//===----------------------------------------------------------------------===// // // The LLVM Compiler Infrastructure // // This file is dual licensed under the MIT and the University of Illinois Open // Source Licenses. See LICENSE.TXT for details. // //===----------------------------------------------------------------------===// // // template // class uniform_real_distribution // template result_type operator()(_URNG& g); #include #include #include #include template inline T sqr(T x) { return x * x; } int main() { { typedef std::uniform_real_distribution<> D; typedef std::minstd_rand0 G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::minstd_rand G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::mt19937 G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::mt19937_64 G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::ranlux24_base G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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) < 0.02); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } { typedef std::uniform_real_distribution<> D; typedef std::ranlux48_base G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::ranlux24 G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::ranlux48 G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::knuth_b G; G g; D d; const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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::uniform_real_distribution<> D; typedef std::minstd_rand G; G g; D d(-1, 1); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type x_kurtosis = -6./5; assert(std::abs(mean - x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs(skew - x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } { typedef std::uniform_real_distribution<> D; typedef std::minstd_rand G; G g; D d(5.5, 25); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.a() <= v && v < d.b()); u.push_back(v); } D::result_type mean = std::accumulate(u.begin(), u.end(), D::result_type(0)) / u.size(); D::result_type var = 0; D::result_type skew = 0; D::result_type kurtosis = 0; for (int i = 0; i < u.size(); ++i) { D::result_type d = (u[i] - mean); D::result_type d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); D::result_type dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; D::result_type x_mean = (d.a() + d.b()) / 2; D::result_type x_var = sqr(d.b() - d.a()) / 12; D::result_type x_skew = 0; D::result_type 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); } }