statistics::test::randomwalk(3pm) [debian man page]

Statistics::Test::RandomWalk(3pm)			User Contributed Perl Documentation			 Statistics::Test::RandomWalk(3pm)

NAME

       Statistics::Test::RandomWalk - Random Walk test for random numbers

SYNOPSIS

	 use Statistics::Test::RandomWalk;
	 my $tester = Statistics::Test::RandomWalk->new();
	 $tester->set_data( [map {rand()} 1..1000000] );

	 my $no_bins = 10;
	 my ($quant, $got, $expected) = $tester->test($no_bins);
	 print $tester->data_to_report($quant, $got, $expected);

DESCRIPTION

       This module implements a Random Walk test of a random number generator as outlined in Blobel et al (Refer to the SEE ALSO section).

       Basically, it tests that the numbers "[0,1]" generated by a random number generator are distributed evenly. It divides "[0,1]" into "n"
       evenly sized bins and calculates the number of expected and actual random numbers in the bin. (In fact, this counts the cumulated numbers,
       but that works the same.)

METHODS

   new
       Creates a new random number tester.

   set_rescale_factor
       The default range of the random numbers [0, 1) can be rescaled by a constant factor. This method is the setter for that factor.

   rescale_factor
       Returns the current rescaling factor.

   set_data
       Sets the random numbers to operate on. First argument must be either an array reference to an array of random numbers or a code reference.

       If the first argument is a code reference, the second argument must be an integer "n". The code reference is called "n"-times and its
       return values are used as random numbers.

       The code reference semantics are particularly useful if you do not want to store all random numbers in memory at the same time. You can
       write a subroutine that, for example, generates and returns batches of 100 random numbers so no more than 101 of these numbers will be in
       memory at the same time. Note that if you return 100 numbers at once and pass in "n=50", you will have a sequence of 5000 random numbers.

   test
       Runs the Random Walk test on the data that was previously set using "set_data".

       First argument must be the number of bins.

       Returns three array references. First is an array of quantiles.	If the number of bins was ten, this (and all other returned arrays) will
       hold ten items.

       Second are the determined numbers of random numbers below the quantiles. Third are the expected counts.

   data_to_report
       From the data returned by the "test()" method, this method creates a textual report and returns it as a string.

       Do not forget to pass in the data that was returned by "test()" or use the "test_report()" method directly if you do not use the data
       otherwise.

SUBROUTINES

   n_over_k
       Computes "n" over "k". Uses Perl's big number support and returns a Math::BigFloat object.

       This sub is memoized.

SEE ALSO

       Math::BigFloat, Memoize, Params::Util

       Random number generators: Math::Random::MT, Math::Random, Math::Random::OO, Math::TrulyRandom, "/dev/random" where available

       Statistics::Test::Sequence

       The algorithm was taken from: (German)

       Blobel, V., and Lohrmann, E. Statistische und numerische Methoden der Datenanalyse. Stuttgart, Leipzig: Teubner, 1998

AUTHOR

       Steffen Mueller, <smueller@cpan.org>

COPYRIGHT AND LICENSE

       Copyright (C) 2007-2010 by Steffen Mueller

       This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.6 or, at
       your option, any later version of Perl 5 you may have available.

perl v5.10.1							    2011-01-01					 Statistics::Test::RandomWalk(3pm)

Math::Random::OO(3pm)					User Contributed Perl Documentation				     Math::Random::OO(3pm)

NAME

       Math::Random::OO - Consistent object-oriented interface for generating random numbers

SYNOPSIS

	 # Using factory functions
	 use Math::Random::OO qw( Uniform UniformInt );
	 push @prngs, Uniform(), UniformInt(1,6);

	 # Explicit creation of subclasses
	 use Math::Random::OO::Normal;
	 push @prngs, Math::Random::OO::Normal->new(0,2);

	 $_->seed(23) for (@prngs);
	 print( $_->next(), "
") for (@prngs);

DESCRIPTION

       CPAN contains many modules for generating random numbers in various ways and from various probability distributions using pseudo-random
       number generation algorithms or other entropy sources.  (The "SEE ALSO" section has some examples.)  Unfortunately, no standard interface
       exists across these modules.  This module defines an abstract interface for random number generation.  Subclasses of this model will
       implement specific types of random number generators or will wrap existing random number generators.

       This consistency will come at the cost of some efficiency, but will enable generic routines to be written that can manipulate any provided
       random number generator that adheres to the interface.  E.g., a stochastic simulation could take a number of user-supplied parameters, each
       of which is a Math::Random::OO subclass object and which represent a stochastic variable with a particular probability distribution.

USAGE

   Factory Functions
	use Math::Random::OO qw( Uniform UniformInt Normal Bootstrap );
	$uniform = Uniform(-1,1);
	$uni_int = UniformInt(1,6);
	$normal  = Normal(1,1);
	$boot	 = Bootstrap( 2, 3, 3, 4, 4, 4, 5, 5, 5 );

       In addition to defining the abstract interface for subclasses, this module imports subclasses and exports factory functions upon request to
       simplify creating many random number generators at once without typing "Math::Random::OO::Subclass->new()" each time.  The factory function
       names are the same as the suffix of the subclass following "Math::Random::OO".  When called, they pass their arguments directly to the
       "new" constructor method of the corresponding subclass and return a new object of the subclass type.  Supported functions and their
       subclasses include:

       o   "Uniform" -- Math::Random::OO::Uniform (uniform distribution over a range)

       o   "UniformInt" -- Math::Random::OO::UniformInt (uniform distribution of integers over a range)

       o   "Normal" -- Math::Random::OO::Normal (normal distribution with specified mean and standard deviation)

       o   "Bootstrap" -- Math::Random::OO::Bootstrap (bootstrap resampling from a non-parameteric distribution)

INTERFACE

       All Math::Random::OO subclasses must follow a standard interface.  They must provide a "new" method, a "seed" method, and a "next" method.
       Specific details are left to each interface.

   "new"
       This is the standard constructor.  Each subclass will define parameters specific to the subclass.

   "seed"
	$prng->seed( @seeds );

       This method takes seed (or list of seeds) and uses it to set the initial state of the random number generator.  As some subclasses may
       optionally use/require a list of seeds, the interface mandates that a list must be acceptable.  Generators requiring a single seed must use
       the first value in the list.

       As seeds may be passed to the built-in "srand()" function, they may be truncated as integers, so 0.12 and 0.34 would be the same seed.

   "next"
	$rnd = $prng->next();

       This method returns the next random number from the random number generator.  It does not take (and must not use) any parameters.

BUGS

       Please report bugs using the CPAN Request Tracker at http://rt.cpan.org/NoAuth/Bugs.html?Dist=Math-Random-OO

AUTHOR

       David A Golden <dagolden@cpan.org>

       http://dagolden.com/

COPYRIGHT

       Copyright (c) 2004, 2005 by David A. Golden

       This program is free software; you can redistribute it and/or modify it under the same terms as Perl itself.

       The full text of the license can be found in the LICENSE file included with this module.

SEE ALSO

       This is not an exhaustive list -- search CPAN for that -- but represents some of the more common or established random number generators
       that I've come across.

       Math::Random -- multiple random number generators for different distributions (a port of the C randlib)
       Math::Rand48 -- perl bindings for the drand48 library (according to perl56delta, this may already be the default after perl 5.005_52 if
       available)
       Math::Random::MT -- The Mersenne Twister PRNG (good and fast)
       Math::TrulyRandom -- an interface to random numbers from interrupt timing discrepancies

perl v5.10.0							    2009-05-02						     Math::Random::OO(3pm)