Merge pull request #53 from org-arl/patch-randexp

fix: infinite return value

Author: ymtoo

Project.toml

@@ -1,7 +1,7 @@
 name = "AlphaStableDistributions"
 uuid = "f20549b4-2d50-407f-863c-cdd202ba59a3"
 authors = ["Fredrik Bagge Carlson", "Too Yuen Min"]
-version = "1.1.8"
+version = "1.1.9"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/AlphaStableDistributions.jl

@@ -300,7 +300,7 @@ function Base.rand(rng::AbstractRNG, d::AlphaStable{T}) where {T<:AbstractFloat}
     if α == one(T) && β == zero(T)
         return loc + sc * tan(ϕ)
     end
-    w = -log(rand(rng, T))
+    w = randexp(rng) # exponential random variable with mean 1
     α == 2 && (return loc + 2*sc*sqrt(w)*sin(ϕ))
     β == zero(T) && (return loc + sc * ((cos((one(T)-α)*ϕ) / w)^(one(T)/α - one(T)) * sin(α * ϕ) / cos(ϕ)^(one(T)/α)))
     cosϕ = cos(ϕ)

test/runtests.jl

@@ -89,6 +89,7 @@ end
                     end
                     s = rand(rng, d1, 10^6)
                     @test eltype(s) == sampletype
+                    @test any(isinf.(s)) == false
 
                     d2 = fit(stabletype, s)
                     @test typeof(d2.α) == sampletype