---Viktor Cerovski wrote:
> I'd like to add an another routine, normalrandom, that
> generates normal
> deviates with a specified standard deviation as the x argument and
> the number of i.i.d realizations as the y argument. For
> readability and
> speed I split it into two parts:
>
> BM=:(2 1 o."0 1 [EMAIL PROTECTED]:@[ * [EMAIL PROTECTED])*"1(*
> [:%:_2*^.@:[EMAIL PROTECTED])
> normalrandom=:] $ ,@(BM >[EMAIL PROTECTED]:@(*/))
My preference for extending normalrand to specified stddev and mean would be to
use a cover verb - despite slightly poorer performance.
normalrand01=: normalrand6c
normalrandoma=: [EMAIL PROTECTED] + {:@[ * normalrand01@:]
Or perhaps even nicer (but a bit more space hungry):
normalrandomb=: 3 : 0
normalrand01 y
:
'mu sd'=. x
mu + sd * normalrand01 y
)
To reclaim the extra space:
normalrandomc=: 3 : 0
normalrand01 y
:
'mu sd'=. x
mu&+@:(sd&*@:normalrand01) y
)
numb=: 1000000
10 ts 'normalrand numb'
0.2548488076 83888640
10 ts 'normalrand6c numb' NB. Alias for normalrand01
0.17375854333 20972736
10 ts '1 normalrandom numb'
0.17906571226 20972608
10 ts '0 1 normalrandoma numb'
0.19534977909 20972800
10 ts 'normalrandomb numb'
0.17369843793 20973824
10 ts 'normalrandomc numb'
0.17481962791 20973824
10 ts '2 normalrandom numb'
0.18213729678 20972608
10 ts '3 2 normalrandoma numb'
0.19645108526 20972800
10 ts '3 2 normalrandomb numb'
0.19858650331 25168512
10 ts '3 2 normalrandomc numb' NB. reclaims space
0.19579058232 20974720
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