ocaml-geneticalgorithm/Statistics.ml at master · gablg1/ocaml-geneticalgorithm · GitHub

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open Core.Std
open Random

module type STATISTICS =
sig
  type t

  type std_dev

  (* Returns a pseudo-random normally distributed float
   * between 0 and 1*)
  val normal : unit -> t

  (* Returns a pseudorandom t in the gaussian distribution *)
  val gaussian_pick : std_dev -> t -> t
end

(* Implements Statistics of Floats *)
module Statistics : (STATISTICS with type t = float
  with type std_dev = float) =
struct
  type t = float

  type std_dev = float

  (* Uses Box-Muller to return a pseudo-random *)
  let rec normal () =
    let u = Random.float 2.0 -. 1.0 in
    let v = Random.float 2.0 -. 1.0 in
    let s = u *. u +. v *. v in
    if (s >= 1.0 || s = 0.0) then normal ()
    else u *. sqrt (-2.0 *. (log s) /. s)

  let gaussian_pick s m =
    let n = normal () in
    n *. s +. m

end