[rand.dist.norm.t]

llvm-svn: 104052
This commit is contained in:
Howard Hinnant 2010-05-18 20:08:04 +00:00
parent 45b3f702ab
commit ecbb921cbf
19 changed files with 946 additions and 2 deletions

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@ -1305,7 +1305,7 @@ public:
class param_type
{
public:
typedef result_type distribution_type;
typedef fisher_f_distribution distribution_type;
explicit param_type(result_type m = 1, result_type n = 1);
@ -1354,7 +1354,60 @@ public:
};
template<class RealType = double>
class student_t_distribution;
class student_t_distribution
{
public:
// types
typedef RealType result_type;
class param_type
{
public:
typedef student_t_distribution distribution_type;
explicit param_type(result_type n = 1);
result_type n() const;
friend bool operator==(const param_type& x, const param_type& y);
friend bool operator!=(const param_type& x, const param_type& y);
};
// constructor and reset functions
explicit student_t_distribution(result_type n = 1);
explicit student_t_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
result_type n() const;
param_type param() const;
void param(const param_type& parm);
result_type min() const;
result_type max() const;
friend bool operator==(const student_t_distribution& x,
const student_t_distribution& y);
friend bool operator!=(const student_t_distribution& x,
const student_t_distribution& y);
template <class charT, class traits>
friend
basic_ostream<charT, traits>&
operator<<(basic_ostream<charT, traits>& os,
const student_t_distribution& x);
template <class charT, class traits>
friend
basic_istream<charT, traits>&
operator>>(basic_istream<charT, traits>& is,
student_t_distribution& x);
};
template<class IntType = int>
class discrete_distribution;
@ -5123,6 +5176,100 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
return __is;
}
template<class _RealType = double>
class student_t_distribution
{
public:
// types
typedef _RealType result_type;
class param_type
{
result_type __n_;
public:
typedef student_t_distribution distribution_type;
explicit param_type(result_type __n = 1) : __n_(__n) {}
result_type n() const {return __n_;}
friend bool operator==(const param_type& __x, const param_type& __y)
{return __x.__n_ == __y.__n_;}
friend bool operator!=(const param_type& __x, const param_type& __y)
{return !(__x == __y);}
};
private:
param_type __p_;
normal_distribution<result_type> __nd_;
public:
// constructor and reset functions
explicit student_t_distribution(result_type __n = 1)
: __p_(param_type(__n)) {}
explicit student_t_distribution(const param_type& __p)
: __p_(__p) {}
void reset() {__nd_.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
result_type n() const {return __p_.n();}
param_type param() const {return __p_;}
void param(const param_type& __p) {return __p_ = __p;}
result_type min() const {return -numeric_limits<result_type>::infinity();}
result_type max() const {return numeric_limits<result_type>::infinity();}
friend bool operator==(const student_t_distribution& __x,
const student_t_distribution& __y)
{return __x.__p_ == __y.__p_;}
friend bool operator!=(const student_t_distribution& __x,
const student_t_distribution& __y)
{return !(__x == __y);}
};
template <class _RealType>
template<class _URNG>
_RealType
student_t_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
{
gamma_distribution<result_type> __gd(__p.n() * .5, 2);
return __nd_(__g) * _STD::sqrt(__p.n()/__gd(__g));
}
template <class _CharT, class _Traits, class _RT>
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
const student_t_distribution<_RT>& __x)
{
__save_flags<_CharT, _Traits> _(__os);
__os.flags(ios_base::dec | ios_base::left);
__os << __x.n();
return __os;
}
template <class _CharT, class _Traits, class _RT>
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
student_t_distribution<_RT>& __x)
{
typedef student_t_distribution<_RT> _Eng;
typedef typename _Eng::result_type result_type;
typedef typename _Eng::param_type param_type;
__save_flags<_CharT, _Traits> _(__is);
__is.flags(ios_base::dec | ios_base::skipws);
result_type __n;
__is >> __n;
if (!__is.fail())
__x.param(param_type(__n));
return __is;
}
_LIBCPP_END_NAMESPACE_STD
#endif // _LIBCPP_RANDOM

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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 student_t_distribution
// student_t_distribution& operator=(const student_t_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::student_t_distribution<> D;
D d1(20.75);
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 student_t_distribution
// student_t_distribution(const student_t_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::student_t_distribution<> D;
D d1(21.75);
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 RealType = double>
// class student_t_distribution
// explicit student_t_distribution(result_type alpha = 0, result_type beta = 1);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d;
assert(d.n() == 1);
}
{
typedef std::student_t_distribution<> D;
D d(14.5);
assert(d.n() == 14.5);
}
}

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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 RealType = double>
// class student_t_distribution
// explicit student_t_distribution(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
P p(0.25);
D d(p);
assert(d.n() == 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 RealType = double>
// class student_t_distribution
// bool operator=(const student_t_distribution& x,
// const student_t_distribution& y);
// bool operator!(const student_t_distribution& x,
// const student_t_distribution& y);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d1(2.5);
D d2(2.5);
assert(d1 == d2);
}
{
typedef std::student_t_distribution<> D;
D d1(4);
D d2(4.5);
assert(d1 != d2);
}
}

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@ -0,0 +1,140 @@
//===----------------------------------------------------------------------===//
//
// 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 student_t_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::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(5.5);
const int N = 1000000;
std::vector<D::result_type> 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;
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 = 0;
double x_var = d.n() / (d.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (d.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.2);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(10);
const int N = 1000000;
std::vector<D::result_type> 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;
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 = 0;
double x_var = d.n() / (d.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (d.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(100);
const int N = 1000000;
std::vector<D::result_type> 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;
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 = 0;
double x_var = d.n() / (d.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (d.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.02);
}
}

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@ -0,0 +1,143 @@
//===----------------------------------------------------------------------===//
//
// 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 student_t_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::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d;
P p(5.5);
const int N = 1000000;
std::vector<D::result_type> 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;
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 = 0;
double x_var = p.n() / (p.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (p.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.2);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d;
P p(10);
const int N = 1000000;
std::vector<D::result_type> 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;
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 = 0;
double x_var = p.n() / (p.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (p.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.04);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d;
P p(100);
const int N = 1000000;
std::vector<D::result_type> 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;
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 = 0;
double x_var = p.n() / (p.n() - 2);
double x_skew = 0;
double x_kurtosis = 6 / (p.n() - 4);
assert(std::abs(mean - x_mean) < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
assert(std::abs(skew - x_skew) < 0.01);
assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 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 student_t_distribution
// param_type param() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_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 RealType = double>
// class student_t_distribution
// template <class CharT, class Traits, class RealType>
// basic_ostream<CharT, Traits>&
// operator<<(basic_ostream<CharT, Traits>& os,
// const student_t_distribution<RealType>& x);
// template <class CharT, class Traits, class RealType>
// basic_istream<CharT, Traits>&
// operator>>(basic_istream<CharT, Traits>& is,
// student_t_distribution<RealType>& x);
#include <random>
#include <sstream>
#include <cassert>
int main()
{
{
typedef std::student_t_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 RealType = double>
// class student_t_distribution
// result_type max() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d(5);
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 student_t_distribution
// result_type min() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
D d(.5);
assert(d.min() == -INFINITY);
}
}

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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 student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p0(.75);
param_type p;
p = p0;
assert(p.n() == .75);
}
}

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//===----------------------------------------------------------------------===//
//
// 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 student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p0(10);
param_type p = p0;
assert(p.n() == 10);
}
}

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//===----------------------------------------------------------------------===//
//
// 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 student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p;
assert(p.n() == 1);
}
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p(10);
assert(p.n() == 10);
}
}

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//===----------------------------------------------------------------------===//
//
// 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 student_t_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75);
param_type p2(0.75);
assert(p1 == p2);
}
{
typedef std::student_t_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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//===----------------------------------------------------------------------===//
//
// 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 student_t_distribution
// {
// class param_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::student_t_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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//===----------------------------------------------------------------------===//
//
// 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 student_t_distribution;
// void param(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::student_t_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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//===----------------------------------------------------------------------===//
//
// 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 student_t_distribution
// {
// public:
// // types
// typedef RealType result_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::student_t_distribution<> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, double>::value), "");
}
{
typedef std::student_t_distribution<float> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, float>::value), "");
}
}