Source code for statsmodels.tools.rng_qrng

import numpy as np
import scipy.stats as stats

_future_warn = """\
Passing `None` as the seed currently return the NumPy singleton RandomState
(np.random.mtrand._rand). After release 0.13 this will change to using the
default generator provided by NumPy (np.random.default_rng()). If you need
reproducible draws, you should pass a seeded np.random.Generator, e.g.,

import numpy as np
seed = 32839283923801
rng = np.random.default_rng(seed)"
"""



[docs]
def check_random_state(seed=None):
    """
    Turn `seed` into a random number generator.

    Parameters
    ----------
    seed : {None, int, array_like[ints], `numpy.random.Generator`,
            `numpy.random.RandomState`, `scipy.stats.qmc.QMCEngine`}, optional

        If `seed` is None fresh, unpredictable entropy will be pulled
        from the OS and `numpy.random.Generator` is used.
        If `seed` is an int or ``array_like[ints]``, a new ``Generator``
        instance is used, seeded with `seed`.
        If `seed` is already a ``Generator``, ``RandomState`` or
        `scipy.stats.qmc.QMCEngine` instance then
        that instance is used.

        `scipy.stats.qmc.QMCEngine` requires SciPy >=1.7. It also means
        that the generator only have the method ``random``.

    Returns
    -------
    seed : {`numpy.random.Generator`, `numpy.random.RandomState`,
            `scipy.stats.qmc.QMCEngine`}

        Random number generator.
    """
    if hasattr(stats, "qmc") and \
            isinstance(seed, stats.qmc.QMCEngine):
        return seed
    elif isinstance(seed, np.random.RandomState):
        return seed
    elif isinstance(seed, np.random.Generator):
        return seed
    elif seed is not None:
        return np.random.default_rng(seed)
    else:
        import warnings
        warnings.warn(_future_warn, FutureWarning)
        return np.random.mtrand._rand