[rand.dist.norm.t]

git-svn-id: https://llvm.org/svn/llvm-project/libcxx/trunk@104052 91177308-0d34-0410-b5e6-96231b3b80d8
This commit is contained in:
Howard Hinnant
2010-05-18 20:08:04 +00:00
parent d8bc09b616
commit 321b4bb7ae
19 changed files with 946 additions and 2 deletions

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// student_t_distribution& operator=(const student_t_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::student_t_distribution<> D;
D d1(20.75);
D d2;
assert(d1 != d2);
d2 = d1;
assert(d1 == d2);
}
int main()
{
test1();
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// student_t_distribution(const student_t_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::student_t_distribution<> D;
D d1(21.75);
D d2 = d1;
assert(d1 == d2);
}
int main()
{
test1();
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// explicit student_t_distribution(result_type alpha = 0, result_type beta = 1);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d;
assert(d.n() == 1);
}
{
typedef std::student_t_distribution<> D;
D d(14.5);
assert(d.n() == 14.5);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// explicit student_t_distribution(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
P p(0.25);
D d(p);
assert(d.n() == 0.25);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// bool operator=(const student_t_distribution& x,
// const student_t_distribution& y);
// bool operator!(const student_t_distribution& x,
// const student_t_distribution& y);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d1(2.5);
D d2(2.5);
assert(d1 == d2);
}
{
typedef std::student_t_distribution<> D;
D d1(4);
D d2(4.5);
assert(d1 != d2);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// template<class _URNG> result_type operator()(_URNG& g);
#include <random>
#include <cassert>
#include <vector>
#include <numeric>
template <class T>
inline
T
sqr(T x)
{
return x * x;
}
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(5.5);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
double skew = 0;
double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
{
double d = (u[i] - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= u.size();
double dev = std::sqrt(var);
skew /= u.size() * dev * var;
kurtosis /= u.size() * var * var;
kurtosis -= 3;
double x_mean = 0;
double x_var = d.n() / (d.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (d.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.2);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(10);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
double skew = 0;
double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
{
double d = (u[i] - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= u.size();
double dev = std::sqrt(var);
skew /= u.size() * dev * var;
kurtosis /= u.size() * var * var;
kurtosis -= 3;
double x_mean = 0;
double x_var = d.n() / (d.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (d.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(100);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
double skew = 0;
double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
{
double d = (u[i] - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= u.size();
double dev = std::sqrt(var);
skew /= u.size() * dev * var;
kurtosis /= u.size() * var * var;
kurtosis -= 3;
double x_mean = 0;
double x_var = d.n() / (d.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (d.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
#include <random>
#include <cassert>
#include <vector>
#include <numeric>
template <class T>
inline
T
sqr(T x)
{
return x * x;
}
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d;
P p(5.5);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
double skew = 0;
double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
{
double d = (u[i] - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= u.size();
double dev = std::sqrt(var);
skew /= u.size() * dev * var;
kurtosis /= u.size() * var * var;
kurtosis -= 3;
double x_mean = 0;
double x_var = p.n() / (p.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (p.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.2);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d;
P p(10);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
double skew = 0;
double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
{
double d = (u[i] - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= u.size();
double dev = std::sqrt(var);
skew /= u.size() * dev * var;
kurtosis /= u.size() * var * var;
kurtosis -= 3;
double x_mean = 0;
double x_var = p.n() / (p.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (p.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d;
P p(100);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
double skew = 0;
double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
{
double d = (u[i] - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= u.size();
double dev = std::sqrt(var);
skew /= u.size() * dev * var;
kurtosis /= u.size() * var * var;
kurtosis -= 3;
double x_mean = 0;
double x_var = p.n() / (p.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (p.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// param_type param() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
P p(.125);
D d(p);
assert(d.param() == p);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// template <class CharT, class Traits, class RealType>
// basic_ostream<CharT, Traits>&
// operator<<(basic_ostream<CharT, Traits>& os,
// const student_t_distribution<RealType>& x);
// template <class CharT, class Traits, class RealType>
// basic_istream<CharT, Traits>&
// operator>>(basic_istream<CharT, Traits>& is,
// student_t_distribution<RealType>& x);
#include <random>
#include <sstream>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d1(7);
std::ostringstream os;
os << d1;
std::istringstream is(os.str());
D d2;
is >> d2;
assert(d1 == d2);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// result_type max() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d(5);
D::result_type m = d.max();
assert(m == INFINITY);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// result_type min() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d(.5);
assert(d.min() == -INFINITY);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p0(.75);
param_type p;
p = p0;
assert(p.n() == .75);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p0(10);
param_type p = p0;
assert(p.n() == 10);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p;
assert(p.n() == 1);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p(10);
assert(p.n() == 10);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75);
param_type p2(0.75);
assert(p1 == p2);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75);
param_type p2(0.5);
assert(p1 != p2);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// {
// class param_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
typedef param_type::distribution_type distribution_type;
static_assert((std::is_same<D, distribution_type>::value), "");
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution;
// void param(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
P p(0.25);
D d(0.75);
d.param(p);
assert(d.param() == p);
}
}

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//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class student_t_distribution
// {
// public:
// // types
// typedef RealType result_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, double>::value), "");
}
{
typedef std::student_t_distribution<float> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, float>::value), "");
}
}