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course 4.1.2.2

Level: intermediate
4.1.2.2.1
Generating Randomness
Linear congruential generators and their properties, sub-random processes, testing randomness, Monte Carlo simulation, CPAN modules, idioms for shuffling.
session 1/2 | Random Numbers and Distributions | Martin K

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Generating Randomness
Generating Randomness
Martin Krzywinski

#!/usr/local/bin/perl -w

use strict;
use lib "/home/martink/export/extern/perl/lib/site_perl/5.005";
use Time::HiRes qw(gettimeofday tv_interval);
use Math::Random;
use Statistics::ChiSquare;
use Math::Random::MT;

$\="\n";
$,=" ";

my $t;
my $N = 1000000;

random_set_seed_from_phrase("asdlkjasdfo2394852");
my $mt = Math::Random::MT->new(time);
$t = [gettimeofday];
my @mtr;
for(0..$N-1) {
  $mtr [ 30 * $mt->rand() ] ++;
}
print int($N/tv_interval($t)),"MT values per second",chisquare(@mtr);

random_set_seed_from_phrase("asdlkjasdfo2394852");
$t = [gettimeofday];
my @rlr;
for(0..$N-1) {
  $rlr[ 30 * random_uniform ] ++;
}
print int($N/tv_interval($t)),"randlib values per second",chisquare(@rlr);

$t = [gettimeofday];
my @rr;
for(0..$N-1) {
  $rr[ 30 * rand ]++;
}
print int($N/tv_interval($t)),"rand() values per second",chisquare(@rr);

1 | Generating Randomness | 4.1.2.2.1

4.1.2.2.1.c1 | brownnoise.wav | Martin Krzywinski | code
4.1.2.2.1.c2 | devrandom | Martin Krzywinski | code
4.1.2.2.1.c3 | drophaltonrice | Martin Krzywinski | code
4.1.2.2.1.c4 | droprice | Martin Krzywinski | code
4.1.2.2.1.c5 | halton | Martin Krzywinski | code
4.1.2.2.1.c6 | halton.11.13.txt | Martin Krzywinski | code
4.1.2.2.1.c7 | halton.3.5.1000.txt | Martin Krzywinski | code
4.1.2.2.1.c8 | halton.3.5.10000.txt | Martin Krzywinski | code
4.1.2.2.1.c9 | halton.3.5.200.txt | Martin Krzywinski | code
4.1.2.2.1.c10 | halton.3.5.2000.txt | Martin Krzywinski | code
4.1.2.2.1.c11 | halton.3.5.400.txt | Martin Krzywinski | code
4.1.2.2.1.c12 | halton.3.5.4000.txt | Martin Krzywinski | code
4.1.2.2.1.c13 | halton.3.5.600.txt | Martin Krzywinski | code
4.1.2.2.1.c14 | halton.3.5.800.txt | Martin Krzywinski | code
4.1.2.2.1.c15 | halton.3.5.txt | Martin Krzywinski | code
4.1.2.2.1.c16 | halton.5.7.txt | Martin Krzywinski | code
4.1.2.2.1.c17 | halton.7.17.txt | Martin Krzywinski | code
4.1.2.2.1.c18 | halton.new.txt | Martin Krzywinski | code
4.1.2.2.1.c19 | haltonrice.diff.txt | Martin Krzywinski | code
4.1.2.2.1.c20 | haltonrice.txt | Martin Krzywinski | code
4.1.2.2.1.c21 | pinknoise.wav | Martin Krzywinski | code
4.1.2.2.1.c22 | prng | Martin Krzywinski | code
4.1.2.2.1.c23 | prng.1.txt | Martin Krzywinski | code
4.1.2.2.1.c24 | prng.2.txt | Martin Krzywinski | code
4.1.2.2.1.c25 | prng.3.txt | Martin Krzywinski | code
4.1.2.2.1.c26 | randbase | Martin Krzywinski | code
4.1.2.2.1.c27 | randrice.diff.txt | Martin Krzywinski | code
4.1.2.2.1.c28 | randrice.txt | Martin Krzywinski | code
4.1.2.2.1.c29 | randstring | Martin Krzywinski | code
4.1.2.2.1.c30 | randtests | Martin Krzywinski | code
4.1.2.2.1.c31 | rice.diff.txt | Martin Krzywinski | code
4.1.2.2.1.c32 | rice.results.txt | Martin Krzywinski | code
4.1.2.2.1.c33 | rice.txt | Martin Krzywinski | code
4.1.2.2.1.c34 | rice.value.txt | Martin Krzywinski | code
4.1.2.2.1.c35 | shake | Martin Krzywinski | code
4.1.2.2.1.c36 | trulyrandom | Martin Krzywinski | code
4.1.2.2.1.c37 | whitenoise.wav | Martin Krzywinski | code
4.1.2.2.1.a1 | Generating Randomness | Martin Krzywinski | pdf
4.1.2.2.1.p1 | Generating Randomness | Martin Krzywinski | ppt
4.1.2.2.1.s1 | Generating Randomness | Martin Krzywinski | slides