The cl-randist Reference Manual

Table of Contents

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The cl-randist Reference Manual

This is the cl-randist Reference Manual, version 0.4.2, generated automatically by Declt version 2.3 "Robert April" on Tue Jan 09 13:58:03 2018 GMT+0.


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1 Introduction

Random distributions for Common Lisp


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2 Systems

The main system appears first, followed by any subsystem dependency.


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2.1 cl-randist

Author

Leonardo Varuzza <varuzza@gmail.com>

License

BSD except the optional jmt.lisp file

Description

Random Distribution Generation

Version

0.4.2

Source

cl-randist.asd (file)

Components

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3 Files

Files are sorted by type and then listed depth-first from the systems components trees.


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3.1 Lisp


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3.1.1 cl-randist.asd

Location

cl-randist.asd

Systems

cl-randist (system)

Packages

cl-randist-system


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3.1.2 cl-randist/packages.lisp

Parent

cl-randist (system)

Location

packages.lisp

Packages

random-distributions


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3.1.3 cl-randist/jmt.lisp

Dependency

packages.lisp (file)

Parent

cl-randist (system)

Location

jmt.lisp

Exported Definitions
Internal Definitions

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3.1.4 cl-randist/randist.lisp

Dependency

jmt.lisp (file)

Parent

cl-randist (system)

Location

randist.lisp

Exported Definitions
Internal Definitions

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3.1.5 cl-randist/normal.lisp

Dependency

randist.lisp (file)

Parent

cl-randist (system)

Location

normal.lisp

Exported Definitions
Internal Definitions

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3.1.6 cl-randist/gamma.lisp

Dependency

normal.lisp (file)

Parent

cl-randist (system)

Location

gamma.lisp

Exported Definitions
Internal Definitions

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3.1.7 cl-randist/dirichlet.lisp

Dependency

gamma.lisp (file)

Parent

cl-randist (system)

Location

dirichlet.lisp

Internal Definitions

random-dirichlet1 (function)


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3.1.8 cl-randist/beta.lisp

Dependency

dirichlet.lisp (file)

Parent

cl-randist (system)

Location

beta.lisp

Exported Definitions

random-beta (function)


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3.1.9 cl-randist/binomial.lisp

Dependency

beta.lisp (file)

Parent

cl-randist (system)

Location

binomial.lisp

Exported Definitions

random-binomial (function)


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3.1.10 cl-randist/poisson.lisp

Dependency

binomial.lisp (file)

Parent

cl-randist (system)

Location

poisson.lisp

Exported Definitions

random-poisson (function)


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3.1.11 cl-randist/nbinomial.lisp

Dependency

poisson.lisp (file)

Parent

cl-randist (system)

Location

nbinomial.lisp

Exported Definitions

random-negative-binomial (function)


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3.1.12 cl-randist/multinomial.lisp

Dependency

nbinomial.lisp (file)

Parent

cl-randist (system)

Location

multinomial.lisp

Exported Definitions
Internal Definitions

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3.1.13 cl-randist/alias_method.lisp

Dependency

multinomial.lisp (file)

Parent

cl-randist (system)

Location

alias_method.lisp

Exported Definitions

make-discrete-random-var (function)

Internal Definitions

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3.1.14 cl-randist/exponential.lisp

Dependency

alias_method.lisp (file)

Parent

cl-randist (system)

Location

exponential.lisp

Exported Definitions

random-exponential (function)


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3.1.15 cl-randist/f.lisp

Dependency

exponential.lisp (file)

Parent

cl-randist (system)

Location

f.lisp

Exported Definitions

random-f (function)


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3.1.16 cl-randist/pareto.lisp

Dependency

f.lisp (file)

Parent

cl-randist (system)

Location

pareto.lisp

Exported Definitions

random-pareto (function)


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3.1.17 cl-randist/chisq.lisp

Dependency

pareto.lisp (file)

Parent

cl-randist (system)

Location

chisq.lisp

Exported Definitions

random-chi-square (function)


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3.1.18 cl-randist/t.lisp

Dependency

chisq.lisp (file)

Parent

cl-randist (system)

Location

t.lisp

Internal Definitions

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3.1.19 cl-randist/cut-point.lisp

Dependency

t.lisp (file)

Parent

cl-randist (system)

Location

cut-point.lisp

Exported Definitions

make-discrete-monotone-random-var (function)

Internal Definitions

setup-cut-point-randist (function)


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3.1.20 cl-randist/desc-stat.lisp

Dependency

cut-point.lisp (file)

Parent

cl-randist (system)

Location

desc-stat.lisp

Internal Definitions

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3.1.21 cl-randist/GIG.lisp

Dependency

desc-stat.lisp (file)

Parent

cl-randist (system)

Location

GIG.lisp

Exported Definitions
Internal Definitions

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3.1.22 cl-randist/tests.lisp

Dependency

gig.lisp (file)

Parent

cl-randist (system)

Location

tests.lisp

Internal Definitions

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4 Packages

Packages are listed by definition order.


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4.1 cl-randist-system

Source

cl-randist.asd

Use List

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4.2 random-distributions

Source

packages.lisp (file)

Nicknames
Use List

common-lisp

Exported Definitions
Internal Definitions

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5 Definitions

Definitions are sorted by export status, category, package, and then by lexicographic order.


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5.1 Exported definitions


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5.1.1 Special variables

Special Variable: *mt-random-state*

Unlike the reference implementation, we’ll initialize the random state to a hopefully somewhat random & unique value.

Package

random-distributions

Source

jmt.lisp (file)


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5.1.2 Functions

Function: make-discrete-monotone-random-var P
Package

random-distributions

Source

cut-point.lisp (file)

Function: make-discrete-random-var PROBABILITIES &optional VALUES

The function MAKE-DISCRETE-RANDOM-VAR takes an array of probabilities and an (optional) array of values. Produces a function which returns each of the values with the specified probability (or the corresponding integer no values have been given).

Package

random-distributions

Source

alias_method.lisp (file)

Function: make-mt-random-state &optional STATE

Analogous to Common Lisp’s MAKE-RANDOM-STATE except that this function works on random states for JMT’s Mersenne Twister implementation.

Optional state argument is interpreted as follows:
if T – make a new random state.
if NIL – return a copy of the current value of *MT-RANDOM-STATE* if an integer – return a random state created by expanding the integer to a full random state
if a list or array – create a new random state object using a copy of that sequence. CF MT-INTERNAL-MAKE-RANDOM-STATE
if a random state – return a copy of the input state.

AJR-comment: this version is better for statistical computations, since it can be used by an externally defined seed. However, it must be optimized, being the core of any pseudo-stochastic algorithm.

Package

random-distributions

Source

jmt.lisp (file)

Function: make-random-variable-gig ()
Package

random-distributions

Source

gig.lisp (file)

Function: make-random-variable-gig-poisson ()
Package

random-distributions

Source

gig.lisp (file)

Function: random-bernoulli P
Package

random-distributions

Source

randist.lisp (file)

Function: random-beta A B

The beta distribution has the form

p(x) dx = (Gamma(a + b)/(Gamma(a) Gamma(b))) x^(a-1) (1-x)^(b-1) dx

The method used here is the one described in Knuth

Package

random-distributions

Source

beta.lisp (file)

Function: random-binomial ()

The binomial distribution has the form,

prob(k) = n!/(k!(n-k)!) * p^k (1-p)^(n-k) for k = 0, 1, ..., n

This is the algorithm from Knuth

Package

random-distributions

Source

binomial.lisp (file)

Function: random-chi-square ()

Generate random variable for chi square distribution:

p(x) dx = (1/(2*Gamma(nu/2))) (x/2)^(nu/2 - 1) exp(-x/2) dx

Package

random-distributions

Source

chisq.lisp (file)

Function: random-exponential ()

Random values for: p(x) dx = exp(-x/mu) dx/mu

Package

random-distributions

Source

exponential.lisp (file)

Function: random-f ()

Random value for:

p(x) dx = (nu1^(nu1/2) nu2^(nu2/2) Gamma((nu1 + nu2)/2) / Gamma(nu1/2) Gamma(nu2/2)) *
x^(nu1/2 - 1) (nu2 + nu1 * x)^(-nu1/2 -nu2/2) dx

Package

random-distributions

Source

f.lisp (file)

Function: random-gamma A &optional B

[syntax suggar] Generate a random variable with gamma distribution using the MT method (see random-gamma-mt)

Package

random-distributions

Source

gamma.lisp (file)

Function: random-gamma-int A

Random variable with gamma distribution with integer parameter.

Package

random-distributions

Source

gamma.lisp (file)

Function: random-gamma-mt A B

New version based on Marsaglia and Tsang, ’A Simple Method for generating gamma variables’, ACM Transactions on Mathematical Software, Vol 26, No 3 (2000), p363-372.

Package

random-distributions

Source

gamma.lisp (file)

Function: random-gamma1 A B

The Gamma distribution of order a>0 is defined by:

p(x) dx = {1 / Gamma(a) b^a } x^{a-1} e^{-x/b} dx

for x>0. If X and Y are independent gamma-distributed random variables of order a1 and a2 with the same scale parameter b, then X+Y has gamma distribution of order a1+a2.

The algorithms below are from Knuth, vol 2, 2nd ed, p. 129.

Works only if a > 1, and is most efficient if a is large

This algorithm, reported in Knuth, is attributed to Ahrens. A faster one, we are told, can be found in: J. H. Ahrens and
U. Dieter, Computing 12 (1974) 223-246.

Package

random-distributions

Source

gamma.lisp (file)

Function: random-gig ()

Random Generalized Inverse Poisson

The algorithm is based on that given by Dagpunar (1989)

Package

random-distributions

Source

gig.lisp (file)

Function: random-gig-iid ()

Random Generalized Inverse Poisson (vector version)

Package

random-distributions

Source

gig.lisp (file)

Function: random-mt N &optional STATE

There is a bit of optimization to do...

Package

random-distributions

Source

jmt.lisp (file)

Function: random-multinomial ()
Package

random-distributions

Source

multinomial.lisp (file)

Function: random-multinomial% ()

The multinomial distribution has the form

N! n_1 n_2 n_K prob(n_1, n_2, ... n_K) = ——————– p_1 p_2 ... p_K (n_1! n_2! ... n_K!)

where n_1, n_2, ... n_K are nonnegative integers, sum_{k=1,K} n_k = N, and p = (p_1, p_2, ..., p_K) is a probability distribution.

Random variates are generated using the conditional binomial method. This scales well with N and does not require a setup step.

Ref:
C.S. David, The computer generation of multinomial random variates, Comp. Stat. Data Anal. 16 (1993) 205-217

Package

random-distributions

Source

multinomial.lisp (file)

Function: random-negative-binomial P N

The negative binomial distribution has the form,
prob(k) = Gamma(n + k)/(Gamma(n) Gamma(k + 1)) p^n (1-p)^k for k = 0, 1, ... . Note that n does not have to be an integer. This is the Leger’s algorithm (given in the answers in Knuth)

Package

random-distributions

Source

nbinomial.lisp (file)

Function: random-normal &optional MEAN SIGMA

Generate random variable with normal distribution using ziggurat method

Package

random-distributions

Source

normal.lisp (file)

Function: random-normal-bivariate SIGMA-X SIGMA-Y &key RHO ERROR-LIMIT

Return a pair of numbers with specific correlation coefficent rho and with specified variances sigma-x and sigma-y; a direct port of gsl_ran_bivariate_gaussian from the GNU Scientific Library:

void
gsl_ran_bivariate_gaussian (const gsl_rng * r,
double sigma_x, double sigma_y, double rho, double *x, double *y)
{
double u, v, r2, scale;

do
{
/* choose x,y in uniform square (-1,-1) to (+1,+1) */

u = -1 + 2 * gsl_rng_uniform (r);
v = -1 + 2 * gsl_rng_uniform (r);

/* see if it is in the unit circle */
r2 = u * u + v * v;
}
while (r2 > 1.0 || r2 == 0);

scale = sqrt (-2.0 * log (r2) / r2);

*x = sigma_x * u * scale;
*y = sigma_y * (rho * u + sqrt(1 - rho*rho) * v) * scale;
}

I need a good test for this one.

Package

random-distributions

Source

normal.lisp (file)

Function: random-normal-ziggurat MEAN SIGMA

This routine is based on the following article, with a couple of modifications which simplify the implementation.

George Marsaglia, Wai Wan Tsang
The Ziggurat Method for Generating Random Variables
Journal of Statistical Software, vol. 5 (2000), no. 8 http://www.jstatsoft.org/v05/i08/

The modifications are:

1) use 128 steps instead of 256 to decrease the amount of static data necessary.

2) use an acceptance sampling from an exponential wedge exp(-R*(x-R/2)) for the tail of the base strip to simplify the implementation. The area of exponential wedge is used in calculating ’v’ and the coefficients in ziggurat table, so the coefficients differ slightly from those in the Marsaglia and Tsang paper.

See also Leong et al, ’A Comment on the Implementation of the Ziggurat Method’, Journal of Statistical Software, vol 5 (2005), no 7.

Package

random-distributions

Source

normal.lisp (file)

Function: random-pareto ()

Random value for parato distribution:
p(x) dx = (a/b) / (x/b)^(a+1) dx for x >= b

Package

random-distributions

Source

pareto.lisp (file)

Function: random-poisson MU

The poisson distribution has the form

p(n) = (mu^n / n!) exp(-mu)

for n = 0, 1, 2, ... . The method used here is the one from Knuth.

Package

random-distributions

Source

poisson.lisp (file)

Function: random-uniform ()

[syntax suggar] Random variable with uniform distribution in interval [0,1)

Package

random-distributions

Source

randist.lisp (file)


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5.2 Internal definitions


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5.2.1 Constants

Constant: +e+
Package

random-distributions

Source

gamma.lisp (file)

Constant: +mt-k-inverse-2^32f+

1/(2^32), as a floating-point number

Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-k2^32+
Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-lower-mask+

least significant r bits

Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-m+
Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-n+
Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-tempering-mask-b+
Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-tempering-mask-c+
Package

random-distributions

Source

jmt.lisp (file)

Constant: +mt-upper-mask+

most significant w-r bits

Package

random-distributions

Source

jmt.lisp (file)

Constant: +r+
Package

random-distributions

Source

normal.lisp (file)


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5.2.2 Special variables

Special Variable: *ktab*
Package

random-distributions

Source

normal.lisp (file)

Special Variable: *n*
Package

random-distributions

Source

tests.lisp (file)

Special Variable: *wtab*
Package

random-distributions

Source

normal.lisp (file)

Special Variable: *ytab*
Package

random-distributions

Source

normal.lisp (file)


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5.2.3 Macros

Macro: sd &rest ARGS
Package

random-distributions

Source

desc-stat.lisp (file)

Macro: var &rest ARGS
Package

random-distributions

Source

desc-stat.lisp (file)


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5.2.4 Functions

Function: %random-gig ()
Package

random-distributions

Source

gig.lisp (file)

Function: coefficient-of-variation SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: convert-to-double-float-vector ()
Package

random-distributions

Source

multinomial.lisp (file)

Function: copy-mt-random-state INSTANCE
Package

random-distributions

Source

jmt.lisp (file)

Function: create-alias-method-vectors PROBABILITIES
Package

random-distributions

Source

alias_method.lisp (file)

Function: gamma-frac A
Package

random-distributions

Source

gamma.lisp (file)

Function: gamma-large A
Package

random-distributions

Source

gamma.lisp (file)

Function: gen-uniform &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: genlist F N
Package

random-distributions

Source

tests.lisp (file)

Function: geometric-mean SEQUENCE &optional BASE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: gig-setup ()
Package

random-distributions

Source

gig.lisp (file)

Function: mean SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: median SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: mode SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: mt-genrand ()
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-internal-make-random-state &key (MTI MTI) (ARR ARR)
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-make-random-state-integer N

Use the single integer to expand into a bunch of
integers to use as an MT-RANDOM-STATE.
Copied from the ’sgenrand’ function in mt19937int.c.
This is mostly an internal function. I recommend using MAKE-MT-RANDOM-STATE unless specific circumstances dictate otherwise.

Package

random-distributions

Source

jmt.lisp (file)

Function: mt-make-random-state-random ()

Generate a new random state from a new, hopefully somewhat random, value.
This is mostly an internal function. I recommend using MAKE-MT-RANDOM-STATE unless specific circumstances dictate otherwise.

Package

random-distributions

Source

jmt.lisp (file)

Function: mt-random-state-arr INSTANCE
Function: (setf mt-random-state-arr) VALUE INSTANCE
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-random-state-mti INSTANCE
Function: (setf mt-random-state-mti) VALUE INSTANCE
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-random-state-p OBJECT
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-refill ()

In the C program mt19937int.c, there is a function called ’genrand’, & in that function there is a block of code to execute when the mt[] array is exhausted. This function is that block of code. I’ve removed it from my MT-GENRAND function for clarity.

Package

random-distributions

Source

jmt.lisp (file)

Function: mt-tempering-shift-l N
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-tempering-shift-s N
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-tempering-shift-t N
Package

random-distributions

Source

jmt.lisp (file)

Function: mt-tempering-shift-u N
Package

random-distributions

Source

jmt.lisp (file)

Function: percentile SEQUENCE PERCENT
Package

random-distributions

Source

desc-stat.lisp (file)

Function: profile-gamma &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: random-dirichlet1 ALPHA THETA
Package

random-distributions

Source

dirichlet.lisp (file)

Function: random-generalized-inverse-poisson ()
Package

random-distributions

Source

gig.lisp (file)

Function: random-multinomial1 ()

Return the genrated values in the n vector

Package

random-distributions

Source

multinomial.lisp (file)

Function: random-pos ()

Create the sign, i.e. random positive or negative, similar to a binary result.

Package

random-distributions

Source

randist.lisp (file)

Function: random-t NU
Package

random-distributions

Source

t.lisp (file)

Function: random-t-nu<=2 NU
Package

random-distributions

Source

t.lisp (file)

Function: random-t-nu>2 NU
Package

random-distributions

Source

t.lisp (file)

Function: random-uniform-jmt ()

[syntax suggar] Random variable with uniform distribution in interval [0,1)

Package

random-distributions

Source

randist.lisp (file)

Function: random-vector-iid N VARIABLE

Return a vector with n IID instances of variable

Package

random-distributions

Source

randist.lisp (file)

Function: range SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: report-uniform-count C N
Package

random-distributions

Source

alias_method.lisp (file)

Function: setup-cut-point-randist P
Package

random-distributions

Source

cut-point.lisp (file)

Function: square X
Package

random-distributions

Source

desc-stat.lisp (file)

Function: standard-deviation SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: standard-error-of-the-mean SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: test-alias-method N RUNS
Package

random-distributions

Source

alias_method.lisp (file)

Function: test-alias-method-uniform N
Package

random-distributions

Source

alias_method.lisp (file)

Function: test-alias-method-zeros ()
Package

random-distributions

Source

alias_method.lisp (file)

Function: test-binomial &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: test-dist F &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: test-gamma-mt-speed &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: test-gamma-speed &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: test-gig-range ()
Package

random-distributions

Source

gig.lisp (file)

Function: test-gig-speed ()
Package

random-distributions

Source

gig.lisp (file)

Function: test-multinomial ()
Package

random-distributions

Source

multinomial.lisp (file)

Function: test-multinomial1 ()
Package

random-distributions

Source

multinomial.lisp (file)

Function: test-random-uniform-jmt &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: test-zigg-speed &optional N
Package

random-distributions

Source

tests.lisp (file)

Function: transfer-sign ()
Package

random-distributions

Source

gig.lisp (file)

Function: uniform-reference N
Package

random-distributions

Source

alias_method.lisp (file)

Function: variance SEQUENCE
Package

random-distributions

Source

desc-stat.lisp (file)

Function: zeroin ()

zero of the function f(x) is computed in the interval ax,bx .

input..

ax left endpoint of initial interval
bx right endpoint of initial interval
f function subprogram which evaluates f(x) for any x in
the interval ax,bx
tol desired length of the interval of uncertainty of the
final result ( .ge. 0.0d0)

output..

zeroin abcissa approximating a zero of f in the interval ax,bx

it is assumed that f(ax) and f(bx) have opposite signs without a check. zeroin returns a zero x in the given interval ax,bx to within a tolerance 4*macheps*abs(x) + tol, where macheps is the relative machine precision.
this function subprogram is a slightly modified translation of the algol 60 procedure zero given in richard brent, algorithms for minimization without derivatives, prentice - hall, inc. (1973).

Package

random-distributions

Source

gig.lisp (file)


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5.2.5 Structures

Structure: mt-random-state ()
Package

random-distributions

Source

jmt.lisp (file)

Direct superclasses

structure-object (structure)

Direct methods
  • make-load-form (method)
  • print-object (method)
Direct slots
Slot: mti
Readers

mt-random-state-mti (function)

Writers

(setf mt-random-state-mti) (function)

Slot: arr
Readers

mt-random-state-arr (function)

Writers

(setf mt-random-state-arr) (function)


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Appendix A Indexes


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A.1 Concepts

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Index Entry  Section

C
cl-randist.asd: The cl-randist<dot>asd file
cl-randist/alias_method.lisp: The cl-randist/alias_method<dot>lisp file
cl-randist/beta.lisp: The cl-randist/beta<dot>lisp file
cl-randist/binomial.lisp: The cl-randist/binomial<dot>lisp file
cl-randist/chisq.lisp: The cl-randist/chisq<dot>lisp file
cl-randist/cut-point.lisp: The cl-randist/cut-point<dot>lisp file
cl-randist/desc-stat.lisp: The cl-randist/desc-stat<dot>lisp file
cl-randist/dirichlet.lisp: The cl-randist/dirichlet<dot>lisp file
cl-randist/exponential.lisp: The cl-randist/exponential<dot>lisp file
cl-randist/f.lisp: The cl-randist/f<dot>lisp file
cl-randist/gamma.lisp: The cl-randist/gamma<dot>lisp file
cl-randist/GIG.lisp: The cl-randist/gig<dot>lisp file
cl-randist/jmt.lisp: The cl-randist/jmt<dot>lisp file
cl-randist/multinomial.lisp: The cl-randist/multinomial<dot>lisp file
cl-randist/nbinomial.lisp: The cl-randist/nbinomial<dot>lisp file
cl-randist/normal.lisp: The cl-randist/normal<dot>lisp file
cl-randist/packages.lisp: The cl-randist/packages<dot>lisp file
cl-randist/pareto.lisp: The cl-randist/pareto<dot>lisp file
cl-randist/poisson.lisp: The cl-randist/poisson<dot>lisp file
cl-randist/randist.lisp: The cl-randist/randist<dot>lisp file
cl-randist/t.lisp: The cl-randist/t<dot>lisp file
cl-randist/tests.lisp: The cl-randist/tests<dot>lisp file

F
File, Lisp, cl-randist.asd: The cl-randist<dot>asd file
File, Lisp, cl-randist/alias_method.lisp: The cl-randist/alias_method<dot>lisp file
File, Lisp, cl-randist/beta.lisp: The cl-randist/beta<dot>lisp file
File, Lisp, cl-randist/binomial.lisp: The cl-randist/binomial<dot>lisp file
File, Lisp, cl-randist/chisq.lisp: The cl-randist/chisq<dot>lisp file
File, Lisp, cl-randist/cut-point.lisp: The cl-randist/cut-point<dot>lisp file
File, Lisp, cl-randist/desc-stat.lisp: The cl-randist/desc-stat<dot>lisp file
File, Lisp, cl-randist/dirichlet.lisp: The cl-randist/dirichlet<dot>lisp file
File, Lisp, cl-randist/exponential.lisp: The cl-randist/exponential<dot>lisp file
File, Lisp, cl-randist/f.lisp: The cl-randist/f<dot>lisp file
File, Lisp, cl-randist/gamma.lisp: The cl-randist/gamma<dot>lisp file
File, Lisp, cl-randist/GIG.lisp: The cl-randist/gig<dot>lisp file
File, Lisp, cl-randist/jmt.lisp: The cl-randist/jmt<dot>lisp file
File, Lisp, cl-randist/multinomial.lisp: The cl-randist/multinomial<dot>lisp file
File, Lisp, cl-randist/nbinomial.lisp: The cl-randist/nbinomial<dot>lisp file
File, Lisp, cl-randist/normal.lisp: The cl-randist/normal<dot>lisp file
File, Lisp, cl-randist/packages.lisp: The cl-randist/packages<dot>lisp file
File, Lisp, cl-randist/pareto.lisp: The cl-randist/pareto<dot>lisp file
File, Lisp, cl-randist/poisson.lisp: The cl-randist/poisson<dot>lisp file
File, Lisp, cl-randist/randist.lisp: The cl-randist/randist<dot>lisp file
File, Lisp, cl-randist/t.lisp: The cl-randist/t<dot>lisp file
File, Lisp, cl-randist/tests.lisp: The cl-randist/tests<dot>lisp file

L
Lisp File, cl-randist.asd: The cl-randist<dot>asd file
Lisp File, cl-randist/alias_method.lisp: The cl-randist/alias_method<dot>lisp file
Lisp File, cl-randist/beta.lisp: The cl-randist/beta<dot>lisp file
Lisp File, cl-randist/binomial.lisp: The cl-randist/binomial<dot>lisp file
Lisp File, cl-randist/chisq.lisp: The cl-randist/chisq<dot>lisp file
Lisp File, cl-randist/cut-point.lisp: The cl-randist/cut-point<dot>lisp file
Lisp File, cl-randist/desc-stat.lisp: The cl-randist/desc-stat<dot>lisp file
Lisp File, cl-randist/dirichlet.lisp: The cl-randist/dirichlet<dot>lisp file
Lisp File, cl-randist/exponential.lisp: The cl-randist/exponential<dot>lisp file
Lisp File, cl-randist/f.lisp: The cl-randist/f<dot>lisp file
Lisp File, cl-randist/gamma.lisp: The cl-randist/gamma<dot>lisp file
Lisp File, cl-randist/GIG.lisp: The cl-randist/gig<dot>lisp file
Lisp File, cl-randist/jmt.lisp: The cl-randist/jmt<dot>lisp file
Lisp File, cl-randist/multinomial.lisp: The cl-randist/multinomial<dot>lisp file
Lisp File, cl-randist/nbinomial.lisp: The cl-randist/nbinomial<dot>lisp file
Lisp File, cl-randist/normal.lisp: The cl-randist/normal<dot>lisp file
Lisp File, cl-randist/packages.lisp: The cl-randist/packages<dot>lisp file
Lisp File, cl-randist/pareto.lisp: The cl-randist/pareto<dot>lisp file
Lisp File, cl-randist/poisson.lisp: The cl-randist/poisson<dot>lisp file
Lisp File, cl-randist/randist.lisp: The cl-randist/randist<dot>lisp file
Lisp File, cl-randist/t.lisp: The cl-randist/t<dot>lisp file
Lisp File, cl-randist/tests.lisp: The cl-randist/tests<dot>lisp file

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A.2 Functions

Jump to:   %   (  
C   F   G   M   P   R   S   T   U   V   Z  
Index Entry  Section

%
%random-gig: Internal functions

(
(setf mt-random-state-arr): Internal functions
(setf mt-random-state-mti): Internal functions

C
coefficient-of-variation: Internal functions
convert-to-double-float-vector: Internal functions
copy-mt-random-state: Internal functions
create-alias-method-vectors: Internal functions

F
Function, %random-gig: Internal functions
Function, (setf mt-random-state-arr): Internal functions
Function, (setf mt-random-state-mti): Internal functions
Function, coefficient-of-variation: Internal functions
Function, convert-to-double-float-vector: Internal functions
Function, copy-mt-random-state: Internal functions
Function, create-alias-method-vectors: Internal functions
Function, gamma-frac: Internal functions
Function, gamma-large: Internal functions
Function, gen-uniform: Internal functions
Function, genlist: Internal functions
Function, geometric-mean: Internal functions
Function, gig-setup: Internal functions
Function, make-discrete-monotone-random-var: Exported functions
Function, make-discrete-random-var: Exported functions
Function, make-mt-random-state: Exported functions
Function, make-random-variable-gig: Exported functions
Function, make-random-variable-gig-poisson: Exported functions
Function, mean: Internal functions
Function, median: Internal functions
Function, mode: Internal functions
Function, mt-genrand: Internal functions
Function, mt-internal-make-random-state: Internal functions
Function, mt-make-random-state-integer: Internal functions
Function, mt-make-random-state-random: Internal functions
Function, mt-random-state-arr: Internal functions
Function, mt-random-state-mti: Internal functions
Function, mt-random-state-p: Internal functions
Function, mt-refill: Internal functions
Function, mt-tempering-shift-l: Internal functions
Function, mt-tempering-shift-s: Internal functions
Function, mt-tempering-shift-t: Internal functions
Function, mt-tempering-shift-u: Internal functions
Function, percentile: Internal functions
Function, profile-gamma: Internal functions
Function, random-bernoulli: Exported functions
Function, random-beta: Exported functions
Function, random-binomial: Exported functions
Function, random-chi-square: Exported functions
Function, random-dirichlet1: Internal functions
Function, random-exponential: Exported functions
Function, random-f: Exported functions
Function, random-gamma: Exported functions
Function, random-gamma-int: Exported functions
Function, random-gamma-mt: Exported functions
Function, random-gamma1: Exported functions
Function, random-generalized-inverse-poisson: Internal functions
Function, random-gig: Exported functions
Function, random-gig-iid: Exported functions
Function, random-mt: Exported functions
Function, random-multinomial: Exported functions
Function, random-multinomial%: Exported functions
Function, random-multinomial1: Internal functions
Function, random-negative-binomial: Exported functions
Function, random-normal: Exported functions
Function, random-normal-bivariate: Exported functions
Function, random-normal-ziggurat: Exported functions
Function, random-pareto: Exported functions
Function, random-poisson: Exported functions
Function, random-pos: Internal functions
Function, random-t: Internal functions
Function, random-t-nu<=2: Internal functions
Function, random-t-nu>2: Internal functions
Function, random-uniform: Exported functions
Function, random-uniform-jmt: Internal functions
Function, random-vector-iid: Internal functions
Function, range: Internal functions
Function, report-uniform-count: Internal functions
Function, setup-cut-point-randist: Internal functions
Function, square: Internal functions
Function, standard-deviation: Internal functions
Function, standard-error-of-the-mean: Internal functions
Function, test-alias-method: Internal functions
Function, test-alias-method-uniform: Internal functions
Function, test-alias-method-zeros: Internal functions
Function, test-binomial: Internal functions
Function, test-dist: Internal functions
Function, test-gamma-mt-speed: Internal functions
Function, test-gamma-speed: Internal functions
Function, test-gig-range: Internal functions
Function, test-gig-speed: Internal functions
Function, test-multinomial: Internal functions
Function, test-multinomial1: Internal functions
Function, test-random-uniform-jmt: Internal functions
Function, test-zigg-speed: Internal functions
Function, transfer-sign: Internal functions
Function, uniform-reference: Internal functions
Function, variance: Internal functions
Function, zeroin: Internal functions

G
gamma-frac: Internal functions
gamma-large: Internal functions
gen-uniform: Internal functions
genlist: Internal functions
geometric-mean: Internal functions
gig-setup: Internal functions

M
Macro, sd: Internal macros
Macro, var: Internal macros
make-discrete-monotone-random-var: Exported functions
make-discrete-random-var: Exported functions
make-mt-random-state: Exported functions
make-random-variable-gig: Exported functions
make-random-variable-gig-poisson: Exported functions
mean: Internal functions
median: Internal functions
mode: Internal functions
mt-genrand: Internal functions
mt-internal-make-random-state: Internal functions
mt-make-random-state-integer: Internal functions
mt-make-random-state-random: Internal functions
mt-random-state-arr: Internal functions
mt-random-state-mti: Internal functions
mt-random-state-p: Internal functions
mt-refill: Internal functions
mt-tempering-shift-l: Internal functions
mt-tempering-shift-s: Internal functions
mt-tempering-shift-t: Internal functions
mt-tempering-shift-u: Internal functions

P
percentile: Internal functions
profile-gamma: Internal functions

R
random-bernoulli: Exported functions
random-beta: Exported functions
random-binomial: Exported functions
random-chi-square: Exported functions
random-dirichlet1: Internal functions
random-exponential: Exported functions
random-f: Exported functions
random-gamma: Exported functions
random-gamma-int: Exported functions
random-gamma-mt: Exported functions
random-gamma1: Exported functions
random-generalized-inverse-poisson: Internal functions
random-gig: Exported functions
random-gig-iid: Exported functions
random-mt: Exported functions
random-multinomial: Exported functions
random-multinomial%: Exported functions
random-multinomial1: Internal functions
random-negative-binomial: Exported functions
random-normal: Exported functions
random-normal-bivariate: Exported functions
random-normal-ziggurat: Exported functions
random-pareto: Exported functions
random-poisson: Exported functions
random-pos: Internal functions
random-t: Internal functions
random-t-nu<=2: Internal functions
random-t-nu>2: Internal functions
random-uniform: Exported functions
random-uniform-jmt: Internal functions
random-vector-iid: Internal functions
range: Internal functions
report-uniform-count: Internal functions

S
sd: Internal macros
setup-cut-point-randist: Internal functions
square: Internal functions
standard-deviation: Internal functions
standard-error-of-the-mean: Internal functions

T
test-alias-method: Internal functions
test-alias-method-uniform: Internal functions
test-alias-method-zeros: Internal functions
test-binomial: Internal functions
test-dist: Internal functions
test-gamma-mt-speed: Internal functions
test-gamma-speed: Internal functions
test-gig-range: Internal functions
test-gig-speed: Internal functions
test-multinomial: Internal functions
test-multinomial1: Internal functions
test-random-uniform-jmt: Internal functions
test-zigg-speed: Internal functions
transfer-sign: Internal functions

U
uniform-reference: Internal functions

V
var: Internal macros
variance: Internal functions

Z
zeroin: Internal functions

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A.3 Variables

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A   C   M   S  
Index Entry  Section

*
*ktab*: Internal special variables
*mt-random-state*: Exported special variables
*n*: Internal special variables
*wtab*: Internal special variables
*ytab*: Internal special variables

+
+e+: Internal constants
+mt-k-inverse-2^32f+: Internal constants
+mt-k2^32+: Internal constants
+mt-lower-mask+: Internal constants
+mt-m+: Internal constants
+mt-n+: Internal constants
+mt-tempering-mask-b+: Internal constants
+mt-tempering-mask-c+: Internal constants
+mt-upper-mask+: Internal constants
+r+: Internal constants

A
arr: Internal structures

C
Constant, +e+: Internal constants
Constant, +mt-k-inverse-2^32f+: Internal constants
Constant, +mt-k2^32+: Internal constants
Constant, +mt-lower-mask+: Internal constants
Constant, +mt-m+: Internal constants
Constant, +mt-n+: Internal constants
Constant, +mt-tempering-mask-b+: Internal constants
Constant, +mt-tempering-mask-c+: Internal constants
Constant, +mt-upper-mask+: Internal constants
Constant, +r+: Internal constants

M
mti: Internal structures

S
Slot, arr: Internal structures
Slot, mti: Internal structures
Special Variable, *ktab*: Internal special variables
Special Variable, *mt-random-state*: Exported special variables
Special Variable, *n*: Internal special variables
Special Variable, *wtab*: Internal special variables
Special Variable, *ytab*: Internal special variables

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A   C   M   S  

Previous: , Up: Indexes   [Contents][Index]

A.4 Data types

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Index Entry  Section

C
cl-randist: The cl-randist system
cl-randist-system: The cl-randist-system package

M
mt-random-state: Internal structures

P
Package, cl-randist-system: The cl-randist-system package
Package, random-distributions: The random-distributions package

R
random-distributions: The random-distributions package

S
Structure, mt-random-state: Internal structures
System, cl-randist: The cl-randist system

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