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[rand.dist.norm.cauchy]. I'm having trouble testing the output as all statistical properties are undefined. They do not converge upon any one value as the number of samples increases. Suggestions for tests welcome.

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git-svn-id: https://llvm.org/svn/llvm-project/libcxx/trunk@103983 91177308-0d34-0410-b5e6-96231b3b80d8
This commit is contained in:
Howard Hinnant
2010-05-17 21:55:46 +00:00
parent d90b0a41a8
commit d7d0113295
19 changed files with 767 additions and 2 deletions
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174
include/random
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@@ -1219,7 +1219,6 @@ public:
result_type min() const;
result_type max() const;
friend bool operator==(const chi_squared_distribution& x,
const chi_squared_distribution& y);
friend bool operator!=(const chi_squared_distribution& x,
@@ -1239,7 +1238,62 @@ public:
};
template<class RealType = double>
class cauchy_distribution;
class cauchy_distribution
{
public:
// types
typedef RealType result_type;
class param_type
{
public:
typedef cauchy_distribution distribution_type;
explicit param_type(result_type a = 0, result_type b = 1);
result_type a() const;
result_type b() const;
friend bool operator==(const param_type& x, const param_type& y);
friend bool operator!=(const param_type& x, const param_type& y);
};
// constructor and reset functions
explicit cauchy_distribution(result_type a = 0, result_type b = 1);
explicit cauchy_distribution(const param_type& parm);
void reset();
// generating functions
template<class URNG> result_type operator()(URNG& g);
template<class URNG> result_type operator()(URNG& g, const param_type& parm);
// property functions
result_type a() const;
result_type b() const;
param_type param() const;
void param(const param_type& parm);
result_type min() const;
result_type max() const;
friend bool operator==(const cauchy_distribution& x,
const cauchy_distribution& y);
friend bool operator!=(const cauchy_distribution& x,
const cauchy_distribution& y);
template <class charT, class traits>
friend
basic_ostream<charT, traits>&
operator<<(basic_ostream<charT, traits>& os,
const cauchy_distribution& x);
template <class charT, class traits>
friend
basic_istream<charT, traits>&
operator>>(basic_istream<charT, traits>& is,
cauchy_distribution& x);
};
template<class RealType = double>
class fisher_f_distribution;
@@ -4807,6 +4861,122 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
return __is;
}
// cauchy_distribution
template<class _RealType = double>
class cauchy_distribution
{
public:
// types
typedef _RealType result_type;
class param_type
{
result_type __a_;
result_type __b_;
public:
typedef cauchy_distribution distribution_type;
explicit param_type(result_type __a = 0, result_type __b = 1)
: __a_(__a), __b_(__b) {}
result_type a() const {return __a_;}
result_type b() const {return __b_;}
friend bool operator==(const param_type& __x, const param_type& __y)
{return __x.__a_ == __y.__a_ && __x.__b_ == __y.__b_;}
friend bool operator!=(const param_type& __x, const param_type& __y)
{return !(__x == __y);}
};
private:
param_type __p_;
public:
// constructor and reset functions
explicit cauchy_distribution(result_type __a = 0, result_type __b = 1)
: __p_(param_type(__a, __b)) {}
explicit cauchy_distribution(const param_type& __p)
: __p_(__p) {}
void reset() {}
// generating functions
template<class _URNG> result_type operator()(_URNG& __g)
{return (*this)(__g, __p_);}
template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);
// property functions
result_type a() const {return __p_.a();}
result_type b() const {return __p_.b();}
param_type param() const {return __p_;}
void param(const param_type& __p) {__p_ = __p;}
result_type min() const {return -numeric_limits<result_type>::infinity();}
result_type max() const {return numeric_limits<result_type>::infinity();}
friend bool operator==(const cauchy_distribution& __x,
const cauchy_distribution& __y)
{return __x.__p_ == __y.__p_;}
friend bool operator!=(const cauchy_distribution& __x,
const cauchy_distribution& __y)
{return !(__x == __y);}
template <class _CharT, class _Traits, class _RT>
friend
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
const cauchy_distribution<_RT>& __x);
template <class _CharT, class _Traits, class _RT>
friend
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
cauchy_distribution<_RT>& __x);
};
template <class _RealType>
template<class _URNG>
inline
_RealType
cauchy_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
{
uniform_real_distribution<result_type> __gen;
// purposefully let tan arg get as close to pi/2 as it wants, tan will return a finite
return __p.a() + __p.b() * _STD::tan(3.1415926535897932384626433832795 * __gen(__g));
}
template <class _CharT, class _Traits, class _RT>
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
const cauchy_distribution<_RT>& __x)
{
__save_flags<_CharT, _Traits> _(__os);
__os.flags(ios_base::dec | ios_base::left);
_CharT __sp = __os.widen(' ');
__os.fill(__sp);
__os << __x.a() << __sp << __x.b();
return __os;
}
template <class _CharT, class _Traits, class _RT>
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
cauchy_distribution<_RT>& __x)
{
typedef cauchy_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);
result_type __a;
result_type __b;
__is >> __a >> __b;
if (!__is.fail())
__x.param(param_type(__a, __b));
return __is;
}
_LIBCPP_END_NAMESPACE_STD
#endif // _LIBCPP_RANDOM