//===----------------------------------------------------------------------===// // // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. // See https://llvm.org/LICENSE.txt for license information. // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception // //===----------------------------------------------------------------------===// // // REQUIRES: long_tests // // template // class exponential_distribution // template result_type operator()(_URNG& g); #include #include #include #include #include #include "test_macros.h" template inline T sqr(T x) { return x * x; } int main(int, char**) { { typedef std::exponential_distribution<> D; typedef std::mt19937 G; G g; D d(.75); const int N = 1000000; std::vector 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 (std::size_t 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 = 1/d.lambda(); double x_var = 1/sqr(d.lambda()); double x_skew = 2; double x_kurtosis = 6; 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::exponential_distribution<> D; typedef std::mt19937 G; G g; D d(1); const int N = 1000000; std::vector 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 (std::size_t 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 = 1/d.lambda(); double x_var = 1/sqr(d.lambda()); double x_skew = 2; double x_kurtosis = 6; 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::exponential_distribution<> D; typedef std::mt19937 G; G g; D d(10); const int N = 1000000; std::vector 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 (std::size_t 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 = 1/d.lambda(); double x_var = 1/sqr(d.lambda()); double x_skew = 2; double x_kurtosis = 6; 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); } return 0; }