//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is dual licensed under the MIT and the University of Illinois Open
// Source Licenses. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
//
// REQUIRES: long_tests
// <random>
// template<class RealType = double>
// class piecewise_constant_distribution
// template<class _URNG> result_type operator()(_URNG& g);
#include <random>
#include <vector>
#include <iterator>
#include <numeric>
#include <cassert>
template <class T>
inline
T
sqr(T x)
{
return x*x;
}
int main()
{
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {25, 62.5, 12.5};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {0, 62.5, 12.5};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {25, 0, 12.5};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {25, 62.5, 0};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 1000000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {25, 0, 0};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {0, 25, 0};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16, 17};
double p[] = {0, 0, 1};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16};
double p[] = {75, 25};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16};
double p[] = {0, 25};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14, 16};
double p[] = {1, 0};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
{
typedef std::piecewise_constant_distribution<> D;
typedef std::mt19937_64 G;
G g;
double b[] = {10, 14};
double p[] = {1};
const size_t Np = sizeof(p) / sizeof(p[0]);
D d(b, b+Np+1, p);
const int N = 100000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
{
D::result_type v = d(g);
assert(d.min() <= v && v < d.max());
u.push_back(v);
}
std::vector<double> prob(std::begin(p), std::end(p));
double s = std::accumulate(prob.begin(), prob.end(), 0.0);
for (int i = 0; i < prob.size(); ++i)
prob[i] /= s;
std::sort(u.begin(), u.end());
for (int i = 0; i < Np; ++i)
{
typedef std::vector<D::result_type>::iterator I;
I lb = std::lower_bound(u.begin(), u.end(), b[i]);
I ub = std::lower_bound(u.begin(), u.end(), b[i+1]);
const size_t Ni = ub - lb;
if (prob[i] == 0)
assert(Ni == 0);
else
{
assert(std::abs((double)Ni/N - prob[i]) / prob[i] < .01);
double mean = std::accumulate(lb, ub, 0.0) / Ni;
double var = 0;
double skew = 0;
double kurtosis = 0;
for (I j = lb; j != ub; ++j)
{
double d = (*j - mean);
double d2 = sqr(d);
var += d2;
skew += d * d2;
kurtosis += d2 * d2;
}
var /= Ni;
double dev = std::sqrt(var);
skew /= Ni * dev * var;
kurtosis /= Ni * var * var;
kurtosis -= 3;
double x_mean = (b[i+1] + b[i]) / 2;
double x_var = sqr(b[i+1] - b[i]) / 12;
double x_skew = 0;
double x_kurtosis = -6./5;
assert(std::abs((mean - x_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) < 0.01);
}
}
}
}