Example usage for org.apache.commons.math3.random RandomDataGenerator nextGaussian

List of usage examples for org.apache.commons.math3.random RandomDataGenerator nextGaussian

Introduction

In this page you can find the example usage for org.apache.commons.math3.random RandomDataGenerator nextGaussian.

Prototype

public double nextGaussian(double mu, double sigma) throws NotStrictlyPositiveException 

Source Link

Usage

From source file:com.cloudera.oryx.ml.param.ContinuousAround.java

/**
 * @param rdg random number generator to use
 * @return a hyperparameter value chosen from Normal(around, step)
 *//*from w w w  .j  a va2 s  .c  om*/
@Override
public Double getRandomValue(RandomDataGenerator rdg) {
    return rdg.nextGaussian(around, step);
}

From source file:com.cloudera.oryx.ml.param.DiscreteAround.java

/**
 * @param rdg random number generator to use
 * @return a hyperparameter value chosen from Normal(around, step) and rounded to the nearest integer
 *//*from w  w w. ja v  a 2 s  .  c o m*/
@Override
public Integer getRandomValue(RandomDataGenerator rdg) {
    return (int) Math.round(rdg.nextGaussian(around, step));
}

From source file:com.siemens.industrialbenchmark.util.RandomNumberExpectedValueTest.java

@Test
public void testExpectedValues() {

    long seed = 0;
    Random rand = new Random(seed);
    RandomDataGenerator randomData = new RandomDataGenerator();

    double uniformAverage = 0.0;
    double binomialAverage = 0.0;
    double normalAverage = 0.0;
    double exponentialAverage = 0.0;

    for (int i = 0; i < 1e6; i++) {

        // set current seed
        randomData.reSeed(seed);/* w  w w. ja  v  a  2 s.  c om*/

        // draw random numbers
        double n = randomData.nextGaussian(0, 1);
        double u = randomData.nextUniform(0, 1);
        double b = randomData.nextBinomial(1, 0.5);
        double e = randomData.nextExponential(0.25);

        // average mean random number
        uniformAverage += (1. / (1. + i)) * (u - uniformAverage);
        binomialAverage += (1. / (1. + i)) * (b - binomialAverage);
        normalAverage += (1. / (1. + i)) * (n - normalAverage);
        exponentialAverage += (1. / (1. + i)) * (e - exponentialAverage);

        // draw new seed from global random generator
        seed = rand.nextLong();
    }

    assertEquals(0.5, uniformAverage, 0.001);
    assertEquals(0.5, binomialAverage, 0.001);
    assertEquals(0.0, normalAverage, 0.001);
    assertEquals(0.25, exponentialAverage, 0.001);
}

From source file:edu.cmu.tetrad.sem.LargeSemSimulator.java

public BoxDataSet simulateDataAcyclicConcurrent(int sampleSize) {
    int numVars = variableNodes.size();
    setupModel(numVars);/* w w w.j  ava2 s .  c o m*/

    System.out.println("Tier ordering");

    final int[][] _parents = parents;
    final double[][] _coefs = coefs;

    //        final double[][] _data = new double[sampleSize][numVars];
    final double[][] _data = new double[numVars][sampleSize];

    System.out.println("Starting simulation task");

    // This random number generator is not thread safe, so we make a new one each time.
    RandomGenerator apacheGen = new Well19937a(new Date().getTime());
    final RandomDataGenerator generator = new RandomDataGenerator(new SynchronizedRandomGenerator(apacheGen));

    //Do the simulation.
    class SimulationTask extends RecursiveTask<Boolean> {
        private int chunk;
        private int from;
        private int to;

        public SimulationTask(int chunk, int from, int to) {
            this.chunk = chunk;
            this.from = from;
            this.to = to;
        }

        @Override
        protected Boolean compute() {
            RandomGenerator apacheGen = new Well44497b(generator.nextLong(0, Long.MAX_VALUE));
            RandomDataGenerator generatorLocal = new RandomDataGenerator(apacheGen);

            if (to - from <= chunk) {
                for (int row = from; row < to; row++) {
                    if (row % 100 == 0)
                        out.println("Row " + row);

                    for (int i = 0; i < tierIndices.length; i++) {
                        int col = tierIndices[i];

                        double value = generatorLocal.nextGaussian(0, sqrt(errorVars[col]));

                        for (int j = 0; j < _parents[col].length; j++) {
                            int parent = _parents[col][j];
                            final double coef = _coefs[col][j];
                            final double v = _data[parent][row];
                            value += v * coef;

                            if (Double.isNaN(value)) {
                                throw new IllegalArgumentException();
                            }
                        }

                        value += means[col];

                        _data[col][row] = value;
                    }
                }

                return true;
            } else {
                List<SimulationTask> simulationTasks = new ArrayList<SimulationTask>();

                int mid = (to - from) / 2;

                simulationTasks.add(new SimulationTask(chunk, from, from + mid));
                simulationTasks.add(new SimulationTask(chunk, from + mid, to));

                invokeAll(simulationTasks);

                return true;
            }
        }
    }

    int chunk = 25;

    pool.invoke(new SimulationTask(chunk, 0, sampleSize));

    return new BoxDataSet(new VerticalDoubleDataBox(_data), variableNodes);
    //        return ColtDataSet.makeContinuousData(variableNodes, _data);
}

From source file:gdsc.smlm.ij.plugins.pcpalm.PCPALMMolecules.java

private void runSimulation(boolean resultsAvailable) {
    if (resultsAvailable && !showSimulationDialog())
        return;//ww  w .  jav a2 s .  co m

    startLog();

    log("Simulation parameters");
    if (blinkingDistribution == 3) {
        log("  - Clusters = %d", nMolecules);
        log("  - Simulation size = %s um", Utils.rounded(simulationSize, 4));
        log("  - Molecules/cluster = %s", Utils.rounded(blinkingRate, 4));
        log("  - Blinking distribution = %s", BLINKING_DISTRIBUTION[blinkingDistribution]);
        log("  - p-Value = %s", Utils.rounded(p, 4));
    } else {
        log("  - Molecules = %d", nMolecules);
        log("  - Simulation size = %s um", Utils.rounded(simulationSize, 4));
        log("  - Blinking rate = %s", Utils.rounded(blinkingRate, 4));
        log("  - Blinking distribution = %s", BLINKING_DISTRIBUTION[blinkingDistribution]);
    }
    log("  - Average precision = %s nm", Utils.rounded(sigmaS, 4));
    log("  - Clusters simulation = " + CLUSTER_SIMULATION[clusterSimulation]);
    if (clusterSimulation > 0) {
        log("  - Cluster number = %s +/- %s", Utils.rounded(clusterNumber, 4),
                Utils.rounded(clusterNumberSD, 4));
        log("  - Cluster radius = %s nm", Utils.rounded(clusterRadius, 4));
    }

    final double nmPerPixel = 100;
    double width = simulationSize * 1000.0;
    // Allow a border of 3 x sigma for +/- precision
    //if (blinkingRate > 1)
    width -= 3 * sigmaS;
    RandomGenerator randomGenerator = new Well19937c(
            System.currentTimeMillis() + System.identityHashCode(this));
    RandomDataGenerator dataGenerator = new RandomDataGenerator(randomGenerator);
    UniformDistribution dist = new UniformDistribution(null, new double[] { width, width, 0 },
            randomGenerator.nextInt());

    molecules = new ArrayList<Molecule>(nMolecules);
    // Create some dummy results since the calibration is required for later analysis
    results = new MemoryPeakResults();
    results.setCalibration(new gdsc.smlm.results.Calibration(nmPerPixel, 1, 100));
    results.setSource(new NullSource("Molecule Simulation"));
    results.begin();
    int count = 0;

    // Generate a sequence of coordinates
    ArrayList<double[]> xyz = new ArrayList<double[]>((int) (nMolecules * 1.1));

    Statistics statsRadius = new Statistics();
    Statistics statsSize = new Statistics();
    String maskTitle = TITLE + " Cluster Mask";
    ByteProcessor bp = null;
    double maskScale = 0;

    // TODO - Add a fluctuations model to this.

    if (clusterSimulation > 0) {
        // Simulate clusters.

        // Note: In the Veatch et al. paper (Plos 1, e31457) correlation functions are built using circles
        // with small radii of 4-8 Arbitrary Units (AU) or large radii of 10-30 AU. A fluctuations model is
        // created at T = 1.075 Tc. It is not clear exactly how the particles are distributed.
        // It may be that a mask is created first using the model. The particles are placed on the mask using
        // a specified density. This simulation produces a figure to show either a damped cosine function
        // (circles) or an exponential (fluctuations). The number of particles in each circle may be randomly
        // determined just by density. The figure does not discuss the derivation of the cluster size 
        // statistic.
        // 
        // If this plugin simulation is run with a uniform distribution and blinking rate of 1 then the damped
        // cosine function is reproduced. The curve crosses g(r)=1 at a value equivalent to the average
        // distance to the centre-of-mass of each drawn cluster, not the input cluster radius parameter (which 
        // is a hard upper limit on the distance to centre).

        final int maskSize = lowResolutionImageSize;
        int[] mask = null;
        maskScale = width / maskSize; // scale is in nm/pixel

        ArrayList<double[]> clusterCentres = new ArrayList<double[]>();
        int totalSteps = 1 + (int) Math.ceil(nMolecules / clusterNumber);
        if (clusterSimulation == 2 || clusterSimulation == 3) {
            // Clusters are non-overlapping circles

            // Ensure the circles do not overlap by using an exclusion mask that accumulates 
            // out-of-bounds pixels by drawing the last cluster (plus some border) on an image. When no
            // more pixels are available then stop generating molecules.
            // This is done by cumulatively filling a mask and using the MaskDistribution to select 
            // a new point. This may be slow but it works.

            // TODO - Allow clusters of different sizes...

            mask = new int[maskSize * maskSize];
            Arrays.fill(mask, 255);
            MaskDistribution maskDistribution = new MaskDistribution(mask, maskSize, maskSize, 0, maskScale,
                    maskScale, randomGenerator);
            double[] centre;
            IJ.showStatus("Computing clusters mask");
            int roiRadius = (int) Math.round((clusterRadius * 2) / maskScale);

            if (clusterSimulation == 3) {
                // Generate a mask of circles then sample from that.
                // If we want to fill the mask completely then adjust the total steps to be the number of 
                // circles that can fit inside the mask.
                totalSteps = (int) (maskSize * maskSize / (Math.PI * Math.pow(clusterRadius / maskScale, 2)));
            }

            while ((centre = maskDistribution.next()) != null && clusterCentres.size() < totalSteps) {
                IJ.showProgress(clusterCentres.size(), totalSteps);
                // The mask returns the coordinates with the centre of the image at 0,0
                centre[0] += width / 2;
                centre[1] += width / 2;
                clusterCentres.add(centre);

                // Fill in the mask around the centre to exclude any more circles that could overlap
                double cx = centre[0] / maskScale;
                double cy = centre[1] / maskScale;
                fillMask(mask, maskSize, (int) cx, (int) cy, roiRadius, 0);
                //log("[%.1f,%.1f] @ [%.1f,%.1f]", centre[0], centre[1], cx, cy);
                //Utils.display("Mask", new ColorProcessor(maskSize, maskSize, mask));
                try {
                    maskDistribution = new MaskDistribution(mask, maskSize, maskSize, 0, maskScale, maskScale,
                            randomGenerator);
                } catch (IllegalArgumentException e) {
                    // This can happen when there are no more non-zero pixels
                    log("WARNING: No more room for clusters on the mask area (created %d of estimated %d)",
                            clusterCentres.size(), totalSteps);
                    break;
                }
            }
            IJ.showProgress(1);
            IJ.showStatus("");
        } else {
            // Clusters are overlapping circles

            // Pick centres randomly from the distribution 
            while (clusterCentres.size() < totalSteps)
                clusterCentres.add(dist.next());
        }

        if (showClusterMask || clusterSimulation == 3) {
            // Show the mask for the clusters
            if (mask == null)
                mask = new int[maskSize * maskSize];
            else
                Arrays.fill(mask, 0);
            int roiRadius = (int) Math.round((clusterRadius) / maskScale);
            for (double[] c : clusterCentres) {
                double cx = c[0] / maskScale;
                double cy = c[1] / maskScale;
                fillMask(mask, maskSize, (int) cx, (int) cy, roiRadius, 1);
            }

            if (clusterSimulation == 3) {
                // We have the mask. Now pick points at random from the mask.
                MaskDistribution maskDistribution = new MaskDistribution(mask, maskSize, maskSize, 0, maskScale,
                        maskScale, randomGenerator);

                // Allocate each molecule position to a parent circle so defining clusters.
                int[][] clusters = new int[clusterCentres.size()][];
                int[] clusterSize = new int[clusters.length];

                for (int i = 0; i < nMolecules; i++) {
                    double[] centre = maskDistribution.next();
                    // The mask returns the coordinates with the centre of the image at 0,0
                    centre[0] += width / 2;
                    centre[1] += width / 2;
                    xyz.add(centre);

                    // Output statistics on cluster size and number.
                    // TODO - Finding the closest cluster could be done better than an all-vs-all comparison
                    double max = distance2(centre, clusterCentres.get(0));
                    int cluster = 0;
                    for (int j = 1; j < clusterCentres.size(); j++) {
                        double d2 = distance2(centre, clusterCentres.get(j));
                        if (d2 < max) {
                            max = d2;
                            cluster = j;
                        }
                    }

                    // Assign point i to cluster
                    centre[2] = cluster;

                    if (clusterSize[cluster] == 0) {
                        clusters[cluster] = new int[10];
                    }
                    if (clusters[cluster].length <= clusterSize[cluster]) {
                        clusters[cluster] = Arrays.copyOf(clusters[cluster],
                                (int) (clusters[cluster].length * 1.5));
                    }
                    clusters[cluster][clusterSize[cluster]++] = i;
                }

                // Generate real cluster size statistics
                for (int j = 0; j < clusterSize.length; j++) {
                    final int size = clusterSize[j];
                    if (size == 0)
                        continue;

                    statsSize.add(size);

                    if (size == 1) {
                        statsRadius.add(0);
                        continue;
                    }

                    // Find centre of cluster and add the distance to each point
                    double[] com = new double[2];
                    for (int n = 0; n < size; n++) {
                        double[] xy = xyz.get(clusters[j][n]);
                        for (int k = 0; k < 2; k++)
                            com[k] += xy[k];
                    }
                    for (int k = 0; k < 2; k++)
                        com[k] /= size;
                    for (int n = 0; n < size; n++) {
                        double dx = xyz.get(clusters[j][n])[0] - com[0];
                        double dy = xyz.get(clusters[j][n])[1] - com[1];
                        statsRadius.add(Math.sqrt(dx * dx + dy * dy));
                    }
                }
            }

            if (showClusterMask) {
                bp = new ByteProcessor(maskSize, maskSize);
                for (int i = 0; i < mask.length; i++)
                    if (mask[i] != 0)
                        bp.set(i, 128);
                Utils.display(maskTitle, bp);
            }
        }

        // Use the simulated cluster centres to create clusters of the desired size
        if (clusterSimulation == 1 || clusterSimulation == 2) {
            for (double[] clusterCentre : clusterCentres) {
                int clusterN = (int) Math.round(
                        (clusterNumberSD > 0) ? dataGenerator.nextGaussian(clusterNumber, clusterNumberSD)
                                : clusterNumber);
                if (clusterN < 1)
                    continue;
                //double[] clusterCentre = dist.next();
                if (clusterN == 1) {
                    // No need for a cluster around a point
                    xyz.add(clusterCentre);
                    statsRadius.add(0);
                    statsSize.add(1);
                } else {
                    // Generate N random points within a circle of the chosen cluster radius.
                    // Locate the centre-of-mass and the average distance to the centre.
                    double[] com = new double[3];
                    int j = 0;
                    while (j < clusterN) {
                        // Generate a random point within a circle uniformly
                        // http://stackoverflow.com/questions/5837572/generate-a-random-point-within-a-circle-uniformly
                        double t = 2.0 * Math.PI * randomGenerator.nextDouble();
                        double u = randomGenerator.nextDouble() + randomGenerator.nextDouble();
                        double r = clusterRadius * ((u > 1) ? 2 - u : u);
                        double x = r * Math.cos(t);
                        double y = r * Math.sin(t);
                        double[] xy = new double[] { clusterCentre[0] + x, clusterCentre[1] + y };
                        xyz.add(xy);
                        for (int k = 0; k < 2; k++)
                            com[k] += xy[k];
                        j++;
                    }
                    // Add the distance of the points from the centre of the cluster.
                    // Note this does not account for the movement due to precision.
                    statsSize.add(j);
                    if (j == 1) {
                        statsRadius.add(0);
                    } else {
                        for (int k = 0; k < 2; k++)
                            com[k] /= j;
                        while (j > 0) {
                            double dx = xyz.get(xyz.size() - j)[0] - com[0];
                            double dy = xyz.get(xyz.size() - j)[1] - com[1];
                            statsRadius.add(Math.sqrt(dx * dx + dy * dy));
                            j--;
                        }
                    }
                }
            }
        }
    } else {
        // Random distribution
        for (int i = 0; i < nMolecules; i++)
            xyz.add(dist.next());
    }

    // The Gaussian sigma should be applied so the overall distance from the centre
    // ( sqrt(x^2+y^2) ) has a standard deviation of sigmaS?
    final double sigma1D = sigmaS / Math.sqrt(2);

    // Show optional histograms
    StoredDataStatistics intraDistances = null;
    StoredDataStatistics blinks = null;
    if (showHistograms) {
        int capacity = (int) (xyz.size() * blinkingRate);
        intraDistances = new StoredDataStatistics(capacity);
        blinks = new StoredDataStatistics(capacity);
    }

    Statistics statsSigma = new Statistics();
    for (int i = 0; i < xyz.size(); i++) {
        int nOccurrences = getBlinks(dataGenerator, blinkingRate);
        if (showHistograms)
            blinks.add(nOccurrences);

        final int size = molecules.size();

        // Get coordinates in nm
        final double[] moleculeXyz = xyz.get(i);

        if (bp != null && nOccurrences > 0) {
            bp.putPixel((int) Math.round(moleculeXyz[0] / maskScale),
                    (int) Math.round(moleculeXyz[1] / maskScale), 255);
        }

        while (nOccurrences-- > 0) {
            final double[] localisationXy = Arrays.copyOf(moleculeXyz, 2);
            // Add random precision
            if (sigma1D > 0) {
                final double dx = dataGenerator.nextGaussian(0, sigma1D);
                final double dy = dataGenerator.nextGaussian(0, sigma1D);
                localisationXy[0] += dx;
                localisationXy[1] += dy;
                if (!dist.isWithinXY(localisationXy))
                    continue;
                // Calculate mean-squared displacement
                statsSigma.add(dx * dx + dy * dy);
            }
            final double x = localisationXy[0];
            final double y = localisationXy[1];
            molecules.add(new Molecule(x, y, i, 1));

            // Store in pixels
            float[] params = new float[7];
            params[Gaussian2DFunction.X_POSITION] = (float) (x / nmPerPixel);
            params[Gaussian2DFunction.Y_POSITION] = (float) (y / nmPerPixel);
            results.add(i + 1, (int) x, (int) y, 0, 0, 0, params, null);
        }

        if (molecules.size() > size) {
            count++;
            if (showHistograms) {
                int newCount = molecules.size() - size;
                if (newCount == 1) {
                    // No intra-molecule distances
                    //intraDistances.add(0);
                    continue;
                }

                // Get the distance matrix between these molecules
                double[][] matrix = new double[newCount][newCount];
                for (int ii = size, x = 0; ii < molecules.size(); ii++, x++) {
                    for (int jj = size + 1, y = 1; jj < molecules.size(); jj++, y++) {
                        final double d2 = molecules.get(ii).distance2(molecules.get(jj));
                        matrix[x][y] = matrix[y][x] = d2;
                    }
                }

                // Get the maximum distance for particle linkage clustering of this molecule
                double max = 0;
                for (int x = 0; x < newCount; x++) {
                    // Compare to all-other molecules and get the minimum distance 
                    // needed to join at least one
                    double linkDistance = Double.POSITIVE_INFINITY;
                    for (int y = 0; y < newCount; y++) {
                        if (x == y)
                            continue;
                        if (matrix[x][y] < linkDistance)
                            linkDistance = matrix[x][y];
                    }
                    // Check if this is larger 
                    if (max < linkDistance)
                        max = linkDistance;
                }
                intraDistances.add(Math.sqrt(max));
            }
        }
    }
    results.end();

    if (bp != null)
        Utils.display(maskTitle, bp);

    // Used for debugging
    //System.out.printf("  * Molecules = %d (%d activated)\n", xyz.size(), count);
    //if (clusterSimulation > 0)
    //   System.out.printf("  * Cluster number = %s +/- %s. Radius = %s +/- %s\n",
    //         Utils.rounded(statsSize.getMean(), 4), Utils.rounded(statsSize.getStandardDeviation(), 4),
    //         Utils.rounded(statsRadius.getMean(), 4), Utils.rounded(statsRadius.getStandardDeviation(), 4));

    log("Simulation results");
    log("  * Molecules = %d (%d activated)", xyz.size(), count);
    log("  * Blinking rate = %s", Utils.rounded((double) molecules.size() / xyz.size(), 4));
    log("  * Precision (Mean-displacement) = %s nm",
            (statsSigma.getN() > 0) ? Utils.rounded(Math.sqrt(statsSigma.getMean()), 4) : "0");
    if (showHistograms) {
        if (intraDistances.getN() == 0) {
            log("  * Mean Intra-Molecule particle linkage distance = 0 nm");
            log("  * Fraction of inter-molecule particle linkage @ 0 nm = 0 %%");
        } else {
            plot(blinks, "Blinks/Molecule", true);
            double[][] intraHist = plot(intraDistances, "Intra-molecule particle linkage distance", false);

            // Determine 95th and 99th percentile
            int p99 = intraHist[0].length - 1;
            double limit1 = 0.99 * intraHist[1][p99];
            double limit2 = 0.95 * intraHist[1][p99];
            while (intraHist[1][p99] > limit1 && p99 > 0)
                p99--;
            int p95 = p99;
            while (intraHist[1][p95] > limit2 && p95 > 0)
                p95--;

            log("  * Mean Intra-Molecule particle linkage distance = %s nm (95%% = %s, 99%% = %s, 100%% = %s)",
                    Utils.rounded(intraDistances.getMean(), 4), Utils.rounded(intraHist[0][p95], 4),
                    Utils.rounded(intraHist[0][p99], 4),
                    Utils.rounded(intraHist[0][intraHist[0].length - 1], 4));

            if (distanceAnalysis) {
                performDistanceAnalysis(intraHist, p99);
            }
        }
    }
    if (clusterSimulation > 0) {
        log("  * Cluster number = %s +/- %s", Utils.rounded(statsSize.getMean(), 4),
                Utils.rounded(statsSize.getStandardDeviation(), 4));
        log("  * Cluster radius = %s +/- %s nm (mean distance to centre-of-mass)",
                Utils.rounded(statsRadius.getMean(), 4), Utils.rounded(statsRadius.getStandardDeviation(), 4));
    }
}