integers, k_i =
2^32*(x_{i-1}/x_i) */
+private static final int[] KN = new int[128];
+/* @param WN - table of doubles, w_i = x_i/2^32 */
+private static final double[] WN = new double[128];
+/* @param FN - the function values table (normalized gaussian in this
implementation)
+ * f_i(x_i) = exp(-x_i^2/2)
+ */
--- End diff --
This is almost fixed. What you added were multiline comments, ignored by
javadoc. You have to use
```
/**
* This is a Javadoc. Here goes your text...
*/
```
Instead of
```
/**
* This is a multi-line comment. Here goes your text...
*/
```
Site reports still have issues with these comments above.
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[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request:
https://github.com/apache/commons-rng/pull/5#discussion_r143630188
--- Diff:
commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java
---
@@ -0,0 +1,152 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Gaussian Sampling by
+ * https://en.wikipedia.org/wiki/Ziggurat_algorithm;>Ziggurat
algorithm
+ *
+ * Based on
+ * "The Ziggurat Method for Generating Random Variables"
+ * by George Marsaglia and Wai Wan Tsang
+ *
+ * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf;>Ziggurat
Method for Generating Random Variables
+ *
+ * @since 1.1
+ */
+
+public class ZigguratGaussianSampler
+extends SamplerBase
+implements NormalizedGaussianSampler {
+
+/**
+ * Generates values from Gaussian (normal) probability distribution
+ * It uses two tables, integers KN and reals WN. Some 99% of the time,
+ * the required x is produced by:
+ * generate a random 32-bit integer j and let i be the index formed
from
+ * the rightmost 8 bits of j. If j < k_i return x = j * w_i.
+ */
+
+private static final int[] KN = new int[128];
+private static final double[] WN = new double[128];
+private static final double[] FN = new double[128];
+
+/**
+ * Initialize tables.
+ */
+static {
+/**
+ * Filling the tables.
+ * k_0 = 2^32 * r * f(dn) / vn
+ * k_i = 2^32 * ( x_{i-1} / x_i )
+ * w_0 = .5^32 * vn / f(dn)
+ * w_i = .5^32 * x_i
+ * where dn - the rightmost x_i
+ * vn - the area of the rectangle
+ * f(dn) = exp(-.5 * dn * dn)
+ */
+final double m = 2147483648.0; // 2^31
+
+/* provides z(r) = 0, where z(r): x_255 = r, vn =
r*f(r)+integral_r^inf f(x)dx */
+final double vn = 9.91256303526217e-3;
+
+double dn = 3.442619855899;
+double tn = dn;
+double e = Math.exp(-.5 * dn * dn);
+final double q = vn / e;
+
+KN[0] = (int) ((dn / q) * m);
+KN[1] = 0;
+
+WN[0] = q / m;
+WN[127] = dn / m;
+
+FN[0] = 1.0;
+FN[127] = e;
+
+for (int i = 126; i >= 1; i--){
+e = Math.exp(-.5 *dn * dn);
+dn = Math.sqrt(-2. * Math.log(vn / dn + e));
+KN[i+1] = (int) ((dn / tn) * m);
+tn = dn;
+FN[i] = e;
+WN[i] = dn / m;
+}
+}
+
+/**
+ * @param rng Generator of uniformly distributed random numbers.
+ */
+public ZigguratGaussianSampler(UniformRandomProvider rng) {
+super(rng);
+}
+
+/** {@inheritDoc} */
+@Override
+public double sample() {
+int j = nextInt();
+int i = j & 127;
+return (j < KN[i]) ? j * WN[i] : nfix(j,i);
+}
+
+/** get the value from the tail of the distribution
+ * @param hz - start random integer
+ * @param iz - corresponding to hz cell's number
+ */
--- End diff --
Need to add a @return Javadoc comment below the iz param.
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[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request:
https://github.com/apache/commons-rng/pull/5#discussion_r143630285
--- Diff:
commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java
---
@@ -0,0 +1,152 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Gaussian Sampling by
+ * https://en.wikipedia.org/wiki/Ziggurat_algorithm;>Ziggurat
algorithm
+ *
+ * Based on
+ * "The Ziggurat Method for Generating Random Variables"
+ * by George Marsaglia and Wai Wan Tsang
+ *
+ * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf;>Ziggurat
Method for Generating Random Variables
+ *
+ * @since 1.1
+ */
+
+public class ZigguratGaussianSampler
+extends SamplerBase
+implements NormalizedGaussianSampler {
+
+/**
+ * Generates values from Gaussian (normal) probability distribution
+ * It uses two tables, integers KN and reals WN. Some 99% of the time,
+ * the required x is produced by:
+ * generate a random 32-bit integer j and let i be the index formed
from
+ * the rightmost 8 bits of j. If j < k_i return x = j * w_i.
+ */
+
+private static final int[] KN = new int[128];
+private static final double[] WN = new double[128];
+private static final double[] FN = new double[128];
+
+/**
+ * Initialize tables.
+ */
+static {
+/**
+ * Filling the tables.
+ * k_0 = 2^32 * r * f(dn) / vn
+ * k_i = 2^32 * ( x_{i-1} / x_i )
+ * w_0 = .5^32 * vn / f(dn)
+ * w_i = .5^32 * x_i
+ * where dn - the rightmost x_i
+ * vn - the area of the rectangle
+ * f(dn) = exp(-.5 * dn * dn)
+ */
+final double m = 2147483648.0; // 2^31
+
+/* provides z(r) = 0, where z(r): x_255 = r, vn =
r*f(r)+integral_r^inf f(x)dx */
+final double vn = 9.91256303526217e-3;
+
+double dn = 3.442619855899;
+double tn = dn;
+double e = Math.exp(-.5 * dn * dn);
+final double q = vn / e;
+
+KN[0] = (int) ((dn / q) * m);
+KN[1] = 0;
+
+WN[0] = q / m;
+WN[127] = dn / m;
+
+FN[0] = 1.0;
+FN[127] = e;
+
+for (int i = 126; i >= 1; i--){
+e = Math.exp(-.5 *dn * dn);
+dn = Math.sqrt(-2. * Math.log(vn / dn + e));
+KN[i+1] = (int) ((dn / tn) * m);
+tn = dn;
+FN[i] = e;
+WN[i] = dn / m;
+}
+}
+
+/**
+ * @param rng Generator of uniformly distributed random numbers.
+ */
+public ZigguratGaussianSampler(UniformRandomProvider rng) {
+super(rng);
+}
+
+/** {@inheritDoc} */
+@Override
+public double sample() {
+int j = nextInt();
+int i = j & 127;
+return (j < KN[i]) ? j * WN[i] : nfix(j,i);
+}
+
+/** get the value from the tail of the distribution
+ * @param hz - start random integer
+ * @param iz - corresponding to hz cell's number
+ */
+private double nfix(int hz, int iz) {
+/* The start of the right tail */
+final double r = 3.442619855899;
+
+double uni;
+double x;
+double y;
+
+while (true) {
+uni = .5 + hz * .2328306e-9;
+x = hz * WN[iz];
+/* iz==0, handles the base strip */
+if (iz == 0) {
+/* return x from the tail */
+do {
+y = -Math.log(uni);
+x = y * 0.2904764;
+uni = .5 + nextInt() *
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request:
https://github.com/apache/commons-rng/pull/5#discussion_r143630148
--- Diff:
commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java
---
@@ -0,0 +1,152 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Gaussian Sampling by
+ * https://en.wikipedia.org/wiki/Ziggurat_algorithm;>Ziggurat
algorithm
+ *
+ * Based on
+ * "The Ziggurat Method for Generating Random Variables"
+ * by George Marsaglia and Wai Wan Tsang
+ *
+ * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf;>Ziggurat
Method for Generating Random Variables
+ *
+ * @since 1.1
+ */
+
+public class ZigguratGaussianSampler
+extends SamplerBase
+implements NormalizedGaussianSampler {
+
+/**
+ * Generates values from Gaussian (normal) probability distribution
+ * It uses two tables, integers KN and reals WN. Some 99% of the time,
+ * the required x is produced by:
+ * generate a random 32-bit integer j and let i be the index formed
from
+ * the rightmost 8 bits of j. If j < k_i return x = j * w_i.
+ */
+
+private static final int[] KN = new int[128];
+private static final double[] WN = new double[128];
+private static final double[] FN = new double[128];
--- End diff --
We need Javadocs for these fields. Even though there is a comment above KN,
that's treated only as KN's comment. Perhaps one simple, short, comment for
each KN, WN, and FN variables.
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[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request:
https://github.com/apache/commons-rng/pull/5#discussion_r143630250
--- Diff:
commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java
---
@@ -0,0 +1,152 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Gaussian Sampling by
+ * https://en.wikipedia.org/wiki/Ziggurat_algorithm;>Ziggurat
algorithm
+ *
+ * Based on
+ * "The Ziggurat Method for Generating Random Variables"
+ * by George Marsaglia and Wai Wan Tsang
+ *
+ * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf;>Ziggurat
Method for Generating Random Variables
+ *
+ * @since 1.1
+ */
+
+public class ZigguratGaussianSampler
+extends SamplerBase
+implements NormalizedGaussianSampler {
+
+/**
+ * Generates values from Gaussian (normal) probability distribution
+ * It uses two tables, integers KN and reals WN. Some 99% of the time,
+ * the required x is produced by:
+ * generate a random 32-bit integer j and let i be the index formed
from
+ * the rightmost 8 bits of j. If j < k_i return x = j * w_i.
+ */
+
+private static final int[] KN = new int[128];
+private static final double[] WN = new double[128];
+private static final double[] FN = new double[128];
+
+/**
+ * Initialize tables.
+ */
+static {
+/**
+ * Filling the tables.
+ * k_0 = 2^32 * r * f(dn) / vn
+ * k_i = 2^32 * ( x_{i-1} / x_i )
+ * w_0 = .5^32 * vn / f(dn)
+ * w_i = .5^32 * x_i
+ * where dn - the rightmost x_i
+ * vn - the area of the rectangle
+ * f(dn) = exp(-.5 * dn * dn)
+ */
+final double m = 2147483648.0; // 2^31
+
+/* provides z(r) = 0, where z(r): x_255 = r, vn =
r*f(r)+integral_r^inf f(x)dx */
+final double vn = 9.91256303526217e-3;
+
+double dn = 3.442619855899;
+double tn = dn;
+double e = Math.exp(-.5 * dn * dn);
+final double q = vn / e;
+
+KN[0] = (int) ((dn / q) * m);
+KN[1] = 0;
+
+WN[0] = q / m;
+WN[127] = dn / m;
+
+FN[0] = 1.0;
+FN[127] = e;
+
+for (int i = 126; i >= 1; i--){
+e = Math.exp(-.5 *dn * dn);
+dn = Math.sqrt(-2. * Math.log(vn / dn + e));
+KN[i+1] = (int) ((dn / tn) * m);
+tn = dn;
+FN[i] = e;
+WN[i] = dn / m;
+}
+}
+
+/**
+ * @param rng Generator of uniformly distributed random numbers.
+ */
+public ZigguratGaussianSampler(UniformRandomProvider rng) {
+super(rng);
+}
+
+/** {@inheritDoc} */
+@Override
+public double sample() {
+int j = nextInt();
+int i = j & 127;
+return (j < KN[i]) ? j * WN[i] : nfix(j,i);
+}
+
+/** get the value from the tail of the distribution
--- End diff --
Normally it's in the next line, starting with upper case. Not really
important though. Some components have user guides, but many point to the
Javadocs as user guide :-) that's why we focus so much on the text that is put
here @cur4so
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[GitHub] commons-rng pull request #5: Feature rng 37
GitHub user cur4so opened a pull request: https://github.com/apache/commons-rng/pull/5 Feature rng 37 You can merge this pull request into a Git repository by running: $ git pull https://github.com/cur4so/commons-rng feature-RNG-37 Alternatively you can review and apply these changes as the patch at: https://github.com/apache/commons-rng/pull/5.patch To close this pull request, make a commit to your master/trunk branch with (at least) the following in the commit message: This closes #5 --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
