module Simulation.Aivika.Branch.Generator () where
import Control.Monad
import Control.Monad.Trans
import System.Random
import Data.IORef
import Simulation.Aivika.Trans
import Simulation.Aivika.Branch.Internal.Br
instance MonadGenerator BrIO where
data Generator BrIO =
Generator { generator01 :: BrIO Double,
generatorNormal01 :: BrIO Double
}
generateUniform = generateUniform01 . generator01
generateUniformInt = generateUniformInt01 . generator01
generateNormal = generateNormal01 . generatorNormal01
generateExponential = generateExponential01 . generator01
generateErlang = generateErlang01 . generator01
generatePoisson = generatePoisson01 . generator01
generateBinomial = generateBinomial01 . generator01
newGenerator tp =
case tp of
SimpleGenerator ->
liftIO newStdGen >>= newRandomGenerator
SimpleGeneratorWithSeed x ->
error "Unsupported generator type SimpleGeneratorWithSeed: newGenerator"
CustomGenerator g ->
g
CustomGenerator01 g ->
newRandomGenerator01 g
newRandomGenerator g =
do r <- liftIO $ newIORef g
let g01 = do g <- liftIO $ readIORef r
let (x, g') = random g
liftIO $ writeIORef r g'
return x
newRandomGenerator01 g01
newRandomGenerator01 g01 =
do gNormal01 <- newNormalGenerator01 g01
return Generator { generator01 = g01,
generatorNormal01 = gNormal01 }
generateUniform01 :: BrIO Double
-> Double
-> Double
-> BrIO Double
generateUniform01 g min max =
do x <- g
return $ min + x * (max min)
generateUniformInt01 :: BrIO Double
-> Int
-> Int
-> BrIO Int
generateUniformInt01 g min max =
do x <- g
let min' = fromIntegral min
max' = fromIntegral max
return $ round (min' + x * (max' min'))
generateNormal01 :: BrIO Double
-> Double
-> Double
-> BrIO Double
generateNormal01 g mu nu =
do x <- g
return $ mu + nu * x
newNormalGenerator01 :: BrIO Double
-> BrIO (BrIO Double)
newNormalGenerator01 g =
do nextRef <- liftIO $ newIORef 0.0
flagRef <- liftIO $ newIORef False
xi1Ref <- liftIO $ newIORef 0.0
xi2Ref <- liftIO $ newIORef 0.0
psiRef <- liftIO $ newIORef 0.0
let loop =
do psi <- liftIO $ readIORef psiRef
if (psi >= 1.0) || (psi == 0.0)
then do g1 <- g
g2 <- g
let xi1 = 2.0 * g1 1.0
xi2 = 2.0 * g2 1.0
psi = xi1 * xi1 + xi2 * xi2
liftIO $ writeIORef xi1Ref xi1
liftIO $ writeIORef xi2Ref xi2
liftIO $ writeIORef psiRef psi
loop
else liftIO $ writeIORef psiRef $ sqrt ( 2.0 * log psi / psi)
return $
do flag <- liftIO $ readIORef flagRef
if flag
then do liftIO $ writeIORef flagRef False
liftIO $ readIORef nextRef
else do liftIO $ writeIORef xi1Ref 0.0
liftIO $ writeIORef xi2Ref 0.0
liftIO $ writeIORef psiRef 0.0
loop
xi1 <- liftIO $ readIORef xi1Ref
xi2 <- liftIO $ readIORef xi2Ref
psi <- liftIO $ readIORef psiRef
liftIO $ writeIORef flagRef True
liftIO $ writeIORef nextRef $ xi2 * psi
return $ xi1 * psi
generateExponential01 :: BrIO Double
-> Double
-> BrIO Double
generateExponential01 g mu =
do x <- g
return ( log x * mu)
generateErlang01 :: BrIO Double
-> Double
-> Int
-> BrIO Double
generateErlang01 g beta m =
do x <- loop m 1
return ( log x * beta)
where loop m acc
| m < 0 = error "Negative shape: generateErlang."
| m == 0 = return acc
| otherwise = do x <- g
loop (m 1) (x * acc)
generatePoisson01 :: BrIO Double
-> Double
-> BrIO Int
generatePoisson01 g mu =
do prob0 <- g
let loop prob prod acc
| prob <= prod = return acc
| otherwise = loop
(prob prod)
(prod * mu / fromIntegral (acc + 1))
(acc + 1)
loop prob0 (exp ( mu)) 0
generateBinomial01 :: BrIO Double
-> Double
-> Int
-> BrIO Int
generateBinomial01 g prob trials = loop trials 0 where
loop n acc
| n < 0 = error "Negative number of trials: generateBinomial."
| n == 0 = return acc
| otherwise = do x <- g
if x <= prob
then loop (n 1) (acc + 1)
else loop (n 1) acc