130a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant//===----------------------------------------------------------------------===// 230a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// 330a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// The LLVM Compiler Infrastructure 430a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward 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. 730a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// 830a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant//===----------------------------------------------------------------------===// 9d9144e8d1783617b279146f397a6ab3defefefc4Jonathan Roelofs// 10d9144e8d1783617b279146f397a6ab3defefefc4Jonathan Roelofs// REQUIRES: long_tests 1130a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant 1230a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// <random> 1330a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant 1430a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// template<class RealType = double> 1530a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// class exponential_distribution 1630a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant 1730a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant// template<class _URNG> result_type operator()(_URNG& g, const param_type& parm); 1830a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant 1930a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant#include <random> 2030a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant#include <cassert> 2130a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant#include <vector> 2230a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant#include <numeric> 23a9bcd3dae859f02ab496d175d50840f43a2d4ed2Stephan T. Lavavej#include <cstddef> 2430a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant 2530a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnanttemplate <class T> 2630a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnantinline 2730a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward HinnantT 2830a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnantsqr(T x) 2930a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant{ 3030a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant return x * x; 3130a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant} 3230a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant 3330a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnantint main() 3430a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant{ 3530a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant { 3630a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant typedef std::exponential_distribution<> D; 3730a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant typedef D::param_type P; 38df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant typedef std::mt19937 G; 3930a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant G g; 4030a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant D d(.75); 4130a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant P p(2); 42df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant const int N = 1000000; 4330a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant std::vector<D::result_type> u; 4430a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant for (int i = 0; i < N; ++i) 45df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant { 46df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant D::result_type v = d(g, p); 47df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant assert(d.min() < v); 48df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant u.push_back(v); 49df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant } 50df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); 51df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double var = 0; 52df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double skew = 0; 53df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double kurtosis = 0; 54a9bcd3dae859f02ab496d175d50840f43a2d4ed2Stephan T. Lavavej for (std::size_t i = 0; i < u.size(); ++i) 55df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant { 56d6c0cf0ebdfd1d237fe7e07ab3732467dbd14c91Eric Fiselier double dbl = (u[i] - mean); 57d6c0cf0ebdfd1d237fe7e07ab3732467dbd14c91Eric Fiselier double d2 = sqr(dbl); 58df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant var += d2; 59d6c0cf0ebdfd1d237fe7e07ab3732467dbd14c91Eric Fiselier skew += dbl * d2; 60df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant kurtosis += d2 * d2; 61df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant } 6230a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant var /= u.size(); 63df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double dev = std::sqrt(var); 64df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant skew /= u.size() * dev * var; 65df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant kurtosis /= u.size() * var * var; 66df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant kurtosis -= 3; 67df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_mean = 1/p.lambda(); 68df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_var = 1/sqr(p.lambda()); 69df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_skew = 2; 70df40dc6c1a8ca0bf00fb6aec030f69042f61d974Howard Hinnant double x_kurtosis = 6; 71d6d1171f2c3f254582ae1d5b9e14cea0ea8e701bHoward Hinnant assert(std::abs((mean - x_mean) / x_mean) < 0.01); 72d6d1171f2c3f254582ae1d5b9e14cea0ea8e701bHoward Hinnant assert(std::abs((var - x_var) / x_var) < 0.01); 73d6d1171f2c3f254582ae1d5b9e14cea0ea8e701bHoward Hinnant assert(std::abs((skew - x_skew) / x_skew) < 0.01); 74d6d1171f2c3f254582ae1d5b9e14cea0ea8e701bHoward Hinnant assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); 7530a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant } 7630a840f5f0774e4527c91147d3f39fbd4bad3f9eHoward Hinnant} 77