random-operations.clj

(defprotocol RandomOperations
  (uniform [this])
  (exponential [this rate])
  (normal [this avg stddev])
  (geometric [this rate]))

(extend-protocol RandomOperations
  java.util.Random

  (uniform [this]
    (.nextDouble this))

  (exponential [this rate]
    (let [u (- 1 (uniform this))]
      (/ (Math/log ^double u) (- ^double rate))))

  (normal [this avg stddev]
    (+ avg
      (* stddev
        (.nextGaussian this))))


  (geometric [this rate]
    (let [l (Math/exp (- rate))]
      (loop [k 1
             p (uniform this)]
        (if (< p l)
          (dec k)
          (recur (inc k) (* p (uniform this)))))))
  )