[rand.dist.pois.poisson]

llvm-svn: 103814
This commit is contained in:
Howard Hinnant 2010-05-14 21:38:54 +00:00
parent e9ac7ad68c
commit 0e675818f1
19 changed files with 895 additions and 1 deletions

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@ -672,7 +672,60 @@ template<class IntType = int>
class negative_binomial_distribution;
template<class IntType = int>
class poisson_distribution;
class poisson_distribution
{
public:
// types
typedef IntType result_type;
class param_type
{
public:
typedef poisson_distribution distribution_type;
explicit param_type(double mean = 1.0);
double mean() const;
friend bool operator==(const param_type& x, const param_type& y);
friend bool operator!=(const param_type& x, const param_type& y);
};
// constructors and reset functions
explicit poisson_distribution(double mean = 1.0);
explicit poisson_distribution(const param_type& parm);
void reset();
// generating functions
template<class URNG> result_type operator()(URNG& g);
template<class URNG> result_type operator()(URNG& g, const param_type& parm);
// property functions
double mean() const;
param_type param() const;
void param(const param_type& parm);
result_type min() const;
result_type max() const;
friend bool operator==(const poisson_distribution& x,
const poisson_distribution& y);
friend bool operator!=(const poisson_distribution& x,
const poisson_distribution& y);
template <class charT, class traits>
friend
basic_ostream<charT, traits>&
operator<<(basic_ostream<charT, traits>& os,
const poisson_distribution& x);
template <class charT, class traits>
friend
basic_istream<charT, traits>&
operator>>(basic_istream<charT, traits>& is,
poisson_distribution& x);
};
template<class RealType = double>
class exponential_distribution
@ -3181,6 +3234,149 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
return __is;
}
// poisson_distribution
template<class _IntType = int>
class poisson_distribution
{
public:
// types
typedef _IntType result_type;
class param_type
{
double __mean_;
double __sq_;
double __alxm_;
double __g_;
public:
typedef poisson_distribution distribution_type;
explicit param_type(double __mean = 1.0);
double mean() const {return __mean_;}
friend bool operator==(const param_type& __x, const param_type& __y)
{return __x.__mean_ == __y.__mean_;}
friend bool operator!=(const param_type& __x, const param_type& __y)
{return !(__x == __y);}
friend class poisson_distribution;
};
private:
param_type __p_;
public:
// constructors and reset functions
explicit poisson_distribution(double __mean = 1.0) : __p_(__mean) {}
explicit poisson_distribution(const param_type& __p) : __p_(__p) {}
void reset() {}
// generating functions
template<class _URNG> result_type operator()(_URNG& __g)
{return (*this)(__g, __p_);}
template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);
// property functions
double mean() const {return __p_.mean();}
param_type param() const {return __p_;}
void param(const param_type& __p) {__p_ = __p;}
result_type min() const {return 0;}
result_type max() const {return numeric_limits<result_type>::max();}
friend bool operator==(const poisson_distribution& __x,
const poisson_distribution& __y)
{return __x.__p_ == __y.__p_;}
friend bool operator!=(const poisson_distribution& __x,
const poisson_distribution& __y)
{return !(__x == __y);}
};
template<class _IntType>
poisson_distribution<_IntType>::param_type::param_type(double __mean)
: __mean_(__mean)
{
if (__mean_ < 12.0)
{
__g_ = _STD::exp(-__mean_);
__alxm_ = 0;
__sq_ = 0;
}
else
{
__sq_ = _STD::sqrt(2.0 * __mean_);
__alxm_ = _STD::log(__mean_);
__g_ = __mean_ * __alxm_ - _STD::lgamma(__mean_ + 1);
}
}
template <class _IntType>
template<class _URNG>
_IntType
poisson_distribution<_IntType>::operator()(_URNG& __g, const param_type& __p)
{
result_type __x;
uniform_real_distribution<double> __gen;
if (__p.__mean_ < 12.0)
{
__x = result_type(~0);
double __t = 1;
do
{
++__x;
__t *= __gen(__g);
} while (__t > __p.__g_);
}
else
{
double __t;
const double __pi = 3.14159265358979323846264338328;
do
{
double _X;
double __y;
do
{
__y = _STD::tan(__pi * __gen(__g));
_X = __p.__sq_ * __y + __p.__mean_;
} while (_X < 0);
__x = static_cast<result_type>(_X);
__t = 0.9 * (1 + __y * __y) * _STD::exp(__x * __p.__alxm_ -
_STD::lgamma(__x + 1.0) - __p.__g_);
} while (__gen(__g) > __t);
}
return __x;
}
template <class _CharT, class _Traits, class _IntType>
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
const poisson_distribution<_IntType>& __x)
{
__save_flags<_CharT, _Traits> _(__os);
__os.flags(ios_base::dec | ios_base::left);
return __os << __x.mean();
}
template <class _CharT, class _Traits, class _IntType>
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
poisson_distribution<_IntType>& __x)
{
typedef poisson_distribution<_IntType> _Eng;
typedef typename _Eng::param_type param_type;
__save_flags<_CharT, _Traits> _(__is);
__is.flags(ios_base::dec | ios_base::skipws);
double __mean;
__is >> __mean;
if (!__is.fail())
__x.param(param_type(__mean));
return __is;
}
// exponential_distribution
template<class _RealType = double>

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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 IntType = int>
// class poisson_distribution
// poisson_distribution& operator=(const poisson_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::poisson_distribution<> D;
D d1(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 IntType = int>
// class poisson_distribution
// poisson_distribution(const poisson_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::poisson_distribution<> D;
D d1(1.75);
D 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 IntType = int>
// class poisson_distribution
// explicit poisson_distribution(RealType lambda = 1.0);
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
D d;
assert(d.mean() == 1);
}
{
typedef std::poisson_distribution<> D;
D d(3.5);
assert(d.mean() == 3.5);
}
}

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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 IntType = int>
// class poisson_distribution
// explicit poisson_distribution(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type P;
P p(0.25);
D d(p);
assert(d.mean() == 0.25);
}
}

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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 IntType = int>
// class poisson_distribution
// bool operator=(const poisson_distribution& x,
// const poisson_distribution& y);
// bool operator!(const poisson_distribution& x,
// const poisson_distribution& y);
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
D d1(.25);
D d2(.25);
assert(d1 == d2);
}
{
typedef std::poisson_distribution<> D;
D d1(.28);
D d2(.25);
assert(d1 != d2);
}
}

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@ -0,0 +1,89 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class IntType = int>
// class poisson_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::poisson_distribution<> D;
typedef std::minstd_rand G;
G g;
D d(2);
const int N = 100000;
std::vector<double> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
double x_mean = d.mean();
double x_var = d.mean();
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
{
typedef std::poisson_distribution<> D;
typedef std::minstd_rand G;
G g;
D d(0.75);
const int N = 100000;
std::vector<double> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
double x_mean = d.mean();
double x_var = d.mean();
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
{
typedef std::poisson_distribution<> D;
typedef std::minstd_rand G;
G g;
D d(20);
const int N = 10000;
std::vector<double> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
double x_mean = d.mean();
double x_var = d.mean();
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
}

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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 IntType = int>
// class poisson_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::poisson_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(.75);
P p(2);
const int N = 100000;
std::vector<double> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
double x_mean = p.mean();
double x_var = p.mean();
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
{
typedef std::poisson_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(2);
P p(.75);
const int N = 100000;
std::vector<double> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
double x_mean = p.mean();
double x_var = p.mean();
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
{
typedef std::poisson_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(2);
P p(20);
const int N = 10000;
std::vector<double> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
double var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
double x_mean = p.mean();
double x_var = p.mean();
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
}

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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 IntType = int>
// class poisson_distribution
// param_type param() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type P;
P p(.125);
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 IntType = int>
// class poisson_distribution
// template <class CharT, class Traits, class IntType>
// basic_ostream<CharT, Traits>&
// operator<<(basic_ostream<CharT, Traits>& os,
// const poisson_distribution<RealType>& x);
// template <class CharT, class Traits, class IntType>
// basic_istream<CharT, Traits>&
// operator>>(basic_istream<CharT, Traits>& is,
// poisson_distribution<RealType>& x);
#include <random>
#include <sstream>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
D d1(7);
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 IntType = int>
// class poisson_distribution
// result_type max() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
D d(.25);
D::result_type m = d.max();
assert(m == std::numeric_limits<int>::max());
}
}

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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 IntType = int>
// class poisson_distribution
// result_type min() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
D d(.5);
assert(d.min() == 0);
}
}

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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 IntType = int>
// class poisson_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type param_type;
param_type p0(.7);
param_type p;
p = p0;
assert(p.mean() == .7);
}
}

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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 IntType = int>
// class poisson_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type param_type;
param_type p0(.125);
param_type p = p0;
assert(p.mean() == .125);
}
}

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@ -0,0 +1,35 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class IntType = int>
// class poisson_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type param_type;
param_type p;
assert(p.mean() == 1);
}
{
typedef std::poisson_distribution<> D;
typedef D::param_type param_type;
param_type p(10);
assert(p.mean() == 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 IntType = int>
// class poisson_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75);
param_type p2(0.75);
assert(p1 == p2);
}
{
typedef std::poisson_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75);
param_type p2(0.5);
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 IntType = int>
// class poisson_distribution
// {
// class param_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::poisson_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 poisson_distribution;
// void param(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::param_type P;
P p(0.25);
D d(0.75);
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 IntType = int>
// class poisson_distribution
// {
// public:
// // types
// typedef RealType result_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::poisson_distribution<> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, int>::value), "");
}
{
typedef std::poisson_distribution<unsigned long long> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, unsigned long long>::value), "");
}
}