PDL::GSL::RNG - PDL interface to RNG and randist routines in GSL

This is an interface to the rng and randist packages present in the GNU Scientific Library.

   use PDL;
   use PDL::GSL::RNG;

   $rng = PDL::GSL::RNG->new('taus');

   $rng->set_seed(time());

   $a=zeroes(5,5,5)

   $rng->get_uniform($a); # inplace

   $b=$rng->get_uniform(3,4,5); # creates new pdl

The new method initializes a new instance of the RNG.

The avaible RNGs are: slatec, cmrg, gfsr4, minstd, mrg, mt19937, r250, ran0, ran1, ran2, ran3, rand48, rand, random8_bsd, random8_glibc2, random8_libc5, random128_bsd, random128_glibc2, random128_libc5, random256_bsd, random256_glibc2, random256_libc5, random32_bsd, random32_glibc2, random32_libc5, random64_bsd, random64_glibc2, random64_libc5, random_bsd, random_glibc2, random_libc5, randu, ranf, ranlux389, ranlux, ranmar, taus, transputer, tt800, uni32, uni, vax, zuf, default. The last one (default) uses the enviroment variable GSL_RNG_TYPE. Please check the GSL documentation for more information.

Usage:

   $blessed_ref = PDL::GSL::RNG->new($RNG_name);

Example:

   $rng = PDL::GSL::RNG->new('taus');

Sets the RNG seed.

Usage:

   $rng->set_seed($integer);

Example:

   $rng->set_seed(6);

Return the minimum value generable by this RNG.

Usage:

   $integer = $rng->min();

Example:

   $min = $rng->min(); $max = $rng->max();

Return the maximum value generable by the RNG.

Usage:

   $integer = $rng->max();

Example:

   $min = $rng->min(); $max = $rng->max();

Returns the name of the RNG.

Usage:

   $string = $rng->name();

Example:

   $name = $rng->name();

This function creates a piddle with given dimensions or accept an existing piddle and fills it. get_uniform() returns values 0<=x<1,

Usage:

   $piddle = $rng->get_uniform($list_of_integers)
   $rng->get_uniform($piddle);

Example:

   $a = zeroes 5,6; $max=100;
   $o = $rng->get_uniform(10,10); $rng->get_uniform($a);

This function creates a piddle with given dimensions or accept an existing piddle and fills it. get_uniform_pos() returns values 0<x<1,

Usage:

   $piddle = $rng->get_uniform_pos($list_of_integers)
   $rng->get_uniform_pos($piddle);

Example:

   $a = zeroes 5,6;
   $o = $rng->get_uniform_pos(10,10); $rng->get_uniform_pos($a);

This function creates a piddle with given dimensions or accept an existing piddle and fills it. get() returns integer values beetween a minimum and a maximum specific to evry RNG.

Usage:

   $piddle = $rng->get($list_of_integers)
   $rng->get($piddle);

Example:

   $a = zeroes 5,6;
   $o = $rng->get(10,10); $rng->get($a);

This function creates a piddle with given dimensions or accept an existing piddle and fills it. get_int() returns integer values beetween 0 and CW$max.

Usage:

   $piddle = $rng->get($max, $list_of_integers)
   $rng->get($max, $piddle);

Example:

   $a = zeroes 5,6; $max=100;
   $o = $rng->get(10,10); $rng->get($a);

These functions return random deviates from given distribution.

The general form is

  ran_[distrib](args)

where distrib can be any of the ones shown below.

They accept the parameters of the distribution and a specification of where to put output. This spec can be in form of list of integers that specify the dimensions of the ouput piddle or an existing piddle that will be filled with values inplace.

Usage:

   # gaussian dist
   $piddle = $rng->ran_gaussian($sigma,[list of integers]);
   $rng->ran_gaussian($sigma,$piddle);

   # gaussian tail
   $piddle = $rng->ran_ugaussian_tail($tail,[list of integers]);
   $rng->ran_ugaussian_tail($tail,$piddle);

   # exponential dist
   $piddle = $rng->ran_exponential($mu,[list of integers]);
   $rng->ran_exponential($mu,$piddle);

   # laplacian dist
   $piddle = $rng->ran_laplace($mu,[list of integers]);
   $rng->ran_laplace($mu,$piddle);

   $piddle = $rng->ran_exppow($mu,$a,[list of integers]);
   $rng->ran_exppow($mu,$a,$piddle);

   $piddle = $rng->ran_cauchy($mu,[list of integers]);
   $rng->ran_cauchy($mu,$piddle);

   $piddle = $rng->ran_rayleigh($sigma,[list of integers]);
   $rng->ran_rayleigh($sigma,$piddle);

   $piddle = $rng->ran_rayleigh_tail($a,$sigma,[list of integers]);
   $rng->ran_rayleigh_tail($a,$sigma,$piddle);

   $piddle = $rng->ran_levy($mu,$a,[list of integers]);
   $rng->ran_levy($mu,$a,$piddle);

   $piddle = $rng->ran_gamma($a,$b,[list of integers]);
   $rng->ran_gamma($a,$b,$piddle);

   $piddle = $rng->ran_flat($a,$b,[list of integers]);
   $rng->ran_flat($a,$b,$piddle);

   $piddle = $rng->ran_lognormal($zeta, $sigma,[list of integers]);
   $rng->ran_lognormal($zeta, $sigma,$piddle);

   $piddle = $rng->ran_chisq($nu,[list of integers]);
   $rng->ran_chisq($nu,$piddle);

   $piddle = $rng->ran_fdist($nu1, $nu2,[list of integers]);
   $rng->ran_fdist($nu1, $nu2,$piddle);

   $piddle = $rng->ran_tdist($nu,[list of integers]);
   $rng->ran_tdist($nu,$piddle);

   $piddle = $rng->ran_beta($a,$b,[list of integers]);
   $rng->ran_beta($a,$b,$piddle);

   $piddle = $rng->ran_logistic($m,[list of integers]u)
   $rng->ran_logistic($m,$piddleu)

   $piddle = $rng->ran_pareto($a,$b,[list of integers]);
   $rng->ran_pareto($a,$b,$piddle);

   $piddle = $rng->ran_weibull($mu,$a,[list of integers]);
   $rng->ran_weibull($mu,$a,$piddle);

   $piddle = $rng->ran_gumbel1($a,$b,[list of integers]);
   $rng->ran_gumbel1($a,$b,$piddle);

   $piddle = $rng->ran_gumbel2($a,$b,[list of integers]);
   $rng->ran_gumbel2($a,$b,$piddle);

   $piddle = $rng->ran_poisson($mu,[list of integers]);
   $rng->ran_poisson($mu,$piddle);

   $piddle = $rng->ran_bernoulli($p,[list of integers]);
   $rng->ran_bernoulli($p,$piddle);

   $piddle = $rng->ran_binomial($p,$n,[list of integers]);
   $rng->ran_binomial($p,$n,$piddle);

   $piddle = $rng->ran_negative_binomial($p,$n,[list of integers]);
   $rng->ran_negative_binomial($p,$n,$piddle);

   $piddle = $rng->ran_pascal($p,$n,[list of integers]);
   $rng->ran_pascal($p,$n,$piddle);

   $piddle = $rng->ran_geometric($p,[list of integers]);
   $rng->ran_geometric($p,$piddle);

   $piddle = $rng->ran_hypergeometric($n1, $n2, $t,[list of integers]);
   $rng->ran_hypergeometric($n1, $n2, $t,$piddle);

   $piddle = $rng->ran_logarithmic($p,[list of integers]);
   $rng->ran_logarithmic($p,$piddle);

Example:

  $o = $rng->ran_gaussian($sigma,10,10);
  $rng->ran_gaussian($sigma,$a);

This method is similar to ran_[distrib]() except that it takes the parameters of the distribution as a piddle and returns a piddle of equal dimensions. Of course, you can use the same set of distributions as in the previous method (see also the ran_gaussian entry above).

Usage:

   $piddle = $rng->ran_[distribution]($distr_parameters_list,$piddle_dim_list);
   $rng->ran_[distribution]($distr_parameters_list,$piddle);

Example:

   $sigma_pdl = rvals zeroes 11,11;
   $o = $rng->ran_gaussian_var($sigma_pdl);

Add Gaussian noise of given sigma to a piddle.

Usage:

   $rng->ran_additive_gaussian($sigma,$piddle);

Example:

   $rng->ran_additive_gaussian(1,$image);

Add Poisson noise of given sigma to a piddle.

Usage:

   $rng->ran_additive_poisson($mu,$piddle);

Example:

   $rng->ran_additive_poisson(1,$image);

This method simulates shot noise, taking the values of piddle as values for mu to be fed in the poissonian RNG.

Usage:

   $rng->ran_feed_poisson($piddle);

Example:

   $rng->ran_feed_poisson($image);

Generates CW$n bivariate gaussian random deviates.

Usage:

   $piddle = $rng->ran_bivariate_gaussian($sigma_x,$sigma_y,$rho,$n);

Example:

   $o = $rng->ran_bivariate_gaussian(1,2,0.5,1000);

Returns CW$n random vectors in CW$ndim dimensions.

Usage:

   $piddle = $rng->ran_dir($ndim,$n);

Example:

   $o = $rng->ran_dir($ndim,$n);

This method returns a handle that must be used when calling ran_discrete(). You specify the probability of the integer number that are returned by ran_discrete().

Usage:

   $discrete_dist_handle = $rng->ran_discrete_preproc($double_piddle_prob);

Example:

   $prob = pdl [0.1,0.3,0.6];
   $ddh = $rng->ran_discrete_preproc($prob);
   $o = $rng->ran_discrete($discrete_dist_handle,100);

Is used to get the desired samples once a proper handle has been enstablished (see ran_discrete_preproc()).

Usage:

   $piddle = $rng->ran_discrete($discrete_dist_handle,$num);

Example:

   $prob = pdl [0.1,0.3,0.6];
   $ddh = $rng->ran_discrete_preproc($prob);
   $o = $rng->ran_discrete($discrete_dist_handle,100);

# =head1 Shuffling and choosing.

Shuffles values in piddle

Usage:

   $rng->ran_shuffle($piddle);

Shuffles values in piddle

Usage:

   $rng->ran_shuffle_vec(@vec);

Chooses values from CW$inpiddle to CW$outpiddle.

Usage:

   $rng->ran_choose($inpiddle,$outpiddle);

Chooses CW$n values from CW@vec.

Usage:

   @choosen = $rng->ran_choose_vec($n,@vec);

# =head1 Caotic maps.

Returns a piddle with CW$n values generated by the Verhulst map from CW$x0 and paramater CW$r.

Usage:

   $rng->ran_ver($x0, $r, $n);

Returns values from Verhuls map with CW$r=4.0 and randomly choosen CW$x0. The values are scaled by CW$m.

Usage:

   $rng->ran_caos($m,$n);

Feedback is welcome. Log bugs in the PDL bug database (the database is always linked from http://pdl.perl.org).

PDL

The GSL documentation is online at

  http://sources.redhat.com/gsl/ref/gsl-ref_toc.html

This file copyright (C) 1999 Christian Pellegrin <chri@infis.univ.trieste.it> Docs mangled by C. Soeller. All rights reserved. There is no warranty. You are allowed to redistribute this software / documentation under certain conditions. For details, see the file COPYING in the PDL distribution. If this file is separated from the PDL distribution, the copyright notice should be included in the file.

The GSL RNG and randist modules were written by James Theiler.