[rand.dist.samp.pconst] plus some bug fixes in the tests of the other distributions
git-svn-id: https://llvm.org/svn/llvm-project/libcxx/trunk@104224 91177308-0d34-0410-b5e6-96231b3b80d8
This commit is contained in:
377
include/random
377
include/random
@@ -371,7 +371,7 @@ typedef subtract_with_carry_engine<uint_fast64_t, 48, 5, 12> ranlux48_base;
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typedef discard_block_engine<ranlux24_base, 223, 23> ranlux24;
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typedef discard_block_engine<ranlux24_base, 223, 23> ranlux24;
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typedef discard_block_engine<ranlux48_base, 389, 11> ranlux48;
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typedef discard_block_engine<ranlux48_base, 389, 11> ranlux48;
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typedef shuffle_order_engine<minstd_rand0, 256> knuth_b;
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typedef shuffle_order_engine<minstd_rand0, 256> knuth_b;
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typedef minstd_rand0 default_random_engine;
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typedef minstd_rand default_random_engine;
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// Generators
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// Generators
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@@ -1477,7 +1477,79 @@ public:
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};
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};
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template<class RealType = double>
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template<class RealType = double>
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class piecewise_constant_distribution;
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class piecewise_constant_distribution
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{
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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 piecewise_constant_distribution distribution_type;
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param_type();
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template<class InputIteratorB, class InputIteratorW>
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param_type(InputIteratorB firstB, InputIteratorB lastB,
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InputIteratorW firstW);
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template<class UnaryOperation>
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param_type(initializer_list<result_type> bl, UnaryOperation fw);
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template<class UnaryOperation>
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param_type(size_t nw, result_type xmin, result_type xmax,
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UnaryOperation fw);
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vector<result_type> intervals() const;
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vector<double> densities() 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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// constructor and reset functions
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piecewise_constant_distribution();
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template<class InputIteratorB, class InputIteratorW>
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piecewise_constant_distribution(InputIteratorB firstB,
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InputIteratorB lastB,
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InputIteratorW firstW);
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template<class UnaryOperation>
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piecewise_constant_distribution(initializer_list<result_type> bl,
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UnaryOperation fw);
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template<class UnaryOperation>
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piecewise_constant_distribution(size_t nw, result_type xmin,
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result_type xmax, UnaryOperation fw);
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explicit piecewise_constant_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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vector<result_type> intervals() const;
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vector<double> densities() 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 piecewise_constant_distribution& x,
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const piecewise_constant_distribution& y);
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friend bool operator!=(const piecewise_constant_distribution& x,
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const piecewise_constant_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 piecewise_constant_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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piecewise_constant_distribution& x);
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};
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template<class RealType = double>
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template<class RealType = double>
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class piecewise_linear_distribution;
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class piecewise_linear_distribution;
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@@ -1825,9 +1897,9 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
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typedef linear_congruential_engine<uint_fast32_t, 16807, 0, 2147483647>
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typedef linear_congruential_engine<uint_fast32_t, 16807, 0, 2147483647>
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minstd_rand0;
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minstd_rand0;
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typedef minstd_rand0 default_random_engine;
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typedef linear_congruential_engine<uint_fast32_t, 48271, 0, 2147483647>
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typedef linear_congruential_engine<uint_fast32_t, 48271, 0, 2147483647>
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minstd_rand;
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minstd_rand;
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typedef minstd_rand default_random_engine;
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// mersenne_twister_engine
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// mersenne_twister_engine
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template <class _UIntType, size_t __w, size_t __n, size_t __m, size_t __r,
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template <class _UIntType, size_t __w, size_t __n, size_t __m, size_t __r,
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@@ -3655,7 +3727,8 @@ inline
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bernoulli_distribution::result_type
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bernoulli_distribution::result_type
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bernoulli_distribution::operator()(_URNG& __g, const param_type& __p)
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bernoulli_distribution::operator()(_URNG& __g, const param_type& __p)
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{
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{
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return (__g() - __g.min()) < __p.p() * (__g.max() - __g.min() + 1.);
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uniform_real_distribution<double> __gen;
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return __gen(__g) < __p.p();
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}
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}
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template <class _CharT, class _Traits>
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template <class _CharT, class _Traits>
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@@ -5535,7 +5608,7 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
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__is.flags(ios_base::dec | ios_base::skipws);
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__is.flags(ios_base::dec | ios_base::skipws);
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size_t __n;
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size_t __n;
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__is >> __n;
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__is >> __n;
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std::vector<double> __p(__n);
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vector<double> __p(__n);
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for (size_t __i = 0; __i < __n; ++__i)
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for (size_t __i = 0; __i < __n; ++__i)
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__is >> __p[__i];
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__is >> __p[__i];
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if (!__is.fail())
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if (!__is.fail())
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@@ -5543,6 +5616,300 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
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return __is;
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return __is;
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}
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}
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// piecewise_constant_distribution
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template<class _RealType = double>
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class piecewise_constant_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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vector<double> __p_;
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vector<result_type> __b_;
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public:
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typedef piecewise_constant_distribution distribution_type;
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param_type();
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template<class _InputIteratorB, class _InputIteratorW>
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param_type(_InputIteratorB __fB, _InputIteratorB __lB,
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_InputIteratorW __fW);
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template<class _UnaryOperation>
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param_type(initializer_list<result_type> __bl, _UnaryOperation __fw);
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template<class _UnaryOperation>
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param_type(size_t __nw, result_type __xmin, result_type __xmax,
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_UnaryOperation __fw);
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vector<result_type> intervals() const {return __b_;}
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vector<double> densities() const;
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friend bool operator==(const param_type& __x, const param_type& __y)
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{return __x.__p_ == __y.__p_ && __x.__b_ == __y.__b_;}
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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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private:
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void __init();
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friend class piecewise_constant_distribution;
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template <class _CharT, class _Traits, class _RT>
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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 piecewise_constant_distribution<_RT>& __x);
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template <class _CharT, class _Traits, class _RT>
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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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piecewise_constant_distribution<_RT>& __x);
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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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// constructor and reset functions
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piecewise_constant_distribution() {}
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template<class _InputIteratorB, class _InputIteratorW>
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piecewise_constant_distribution(_InputIteratorB __fB,
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_InputIteratorB __lB,
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_InputIteratorW __fW)
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: __p_(__fB, __lB, __fW) {}
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template<class _UnaryOperation>
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piecewise_constant_distribution(initializer_list<result_type> __bl,
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_UnaryOperation __fw)
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: __p_(__bl, __fw) {}
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template<class _UnaryOperation>
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piecewise_constant_distribution(size_t __nw, result_type __xmin,
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result_type __xmax, _UnaryOperation __fw)
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: __p_(__nw, __xmin, __xmax, __fw) {}
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explicit piecewise_constant_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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vector<result_type> intervals() const {return __p_.intervals();}
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vector<double> densities() const {return __p_.densities();}
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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 __p_.__b_.front();}
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result_type max() const {return __p_.__b_.back();}
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friend bool operator==(const piecewise_constant_distribution& __x,
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const piecewise_constant_distribution& __y)
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{return __x.__p_ == __y.__p_;}
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friend bool operator!=(const piecewise_constant_distribution& __x,
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const piecewise_constant_distribution& __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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basic_ostream<_CharT, _Traits>&
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operator<<(basic_ostream<_CharT, _Traits>& __os,
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const piecewise_constant_distribution<_RT>& __x);
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template <class _CharT, class _Traits, class _RT>
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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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piecewise_constant_distribution<_RT>& __x);
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};
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template<class _RealType>
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void
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piecewise_constant_distribution<_RealType>::param_type::__init()
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{
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if (!__p_.empty())
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{
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if (__p_.size() > 1)
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{
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double __s = _STD::accumulate(__p_.begin(), __p_.end(), 0.0);
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for (_STD::vector<double>::iterator __i = __p_.begin(), __e = __p_.end();
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__i < __e; ++__i)
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*__i /= __s;
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vector<double> __t(__p_.size() - 1);
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_STD::partial_sum(__p_.begin(), __p_.end() - 1, __t.begin());
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swap(__p_, __t);
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}
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else
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{
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__p_.clear();
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__p_.shrink_to_fit();
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}
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}
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}
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template<class _RealType>
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piecewise_constant_distribution<_RealType>::param_type::param_type()
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: __b_(2)
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{
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__b_[1] = 1;
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}
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template<class _RealType>
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template<class _InputIteratorB, class _InputIteratorW>
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piecewise_constant_distribution<_RealType>::param_type::param_type(
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_InputIteratorB __fB, _InputIteratorB __lB, _InputIteratorW __fW)
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: __b_(__fB, __lB)
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{
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if (__b_.size() < 2)
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{
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__b_.resize(2);
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__b_[0] = 0;
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__b_[1] = 1;
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}
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else
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{
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__p_.reserve(__b_.size() - 1);
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for (size_t __i = 0; __i < __b_.size() - 1; ++__i, ++__fW)
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__p_.push_back(*__fW);
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__init();
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}
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}
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template<class _RealType>
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template<class _UnaryOperation>
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piecewise_constant_distribution<_RealType>::param_type::param_type(
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initializer_list<result_type> __bl, _UnaryOperation __fw)
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: __b_(__bl.begin(), __bl.end())
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{
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if (__b_.size() < 2)
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{
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__b_.resize(2);
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__b_[0] = 0;
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__b_[1] = 1;
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}
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else
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{
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__p_.reserve(__b_.size() - 1);
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for (size_t __i = 0; __i < __b_.size() - 1; ++__i)
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__p_.push_back(__fw((__b_[__i+1] + __b_[__i])*.5));
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__init();
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}
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}
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template<class _RealType>
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template<class _UnaryOperation>
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piecewise_constant_distribution<_RealType>::param_type::param_type(
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size_t __nw, result_type __xmin, result_type __xmax, _UnaryOperation __fw)
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: __b_(__nw == 0 ? 2 : __nw + 1)
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{
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size_t __n = __b_.size() - 1;
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result_type __d = (__xmax - __xmin) / __n;
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__p_.reserve(__n);
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for (size_t __i = 0; __i < __n; ++__i)
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{
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__b_[__i] = __xmin + __i * __d;
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__p_.push_back(__fw(__b_[__i] + __d*.5));
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}
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__b_[__n] = __xmax;
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__init();
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}
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template<class _RealType>
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vector<double>
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piecewise_constant_distribution<_RealType>::param_type::densities() const
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{
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const size_t __n = __b_.size() - 1;
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vector<double> __d(__n);
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if (__n == 1)
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__d[0] = 1/(__b_[1] - __b_[0]);
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else
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{
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__d[0] = __p_[0] / (__b_[1] - __b_[0]);
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for (size_t __i = 1; __i < __n - 1; ++__i)
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__d[__i] = (__p_[__i] - __p_[__i-1]) / (__b_[__i+1] - __b_[__i]);
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__d[__n-1] = (1 - __p_[__n-2]) / (__b_[__n] - __b_[__n-1]);
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}
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return __d;
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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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piecewise_constant_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
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{
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typedef uniform_real_distribution<result_type> _Gen;
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if (__p.__b_.size() == 2)
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return _Gen(__p.__b_[0], __p.__b_[1])(__g);
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result_type __u = _Gen()(__g);
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||||||
|
const vector<double>& __dd = __p.__p_;
|
||||||
|
size_t __k = static_cast<size_t>(_STD::upper_bound(__dd.begin(),
|
||||||
|
__dd.end(), static_cast<double>(__u)) - __dd.begin());
|
||||||
|
if (__k == 0)
|
||||||
|
return static_cast<result_type>(__u * (__p.__b_[1] - __p.__b_[0]) /
|
||||||
|
__dd[0] + __p.__b_[0]);
|
||||||
|
__u -= __dd[__k-1];
|
||||||
|
if (__k == __dd.size())
|
||||||
|
return static_cast<result_type>(__u * (__p.__b_[__k+1] - __p.__b_[__k]) /
|
||||||
|
(1 - __dd[__k-1]) + __p.__b_[__k]);
|
||||||
|
return static_cast<result_type>(__u * (__p.__b_[__k+1] - __p.__b_[__k]) /
|
||||||
|
(__dd[__k] - __dd[__k-1]) + __p.__b_[__k]);
|
||||||
|
}
|
||||||
|
|
||||||
|
template <class _CharT, class _Traits, class _RT>
|
||||||
|
basic_ostream<_CharT, _Traits>&
|
||||||
|
operator<<(basic_ostream<_CharT, _Traits>& __os,
|
||||||
|
const piecewise_constant_distribution<_RT>& __x)
|
||||||
|
{
|
||||||
|
__save_flags<_CharT, _Traits> _(__os);
|
||||||
|
__os.flags(ios_base::dec | ios_base::left);
|
||||||
|
_CharT __sp = __os.widen(' ');
|
||||||
|
__os.fill(__sp);
|
||||||
|
size_t __n = __x.__p_.__p_.size();
|
||||||
|
__os << __n;
|
||||||
|
for (size_t __i = 0; __i < __n; ++__i)
|
||||||
|
__os << __sp << __x.__p_.__p_[__i];
|
||||||
|
__n = __x.__p_.__b_.size();
|
||||||
|
__os << __sp << __n;
|
||||||
|
for (size_t __i = 0; __i < __n; ++__i)
|
||||||
|
__os << __sp << __x.__p_.__b_[__i];
|
||||||
|
return __os;
|
||||||
|
}
|
||||||
|
|
||||||
|
template <class _CharT, class _Traits, class _RT>
|
||||||
|
basic_istream<_CharT, _Traits>&
|
||||||
|
operator>>(basic_istream<_CharT, _Traits>& __is,
|
||||||
|
piecewise_constant_distribution<_RT>& __x)
|
||||||
|
{
|
||||||
|
typedef piecewise_constant_distribution<_RT> _Eng;
|
||||||
|
typedef typename _Eng::result_type result_type;
|
||||||
|
typedef typename _Eng::param_type param_type;
|
||||||
|
__save_flags<_CharT, _Traits> _(__is);
|
||||||
|
__is.flags(ios_base::dec | ios_base::skipws);
|
||||||
|
size_t __n;
|
||||||
|
__is >> __n;
|
||||||
|
vector<double> __p(__n);
|
||||||
|
for (size_t __i = 0; __i < __n; ++__i)
|
||||||
|
__is >> __p[__i];
|
||||||
|
__is >> __n;
|
||||||
|
vector<result_type> __b(__n);
|
||||||
|
for (size_t __i = 0; __i < __n; ++__i)
|
||||||
|
__is >> __b[__i];
|
||||||
|
if (!__is.fail())
|
||||||
|
{
|
||||||
|
swap(__x.__p_.__p_, __p);
|
||||||
|
swap(__x.__p_.__b_, __b);
|
||||||
|
}
|
||||||
|
return __is;
|
||||||
|
}
|
||||||
|
|
||||||
_LIBCPP_END_NAMESPACE_STD
|
_LIBCPP_END_NAMESPACE_STD
|
||||||
|
|
||||||
#endif // _LIBCPP_RANDOM
|
#endif // _LIBCPP_RANDOM
|
||||||
|
@@ -59,10 +59,10 @@ int main()
|
|||||||
double x_var = d.p()*(1-d.p());
|
double x_var = d.p()*(1-d.p());
|
||||||
double x_skew = (1 - 2 * d.p())/std::sqrt(x_var);
|
double x_skew = (1 - 2 * d.p())/std::sqrt(x_var);
|
||||||
double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var;
|
double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::bernoulli_distribution D;
|
typedef std::bernoulli_distribution D;
|
||||||
@@ -95,9 +95,9 @@ int main()
|
|||||||
double x_var = d.p()*(1-d.p());
|
double x_var = d.p()*(1-d.p());
|
||||||
double x_skew = (1 - 2 * d.p())/std::sqrt(x_var);
|
double x_skew = (1 - 2 * d.p())/std::sqrt(x_var);
|
||||||
double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var;
|
double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -61,10 +61,10 @@ int main()
|
|||||||
double x_var = p.p()*(1-p.p());
|
double x_var = p.p()*(1-p.p());
|
||||||
double x_skew = (1 - 2 * p.p())/std::sqrt(x_var);
|
double x_skew = (1 - 2 * p.p())/std::sqrt(x_var);
|
||||||
double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var;
|
double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::bernoulli_distribution D;
|
typedef std::bernoulli_distribution D;
|
||||||
@@ -99,9 +99,9 @@ int main()
|
|||||||
double x_var = p.p()*(1-p.p());
|
double x_var = p.p()*(1-p.p());
|
||||||
double x_skew = (1 - 2 * p.p())/std::sqrt(x_var);
|
double x_skew = (1 - 2 * p.p())/std::sqrt(x_var);
|
||||||
double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var;
|
double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -31,10 +31,10 @@ int main()
|
|||||||
{
|
{
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
typedef std::minstd_rand G;
|
typedef std::mt19937_64 G;
|
||||||
G g;
|
G g;
|
||||||
D d(5, .75);
|
D d(5, .75);
|
||||||
const int N = 100000;
|
const int N = 1000000;
|
||||||
std::vector<D::result_type> u;
|
std::vector<D::result_type> u;
|
||||||
for (int i = 0; i < N; ++i)
|
for (int i = 0; i < N; ++i)
|
||||||
{
|
{
|
||||||
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-d.p());
|
double x_var = x_mean*(1-d.p());
|
||||||
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-d.p());
|
double x_var = x_mean*(1-d.p());
|
||||||
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
@@ -144,10 +144,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-d.p());
|
double x_var = x_mean*(1-d.p());
|
||||||
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.03);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.03);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.3);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
@@ -260,10 +260,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-d.p());
|
double x_var = x_mean*(1-d.p());
|
||||||
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs(kurtosis - x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
@@ -300,10 +300,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-d.p());
|
double x_var = x_mean*(1-d.p());
|
||||||
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*d.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
|
@@ -32,11 +32,11 @@ int main()
|
|||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
typedef D::param_type P;
|
typedef D::param_type P;
|
||||||
typedef std::minstd_rand G;
|
typedef std::mt19937_64 G;
|
||||||
G g;
|
G g;
|
||||||
D d(16, .75);
|
D d(16, .75);
|
||||||
P p(5, .75);
|
P p(5, .75);
|
||||||
const int N = 100000;
|
const int N = 1000000;
|
||||||
std::vector<D::result_type> u;
|
std::vector<D::result_type> u;
|
||||||
for (int i = 0; i < N; ++i)
|
for (int i = 0; i < N; ++i)
|
||||||
{
|
{
|
||||||
@@ -66,10 +66,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-p.p());
|
double x_var = x_mean*(1-p.p());
|
||||||
double x_skew = (1-2*p.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*p.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var;
|
double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
@@ -108,10 +108,10 @@ int main()
|
|||||||
double x_var = x_mean*(1-p.p());
|
double x_var = x_mean*(1-p.p());
|
||||||
double x_skew = (1-2*p.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*p.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var;
|
double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::binomial_distribution<> D;
|
typedef std::binomial_distribution<> D;
|
||||||
@@ -120,7 +120,7 @@ int main()
|
|||||||
G g;
|
G g;
|
||||||
D d(16, .75);
|
D d(16, .75);
|
||||||
P p(40, .25);
|
P p(40, .25);
|
||||||
const int N = 100000;
|
const int N = 1000000;
|
||||||
std::vector<D::result_type> u;
|
std::vector<D::result_type> u;
|
||||||
for (int i = 0; i < N; ++i)
|
for (int i = 0; i < N; ++i)
|
||||||
{
|
{
|
||||||
@@ -150,9 +150,9 @@ int main()
|
|||||||
double x_var = x_mean*(1-p.p());
|
double x_var = x_mean*(1-p.p());
|
||||||
double x_skew = (1-2*p.p()) / std::sqrt(x_var);
|
double x_skew = (1-2*p.p()) / std::sqrt(x_var);
|
||||||
double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var;
|
double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.03);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.04);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.3);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
||||||
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
||||||
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -144,10 +144,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
||||||
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -184,10 +184,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
||||||
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -224,10 +224,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
||||||
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -264,9 +264,9 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt((1 - d.p()));
|
||||||
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
double x_kurtosis = 6 + sqr(d.p()) / (1 - d.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -66,10 +66,10 @@ int main()
|
|||||||
double x_var = x_mean / p.p();
|
double x_var = x_mean / p.p();
|
||||||
double x_skew = (2 - p.p()) / std::sqrt((1 - p.p()));
|
double x_skew = (2 - p.p()) / std::sqrt((1 - p.p()));
|
||||||
double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p());
|
double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -108,10 +108,10 @@ int main()
|
|||||||
double x_var = x_mean / p.p();
|
double x_var = x_mean / p.p();
|
||||||
double x_skew = (2 - p.p()) / std::sqrt((1 - p.p()));
|
double x_skew = (2 - p.p()) / std::sqrt((1 - p.p()));
|
||||||
double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p());
|
double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::geometric_distribution<> D;
|
typedef std::geometric_distribution<> D;
|
||||||
@@ -150,9 +150,9 @@ int main()
|
|||||||
double x_var = x_mean / p.p();
|
double x_var = x_mean / p.p();
|
||||||
double x_skew = (2 - p.p()) / std::sqrt((1 - p.p()));
|
double x_skew = (2 - p.p()) / std::sqrt((1 - p.p()));
|
||||||
double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p());
|
double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p());
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
||||||
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::negative_binomial_distribution<> D;
|
typedef std::negative_binomial_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
||||||
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::negative_binomial_distribution<> D;
|
typedef std::negative_binomial_distribution<> D;
|
||||||
@@ -144,10 +144,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
||||||
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::negative_binomial_distribution<> D;
|
typedef std::negative_binomial_distribution<> D;
|
||||||
@@ -222,10 +222,10 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
||||||
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.04);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.04);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.05);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.05);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::negative_binomial_distribution<> D;
|
typedef std::negative_binomial_distribution<> D;
|
||||||
@@ -262,9 +262,9 @@ int main()
|
|||||||
double x_var = x_mean / d.p();
|
double x_var = x_mean / d.p();
|
||||||
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p()));
|
||||||
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -66,10 +66,10 @@ int main()
|
|||||||
double x_var = x_mean / p.p();
|
double x_var = x_mean / p.p();
|
||||||
double x_skew = (2 - p.p()) / std::sqrt(p.k() * (1 - p.p()));
|
double x_skew = (2 - p.p()) / std::sqrt(p.k() * (1 - p.p()));
|
||||||
double x_kurtosis = 6. / p.k() + sqr(p.p()) / (p.k() * (1 - p.p()));
|
double x_kurtosis = 6. / p.k() + sqr(p.p()) / (p.k() * (1 - p.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::negative_binomial_distribution<> D;
|
typedef std::negative_binomial_distribution<> D;
|
||||||
@@ -108,10 +108,10 @@ int main()
|
|||||||
double x_var = x_mean / p.p();
|
double x_var = x_mean / p.p();
|
||||||
double x_skew = (2 - p.p()) / std::sqrt(p.k() * (1 - p.p()));
|
double x_skew = (2 - p.p()) / std::sqrt(p.k() * (1 - p.p()));
|
||||||
double x_kurtosis = 6. / p.k() + sqr(p.p()) / (p.k() * (1 - p.p()));
|
double x_kurtosis = 6. / p.k() + sqr(p.p()) / (p.k() * (1 - p.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::negative_binomial_distribution<> D;
|
typedef std::negative_binomial_distribution<> D;
|
||||||
@@ -150,9 +150,9 @@ int main()
|
|||||||
double x_var = x_mean / p.p();
|
double x_var = x_mean / p.p();
|
||||||
double x_skew = (2 - p.p()) / std::sqrt(p.k() * (1 - p.p()));
|
double x_skew = (2 - p.p()) / std::sqrt(p.k() * (1 - p.p()));
|
||||||
double x_kurtosis = 6. / p.k() + sqr(p.p()) / (p.k() * (1 - p.p()));
|
double x_kurtosis = 6. / p.k() + sqr(p.p()) / (p.k() * (1 - p.p()));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = 2 * d.n();
|
double x_var = 2 * d.n();
|
||||||
double x_skew = std::sqrt(8 / d.n());
|
double x_skew = std::sqrt(8 / d.n());
|
||||||
double x_kurtosis = 12 / d.n();
|
double x_kurtosis = 12 / d.n();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::chi_squared_distribution<> D;
|
typedef std::chi_squared_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = 2 * d.n();
|
double x_var = 2 * d.n();
|
||||||
double x_skew = std::sqrt(8 / d.n());
|
double x_skew = std::sqrt(8 / d.n());
|
||||||
double x_kurtosis = 12 / d.n();
|
double x_kurtosis = 12 / d.n();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::chi_squared_distribution<> D;
|
typedef std::chi_squared_distribution<> D;
|
||||||
@@ -144,9 +144,9 @@ int main()
|
|||||||
double x_var = 2 * d.n();
|
double x_var = 2 * d.n();
|
||||||
double x_skew = std::sqrt(8 / d.n());
|
double x_skew = std::sqrt(8 / d.n());
|
||||||
double x_kurtosis = 12 / d.n();
|
double x_kurtosis = 12 / d.n();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -65,10 +65,10 @@ int main()
|
|||||||
double x_var = 2 * p.n();
|
double x_var = 2 * p.n();
|
||||||
double x_skew = std::sqrt(8 / p.n());
|
double x_skew = std::sqrt(8 / p.n());
|
||||||
double x_kurtosis = 12 / p.n();
|
double x_kurtosis = 12 / p.n();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::chi_squared_distribution<> D;
|
typedef std::chi_squared_distribution<> D;
|
||||||
@@ -106,10 +106,10 @@ int main()
|
|||||||
double x_var = 2 * p.n();
|
double x_var = 2 * p.n();
|
||||||
double x_skew = std::sqrt(8 / p.n());
|
double x_skew = std::sqrt(8 / p.n());
|
||||||
double x_kurtosis = 12 / p.n();
|
double x_kurtosis = 12 / p.n();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::chi_squared_distribution<> D;
|
typedef std::chi_squared_distribution<> D;
|
||||||
@@ -147,9 +147,9 @@ int main()
|
|||||||
double x_var = 2 * p.n();
|
double x_var = 2 * p.n();
|
||||||
double x_skew = std::sqrt(8 / p.n());
|
double x_skew = std::sqrt(8 / p.n());
|
||||||
double x_kurtosis = 12 / p.n();
|
double x_kurtosis = 12 / p.n();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -66,10 +66,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(d.s())) - 1));
|
std::sqrt((std::exp(sqr(d.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
||||||
3*std::exp(2*sqr(d.s())) - 6;
|
3*std::exp(2*sqr(d.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.05);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.05);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.25);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.25);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -108,10 +108,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(d.s())) - 1));
|
std::sqrt((std::exp(sqr(d.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
||||||
3*std::exp(2*sqr(d.s())) - 6;
|
3*std::exp(2*sqr(d.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -150,10 +150,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(d.s())) - 1));
|
std::sqrt((std::exp(sqr(d.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
||||||
3*std::exp(2*sqr(d.s())) - 6;
|
3*std::exp(2*sqr(d.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.02);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.02);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.05);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.05);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -192,10 +192,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(d.s())) - 1));
|
std::sqrt((std::exp(sqr(d.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
||||||
3*std::exp(2*sqr(d.s())) - 6;
|
3*std::exp(2*sqr(d.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.02);
|
assert(std::abs((var - x_var) / x_var) < 0.02);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.08);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.08);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.4);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.4);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -234,9 +234,9 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(d.s())) - 1));
|
std::sqrt((std::exp(sqr(d.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
double x_kurtosis = std::exp(4*sqr(d.s())) + 2*std::exp(3*sqr(d.s())) +
|
||||||
3*std::exp(2*sqr(d.s())) - 6;
|
3*std::exp(2*sqr(d.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.04);
|
assert(std::abs((var - x_var) / x_var) < 0.04);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.2);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.2);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.7);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.7);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -68,10 +68,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(p.s())) - 1));
|
std::sqrt((std::exp(sqr(p.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
||||||
3*std::exp(2*sqr(p.s())) - 6;
|
3*std::exp(2*sqr(p.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.05);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.05);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.25);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.25);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -111,10 +111,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(p.s())) - 1));
|
std::sqrt((std::exp(sqr(p.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
||||||
3*std::exp(2*sqr(p.s())) - 6;
|
3*std::exp(2*sqr(p.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -154,10 +154,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(p.s())) - 1));
|
std::sqrt((std::exp(sqr(p.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
||||||
3*std::exp(2*sqr(p.s())) - 6;
|
3*std::exp(2*sqr(p.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.02);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.02);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.05);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.05);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -197,10 +197,10 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(p.s())) - 1));
|
std::sqrt((std::exp(sqr(p.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
||||||
3*std::exp(2*sqr(p.s())) - 6;
|
3*std::exp(2*sqr(p.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.02);
|
assert(std::abs((var - x_var) / x_var) < 0.02);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.08);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.08);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.4);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.4);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::lognormal_distribution<> D;
|
typedef std::lognormal_distribution<> D;
|
||||||
@@ -240,9 +240,9 @@ int main()
|
|||||||
std::sqrt((std::exp(sqr(p.s())) - 1));
|
std::sqrt((std::exp(sqr(p.s())) - 1));
|
||||||
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
double x_kurtosis = std::exp(4*sqr(p.s())) + 2*std::exp(3*sqr(p.s())) +
|
||||||
3*std::exp(2*sqr(p.s())) - 6;
|
3*std::exp(2*sqr(p.s())) - 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.04);
|
assert(std::abs((var - x_var) / x_var) < 0.04);
|
||||||
assert(std::abs(skew - x_skew) / x_skew < 0.2);
|
assert(std::abs((skew - x_skew) / x_skew) < 0.2);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.7);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.7);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -60,8 +60,8 @@ int main()
|
|||||||
double x_var = sqr(d.stddev());
|
double x_var = sqr(d.stddev());
|
||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 0;
|
double x_kurtosis = 0;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) < 0.01);
|
assert(std::abs(kurtosis - x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
|
@@ -61,8 +61,8 @@ int main()
|
|||||||
double x_var = sqr(p.stddev());
|
double x_var = sqr(p.stddev());
|
||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 0;
|
double x_kurtosis = 0;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) < 0.01);
|
assert(std::abs(kurtosis - x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
|
@@ -61,9 +61,9 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 6 / (d.n() - 4);
|
double x_kurtosis = 6 / (d.n() - 4);
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.2);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.2);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::student_t_distribution<> D;
|
typedef std::student_t_distribution<> D;
|
||||||
@@ -97,9 +97,9 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 6 / (d.n() - 4);
|
double x_kurtosis = 6 / (d.n() - 4);
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::student_t_distribution<> D;
|
typedef std::student_t_distribution<> D;
|
||||||
@@ -133,8 +133,8 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 6 / (d.n() - 4);
|
double x_kurtosis = 6 / (d.n() - 4);
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -62,9 +62,9 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 6 / (p.n() - 4);
|
double x_kurtosis = 6 / (p.n() - 4);
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.2);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.2);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::student_t_distribution<> D;
|
typedef std::student_t_distribution<> D;
|
||||||
@@ -99,9 +99,9 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 6 / (p.n() - 4);
|
double x_kurtosis = 6 / (p.n() - 4);
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::student_t_distribution<> D;
|
typedef std::student_t_distribution<> D;
|
||||||
@@ -136,8 +136,8 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = 6 / (p.n() - 4);
|
double x_kurtosis = 6 / (p.n() - 4);
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = 1/sqr(d.lambda());
|
double x_var = 1/sqr(d.lambda());
|
||||||
double x_skew = 2;
|
double x_skew = 2;
|
||||||
double x_kurtosis = 6;
|
double x_kurtosis = 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::exponential_distribution<> D;
|
typedef std::exponential_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = 1/sqr(d.lambda());
|
double x_var = 1/sqr(d.lambda());
|
||||||
double x_skew = 2;
|
double x_skew = 2;
|
||||||
double x_kurtosis = 6;
|
double x_kurtosis = 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::exponential_distribution<> D;
|
typedef std::exponential_distribution<> D;
|
||||||
@@ -144,9 +144,9 @@ int main()
|
|||||||
double x_var = 1/sqr(d.lambda());
|
double x_var = 1/sqr(d.lambda());
|
||||||
double x_skew = 2;
|
double x_skew = 2;
|
||||||
double x_kurtosis = 6;
|
double x_kurtosis = 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -65,9 +65,9 @@ int main()
|
|||||||
double x_var = 1/sqr(p.lambda());
|
double x_var = 1/sqr(p.lambda());
|
||||||
double x_skew = 2;
|
double x_skew = 2;
|
||||||
double x_kurtosis = 6;
|
double x_kurtosis = 6;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -63,10 +63,10 @@ int main()
|
|||||||
double x_var = sqr(d.b()) * 1.644934067;
|
double x_var = sqr(d.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::extreme_value_distribution<> D;
|
typedef std::extreme_value_distribution<> D;
|
||||||
@@ -102,10 +102,10 @@ int main()
|
|||||||
double x_var = sqr(d.b()) * 1.644934067;
|
double x_var = sqr(d.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::extreme_value_distribution<> D;
|
typedef std::extreme_value_distribution<> D;
|
||||||
@@ -141,10 +141,10 @@ int main()
|
|||||||
double x_var = sqr(d.b()) * 1.644934067;
|
double x_var = sqr(d.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::extreme_value_distribution<> D;
|
typedef std::extreme_value_distribution<> D;
|
||||||
@@ -180,9 +180,9 @@ int main()
|
|||||||
double x_var = sqr(d.b()) * 1.644934067;
|
double x_var = sqr(d.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = sqr(p.b()) * 1.644934067;
|
double x_var = sqr(p.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::extreme_value_distribution<> D;
|
typedef std::extreme_value_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = sqr(p.b()) * 1.644934067;
|
double x_var = sqr(p.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::extreme_value_distribution<> D;
|
typedef std::extreme_value_distribution<> D;
|
||||||
@@ -144,10 +144,10 @@ int main()
|
|||||||
double x_var = sqr(p.b()) * 1.644934067;
|
double x_var = sqr(p.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::extreme_value_distribution<> D;
|
typedef std::extreme_value_distribution<> D;
|
||||||
@@ -184,9 +184,9 @@ int main()
|
|||||||
double x_var = sqr(p.b()) * 1.644934067;
|
double x_var = sqr(p.b()) * 1.644934067;
|
||||||
double x_skew = 1.139547;
|
double x_skew = 1.139547;
|
||||||
double x_kurtosis = 12./5;
|
double x_kurtosis = 12./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
double x_var = d.alpha() * sqr(d.beta());
|
double x_var = d.alpha() * sqr(d.beta());
|
||||||
double x_skew = 2 / std::sqrt(d.alpha());
|
double x_skew = 2 / std::sqrt(d.alpha());
|
||||||
double x_kurtosis = 6 / d.alpha();
|
double x_kurtosis = 6 / d.alpha();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::gamma_distribution<> D;
|
typedef std::gamma_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
double x_var = d.alpha() * sqr(d.beta());
|
double x_var = d.alpha() * sqr(d.beta());
|
||||||
double x_skew = 2 / std::sqrt(d.alpha());
|
double x_skew = 2 / std::sqrt(d.alpha());
|
||||||
double x_kurtosis = 6 / d.alpha();
|
double x_kurtosis = 6 / d.alpha();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::gamma_distribution<> D;
|
typedef std::gamma_distribution<> D;
|
||||||
@@ -144,9 +144,9 @@ int main()
|
|||||||
double x_var = d.alpha() * sqr(d.beta());
|
double x_var = d.alpha() * sqr(d.beta());
|
||||||
double x_skew = 2 / std::sqrt(d.alpha());
|
double x_skew = 2 / std::sqrt(d.alpha());
|
||||||
double x_kurtosis = 6 / d.alpha();
|
double x_kurtosis = 6 / d.alpha();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -65,10 +65,10 @@ int main()
|
|||||||
double x_var = p.alpha() * sqr(p.beta());
|
double x_var = p.alpha() * sqr(p.beta());
|
||||||
double x_skew = 2 / std::sqrt(p.alpha());
|
double x_skew = 2 / std::sqrt(p.alpha());
|
||||||
double x_kurtosis = 6 / p.alpha();
|
double x_kurtosis = 6 / p.alpha();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::gamma_distribution<> D;
|
typedef std::gamma_distribution<> D;
|
||||||
@@ -106,10 +106,10 @@ int main()
|
|||||||
double x_var = p.alpha() * sqr(p.beta());
|
double x_var = p.alpha() * sqr(p.beta());
|
||||||
double x_skew = 2 / std::sqrt(p.alpha());
|
double x_skew = 2 / std::sqrt(p.alpha());
|
||||||
double x_kurtosis = 6 / p.alpha();
|
double x_kurtosis = 6 / p.alpha();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::gamma_distribution<> D;
|
typedef std::gamma_distribution<> D;
|
||||||
@@ -147,9 +147,9 @@ int main()
|
|||||||
double x_var = p.alpha() * sqr(p.beta());
|
double x_var = p.alpha() * sqr(p.beta());
|
||||||
double x_skew = 2 / std::sqrt(p.alpha());
|
double x_skew = 2 / std::sqrt(p.alpha());
|
||||||
double x_kurtosis = 6 / p.alpha();
|
double x_kurtosis = 6 / p.alpha();
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -63,10 +63,10 @@ int main()
|
|||||||
double x_var = d.mean();
|
double x_var = d.mean();
|
||||||
double x_skew = 1 / std::sqrt(x_var);
|
double x_skew = 1 / std::sqrt(x_var);
|
||||||
double x_kurtosis = 1 / x_var;
|
double x_kurtosis = 1 / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::poisson_distribution<> D;
|
typedef std::poisson_distribution<> D;
|
||||||
@@ -102,10 +102,10 @@ int main()
|
|||||||
double x_var = d.mean();
|
double x_var = d.mean();
|
||||||
double x_skew = 1 / std::sqrt(x_var);
|
double x_skew = 1 / std::sqrt(x_var);
|
||||||
double x_kurtosis = 1 / x_var;
|
double x_kurtosis = 1 / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::poisson_distribution<> D;
|
typedef std::poisson_distribution<> D;
|
||||||
@@ -141,9 +141,9 @@ int main()
|
|||||||
double x_var = d.mean();
|
double x_var = d.mean();
|
||||||
double x_skew = 1 / std::sqrt(x_var);
|
double x_skew = 1 / std::sqrt(x_var);
|
||||||
double x_kurtosis = 1 / x_var;
|
double x_kurtosis = 1 / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -65,10 +65,10 @@ int main()
|
|||||||
double x_var = p.mean();
|
double x_var = p.mean();
|
||||||
double x_skew = 1 / std::sqrt(x_var);
|
double x_skew = 1 / std::sqrt(x_var);
|
||||||
double x_kurtosis = 1 / x_var;
|
double x_kurtosis = 1 / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::poisson_distribution<> D;
|
typedef std::poisson_distribution<> D;
|
||||||
@@ -106,10 +106,10 @@ int main()
|
|||||||
double x_var = p.mean();
|
double x_var = p.mean();
|
||||||
double x_skew = 1 / std::sqrt(x_var);
|
double x_skew = 1 / std::sqrt(x_var);
|
||||||
double x_kurtosis = 1 / x_var;
|
double x_kurtosis = 1 / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::poisson_distribution<> D;
|
typedef std::poisson_distribution<> D;
|
||||||
@@ -147,9 +147,9 @@ int main()
|
|||||||
double x_var = p.mean();
|
double x_var = p.mean();
|
||||||
double x_skew = 1 / std::sqrt(x_var);
|
double x_skew = 1 / std::sqrt(x_var);
|
||||||
double x_kurtosis = 1 / x_var;
|
double x_kurtosis = 1 / x_var;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -68,10 +68,10 @@ int main()
|
|||||||
double x_kurtosis = (sqr(sqr(d.b())) * std::tgamma(1 + 4/d.a()) -
|
double x_kurtosis = (sqr(sqr(d.b())) * std::tgamma(1 + 4/d.a()) -
|
||||||
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
||||||
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::weibull_distribution<> D;
|
typedef std::weibull_distribution<> D;
|
||||||
@@ -112,10 +112,10 @@ int main()
|
|||||||
double x_kurtosis = (sqr(sqr(d.b())) * std::tgamma(1 + 4/d.a()) -
|
double x_kurtosis = (sqr(sqr(d.b())) * std::tgamma(1 + 4/d.a()) -
|
||||||
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
||||||
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::weibull_distribution<> D;
|
typedef std::weibull_distribution<> D;
|
||||||
@@ -156,9 +156,9 @@ int main()
|
|||||||
double x_kurtosis = (sqr(sqr(d.b())) * std::tgamma(1 + 4/d.a()) -
|
double x_kurtosis = (sqr(sqr(d.b())) * std::tgamma(1 + 4/d.a()) -
|
||||||
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
||||||
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -69,10 +69,10 @@ int main()
|
|||||||
double x_kurtosis = (sqr(sqr(p.b())) * std::tgamma(1 + 4/p.a()) -
|
double x_kurtosis = (sqr(sqr(p.b())) * std::tgamma(1 + 4/p.a()) -
|
||||||
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
||||||
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::weibull_distribution<> D;
|
typedef std::weibull_distribution<> D;
|
||||||
@@ -114,10 +114,10 @@ int main()
|
|||||||
double x_kurtosis = (sqr(sqr(p.b())) * std::tgamma(1 + 4/p.a()) -
|
double x_kurtosis = (sqr(sqr(p.b())) * std::tgamma(1 + 4/p.a()) -
|
||||||
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
||||||
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::weibull_distribution<> D;
|
typedef std::weibull_distribution<> D;
|
||||||
@@ -159,9 +159,9 @@ int main()
|
|||||||
double x_kurtosis = (sqr(sqr(p.b())) * std::tgamma(1 + 4/p.a()) -
|
double x_kurtosis = (sqr(sqr(p.b())) * std::tgamma(1 + 4/p.a()) -
|
||||||
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
4*x_skew*x_var*sqrt(x_var)*x_mean -
|
||||||
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
6*sqr(x_mean)*x_var - sqr(sqr(x_mean))) / sqr(x_var) - 3;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 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((skew - x_skew) / x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.03);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -0,0 +1,36 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// piecewise_constant_distribution& operator=(const piecewise_constant_distribution&);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
void
|
||||||
|
test1()
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double p[] = {2, 4, 1, 8};
|
||||||
|
double b[] = {2, 4, 5, 8, 9};
|
||||||
|
D d1(b, b+5, p);
|
||||||
|
D d2;
|
||||||
|
assert(d1 != d2);
|
||||||
|
d2 = d1;
|
||||||
|
assert(d1 == d2);
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
test1();
|
||||||
|
}
|
@@ -0,0 +1,34 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// piecewise_constant_distribution(const piecewise_constant_distribution&);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
void
|
||||||
|
test1()
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double p[] = {2, 4, 1, 8};
|
||||||
|
double b[] = {2, 4, 5, 8, 9};
|
||||||
|
D d1(b, b+5, p);
|
||||||
|
D d2 = d1;
|
||||||
|
assert(d1 == d2);
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
test1();
|
||||||
|
}
|
@@ -0,0 +1,33 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// piecewise_constant_distribution(initializer_list<double> wl);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d;
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,64 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template<class UnaryOperation>
|
||||||
|
// piecewise_constant_distribution(size_t nw, result_type xmin,
|
||||||
|
// result_type xmax, UnaryOperation fw);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
double fw(double x)
|
||||||
|
{
|
||||||
|
return 2*x;
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d(0, 0, 1, fw);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d(1, 10, 12, fw);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 12);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 0.5);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d(2, 6, 14, fw);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 3);
|
||||||
|
assert(iv[0] == 6);
|
||||||
|
assert(iv[1] == 10);
|
||||||
|
assert(iv[2] == 14);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 2);
|
||||||
|
assert(dn[0] == 0.1);
|
||||||
|
assert(dn[1] == 0.15);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,78 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// piecewise_constant_distribution(initializer_list<result_type> bl,
|
||||||
|
// UnaryOperation fw);
|
||||||
|
|
||||||
|
#include <iostream>
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
double f(double x)
|
||||||
|
{
|
||||||
|
return x*2;
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
#ifdef _LIBCPP_MOVE
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d({}, f);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d({12}, f);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d({12, 14}, f);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 12);
|
||||||
|
assert(iv[1] == 14);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 0.5);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d({5.5, 7.5, 11.5}, f);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 3);
|
||||||
|
assert(iv[0] == 5.5);
|
||||||
|
assert(iv[1] == 7.5);
|
||||||
|
assert(iv[2] == 11.5);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 2);
|
||||||
|
assert(dn[0] == 0.203125);
|
||||||
|
assert(dn[1] == 0.1484375);
|
||||||
|
}
|
||||||
|
#endif
|
||||||
|
}
|
@@ -0,0 +1,96 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template<class InputIterator>
|
||||||
|
// piecewise_constant_distribution(InputIteratorB firstB,
|
||||||
|
// InputIteratorB lastB,
|
||||||
|
// InputIteratorW firstW);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10};
|
||||||
|
double p[] = {12};
|
||||||
|
D d(b, b, p);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10};
|
||||||
|
double p[] = {12};
|
||||||
|
D d(b, b+1, p);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 15};
|
||||||
|
double p[] = {12};
|
||||||
|
D d(b, b+2, p);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 15);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1/5.);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 15, 16};
|
||||||
|
double p[] = {.25, .75};
|
||||||
|
D d(b, b+3, p);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 3);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 15);
|
||||||
|
assert(iv[2] == 16);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 2);
|
||||||
|
assert(dn[0] == .25/5.);
|
||||||
|
assert(dn[1] == .75);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
D d(b, b+4, p);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 4);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 14);
|
||||||
|
assert(iv[2] == 16);
|
||||||
|
assert(iv[3] == 17);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 3);
|
||||||
|
assert(dn[0] == .0625);
|
||||||
|
assert(dn[1] == .3125);
|
||||||
|
assert(dn[2] == .125);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,41 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// explicit piecewise_constant_distribution(const param_type& parm);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
P pa(b, b+4, p);
|
||||||
|
D d(pa);
|
||||||
|
std::vector<double> iv = d.intervals();
|
||||||
|
assert(iv.size() == 4);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 14);
|
||||||
|
assert(iv[2] == 16);
|
||||||
|
assert(iv[3] == 17);
|
||||||
|
std::vector<double> dn = d.densities();
|
||||||
|
assert(dn.size() == 3);
|
||||||
|
assert(dn[0] == .0625);
|
||||||
|
assert(dn[1] == .3125);
|
||||||
|
assert(dn[2] == .125);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,47 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// bool operator=(const piecewise_constant_distribution& x,
|
||||||
|
// const piecewise_constant_distribution& y);
|
||||||
|
// bool operator!(const piecewise_constant_distribution& x,
|
||||||
|
// const piecewise_constant_distribution& y);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
D d1;
|
||||||
|
D d2;
|
||||||
|
assert(d1 == d2);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
D d1(b, b+4, p);
|
||||||
|
D d2(b, b+4, p);
|
||||||
|
assert(d1 == d2);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
D d1(b, b+4, p);
|
||||||
|
D d2;
|
||||||
|
assert(d1 != d2);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,693 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template<class _URNG> result_type operator()(_URNG& g);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <vector>
|
||||||
|
#include <iterator>
|
||||||
|
#include <numeric>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
template <class T>
|
||||||
|
inline
|
||||||
|
T
|
||||||
|
sqr(T x)
|
||||||
|
{
|
||||||
|
return x*x;
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 1000000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {0, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 1000000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 0, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 1000000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 0};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 1000000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 0, 0};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {0, 25, 0};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {0, 0, 1};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16};
|
||||||
|
double p[] = {75, 25};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16};
|
||||||
|
double p[] = {0, 25};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16};
|
||||||
|
double p[] = {1, 0};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14};
|
||||||
|
double p[] = {1};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
const int N = 100000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g);
|
||||||
|
assert(d.min() <= v && v < d.max());
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,95 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <vector>
|
||||||
|
#include <iterator>
|
||||||
|
#include <numeric>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
template <class T>
|
||||||
|
inline
|
||||||
|
T
|
||||||
|
sqr(T x)
|
||||||
|
{
|
||||||
|
return x*x;
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
typedef std::mt19937_64 G;
|
||||||
|
G g;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d;
|
||||||
|
P pa(b, b+Np+1, p);
|
||||||
|
const int N = 1000000;
|
||||||
|
std::vector<D::result_type> u;
|
||||||
|
for (int i = 0; i < N; ++i)
|
||||||
|
{
|
||||||
|
D::result_type v = d(g, pa);
|
||||||
|
assert(10 <= v && v < 17);
|
||||||
|
u.push_back(v);
|
||||||
|
}
|
||||||
|
std::vector<double> prob(std::begin(p), std::end(p));
|
||||||
|
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
|
||||||
|
for (int i = 0; i < prob.size(); ++i)
|
||||||
|
prob[i] /= s;
|
||||||
|
std::sort(u.begin(), u.end());
|
||||||
|
for (int i = 0; i < Np; ++i)
|
||||||
|
{
|
||||||
|
typedef std::vector<D::result_type>::iterator I;
|
||||||
|
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
|
||||||
|
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
|
||||||
|
const size_t Ni = ub - lb;
|
||||||
|
if (prob[i] == 0)
|
||||||
|
assert(Ni == 0);
|
||||||
|
else
|
||||||
|
{
|
||||||
|
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
|
||||||
|
double mean = std::accumulate(lb, ub, 0.0) / Ni;
|
||||||
|
double var = 0;
|
||||||
|
double skew = 0;
|
||||||
|
double kurtosis = 0;
|
||||||
|
for (I j = lb; j != ub; ++j)
|
||||||
|
{
|
||||||
|
double d = (*j - mean);
|
||||||
|
double d2 = sqr(d);
|
||||||
|
var += d2;
|
||||||
|
skew += d * d2;
|
||||||
|
kurtosis += d2 * d2;
|
||||||
|
}
|
||||||
|
var /= Ni;
|
||||||
|
double dev = std::sqrt(var);
|
||||||
|
skew /= Ni * dev * var;
|
||||||
|
kurtosis /= Ni * var * var;
|
||||||
|
kurtosis -= 3;
|
||||||
|
double x_mean = (b[i+1] + b[i]) / 2;
|
||||||
|
double x_var = sqr(b[i+1] - b[i]) / 12;
|
||||||
|
double x_skew = 0;
|
||||||
|
double x_kurtosis = -6./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) < 0.01);
|
||||||
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,32 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// param_type param() const;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
P pa(b, b+Np+1, p);
|
||||||
|
D d(pa);
|
||||||
|
assert(d.param() == pa);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,44 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template <class charT, class traits>
|
||||||
|
// basic_ostream<charT, traits>&
|
||||||
|
// operator<<(basic_ostream<charT, traits>& os,
|
||||||
|
// const piecewise_constant_distribution& x);
|
||||||
|
//
|
||||||
|
// template <class charT, class traits>
|
||||||
|
// basic_istream<charT, traits>&
|
||||||
|
// operator>>(basic_istream<charT, traits>& is,
|
||||||
|
// piecewise_constant_distribution& x);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <sstream>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d1(b, b+Np+1, p);
|
||||||
|
std::ostringstream os;
|
||||||
|
os << d1;
|
||||||
|
std::istringstream is(os.str());
|
||||||
|
D d2;
|
||||||
|
is >> d2;
|
||||||
|
assert(d1 == d2);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,30 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// result_type max() const;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
assert(d.max() == 17);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,30 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// result_type min() const;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
D d(b, b+Np+1, p);
|
||||||
|
assert(d.min() == 10);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,34 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
// {
|
||||||
|
// class param_type;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <limits>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
P p0(b, b+Np+1, p);
|
||||||
|
P p1;
|
||||||
|
p1 = p0;
|
||||||
|
assert(p1 == p0);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,33 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
// {
|
||||||
|
// class param_type;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <limits>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
const size_t Np = sizeof(p) / sizeof(p[0]);
|
||||||
|
P p0(b, b+Np+1, p);
|
||||||
|
P p1 = p0;
|
||||||
|
assert(p1 == p0);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,34 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// param_type();
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa;
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,67 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template<class UnaryOperation>
|
||||||
|
// param_type(size_t nw, double xmin, double xmax,
|
||||||
|
// UnaryOperation fw);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
double fw(double x)
|
||||||
|
{
|
||||||
|
return 2*x;
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa(0, 0, 1, fw);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa(1, 10, 12, fw);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 12);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 0.5);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa(2, 6, 14, fw);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 3);
|
||||||
|
assert(iv[0] == 6);
|
||||||
|
assert(iv[1] == 10);
|
||||||
|
assert(iv[2] == 14);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 2);
|
||||||
|
assert(dn[0] == 0.1);
|
||||||
|
assert(dn[1] == 0.15);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,79 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// param_type(initializer_list<result_type> bl, UnaryOperation fw);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
double f(double x)
|
||||||
|
{
|
||||||
|
return x*2;
|
||||||
|
}
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
#ifdef _LIBCPP_MOVE
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa({}, f);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa({12}, f);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa({12, 14}, f);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 12);
|
||||||
|
assert(iv[1] == 14);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 0.5);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
P pa({5.5, 7.5, 11.5}, f);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 3);
|
||||||
|
assert(iv[0] == 5.5);
|
||||||
|
assert(iv[1] == 7.5);
|
||||||
|
assert(iv[2] == 11.5);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 2);
|
||||||
|
assert(dn[0] == 0.203125);
|
||||||
|
assert(dn[1] == 0.1484375);
|
||||||
|
}
|
||||||
|
#endif
|
||||||
|
}
|
@@ -0,0 +1,100 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// template<class InputIterator>
|
||||||
|
// param_type(InputIteratorB firstB, InputIteratorB lastB,
|
||||||
|
// InputIteratorW firstW);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10};
|
||||||
|
double p[] = {12};
|
||||||
|
P pa(b, b, p);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10};
|
||||||
|
double p[] = {12};
|
||||||
|
P pa(b, b+1, p);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 0);
|
||||||
|
assert(iv[1] == 1);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 15};
|
||||||
|
double p[] = {12};
|
||||||
|
P pa(b, b+2, p);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 2);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 15);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 1);
|
||||||
|
assert(dn[0] == 1/5.);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 15, 16};
|
||||||
|
double p[] = {.25, .75};
|
||||||
|
P pa(b, b+3, p);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 3);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 15);
|
||||||
|
assert(iv[2] == 16);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 2);
|
||||||
|
assert(dn[0] == .25/5.);
|
||||||
|
assert(dn[1] == .75);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
P pa(b, b+4, p);
|
||||||
|
std::vector<double> iv = pa.intervals();
|
||||||
|
assert(iv.size() == 4);
|
||||||
|
assert(iv[0] == 10);
|
||||||
|
assert(iv[1] == 14);
|
||||||
|
assert(iv[2] == 16);
|
||||||
|
assert(iv[3] == 17);
|
||||||
|
std::vector<double> dn = pa.densities();
|
||||||
|
assert(dn.size() == 3);
|
||||||
|
assert(dn[0] == .0625);
|
||||||
|
assert(dn[1] == .3125);
|
||||||
|
assert(dn[2] == .125);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,41 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
// {
|
||||||
|
// class param_type;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <limits>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
P p1(b, b+4, p);
|
||||||
|
P p2(b, b+4, p);
|
||||||
|
assert(p1 == p2);
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
P p1(b, b+3, p);
|
||||||
|
P p2(b, b+4, p);
|
||||||
|
assert(p1 != p2);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,28 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
// {
|
||||||
|
// class param_type;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <type_traits>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type param_type;
|
||||||
|
typedef param_type::distribution_type distribution_type;
|
||||||
|
static_assert((std::is_same<D, distribution_type>::value), "");
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,32 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
|
||||||
|
// void param(const param_type& parm);
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <cassert>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::param_type P;
|
||||||
|
double b[] = {10, 14, 16, 17};
|
||||||
|
double p[] = {25, 62.5, 12.5};
|
||||||
|
P pa(b, b+4, p);
|
||||||
|
D d;
|
||||||
|
d.param(pa);
|
||||||
|
assert(d.param() == pa);
|
||||||
|
}
|
||||||
|
}
|
@@ -0,0 +1,32 @@
|
|||||||
|
//===----------------------------------------------------------------------===//
|
||||||
|
//
|
||||||
|
// 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 piecewise_constant_distribution
|
||||||
|
// {
|
||||||
|
// typedef bool result_type;
|
||||||
|
|
||||||
|
#include <random>
|
||||||
|
#include <type_traits>
|
||||||
|
|
||||||
|
int main()
|
||||||
|
{
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<> D;
|
||||||
|
typedef D::result_type result_type;
|
||||||
|
static_assert((std::is_same<result_type, double>::value), "");
|
||||||
|
}
|
||||||
|
{
|
||||||
|
typedef std::piecewise_constant_distribution<float> D;
|
||||||
|
typedef D::result_type result_type;
|
||||||
|
static_assert((std::is_same<result_type, float>::value), "");
|
||||||
|
}
|
||||||
|
}
|
@@ -65,10 +65,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -106,10 +106,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -147,10 +147,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -188,10 +188,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -229,10 +229,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -270,10 +270,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -311,10 +311,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -352,10 +352,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -393,10 +393,10 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_int_distribution<> D;
|
typedef std::uniform_int_distribution<> D;
|
||||||
@@ -445,9 +445,9 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)d.b() - d.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
(5. * (sqr((double)d.b() - d.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -67,9 +67,9 @@ int main()
|
|||||||
double x_skew = 0;
|
double x_skew = 0;
|
||||||
double x_kurtosis = -6. * (sqr((double)p.b() - p.a() + 1) + 1) /
|
double x_kurtosis = -6. * (sqr((double)p.b() - p.a() + 1) + 1) /
|
||||||
(5. * (sqr((double)p.b() - p.a() + 1) - 1));
|
(5. * (sqr((double)p.b() - p.a() + 1) - 1));
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -64,10 +64,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -104,10 +104,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -144,10 +144,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -184,10 +184,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -224,10 +224,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.02);
|
assert(std::abs(skew - x_skew) < 0.02);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -264,10 +264,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -304,10 +304,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -344,10 +344,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -384,10 +384,10 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -425,9 +425,9 @@ int main()
|
|||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) < 0.01);
|
assert(std::abs(mean - x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
{
|
{
|
||||||
typedef std::uniform_real_distribution<> D;
|
typedef std::uniform_real_distribution<> D;
|
||||||
@@ -464,9 +464,9 @@ int main()
|
|||||||
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
D::result_type x_var = sqr(d.b() - d.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -66,9 +66,9 @@ int main()
|
|||||||
D::result_type x_var = sqr(p.b() - p.a()) / 12;
|
D::result_type x_var = sqr(p.b() - p.a()) / 12;
|
||||||
D::result_type x_skew = 0;
|
D::result_type x_skew = 0;
|
||||||
D::result_type x_kurtosis = -6./5;
|
D::result_type x_kurtosis = -6./5;
|
||||||
assert(std::abs(mean - x_mean) / x_mean < 0.01);
|
assert(std::abs((mean - x_mean) / x_mean) < 0.01);
|
||||||
assert(std::abs(var - x_var) / x_var < 0.01);
|
assert(std::abs((var - x_var) / x_var) < 0.01);
|
||||||
assert(std::abs(skew - x_skew) < 0.01);
|
assert(std::abs(skew - x_skew) < 0.01);
|
||||||
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
|
assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@@ -20,5 +20,5 @@ int main()
|
|||||||
{
|
{
|
||||||
std::default_random_engine e;
|
std::default_random_engine e;
|
||||||
e.discard(9999);
|
e.discard(9999);
|
||||||
assert(e() == 1043618065u);
|
assert(e() == 399268537u);
|
||||||
}
|
}
|
||||||
|
Reference in New Issue
Block a user