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Generate samples of random numbers with specfic probability distributions

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Croupier

Croupier generates random samples of numbers with specific probability distributions.

Gem Version Build Status

Install

You need to have Ruby and Rubygems installed in your system. Then install croupier with:

$ gem install croupier --pre

Getting Started

Once you have croupier installed in your machine, you can run the gem using the croupier executable:

$ croupier

The common case for invoking Croupier is:

$ croupier <distribution> <sample_size> [<options>]

where:

  • <distribution> is the name of the desired distribution of the random sample.
  • <sample_size> is an integer representing the size of the desired sample.
  • <options> are any extra parameters needed by the actual distribution. (If not options are provided croupier will use the default parameters for the distribution being called).

Examples

$ croupier uniform 500                  # => 500 numbers with uniform distribution in [0,1) (default interval)
$ croupier uniform 125 --included 15 --excluded 7   # => 125 numbers with uniform distribution in (7,15]
$ croupier exponential 1000 -lambda 1.3 # => 1000 numbers following an exponential distribution with rate 1.3

Available distributions and options

Current version implements the following distributions:

  • Bernoulli
  • Binomial
  • Cauchy
  • Credit Card
  • Degenerate
  • Exponential
  • Gamma
  • Geometric
  • Negative binomial
  • Normal
  • Poisson
  • Triangular
  • Uniform

To get a list of all the available distributions use the --help (or -h) option with croupier:

$ croupier --help

To get a list of all the available options for a given distribution use --help (or -h) option with any available distribution:

$ croupier exponential --help  # => will list all the options for the exponential distribution

Using Croupier from a ruby application

If you want to generate random numbers from your ruby code you can use the Distribution class that you need. All the available distributions are located in the Croupier::Distributions module and are represented by a class inheriting from the Croupier::Distribution class. First of all require the croupier library:

require 'croupier'

And then use the the distribution you want to generate the sample. Since version 2.0, all Croupier::Distributions are Enumerables, and the .generate_number and .generate_sample(n) methods are now deprecated. first and take(n) can be used instead.

dist = Croupier::Distributions.exponential(lambda: 1.7)
dist.take(100) #=> returns an array of 100 random numbers following an exponential with rate 1.7
dist.first #=> returns one random number following an exponential with rate 1.7

Though it's posible to instantiate each Distribution class directly:

dist = Croupier::Distributions::Exponential.new(lambda: 1.7)

calling methods on Croupier::Distributions (note the final s) module is recommended:

dist = Croupier::Distributions.exponential lambda: 1.7

To get a list of all available distributions/methods in Distributions module call list

Croupier::Distributions.list

Distributions' Enumerable behaviour comes from an infinite Enumerator::Lazy. Take this into account when calling Enumerable methods.

dist = Croupier::Distributions.exponential(lambda: 17)
dist.each_slice(2).take(3)
=> [[0.7455570432863594, 1.6543154039789472], [4.261950709816685, 0.2860058032480469], [1.4761279576207826, 0.6433699882662834]]

How to generate a new distribution.

TO BE COMPLETED WHEN API IS FINISHED.

License

Croupier is released under the MIT license.

Credits

Developed by Juanjo Bazán @xuanxu & Sergio Arbeo @serabe

Follow news and releases on twitter: @CroupierGem

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