ENH: randomgen #13163

Basic structure of a core PRNG and a generator that consumes the core PRNG CLN: Remove unneeded code Remove unnecessary code and add docstrings

Clean up splitmix64 to use external functions Add xoroshiro128 to show use of additional PRNG

Port over random entropy from ng-randomstate

Allow generators to be seeded on creation

Simplify xoroshiro state

Add state to allow 32 bit generation

Abstract various components to allow more flexibility in generating specific distributions

Add float fillng from double Add support for log-based exponential

Fix bug which passes reference to state not state

Use secure time function to avoid compiler warning

Add function types directly to prng_t to simplify use Clean distributionsto use new syntex Remove unused type definitions Rename type definitions to me more meaningful xref #1

Add threefry Clean unused definitions from splitmix and xoroshiro

Switch to random123 threefry implementation

Remove higher iterations from threefre

Add pickle support for RandomGenerator Add pickle support for other core PRNGs

List contains major next steps

Add jump (2**128) and advance (arbitrary) to threefry

Add PCG64 generator

Add advance and jump Clean other PRNGs

Add philox as a core PRNG

Retain splitmix64 for internal use Default is now xoroshiro128

Simplify naming schame Add ziggurate gauss

Add standard gamma Add array fillers

Simplify these generators a small amount Define constants nhance the demo/benchmark

Revers DSFMT import changes

Enable Python 2.7

Add jump to dsfmt and mt19937

Add prototype ctypes interface to Xoroshiro128 Add example showing use in Cython Add eample showing use in Numba

Re-enable all nogils

Add xffi interface for xoroshir128

Add example Rename _prng_capsule to capsule Use common.pxd to gather all information about distirbutionsh

Enable using distributions as a DLL

Power over external functionss from randomstate

Add bounded integers Refactors distributions headers Add benchmark

Performance is terrible

Add support for ThreeFry32x4 to benchmark

Enable 32-bit Linux support

Add PCG32 for benchmarking

Fix order for VS2008 Improve repr

Drop Box-Muller and supported infrastructure

Remvoe binomial_t from each prng_state and use a single implementation at the level of a RandomGenerator

Switch to int64 to avoid platform-dependencies for integer values randoms

Make a start of docs

Switch canonical name to RandomGen Switch use of prng to brng to indicate basic RNG

Correct list of expected methods Rename random_sample to random_double to allow random_sample to be used by Python

Ensure 32 bit platforms emulate Fix missing static in pcg

Replace conversion to long with int64

Add legacy distributions through new generator

Update performance comp

Remove ability to set or get the state of the default generator

Relax check for 32 bit platforms

Update __str__ to use class name to solve oop naming issue in LegacyGen

Update documentation about legacy generation

Remove duplicate pcg128_t declaration

Enable no-sse2 flag to be set

Should be gcc only

Add out to fill existing arrays Add ziggurat for exponential

Reformat C files using clang-format

Keep a copy of cffi/ctypes interface handing over to end users to prevent main class from being garbage collected

Update readme

Return double

Swap double filler for old version Restore fillers to distributions Replace pointer size Switch to uintptr_t for 32 bit platforms

Use nogil for fillers

Use full import paths to resolve absolute_import bug

Ensure cython example works Add cimport for cython example

Use MIN and MAX to avoid issues with c++ compilation

Sync documentation changes from NumPy for 1.15 release

Allow empty choices to sync with upstream changes

Clarify that the internal generator is closed on [low, high-1] even though the external interface is open [low, high) closes #26

Sync with Numpy 1.15 changes

The interval generator is used when generating 32-bit bounded random numbers. The speedup is 10% to 220% across the various RNGs compared to my pip Numpy. Added a param to RandomGenerator.randint(...) to allow one to choose which algorithm to use to generate a random number in an interval. Fix C errors on VS. Setup travis to run fewer environments while testing. Restore travis and appveyor settings. 1) Made the parameter order and randint callees consistent. 2) Rename use_masked_generator to use_masked. 3) Added tests for generating uint32 numbers in an interval using the masked and lemire algorithms.

Add license files for project and components Use raw string to avoid escape warning in regex

Add umul128 intrinsic support for 64bit windows

Add header guards

Sync upstream changes in numpy#11613, numpy#11771, and numpy#12089 Update to NumPy 1.12 as the minimum version Fix documentation Add information about Lemire generator Update change log Fix docstring for randint Refactor benchmark with more options Clean code for PEP8 violations Improve performance testing

Ensure buffer location is reset after reseed or jump to ensure that values are produced from the new state and not reused from the old. Ensure that the fallback path uses the correct number of bytes in Xor* Small doc fixes. Update dirichlet documentation Update beta docstring Fix weibull for a=0

first cut at building randomgen upgrade 'cythonize' and fix absolute imports to relative define NPY_NO_DEPRECATED_API and fix other warnings enable pgc64 by always using PCG_EMULATED_MATH refactor so import randomgen works add TODO comments for pcg64 improvements fix imports, module name in setup.py; remove _testing make cythonize non-recursive, restore examples to proper place update to randomgen 7bca296c0b9 replace mtrand with LegacyGenerator, tweak for compatibility port f879ef4 to fix GH10839 minimized difference between generator.pyx and _legacy.pyx fix namespace in doctests, mark results that are random update to randomgen commit 95c8cdd1c Incorporate testing of edge cases into main tests Rename test files to describe their purpose Import import locations to reflect numpy paths Correct tolerance on float32 tests Remove set_printoptions Remove complex normal Remove future imports Pull in BasicRNG source changes from original author Small doc fixes _mtrand => _rand Improve consistency of nan handling Prevent nans prducing values from int functions add randomgen documentation to the tree

Improve consistency of nan handling Prevent nans prducing values from int functions Add tests to ensure guards work Synchronize with randomgen Remove comments no longer relevant

remove files that were part of the origal repo rework randomgen docs to integrate with numpy and fix some links remove convenience functions, require explicit call to gen.brng move code out of numpy.random.randomgen into numpy.random

skip doctests that require scipy move original mtrand module to _mtrand adjust documentation for namespace change

Extend multinomial to allow broadcasting Fix zipf changes missed in NumPy Enable 0 as valid input for hypergeometric

Add docstring and add to __all__

Standardize returns types for Windows and 32-bit platforms on int64 in choice and randint (default). Refactor tomaxint to call randint

Correct type form long to int64

Improve performance in all cases Large improvement with size is small xref numpy#5299 xref numpy#2764 xref numpy#9855 xref numpy#7810

….pyx

Add changes to alow hypergeometric 0 Small syncs and cleanups Move legacy_distributions.pxd to legacy folder can be deleted

Remove Cython conditional compilation and use preprocessor only

Add protection for 0 input for gamma random variables Add protection in legacy for gamma random variables Add protection for 0 input in Weibull Add test of 0 protection Ensure tests run on legacy generators for bad values are also run on the current set of generators Use same variable definition in declaration and function Sync doc changes to Wald and Noncentral Chi2

Update docstring in _legacy.pyx for match generator.pyx Fix docstring in the constaint checker which had ineq rather than eq. Enhance logistic to accept 0 scale Reorder functions in _legacy to match generator to simplify keeping doc strings synchronized. Synchronize the docstring in _legacy

Add path that voids object conversion unless essential Small doc cleanups related to random_integers PEP-8 cleanups

Case high to a Python int to avoid overflow from NumPy types

Add closed option to randint to simplify some cases

remove numpy.random.gen, BRNG.generator, pcg*, rand, randn remove use_mask and Lemire's method, fix benchmarks for PCG removal convert brng to bitgen (in C) and bit_generator (in python) convert base R{NG,andom.*} to BitGenerator, fix last commit randint -> integers, remove rand, randn, random_integers RandomGenerator -> Generator, more "basic RNG" -> BitGenerator random_sample -> random, jump -> jumped, resync with randomgen Remove derived code from entropy Port over changes accepted in upstream to protect log(0.0) where relevant fix doctests for jumped, better document choice Remove Python 2.7 shims Use NPY_INLINE to simplify Fix performance.py to work Renam directory brng to bit_generators Fix examples wiht new directory structure Clarify relationship to historical RandomState Remove references to .generator Rename xoshiro256/512starstar

Ensure integer type is stream compatible on 32 bit Fix incorrect clause end Add integer-generator tests that check long streams

Let numpy detect SSE2

Use type-dependent poisson lam max Make private Fix backward compat issue in loggam

Remove test file that is circular when randomgen is in numpy

Change renamed attribute

Add docstring for lock Use __all__ to discuorage unless attributes from appearing

Remove traces of the three removed bit generators Add lock to Cython examples

Attempt to avoid defining variables that are incorrect for some platforms

This reverts commit 17e0070.

Pep8 fixes Remove unused imports Fix name error

* PERF: Reorder header for philox Reorder header so that support uint128 is always used if avilable, irrespective of platform

Commits on May 22, 2019

merge master into branch

mattip committed May 22, 2019

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ENH: randomgen #13163

ENH: randomgen #13163

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