The range of u=random() is [0,1), so log(u) and 1/x can fail.
Fix by setting u=1-random() or by reselecting for a usable value.
Will backport.
random = self.random
while True:
u1 = random()
- u2 = random()
+ u2 = 1.0 - random()
z = NV_MAGICCONST*(u1-0.5)/u2
zz = z*z/4.0
if zz <= -_log(u2):
while True:
u1 = random()
- u2 = random()
+ if not 1e-7 < u1 < .9999999:
+ continue
+ u2 = 1.0 - random()
v = _log(u1/(1.0-u1))/ainv
x = alpha*_exp(v)
z = u1*u1*u2
"""Pareto distribution. alpha is the shape parameter."""
# Jain, pg. 495
- u = self.random()
+ u = 1.0 - self.random()
return 1.0 / pow(u, 1.0/alpha)
## -------------------- Weibull --------------------
"""
# Jain, pg. 499; bug fix courtesy Bill Arms
- u = self.random()
+ u = 1.0 - self.random()
return alpha * pow(-_log(u), 1.0/beta)
## -------------------- Wichmann-Hill -------------------