cxx/test/numerics/rand/rand.dis/rand.dist.norm/rand.dist.norm.f/eval.pass.cpp
Howard Hinnant d8bc09b616 [rand.dist.norm.f]
git-svn-id: https://llvm.org/svn/llvm-project/libcxx/trunk@104035 91177308-0d34-0410-b5e6-96231b3b80d8
2010-05-18 17:32:30 +00:00

105 lines
2.6 KiB
C++

//===----------------------------------------------------------------------===//
//
// 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 fisher_f_distribution
// template<class _URNG> result_type operator()(_URNG& g);
#include <random>
#include <cassert>
#include <vector>
#include <algorithm>
#include <cmath>
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<unsigned>(m/2), static_cast<unsigned>(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<D::result_type> 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<D::result_type> 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<D::result_type> 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);
}
}