drawing random variates

dex/Reminders.md

@@ -15,4 +15,11 @@ dex --backend llvm-mc script myScript.dx
 dex --backend llvm-cuda script myScript.dx
 
 
+
+make install
+make tests
+make run-tests/linalg-tests
+make run-examples/regression
+
+
 ```

dex/pmmh/Makefile

@@ -26,5 +26,8 @@ repl:
 sandpit:
 	dex --lib-path $(LIBPATH) script sandpit.dx
 
+random:
+	dex --lib-path $(LIBPATH) script random-tests.dx
+
 
 # eof

dex/pmmh/lv.dx

@@ -3,22 +3,11 @@
 import djwutils -- load up my Dex utils from the logreg repo
 
 
--- Random exponentials
-def rande (k: Key) : Float =
-  neg $ log $ rand k
-
-def rande_vec {n} [Ix n] (k:Key) : n=>Float =
-  for i. rande (ixkey k i)
-
-def randExp (r: Float) (k: Key) : Float =
-  (rande k) / r
-
-
 -- Transition kernel for the LV process
 def stepLV (th: Fin 3=>Float) (x: Fin 2=>Int) (t: Float) (k: Key) : (Fin 2=>Int) =
   yield_state x \xs.
     with_state 0.0 \ts.
-    with_state k \ks.
+     with_state k \ks.
       iter \_.
         cx = get xs
         ct = get ts
@@ -32,7 +21,7 @@ def stepLV (th: Fin 3=>Float) (x: Fin 2=>Int) (t: Float) (k: Key) : (Fin 2=>Int)
           then
             1.0e99
           else
-            ct + (randExp h0 k0)
+            ct + (exponential h0 k0)
         if (nt >= t)
           then
             Done ()
@@ -58,10 +47,10 @@ k = new_key 42
 th = [1.0, 0.005, 0.6]
 stepLV th [50, 100] 2.0 k
 
-kern = \k x. stepLV th x 2.0 k
-kern k [50, 100]
+kern = \x k. stepLV th x 2.0 k
+kern [50, 100] k
 
-ts = markov_chain k [50, 100] kern 50
+ts = markov_chain [50, 100] kern 50 k
 tsf = for i. for j. i_to_f ts.i.j
 tsv = to_tsv tsf
 tsv

dex/pmmh/random-tests.dx

@@ -0,0 +1,41 @@
+-- random-tests.dx
+-- understanding and testing Dex random number generation
+
+import djwutils
+
+k = new_key 42
+
+-- single draws
+
+rand k
+randn k
+bern 0.5 k
+poisson 5.0 k
+binom 50 0.5 k
+
+exponential 2.0 k
+gaussian 5.0 2.0 k
+
+g = gaussian 5.0 2.0
+[k1, k2] = split_key k
+g k
+g k1
+g k2
+
+-- drawing vectors
+
+x: (Fin 10)=>Float = randn_vec k
+x
+
+rand_vec 10 randn k
+rand_vec 8 (poisson 5.0) k
+rand_vec 15 (binom 20 0.5) k
+rand_vec 15 (binom 20 0.5) k1
+rand_vec 15 (binom 20 0.5) k2
+
+
+
+
+-- eof
+
+