//===----------------------------------------------------------------------===// // // 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 <algorithm> // for sort #include <cassert> template <class T> inline T sqr(T x) { return x*x; } void test1() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test2() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test3() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test4() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test5() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test6() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test7() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test8() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test9() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test10() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } void test11() { 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 (std::size_t i = 0; i < prob.size(); ++i) prob[i] /= s; std::sort(u.begin(), u.end()); for (std::size_t 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 dbl = (*j - mean); double d2 = sqr(dbl); var += d2; skew += dbl * 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); } } } int main() { test1(); test2(); test3(); test4(); test5(); test6(); test7(); test8(); test9(); test10(); test11(); }