MersenneTwister serializer

README.md

@@ -1,10 +1,8 @@
 [![Issue Stats](http://issuestats.com/github/microsoft/Angara.Statistics/badge/issue)](http://issuestats.com/github/microsoft/Angara.Statistics)
 [![Issue Stats](http://issuestats.com/github/microsoft/Angara.Statistics/badge/pr)](http://issuestats.com/github/microsoft/Angara.Statistics)
 
-# Angara.Statistics
-
 Angara.Statistics
-======================
+=================
 
 A collection of essential algorithms for Bayesian data constrained modelling.
 Includes Mersenne twister random number generator, common probability distributions,

src/Angara.Statistics/Filzbach.fs

@@ -253,10 +253,13 @@ and  Sampler private (// utilities
                 pall.[index+offset] <- pdef
         pall
 
-    static member Create(pp: Parameters, rng: MT19937, logl: Parameters -> float) =
+    static member Restore(pp: Parameters, rng: MT19937, detlas, ltotold, ptotold, accept, runalt, runacc) =
         // init_chains
         let pall = make_pall pp
         let paramcount = pall.Length
+        Sampler(pall, metr_k, rng, pp, deltas, ltotold, ptotold, accept, runalt, runacc)
+        
+    static member Create(pp: Parameters, rng: MT19937, logl: Parameters -> float) =
         // initRandomValues
         let values = pall |> Array.mapi (fun i def ->
             if def.delay<1 
@@ -273,8 +276,7 @@ and  Sampler private (// utilities
         let ltotold = pp.SetValues values |> logl
         let ptotold =  log_prior pall values
         // initialize iteration number
-        let metr_k = 1
-        Sampler(pall, metr_k, rng, pp.SetValues values, deltas, ltotold, ptotold, false, runalt, runacc)
+        Restore(1, rng, pp.SetValues values, deltas, ltotold, ptotold, false, runalt, runacc)
 
     member x.Probe(isBurnIn:bool, logl: Parameters -> float) =
         let paramcount = pall.Length

src/Angara.Statistics/Statistics.fs

@@ -958,3 +958,20 @@ module Serialization =
             member x.TypeId = "ProbDist"
             member x.Serialize _ d = serializeDistribution d
             member x.Deserialize _ is = deserializeDistribution is
+
+    type MersenneTwisterSerializer() =
+        interface ISerializer<MT19937> with
+            member x.TypeId = "MeresenneTwister"
+            member x.Serialize _ g =
+                let seed = g.get_seed()
+                use buffer = System.IO.MemoryStream (seed.Length*4)
+                use writer = System.IO.BinaryWriter buffer
+                seed |> Array.iter writer.Write
+                ByteArray(buffer.GetBuffer())
+            member x.Deserialize _ is =
+                match InfoSet.TryGetByteArray is with
+                | None -> invalidArg "is" "Invalid InfoSet"
+                | Some buffer ->
+                    use reader = System.IO.BinaryReader(new System.IO.MemoryStream buffer)
+                    let seed = Array.init (buffer.Length/4) (fun _ -> reader.ReadUInt32())
+                    MT19937 seed

tests/Angara.Statistics.Tests/SerializationTests.fs

@@ -35,6 +35,16 @@ let DistributionSerialization() =
     raises<System.ArgumentException> <@ deserializeDistribution (InfoSet.String "") @>
     raises<System.ArgumentException> <@ deserializeDistribution (InfoSet.Double 1.) @>
 
+[<Test>]
+let MersenneTwisterSerialization() =
+    let lib = SerializerLibrary.CreateDefault()
+    lib.Register(MersenneTwisterSerializer())
+    let check d =
+        let is = serializeDistribution d
+        d =! deserializeDistribution is
+        let json = Json.FromObject(lib,d).ToString()
+        d =! Json.ToObject(Newtonsoft.Json.Linq.JObject.Parse json,lib)
+
 [<Test>]
 let ParametersSerialization() =
     let lib = SerializerLibrary.CreateDefault()