;;;; srfi.27.levys.scm
;;;; Kon Lovett, Dec '17
;;;; Kon Lovett, Jun '17
;;;; Kon Lovett, May '06

; Chicken Generic Arithmetic! (would use fp routines, except for the "real" constraint)

(module srfi.27.levys

(;export
  *make-random-levys
  make-random-levys)

(import scheme
  (chicken base)
  (chicken type)
  (only type-errors error-argument-type)
  (only type-checks
    define-check+error-type
    check-procedure
    check-natural-integer
    check-real
    check-open-interval
    check-closed-interval)
  (srfi 27)
  srfi-27-distributions-support)

;;;

(include "srfi-27-common-types")

(: *make-random-levys (number number random-real-function -> number-function))
(: make-random-levys (#!rest -> number-function procedure))

;;; Levy distribution

;; See Stable Distributions - John P. Nolan, Formula 1.12

(define (*make-random-levys gamma delta randoms)
  (if (and (= 1 gamma) (= 0 delta))
    (lambda () (let ((r (randoms))) (*reciprocal (* r r))))
    (lambda () (let ((r (randoms))) (+ delta (* gamma (*reciprocal (* r r))))))) )

(define (make-random-levys #!key (gamma 1) (delta 0) (randoms (current-random-real)))
  (check-nonnegative-real 'make-random-levys delta 'delta)
  (check-positive-real 'make-random-levys gamma 'gamma)
  (check-procedure 'make-random-levys randoms 'randoms)
  (values
    (*make-random-levys gamma delta randoms)
    (lambda () (values gamma delta randoms))) )

) ;module srfi.27.levys