[rand.dist.pois.extreme]

git-svn-id: https://llvm.org/svn/llvm-project/libcxx/trunk@103942 91177308-0d34-0410-b5e6-96231b3b80d8
This commit is contained in:
Howard Hinnant
2010-05-17 16:21:56 +00:00
parent 34e8a57b76
commit c2b0dc7e33
19 changed files with 1070 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 extreme_value_distribution
// extreme_value_distribution& operator=(const extreme_value_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::extreme_value_distribution<> D;
D d1(.5, 2);
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 extreme_value_distribution
// extreme_value_distribution(const extreme_value_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::extreme_value_distribution<> D;
D d1(.5, 1.75);
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 extreme_value_distribution
// explicit extreme_value_distribution(result_type a = 0, result_type b = 1);
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
D d;
assert(d.a() == 0);
assert(d.b() == 1);
}
{
typedef std::extreme_value_distribution<> D;
D d(14.5);
assert(d.a() == 14.5);
assert(d.b() == 1);
}
{
typedef std::extreme_value_distribution<> D;
D d(14.5, 5.25);
assert(d.a() == 14.5);
assert(d.b() == 5.25);
}
}

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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 extreme_value_distribution
// explicit extreme_value_distribution(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
P p(0.25, 10);
D d(p);
assert(d.a() == 0.25);
assert(d.b() == 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 extreme_value_distribution
// bool operator=(const extreme_value_distribution& x,
// const extreme_value_distribution& y);
// bool operator!(const extreme_value_distribution& x,
// const extreme_value_distribution& y);
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
D d1(2.5, 4);
D d2(2.5, 4);
assert(d1 == d2);
}
{
typedef std::extreme_value_distribution<> D;
D d1(2.5, 4);
D d2(2.5, 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 extreme_value_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::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(0.5, 2);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
u.push_back(v);
}
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 = d.a() + d.b() * 0.577215665;
double x_var = sqr(d.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(1, 2);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
u.push_back(v);
}
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 = d.a() + d.b() * 0.577215665;
double x_var = sqr(d.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(1.5, 3);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
u.push_back(v);
}
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 = d.a() + d.b() * 0.577215665;
double x_var = sqr(d.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(3, 4);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
u.push_back(v);
}
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 = d.a() + d.b() * 0.577215665;
double x_var = sqr(d.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
}

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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 extreme_value_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::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(-0.5, 1);
P p(0.5, 2);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g, p);
u.push_back(v);
}
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 = p.a() + p.b() * 0.577215665;
double x_var = sqr(p.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(-0.5, 1);
P p(1, 2);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g, p);
u.push_back(v);
}
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 = p.a() + p.b() * 0.577215665;
double x_var = sqr(p.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(-0.5, 1);
P p(1.5, 3);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g, p);
u.push_back(v);
}
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 = p.a() + p.b() * 0.577215665;
double x_var = sqr(p.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
typedef std::mt19937 G;
G g;
D d(-0.5, 1);
P p(3, 4);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g, p);
u.push_back(v);
}
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 = p.a() + p.b() * 0.577215665;
double x_var = sqr(p.b()) * 1.644934067;
double x_skew = 1.139547;
double x_kurtosis = 12./5;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) / x_skew < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
}

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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 extreme_value_distribution
// param_type param() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
P p(.125, .5);
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 extreme_value_distribution
// template <class CharT, class Traits, class RealType>
// basic_ostream<CharT, Traits>&
// operator<<(basic_ostream<CharT, Traits>& os,
// const extreme_value_distribution<RealType>& x);
// template <class CharT, class Traits, class RealType>
// basic_istream<CharT, Traits>&
// operator>>(basic_istream<CharT, Traits>& is,
// extreme_value_distribution<RealType>& x);
#include <random>
#include <sstream>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
D d1(7.5, 5.5);
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 extreme_value_distribution
// result_type max() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
D d(5, .25);
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 extreme_value_distribution
// result_type min() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
D d(.5, .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 extreme_value_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p0(.75, 6);
param_type p;
p = p0;
assert(p.a() == .75);
assert(p.b() == 6);
}
}

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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 extreme_value_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p0(10, .125);
param_type p = p0;
assert(p.a() == 10);
assert(p.b() == .125);
}
}

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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 extreme_value_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p;
assert(p.a() == 0);
assert(p.b() == 1);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p(10);
assert(p.a() == 10);
assert(p.b() == 1);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p(10, 5);
assert(p.a() == 10);
assert(p.b() == 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 extreme_value_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75, .5);
param_type p2(0.75, .5);
assert(p1 == p2);
}
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75, .5);
param_type p2(0.5, .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 extreme_value_distribution
// {
// class param_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::extreme_value_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 extreme_value_distribution;
// void param(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::param_type P;
P p(0.25, 5.5);
D d(0.75, 4);
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 extreme_value_distribution
// {
// public:
// // types
// typedef RealType result_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::extreme_value_distribution<> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, double>::value), "");
}
{
typedef std::extreme_value_distribution<float> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, float>::value), "");
}
}