1 //===----------------------------------------------------------------------===// 2 // 3 // The LLVM Compiler Infrastructure 4 // 5 // This file is dual licensed under the MIT and the University of Illinois Open 6 // Source Licenses. See LICENSE.TXT for details. 7 // 8 //===----------------------------------------------------------------------===// 9 10 // <random> 11 12 // template<class RealType = double> 13 // class fisher_f_distribution 14 15 // template<class _URNG> result_type operator()(_URNG& g); 16 17 #include <random> 18 #include <cassert> 19 #include <vector> 20 #include <algorithm> 21 #include <cmath> 22 23 double fac(double x) 24 { 25 double r = 1; 26 for (; x > 1; --x) 27 r *= x; 28 return r; 29 } 30 31 double 32 I(double x, unsigned a, unsigned b) 33 { 34 double r = 0; 35 for (int j = a; j <= a+b-1; ++j) 36 r += fac(a+b-1)/(fac(j) * fac(a + b - 1 - j)) * std::pow(x, j) * 37 std::pow(1-x, a+b-1-j); 38 return r; 39 } 40 41 double 42 f(double x, double m, double n) 43 { 44 return I(m * x / (m*x + n), static_cast<unsigned>(m/2), static_cast<unsigned>(n/2)); 45 } 46 47 int main() 48 { 49 // Purposefully only testing even integral values of m and n (for now) 50 { 51 typedef std::fisher_f_distribution<> D; 52 typedef D::param_type P; 53 typedef std::mt19937 G; 54 G g; 55 D d(2, 4); 56 const int N = 100000; 57 std::vector<D::result_type> u; 58 for (int i = 0; i < N; ++i) 59 { 60 D::result_type v = d(g); 61 assert(v >= 0); 62 u.push_back(v); 63 } 64 std::sort(u.begin(), u.end()); 65 for (int i = 0; i < N; ++i) 66 assert(std::abs(f(u[i], d.m(), d.n()) - double(i)/N) < .01); 67 } 68 { 69 typedef std::fisher_f_distribution<> D; 70 typedef D::param_type P; 71 typedef std::mt19937 G; 72 G g; 73 D d(4, 2); 74 const int N = 100000; 75 std::vector<D::result_type> u; 76 for (int i = 0; i < N; ++i) 77 { 78 D::result_type v = d(g); 79 assert(v >= 0); 80 u.push_back(v); 81 } 82 std::sort(u.begin(), u.end()); 83 for (int i = 0; i < N; ++i) 84 assert(std::abs(f(u[i], d.m(), d.n()) - double(i)/N) < .01); 85 } 86 { 87 typedef std::fisher_f_distribution<> D; 88 typedef D::param_type P; 89 typedef std::mt19937 G; 90 G g; 91 D d(18, 20); 92 const int N = 100000; 93 std::vector<D::result_type> u; 94 for (int i = 0; i < N; ++i) 95 { 96 D::result_type v = d(g); 97 assert(v >= 0); 98 u.push_back(v); 99 } 100 std::sort(u.begin(), u.end()); 101 for (int i = 0; i < N; ++i) 102 assert(std::abs(f(u[i], d.m(), d.n()) - double(i)/N) < .01); 103 } 104 } 105
