//===----------------------------------------------------------------------===// // // 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 gamma_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::gamma_distribution<> D; typedef std::mt19937 G; G g; D d(0.5, 2); 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); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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 = d.alpha() * d.beta(); double x_var = d.alpha() * sqr(d.beta()); double x_skew = 2 / std::sqrt(d.alpha()); double x_kurtosis = 6 / d.alpha(); 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) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } { typedef std::gamma_distribution<> D; typedef std::mt19937 G; G g; D d(1, .5); 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); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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 = d.alpha() * d.beta(); double x_var = d.alpha() * sqr(d.beta()); double x_skew = 2 / std::sqrt(d.alpha()); double x_kurtosis = 6 / d.alpha(); 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) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } { typedef std::gamma_distribution<> D; typedef std::mt19937 G; G g; D d(2, 3); 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); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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 = d.alpha() * d.beta(); double x_var = d.alpha() * sqr(d.beta()); double x_skew = 2 / std::sqrt(d.alpha()); double x_kurtosis = 6 / d.alpha(); 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) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } }