lib/statistical/rng/exponential.rb
require 'statistical/distribution/exponential'
require 'statistical/distribution/uniform'
require 'statistical/rng/uniform'
module Statistical
module Rng
# Companion RNG class for the exponential distribution. Requires a
# distrbution object of the corresponding distribution
#
# @author Vaibhav Yenamandra
#
# @attr_reader [Numeric] rate Rate parameter of the exponential distribution
# @attr_reader [Numeric] upper The upper bound of the uniform distribution
class Exponential
attr_reader :rate, :generator
def initialize(dobj = nil, seed = Random.new_seed)
unless dobj.nil? || dobj.is_a?(Statistical::Distribution::Exponential)
raise TypeError,
"Expected Distribution object or nil, found #{dobj.class}"
end
dobj = Statistical::Distribution::Exponential.new if dobj.nil?
@generator = Random.new(seed)
@rate = dobj.rate
@sdist = dobj
end
# Return the next random number from the sequence
#
# @return [Numeric] next random number in the sequence
def rand
return @sdist.quantile(@generator.rand)
end
# Compare against another rng to see if they are the same
#
# @return true if and only if, source distributions are the same and the
# prng has the same initial state
def eql?(other)
return other.is_a?(self.class) &&
@generator == other.generator &&
@rate = other.rate
end
# Return the type of the source distribution
#
# @return source distribution's type
def type
@sdist.class
end
alias :== :eql?
private :eql?
end
end
end