[rand.dist.pois.gamma]

llvm-svn: 103788
This commit is contained in:
Howard Hinnant 2010-05-14 18:43:10 +00:00
parent bdb1b0d6cb
commit 7070922ff8
19 changed files with 755 additions and 8 deletions

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@ -3348,21 +3348,22 @@ template<class _URNG>
_RealType
gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
{
result_type __a = __p_.alpha();
result_type __a = __p.alpha();
uniform_real_distribution<result_type> __gen(0, 1);
exponential_distribution<result_type> __egen;
result_type __x;
if (__a == 1)
return exponential_distribution<result_type>(1/__p_.beta())(__g);
__x = __egen(__g);
else if (__a > 1)
{
const result_type __b = __a - 1;
const result_type __c = 3 * __a - result_type(0.75);
uniform_real_distribution<result_type> __gen(0, 1);
result_type __x;
while (true)
{
const result_type __u = __gen(__g);
const result_type __v = __gen(__g);
const result_type __w = __u * (1 - __u);
if (__w =! 0)
if (__w != 0)
{
const result_type __y = _STD::sqrt(__c / __w) *
(__u - result_type(0.5));
@ -3377,10 +3378,29 @@ gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
}
}
}
return __x * __p_.beta();
}
// else __a < 1
return 0; // temp!!!
else // __a < 1
{
while (true)
{
const result_type __u = __gen(__g);
const result_type __es = __egen(__g);
if (__u <= 1 - __a)
{
__x = _STD::pow(__u, 1 / __a);
if (__x <= __es)
break;
}
else
{
const result_type __e = -_STD::log((1-__u)/__a);
__x = _STD::pow(1 - __a + __a * __e, 1 / __a);
if (__x <= __e + __es)
break;
}
}
}
return __x * __p.beta();
}
template <class _CharT, class _Traits, class _RT>

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@ -0,0 +1,34 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// gamma_distribution& operator=(const gamma_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::gamma_distribution<> D;
D d1(20, 0.75);
D d2;
assert(d1 != d2);
d2 = d1;
assert(d1 == d2);
}
int main()
{
test1();
}

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@ -0,0 +1,32 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// gamma_distribution(const gamma_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::gamma_distribution<> D;
D d1(20, 1.75);
D d2 = d1;
assert(d1 == d2);
}
int main()
{
test1();
}

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@ -0,0 +1,40 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// explicit gamma_distribution(result_type alpha = 0, result_type beta = 1);
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
D d;
assert(d.alpha() == 1);
assert(d.beta() == 1);
}
{
typedef std::gamma_distribution<> D;
D d(14.5);
assert(d.alpha() == 14.5);
assert(d.beta() == 1);
}
{
typedef std::gamma_distribution<> D;
D d(14.5, 5.25);
assert(d.alpha() == 14.5);
assert(d.beta() == 5.25);
}
}

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@ -0,0 +1,30 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// explicit gamma_distribution(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
P p(0.25, 10);
D d(p);
assert(d.alpha() == 0.25);
assert(d.beta() == 10);
}
}

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@ -0,0 +1,37 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// bool operator=(const gamma_distribution& x,
// const gamma_distribution& y);
// bool operator!(const gamma_distribution& x,
// const gamma_distribution& y);
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
D d1(2.5, 4);
D d2(2.5, 4);
assert(d1 == d2);
}
{
typedef std::gamma_distribution<> D;
D d1(2.5, 4);
D d2(2.5, 4.5);
assert(d1 != d2);
}
}

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@ -0,0 +1,95 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// template<class _URNG> result_type operator()(_URNG& g);
#include <random>
#include <cassert>
#include <vector>
#include <numeric>
template <class T>
inline
T
sqr(T x)
{
return x * x;
}
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(0.5, 2);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = d.alpha() * d.beta();
D::result_type x_var = d.alpha() * sqr(d.beta());
assert(std::abs(mean - x_mean) / x_mean < 0.02);
assert(std::abs(var - x_var) / x_var < 0.02);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(1, .5);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = d.alpha() * d.beta();
D::result_type x_var = d.alpha() * sqr(d.beta());
assert(std::abs(mean - x_mean) / x_mean < 0.02);
assert(std::abs(var - x_var) / x_var < 0.02);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(2, 3);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = d.alpha() * d.beta();
D::result_type x_var = d.alpha() * sqr(d.beta());
assert(std::abs(mean - x_mean) / x_mean < 0.02);
assert(std::abs(var - x_var) / x_var < 0.02);
}
}

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@ -0,0 +1,98 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
#include <random>
#include <cassert>
#include <vector>
#include <numeric>
template <class T>
inline
T
sqr(T x)
{
return x * x;
}
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(0.5, 2);
P p(1, .5);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = p.alpha() * p.beta();
D::result_type x_var = p.alpha() * sqr(p.beta());
assert(std::abs(mean - x_mean) / x_mean < 0.02);
assert(std::abs(var - x_var) / x_var < 0.02);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(1, .5);
P p(2, 3);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = p.alpha() * p.beta();
D::result_type x_var = p.alpha() * sqr(p.beta());
assert(std::abs(mean - x_mean) / x_mean < 0.02);
assert(std::abs(var - x_var) / x_var < 0.02);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(2, 3);
P p(.5, 2);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = p.alpha() * p.beta();
D::result_type x_var = p.alpha() * sqr(p.beta());
assert(std::abs(mean - x_mean) / x_mean < 0.02);
assert(std::abs(var - x_var) / x_var < 0.02);
}
}

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@ -0,0 +1,29 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// param_type param() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
P p(.125, .5);
D d(p);
assert(d.param() == p);
}
}

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@ -0,0 +1,41 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// template <class CharT, class Traits, class RealType>
// basic_ostream<CharT, Traits>&
// operator<<(basic_ostream<CharT, Traits>& os,
// const gamma_distribution<RealType>& x);
// template <class CharT, class Traits, class RealType>
// basic_istream<CharT, Traits>&
// operator>>(basic_istream<CharT, Traits>& is,
// gamma_distribution<RealType>& x);
#include <random>
#include <sstream>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
D d1(7, 5);
std::ostringstream os;
os << d1;
std::istringstream is(os.str());
D d2;
is >> d2;
assert(d1 == d2);
}
}

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@ -0,0 +1,28 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// result_type max() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
D d(5, .25);
D::result_type m = d.max();
assert(m == INFINITY);
}
}

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@ -0,0 +1,27 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// result_type min() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
D d(.5, .5);
assert(d.min() == 0);
}
}

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@ -0,0 +1,32 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p0(.75, 6);
param_type p;
p = p0;
assert(p.alpha() == .75);
assert(p.beta() == 6);
}
}

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@ -0,0 +1,31 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p0(10, .125);
param_type p = p0;
assert(p.alpha() == 10);
assert(p.beta() == .125);
}
}

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@ -0,0 +1,44 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p;
assert(p.alpha() == 1);
assert(p.beta() == 1);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p(10);
assert(p.alpha() == 10);
assert(p.beta() == 1);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p(10, 5);
assert(p.alpha() == 10);
assert(p.beta() == 5);
}
}

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@ -0,0 +1,37 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75, .5);
param_type p2(0.75, .5);
assert(p1 == p2);
}
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75, .5);
param_type p2(0.5, .5);
assert(p1 != p2);
}
}

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@ -0,0 +1,28 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// {
// class param_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type param_type;
typedef param_type::distribution_type distribution_type;
static_assert((std::is_same<D, distribution_type>::value), "");
}
}

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@ -0,0 +1,30 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution;
// void param(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::param_type P;
P p(0.25, 5.5);
D d(0.75, 4);
d.param(p);
assert(d.param() == p);
}
}

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@ -0,0 +1,34 @@
//===----------------------------------------------------------------------===//
//
// 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 gamma_distribution
// {
// public:
// // types
// typedef RealType result_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::gamma_distribution<> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, double>::value), "");
}
{
typedef std::gamma_distribution<float> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, float>::value), "");
}
}