//===----------------------------------------------------------------------===// // // The LLVM Compiler Infrastructure // // This file is distributed under the University of Illinois Open Source // License. See LICENSE.TXT for details. // //===----------------------------------------------------------------------===// // // template // class fisher_f_distribution // template result_type operator()(_URNG& g); #include #include #include #include #include double fac(double x) { double r = 1; for (; x > 1; --x) r *= x; return r; } double I(double x, unsigned a, unsigned b) { double r = 0; for (int j = a; j <= a+b-1; ++j) r += fac(a+b-1)/(fac(j) * fac(a + b - 1 - j)) * std::pow(x, j) * std::pow(1-x, a+b-1-j); return r; } double f(double x, double m, double n) { return I(m * x / (m*x + n), static_cast(m/2), static_cast(n/2)); } int main() { // Purposefully only testing even integral values of m and n (for now) { typedef std::fisher_f_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(2, 4); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(v >= 0); u.push_back(v); } std::sort(u.begin(), u.end()); for (int i = 0; i < N; ++i) assert(std::abs(f(u[i], d.m(), d.n()) - double(i)/N) < .01); } { typedef std::fisher_f_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(4, 2); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(v >= 0); u.push_back(v); } std::sort(u.begin(), u.end()); for (int i = 0; i < N; ++i) assert(std::abs(f(u[i], d.m(), d.n()) - double(i)/N) < .01); } { typedef std::fisher_f_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(18, 20); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(v >= 0); u.push_back(v); } std::sort(u.begin(), u.end()); for (int i = 0; i < N; ++i) assert(std::abs(f(u[i], d.m(), d.n()) - double(i)/N) < .01); } }