ASG inplace

Author: baggepinnen

src/AlphaStableDistributions.jl

@@ -227,13 +227,13 @@ function Random.rand!(rng::AbstractRNG, d::AlphaSubGaussian, x::AbstractArray)
     S = S/sqrt(sum(abs2,S))
     xtmp = ((sigrootx1*sqrt(A*T))*S)'
     if n<=m
-        x = xtmp[1:n]
+        copyto!(x, @view(xtmp[1:n]))
     else
-        x = zeros(n)
+        # x = zeros(n)
         x[onetom] = xtmp
         vstud = α+m
         norms = pdf(TDist(vstud), 0.0)
-        for i = m+1:n
+        @inbounds for i = m+1:n
             x1 = SVector{m,Float64}(view(x,i-m:i-1))
             mode = modefactor*x1
             norm1 = subgausscondprobtabulate(α, x1, mode, invRx1, invR, vjoint, nmin, nmax, step, rind, kappa, k1, k2, kmarg)
@@ -253,4 +253,7 @@ function Random.rand!(rng::AbstractRNG, d::AlphaSubGaussian, x::AbstractArray)
     x
 end
 
+
+Base.rand(rng::AbstractRNG, d::AlphaSubGaussian) = rand!(rng, d, zeros(d.n))
+
 end # module

test/runtests.jl

@@ -4,7 +4,8 @@ using Test
 @testset "AlphaStableDistributions.jl" begin
 
 d1 = AlphaStable()
-s = [rand(d1) for _ in 1:100000]
+s = rand(d1, 100000)
+
 d2 = fit(AlphaStable, s)
 
 @test d1.α ≈ d2.α rtol=0.1
@@ -13,8 +14,17 @@ d2 = fit(AlphaStable, s)
 @test d1.location ≈ d2.location atol=0.03
 
 
-x = rand(AlphaSubGaussian(n=96000))
+d = AlphaSubGaussian(n=96000)
+x = rand(d)
+x2 = copy(x)
+rand!(d, x2)
+@test x != x2
 
+d3 = fit(AlphaStable, x)
+@test d3.α ≈ 1.5 rtol=0.2
+@test d3.β == 0
+@test d3.scale ≈ 1 rtol=0.2
+@test d3.location ≈ 0 atol=0.03
 
 end
 # 362.499 ms (4620903 allocations: 227.64 MiB)