lib/statistical/rng/gumbel.rb
require 'statistical/distribution/gumbel'
module Statistical
module Rng
# Companion RNG class for the continuous Gumbel distribution. Requires a
# distrbution object of the corresponding distribution
#
# @author Vaibhav Yenamandra
#
# @attr_reader [Float] location The location parameter of the Gumbel
# distribution
# @attr_reader [Float] scale The scale parameter of the Gumbel distribution
# @attr_reader [Float] generator The underlying uniform variate source used
# to power `Gumbel#rand`
class Gumbel
attr_reader :generator, :location, :scale
def initialize(dobj = nil, seed = Random.new_seed)
unless dobj.nil? || dobj.is_a?(Statistical::Distribution::Gumbel)
raise TypeError,
"Expected Distribution object or nil, found #{dobj.class}"
end
dobj = Statistical::Distribution::Gumbel.new if dobj.nil?
@generator = Random.new(seed)
@location = dobj.location
@scale = dobj.scale
@sdist = dobj
end
# Return the next random number from the sequence
#
# @return [Float] next random number in the sequence
def rand
@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 &&
@location == other.location &&
@scale == other.scale
end
# Return the type of the source distribution
#
# @return source distribution's type
def type
@sdist.class
end
alias_method :==, :eql?
private :eql?
end
end
end