partial [rand.dist.pois.gamma]
git-svn-id: https://llvm.org/svn/llvm-project/libcxx/trunk@103722 91177308-0d34-0410-b5e6-96231b3b80d8
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include/random
191
include/random
@ -731,7 +731,62 @@ public:
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};
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template<class RealType = double>
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class gamma_distribution;
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class gamma_distribution
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{
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public:
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// types
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typedef RealType result_type;
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class param_type
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{
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public:
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typedef gamma_distribution distribution_type;
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explicit param_type(result_type alpha = 1, result_type beta = 1);
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result_type alpha() const;
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result_type beta() const;
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friend bool operator==(const param_type& x, const param_type& y);
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friend bool operator!=(const param_type& x, const param_type& y);
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};
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// constructors and reset functions
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explicit gamma_distribution(result_type alpha = 1, result_type beta = 1);
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explicit gamma_distribution(const param_type& parm);
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void reset();
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// generating functions
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template<class URNG> result_type operator()(URNG& g);
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template<class URNG> result_type operator()(URNG& g, const param_type& parm);
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// property functions
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result_type alpha() const;
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result_type beta() const;
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param_type param() const;
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void param(const param_type& parm);
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result_type min() const;
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result_type max() const;
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friend bool operator==(const gamma_distribution& x,
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const gamma_distribution& y);
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friend bool operator!=(const gamma_distribution& x,
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const gamma_distribution& y);
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template <class charT, class traits>
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friend
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basic_ostream<charT, traits>&
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operator<<(basic_ostream<charT, traits>& os,
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const gamma_distribution& x);
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template <class charT, class traits>
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friend
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basic_istream<charT, traits>&
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operator>>(basic_istream<charT, traits>& is,
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gamma_distribution& x);
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};
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template<class RealType = double>
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class weibull_distribution;
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@ -3226,6 +3281,138 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
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return __is;
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}
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// gamma_distribution
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template<class _RealType = double>
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class gamma_distribution
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{
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public:
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// types
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typedef _RealType result_type;
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class param_type
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{
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result_type __alpha_;
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result_type __beta_;
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public:
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typedef gamma_distribution distribution_type;
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explicit param_type(result_type __alpha = 1, result_type __beta = 1)
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: __alpha_(__alpha), __beta_(__beta) {}
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result_type alpha() const {return __alpha_;}
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result_type beta() const {return __beta_;}
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friend bool operator==(const param_type& __x, const param_type& __y)
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{return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;}
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friend bool operator!=(const param_type& __x, const param_type& __y)
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{return !(__x == __y);}
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};
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private:
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param_type __p_;
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public:
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// constructors and reset functions
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explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1)
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: __p_(param_type(__alpha, __beta)) {}
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explicit gamma_distribution(const param_type& __p)
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: __p_(__p) {}
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void reset() {}
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// generating functions
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template<class _URNG> result_type operator()(_URNG& __g)
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{return (*this)(__g, __p_);}
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template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);
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// property functions
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result_type alpha() const {return __p_.alpha();}
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result_type beta() const {return __p_.beta();}
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param_type param() const {return __p_;}
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void param(const param_type& __p) {__p_ = __p;}
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result_type min() const {return 0;}
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result_type max() const {return numeric_limits<result_type>::infinity();}
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friend bool operator==(const gamma_distribution& __x,
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const gamma_distribution& __y)
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{return __x.__p_ == __y.__p_;}
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friend bool operator!=(const gamma_distribution& __x,
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const gamma_distribution& __y)
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{return !(__x == __y);}
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};
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template <class _RealType>
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template<class _URNG>
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_RealType
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gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
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{
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result_type __a = __p_.alpha();
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if (__a == 1)
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return exponential_distribution<result_type>(1/__p_.beta())(__g);
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else if (__a > 1)
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{
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const result_type __b = __a - 1;
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const result_type __c = 3 * __a - result_type(0.75);
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uniform_real_distribution<result_type> __gen(0, 1);
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result_type __x;
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while (true)
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{
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const result_type __u = __gen(__g);
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const result_type __v = __gen(__g);
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const result_type __w = __u * (1 - __u);
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if (__w =! 0)
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{
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const result_type __y = _STD::sqrt(__c / __w) *
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(__u - result_type(0.5));
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__x = __b + __y;
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if (__x >= 0)
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{
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const result_type __z = 64 * __w * __w * __w * __v * __v;
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if (__z <= 1 - 2 * __y * __y / __x)
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break;
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if (_STD::log(__z) <= 2 * (__b * _STD::log(__x / __b) - __y))
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break;
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}
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}
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}
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return __x * __p_.beta();
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}
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// else __a < 1
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return 0; // temp!!!
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}
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template <class _CharT, class _Traits, class _RT>
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basic_ostream<_CharT, _Traits>&
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operator<<(basic_ostream<_CharT, _Traits>& __os,
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const gamma_distribution<_RT>& __x)
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{
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__save_flags<_CharT, _Traits> _(__os);
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__os.flags(ios_base::dec | ios_base::left);
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_CharT __sp = __os.widen(' ');
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__os.fill(__sp);
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__os << __x.alpha() << __sp << __x.beta();
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return __os;
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}
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template <class _CharT, class _Traits, class _RT>
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basic_istream<_CharT, _Traits>&
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operator>>(basic_istream<_CharT, _Traits>& __is,
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gamma_distribution<_RT>& __x)
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{
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typedef gamma_distribution<_RT> _Eng;
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typedef typename _Eng::result_type result_type;
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typedef typename _Eng::param_type param_type;
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__save_flags<_CharT, _Traits> _(__is);
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__is.flags(ios_base::dec | ios_base::skipws);
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result_type __alpha;
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result_type __beta;
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__is >> __alpha >> __beta;
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if (!__is.fail())
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__x.param(param_type(__alpha, __beta));
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return __is;
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}
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// normal_distribution
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template<class _RealType = double>
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@ -3288,7 +3475,7 @@ public:
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(!__x._V_hot_ || __x._V_ == __y._V_);}
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friend bool operator!=(const normal_distribution& __x,
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const normal_distribution& __y)
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{return !(__x == __y);}
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{return !(__x == __y);}
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template <class _CharT, class _Traits, class _RT>
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friend
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@ -35,7 +35,7 @@ int main()
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typedef std::minstd_rand G;
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G g;
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D d(5, 4);
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const int N = 1000;
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const int N = 10000;
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std::vector<D::result_type> u;
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for (int i = 0; i < N; ++i)
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u.push_back(d(g));
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@ -48,6 +48,6 @@ int main()
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D::result_type x_mean = d.mean();
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D::result_type x_var = sqr(d.stddev());
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assert(std::abs(mean - x_mean) / x_mean < 0.01);
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assert(std::abs(var - x_var) / x_var < 0.01);
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assert(std::abs(var - x_var) / x_var < 0.02);
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}
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}
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