Extreme Value distribution

Author: ZorPastaman

CHANGELOG.md

@@ -7,6 +7,10 @@ and this project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.
 
 ## [Unreleased]
 
+### Added
+
+- Extreme Value distribution.
+
 ## [1.3.1] - 2021-07-23
 
 ### Fixed

README.md

@@ -79,6 +79,8 @@ They wrap generators and provide unique and shared instances of them.
 [Wikipedia](https://en.wikipedia.org/wiki/Bates_distribution);
 - [Exponential](Runtime/ContinuousDistributions/ExponentialDistribution) -
 [Wikipedia](https://en.wikipedia.org/wiki/Exponential_distribution);
+- [Extreme Value](Runtime/ContinuousDistributions/ExtremeValueDistribution) -
+[Wikipedia](https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution);
 - [Func\<float\> Random Generator Wrapper](Runtime/ContinuousDistributions/FuncDistribution);
 - [Gamma](Runtime/ContinuousDistributions/GammaDistribution) -
 [Wikipedia](https://en.wikipedia.org/wiki/Gamma_distribution);

Runtime/ContinuousDistributions/ExponentialDistribution/GeneratorProviders/ExponentialGeneratorDependentProvider.cs

@@ -52,7 +52,7 @@ public ExponentialGeneratorDependent<IContinuousGenerator> exponentialGenerator
 		}
 
 		/// <summary>
-		/// Returns a shared <see cref="ExponentialGenerator"/>.
+		/// Returns a shared <see cref="ExponentialGeneratorDependent{T}"/>.
 		/// </summary>
 		[NotNull]
 		public ExponentialGeneratorDependent<IContinuousGenerator> sharedExponentialGenerator

Runtime/ContinuousDistributions/ExtremeValueDistribution.meta

@@ -0,0 +1,65 @@
+// Copyright (c) 2020-2023 Vladimir Popov [email protected] https://github.com/ZorPastaman/Random-Generators
+
+using System;
+using System.Runtime.CompilerServices;
+using JetBrains.Annotations;
+using UnityEngine;
+
+namespace Zor.RandomGenerators.ContinuousDistributions
+{
+	/// <summary>
+	/// Collection of methods that generate a random value using Extreme value distribution algorithms.
+	/// </summary>
+	public static class ExtremeValueDistribution
+	{
+		public const float DefaultLocation = 0f;
+		public const float DefaultScale = 1f;
+
+		/// <summary>
+		/// Generates a random value using <see cref="UnityGeneratorStruct.DefaultExclusive"/> as an iid source.
+		/// </summary>
+		/// <param name="location">Location.</param>
+		/// <param name="scale">Scale. Must be more than 0.</param>
+		/// <returns>Generated value.</returns>
+		/// <remarks><paramref name="scale"/> must be more than 0.</remarks>
+		[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+		public static float Generate(float location, float scale)
+		{
+			return Generate(UnityGeneratorStruct.DefaultExclusive, location, scale);
+		}
+
+		/// <summary>
+		/// Generates a random value using <paramref name="iidFunc"/> as an iid source.
+		/// </summary>
+		/// <param name="iidFunc">
+		/// Function that returns an independent and identically distributed random value in range [0, 1).
+		/// </param>
+		/// <param name="location">Location.</param>
+		/// <param name="scale">Scale. Must be more than 0.</param>
+		/// <returns>Generated value.</returns>
+		/// <remarks><paramref name="scale"/> must be more than 0.</remarks>
+		[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+		public static float Generate([NotNull] Func<float> iidFunc, float location, float scale)
+		{
+			return Generate(new FuncGeneratorStruct(iidFunc), location, scale);
+		}
+
+		/// <summary>
+		/// Generates a random value using <paramref name="iidGenerator"/> as an iid source.
+		/// </summary>
+		/// <param name="iidGenerator">
+		/// Random generator that returns an independent and identically distributed random value in range [0, 1).
+		/// </param>
+		/// <param name="location">Location.</param>
+		/// <param name="scale">Scale. Must be more than 0.</param>
+		/// <returns>Generated value.</returns>
+		/// <remarks><paramref name="scale"/> must be more than 0.</remarks>
+		[Pure]
+		public static float Generate<T>([NotNull] T iidGenerator, float location, float scale)
+			where T : IContinuousGenerator
+		{
+			float iid = 1f - iidGenerator.Generate();
+			return location - scale * Mathf.Log(-Mathf.Log(iid));
+		}
+	}
+}

Runtime/ContinuousDistributions/ExtremeValueDistribution/ExtremeValueDistribution.cs

@@ -0,0 +1,123 @@
+// Copyright (c) 2020-2023 Vladimir Popov [email protected] https://github.com/ZorPastaman/Random-Generators
+
+using System.Runtime.CompilerServices;
+using JetBrains.Annotations;
+using UnityEngine;
+using Zor.RandomGenerators.PropertyDrawerAttributes;
+
+namespace Zor.RandomGenerators.ContinuousDistributions.GeneratorProviders
+{
+	/// <summary>
+	/// Provides <see cref="ExtremeValueGeneratorDependent{T}"/>.
+	/// </summary>
+	[CreateAssetMenu(
+		menuName = CreateAssetMenuConstants.ExtremeValueDistributionFolder + "Extreme Value Generator Dependent Provider",
+		fileName = "ExtremeValueGeneratorDependentProvider",
+		order = CreateAssetMenuConstants.DistributionOrder
+	)]
+	public sealed class ExtremeValueGeneratorDependentProvider : ContinuousGeneratorProvider
+	{
+		[SerializeField, Tooltip("Random generator that returns an independent and identically distributed random value in range [0, 1).")]
+		private ContinuousGeneratorProviderReference m_DependedGeneratorProvider;
+		[SerializeField] private float m_Location = ExtremeValueDistribution.DefaultLocation;
+		[SerializeField, SimpleRangeFloat(NumberConstants.NormalEpsilon, float.MaxValue)]
+		private float m_Scale = ExtremeValueDistribution.DefaultScale;
+
+		private ExtremeValueGeneratorDependent<IContinuousGenerator> m_sharedGenerator;
+
+		/// <summary>
+		/// Creates a new <see cref="ExtremeValueGeneratorDependent{T}"/>
+		/// and returns it as <see cref="IContinuousGenerator"/>.
+		/// </summary>
+		public override IContinuousGenerator generator
+		{
+			[Pure]
+			get => extremeValueGenerator;
+		}
+
+		/// <summary>
+		/// Returns a shared <see cref="ExtremeValueGeneratorDependent{T}"/> as <see cref="IContinuousGenerator"/>.
+		/// </summary>
+		public override IContinuousGenerator sharedGenerator => sharedExtremeValueGenerator;
+
+		/// <summary>
+		/// Creates a new <see cref="ExtremeValueGeneratorDependent{T}"/> and returns it.
+		/// </summary>
+		[NotNull]
+		public ExtremeValueGeneratorDependent<IContinuousGenerator> extremeValueGenerator
+		{
+			[Pure]
+			get => new(m_DependedGeneratorProvider.generator, m_Location, m_Scale);
+		}
+
+		/// <summary>
+		/// Returns a shared <see cref="ExtremeValueGeneratorDependent{T}"/>.
+		/// </summary>
+		[NotNull]
+		public ExtremeValueGeneratorDependent<IContinuousGenerator> sharedExtremeValueGenerator =>
+			m_sharedGenerator ??= extremeValueGenerator;
+
+		/// <summary>
+		/// Random generator that returns an independent and identically distributed random value in range [0, 1).
+		/// </summary>
+		public ContinuousGeneratorProviderReference dependedGeneratorProvider
+		{
+			[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+			get => m_DependedGeneratorProvider;
+			set
+			{
+				if (m_DependedGeneratorProvider == value)
+				{
+					return;
+				}
+
+				m_DependedGeneratorProvider = value;
+				m_sharedGenerator = null;
+			}
+		}
+
+		public float location
+		{
+			[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+			get => m_Location;
+			set
+			{
+				if (m_Location == value)
+				{
+					return;
+				}
+
+				m_Location = value;
+				m_sharedGenerator = null;
+			}
+		}
+
+		/// <remarks>Must be more than 0.</remarks>
+		public float scale
+		{
+			[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+			get => m_Scale;
+			set
+			{
+				if (m_Scale == value)
+				{
+					return;
+				}
+
+				m_Scale = value;
+				m_sharedGenerator = null;
+			}
+		}
+
+		/// <inheritdoc/>
+		public override void DropSharedGenerator()
+		{
+			m_sharedGenerator = null;
+		}
+
+		private void OnValidate()
+		{
+			m_sharedGenerator = null;
+		}
+	}
+}

Runtime/ContinuousDistributions/ExtremeValueDistribution/ExtremeValueDistribution.cs.meta

@@ -0,0 +1,100 @@
+// Copyright (c) 2020-2023 Vladimir Popov [email protected] https://github.com/ZorPastaman/Random-Generators
+
+using System.Runtime.CompilerServices;
+using JetBrains.Annotations;
+using UnityEngine;
+using Zor.RandomGenerators.PropertyDrawerAttributes;
+
+namespace Zor.RandomGenerators.ContinuousDistributions.GeneratorProviders
+{
+	/// <summary>
+	/// Provides <see cref="ExtremeValueGenerator"/>.
+	/// </summary>
+	[CreateAssetMenu(
+		menuName = CreateAssetMenuConstants.ExtremeValueDistributionFolder + "Extreme Value Generator Provider",
+		fileName = "ExtremeValueGeneratorProvider",
+		order = CreateAssetMenuConstants.DistributionOrder
+	)]
+	public sealed class ExtremeValueGeneratorProvider : ContinuousGeneratorProvider
+	{
+		[SerializeField] private float m_Location = ExtremeValueDistribution.DefaultLocation;
+		[SerializeField, SimpleRangeFloat(NumberConstants.NormalEpsilon, float.MaxValue)]
+		private float m_Scale = ExtremeValueDistribution.DefaultScale;
+
+		private ExtremeValueGenerator m_sharedGenerator;
+
+		/// <summary>
+		/// Creates a new <see cref="ExtremeValueGenerator"/> and returns it as <see cref="IContinuousGenerator"/>.
+		/// </summary>
+		public override IContinuousGenerator generator
+		{
+			[Pure]
+			get => extremeValueGenerator;
+		}
+
+		/// <summary>
+		/// Returns a shared <see cref="ExtremeValueGenerator"/> as <see cref="IContinuousGenerator"/>.
+		/// </summary>
+		public override IContinuousGenerator sharedGenerator => sharedExtremeValueGenerator;
+
+		/// <summary>
+		/// Creates a new <see cref="ExtremeValueGenerator"/> and returns it.
+		/// </summary>
+		[NotNull]
+		public ExtremeValueGenerator extremeValueGenerator
+		{
+			[Pure]
+			get => new ExtremeValueGenerator(m_Location, m_Scale);
+		}
+
+		/// <summary>
+		/// Returns a shared <see cref="ExtremeValueGeneratorDependent{T}"/>.
+		/// </summary>
+		[NotNull]
+		public ExtremeValueGenerator sharedExtremeValueGenerator => m_sharedGenerator ??= extremeValueGenerator;
+
+		public float location
+		{
+			[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+			get => m_Location;
+			set
+			{
+				if (m_Location == value)
+				{
+					return;
+				}
+
+				m_Location = value;
+				m_sharedGenerator = null;
+			}
+		}
+
+		/// <remarks>Must be more than 0.</remarks>
+		public float scale
+		{
+			[MethodImpl(MethodImplOptions.AggressiveInlining), Pure]
+			get => m_Scale;
+			set
+			{
+				if (m_Scale == value)
+				{
+					return;
+				}
+
+				m_Scale = value;
+				m_sharedGenerator = null;
+			}
+		}
+
+		/// <inheritdoc/>
+		public override void DropSharedGenerator()
+		{
+			m_sharedGenerator = null;
+		}
+
+		private void OnValidate()
+		{
+			m_sharedGenerator = null;
+		}
+	}
+}