random.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; File:       random.lisp
   4 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   5 ;;; Copyright:  (c)2008, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   6 ;;;             on how it arrives.
   7 ;;; Purpose:    random number streams, serial and parallel
   8 ;;; Time-stamp: <2008-03-11 19:18:48 user>
   9 ;;; Creation:   <2008-03-11 19:18:34 user>
  10
  11 ;;; What is this talk of 'release'? Klingons do not make software
  12 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  13 ;;; designers and quality assurance people in its wake.
  14
  15 ;;; This organization and structure is new to the 21st Century
  16 ;;; version.
  17
  18 ;;; Lispy implementation of random numbers.  Initially, we leverage
  19 ;;; existing code before "improving" (which is an ill-definded action
  20 ;;; to do).
  21
  22 (in-package :cl-user)
  23
  24 (defpackage :lisp-stat-random
  25   (:use :common-lisp)
  26   (:export *seed* rng
  27            variate
  28            quantile
  29            probability-density-function cumulative-density-function
  30            probability-types))
  31
  32 (in-package :lisp-stat-random)
  33
  34 (defstruct probability-types
  35   (list (1 . normal)
  36         (2 . t)
  37         (3 . cauchy)
  38         (4 . gamma)))
  39
  40 (defvar *seed* nil
  41   "Current global state of all pRNGs that might be active.  This needs
  42 to be aware that it should be thread-safe, so might be a list of
  43 indexible triples.")
  44
  45 (defvar *current-rng* nil
  46   "How do we understand this in a thread-safe manner?")
  47
  48 (defun rng-seed (&opt value specification)
  49   "For getting and setting a particular rng with a particular seed,
  50 Returns the current seed, even (especially!) if there is nothing to
  51 set."
  52   (if (and specification value)
  53       (progn
  54         (set-rng-type specification)
  55         (if value (setf *seed* value)))
  56       (if value  (setf *seed* value)))
  57   *seed*)
  58
  59
  60