1a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant//===----------------------------------------------------------------------===// 2a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// 3a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// The LLVM Compiler Infrastructure 4a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// 5b64f8b07c104c6cc986570ac8ee0ed16a9f23976Howard Hinnant// This file is dual licensed under the MIT and the University of Illinois Open 6b64f8b07c104c6cc986570ac8ee0ed16a9f23976Howard Hinnant// Source Licenses. See LICENSE.TXT for details. 7a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// 8a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant//===----------------------------------------------------------------------===// 9a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant 10a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// <random> 11a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant 12a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// template<class RealType = double> 13a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// class normal_distribution 14a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant 15a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant// template<class _URNG> result_type operator()(_URNG& g); 16a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant 17a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant#include <random> 18a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant#include <cassert> 19a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant#include <vector> 20a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant#include <numeric> 21a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant 22a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnanttemplate <class T> 23a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnantinline 24a64111c95ac2e7bc337def0426d512c81307c166Howard HinnantT 25a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnantsqr(T x) 26a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant{ 27a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant return x * x; 28a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant} 29a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant 30a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnantint main() 31a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant{ 32a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant { 33a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant typedef std::normal_distribution<> D; 34a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant typedef D::param_type P; 35a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant typedef std::minstd_rand G; 36a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant G g; 37a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant D d(5, 4); 38df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant const int N = 1000000; 39a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant std::vector<D::result_type> u; 40a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant for (int i = 0; i < N; ++i) 41a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant u.push_back(d(g)); 42df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); 43df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double var = 0; 44df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double skew = 0; 45df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double kurtosis = 0; 46a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant for (int i = 0; i < u.size(); ++i) 47df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant { 48df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double d = (u[i] - mean); 49df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double d2 = sqr(d); 50df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant var += d2; 51df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant skew += d * d2; 52df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant kurtosis += d2 * d2; 53df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant } 54a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant var /= u.size(); 55df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double dev = std::sqrt(var); 56df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant skew /= u.size() * dev * var; 57df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant kurtosis /= u.size() * var * var; 58df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant kurtosis -= 3; 59df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_mean = d.mean(); 60df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_var = sqr(d.stddev()); 61df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_skew = 0; 62df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_kurtosis = 0; 63d6d1171f2c3f254582ae1d5b9e14cea0ea8e701bHoward Hinnant assert(std::abs((mean - x_mean) / x_mean) < 0.01); 64d6d1171f2c3f254582ae1d5b9e14cea0ea8e701bHoward Hinnant assert(std::abs((var - x_var) / x_var) < 0.01); 65df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant assert(std::abs(skew - x_skew) < 0.01); 66df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant assert(std::abs(kurtosis - x_kurtosis) < 0.01); 67a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant } 68a64111c95ac2e7bc337def0426d512c81307c166Howard Hinnant} 69