//===----------------------------------------------------------------------===// // // The LLVM Compiler Infrastructure // // This file is distributed under the University of Illinois Open Source // License. See LICENSE.TXT for details. // //===----------------------------------------------------------------------===// // // template // class gamma_distribution // template result_type operator()(_URNG& g, const param_type& parm); #include #include #include #include template inline T sqr(T x) { return x * x; } int main() { { typedef std::gamma_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(0.5, 2); P p(1, .5); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g, p); assert(d.min() < v); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = p.alpha() * p.beta(); double x_var = p.alpha() * sqr(p.beta()); double x_skew = 2 / std::sqrt(p.alpha()); double x_kurtosis = 6 / p.alpha(); 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) / x_skew < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::gamma_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(1, .5); P p(2, 3); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g, p); assert(d.min() < v); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = p.alpha() * p.beta(); double x_var = p.alpha() * sqr(p.beta()); double x_skew = 2 / std::sqrt(p.alpha()); double x_kurtosis = 6 / p.alpha(); 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) / x_skew < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } { typedef std::gamma_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(2, 3); P p(.5, 2); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g, p); assert(d.min() < v); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (int i = 0; i < u.size(); ++i) { double d = (u[i] - mean); double d2 = sqr(d); var += d2; skew += d * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = p.alpha() * p.beta(); double x_var = p.alpha() * sqr(p.beta()); double x_skew = 2 / std::sqrt(p.alpha()); double x_kurtosis = 6 / p.alpha(); 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) / x_skew < 0.01); assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01); } }