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      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 // REQUIRES: long_tests
     11 
     12 // <random>
     13 
     14 // template<class RealType = double>
     15 // class uniform_real_distribution
     16 
     17 // template<class _URNG> result_type operator()(_URNG& g);
     18 
     19 #include <random>
     20 #include <cassert>
     21 #include <vector>
     22 #include <numeric>
     23 
     24 template <class T>
     25 inline
     26 T
     27 sqr(T x)
     28 {
     29     return x * x;
     30 }
     31 
     32 int main()
     33 {
     34     {
     35         typedef std::uniform_real_distribution<> D;
     36         typedef std::minstd_rand0 G;
     37         G g;
     38         D d;
     39         const int N = 100000;
     40         std::vector<D::result_type> u;
     41         for (int i = 0; i < N; ++i)
     42         {
     43             D::result_type v = d(g);
     44             assert(d.a() <= v && v < d.b());
     45             u.push_back(v);
     46         }
     47         D::result_type mean = std::accumulate(u.begin(), u.end(),
     48                                               D::result_type(0)) / u.size();
     49         D::result_type var = 0;
     50         D::result_type skew = 0;
     51         D::result_type kurtosis = 0;
     52         for (int i = 0; i < u.size(); ++i)
     53         {
     54             D::result_type d = (u[i] - mean);
     55             D::result_type d2 = sqr(d);
     56             var += d2;
     57             skew += d * d2;
     58             kurtosis += d2 * d2;
     59         }
     60         var /= u.size();
     61         D::result_type dev = std::sqrt(var);
     62         skew /= u.size() * dev * var;
     63         kurtosis /= u.size() * var * var;
     64         kurtosis -= 3;
     65         D::result_type x_mean = (d.a() + d.b()) / 2;
     66         D::result_type x_var = sqr(d.b() - d.a()) / 12;
     67         D::result_type x_skew = 0;
     68         D::result_type x_kurtosis = -6./5;
     69         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
     70         assert(std::abs((var - x_var) / x_var) < 0.01);
     71         assert(std::abs(skew - x_skew) < 0.01);
     72         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
     73     }
     74     {
     75         typedef std::uniform_real_distribution<> D;
     76         typedef std::minstd_rand G;
     77         G g;
     78         D d;
     79         const int N = 100000;
     80         std::vector<D::result_type> u;
     81         for (int i = 0; i < N; ++i)
     82         {
     83             D::result_type v = d(g);
     84             assert(d.a() <= v && v < d.b());
     85             u.push_back(v);
     86         }
     87         D::result_type mean = std::accumulate(u.begin(), u.end(),
     88                                               D::result_type(0)) / u.size();
     89         D::result_type var = 0;
     90         D::result_type skew = 0;
     91         D::result_type kurtosis = 0;
     92         for (int i = 0; i < u.size(); ++i)
     93         {
     94             D::result_type d = (u[i] - mean);
     95             D::result_type d2 = sqr(d);
     96             var += d2;
     97             skew += d * d2;
     98             kurtosis += d2 * d2;
     99         }
    100         var /= u.size();
    101         D::result_type dev = std::sqrt(var);
    102         skew /= u.size() * dev * var;
    103         kurtosis /= u.size() * var * var;
    104         kurtosis -= 3;
    105         D::result_type x_mean = (d.a() + d.b()) / 2;
    106         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    107         D::result_type x_skew = 0;
    108         D::result_type x_kurtosis = -6./5;
    109         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    110         assert(std::abs((var - x_var) / x_var) < 0.01);
    111         assert(std::abs(skew - x_skew) < 0.01);
    112         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    113     }
    114     {
    115         typedef std::uniform_real_distribution<> D;
    116         typedef std::mt19937 G;
    117         G g;
    118         D d;
    119         const int N = 100000;
    120         std::vector<D::result_type> u;
    121         for (int i = 0; i < N; ++i)
    122         {
    123             D::result_type v = d(g);
    124             assert(d.a() <= v && v < d.b());
    125             u.push_back(v);
    126         }
    127         D::result_type mean = std::accumulate(u.begin(), u.end(),
    128                                               D::result_type(0)) / u.size();
    129         D::result_type var = 0;
    130         D::result_type skew = 0;
    131         D::result_type kurtosis = 0;
    132         for (int i = 0; i < u.size(); ++i)
    133         {
    134             D::result_type d = (u[i] - mean);
    135             D::result_type d2 = sqr(d);
    136             var += d2;
    137             skew += d * d2;
    138             kurtosis += d2 * d2;
    139         }
    140         var /= u.size();
    141         D::result_type dev = std::sqrt(var);
    142         skew /= u.size() * dev * var;
    143         kurtosis /= u.size() * var * var;
    144         kurtosis -= 3;
    145         D::result_type x_mean = (d.a() + d.b()) / 2;
    146         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    147         D::result_type x_skew = 0;
    148         D::result_type x_kurtosis = -6./5;
    149         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    150         assert(std::abs((var - x_var) / x_var) < 0.01);
    151         assert(std::abs(skew - x_skew) < 0.01);
    152         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    153     }
    154     {
    155         typedef std::uniform_real_distribution<> D;
    156         typedef std::mt19937_64 G;
    157         G g;
    158         D d;
    159         const int N = 100000;
    160         std::vector<D::result_type> u;
    161         for (int i = 0; i < N; ++i)
    162         {
    163             D::result_type v = d(g);
    164             assert(d.a() <= v && v < d.b());
    165             u.push_back(v);
    166         }
    167         D::result_type mean = std::accumulate(u.begin(), u.end(),
    168                                               D::result_type(0)) / u.size();
    169         D::result_type var = 0;
    170         D::result_type skew = 0;
    171         D::result_type kurtosis = 0;
    172         for (int i = 0; i < u.size(); ++i)
    173         {
    174             D::result_type d = (u[i] - mean);
    175             D::result_type d2 = sqr(d);
    176             var += d2;
    177             skew += d * d2;
    178             kurtosis += d2 * d2;
    179         }
    180         var /= u.size();
    181         D::result_type dev = std::sqrt(var);
    182         skew /= u.size() * dev * var;
    183         kurtosis /= u.size() * var * var;
    184         kurtosis -= 3;
    185         D::result_type x_mean = (d.a() + d.b()) / 2;
    186         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    187         D::result_type x_skew = 0;
    188         D::result_type x_kurtosis = -6./5;
    189         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    190         assert(std::abs((var - x_var) / x_var) < 0.01);
    191         assert(std::abs(skew - x_skew) < 0.01);
    192         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    193     }
    194     {
    195         typedef std::uniform_real_distribution<> D;
    196         typedef std::ranlux24_base G;
    197         G g;
    198         D d;
    199         const int N = 100000;
    200         std::vector<D::result_type> u;
    201         for (int i = 0; i < N; ++i)
    202         {
    203             D::result_type v = d(g);
    204             assert(d.a() <= v && v < d.b());
    205             u.push_back(v);
    206         }
    207         D::result_type mean = std::accumulate(u.begin(), u.end(),
    208                                               D::result_type(0)) / u.size();
    209         D::result_type var = 0;
    210         D::result_type skew = 0;
    211         D::result_type kurtosis = 0;
    212         for (int i = 0; i < u.size(); ++i)
    213         {
    214             D::result_type d = (u[i] - mean);
    215             D::result_type d2 = sqr(d);
    216             var += d2;
    217             skew += d * d2;
    218             kurtosis += d2 * d2;
    219         }
    220         var /= u.size();
    221         D::result_type dev = std::sqrt(var);
    222         skew /= u.size() * dev * var;
    223         kurtosis /= u.size() * var * var;
    224         kurtosis -= 3;
    225         D::result_type x_mean = (d.a() + d.b()) / 2;
    226         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    227         D::result_type x_skew = 0;
    228         D::result_type x_kurtosis = -6./5;
    229         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    230         assert(std::abs((var - x_var) / x_var) < 0.01);
    231         assert(std::abs(skew - x_skew) < 0.02);
    232         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    233     }
    234     {
    235         typedef std::uniform_real_distribution<> D;
    236         typedef std::ranlux48_base G;
    237         G g;
    238         D d;
    239         const int N = 100000;
    240         std::vector<D::result_type> u;
    241         for (int i = 0; i < N; ++i)
    242         {
    243             D::result_type v = d(g);
    244             assert(d.a() <= v && v < d.b());
    245             u.push_back(v);
    246         }
    247         D::result_type mean = std::accumulate(u.begin(), u.end(),
    248                                               D::result_type(0)) / u.size();
    249         D::result_type var = 0;
    250         D::result_type skew = 0;
    251         D::result_type kurtosis = 0;
    252         for (int i = 0; i < u.size(); ++i)
    253         {
    254             D::result_type d = (u[i] - mean);
    255             D::result_type d2 = sqr(d);
    256             var += d2;
    257             skew += d * d2;
    258             kurtosis += d2 * d2;
    259         }
    260         var /= u.size();
    261         D::result_type dev = std::sqrt(var);
    262         skew /= u.size() * dev * var;
    263         kurtosis /= u.size() * var * var;
    264         kurtosis -= 3;
    265         D::result_type x_mean = (d.a() + d.b()) / 2;
    266         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    267         D::result_type x_skew = 0;
    268         D::result_type x_kurtosis = -6./5;
    269         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    270         assert(std::abs((var - x_var) / x_var) < 0.01);
    271         assert(std::abs(skew - x_skew) < 0.01);
    272         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    273     }
    274     {
    275         typedef std::uniform_real_distribution<> D;
    276         typedef std::ranlux24 G;
    277         G g;
    278         D d;
    279         const int N = 100000;
    280         std::vector<D::result_type> u;
    281         for (int i = 0; i < N; ++i)
    282         {
    283             D::result_type v = d(g);
    284             assert(d.a() <= v && v < d.b());
    285             u.push_back(v);
    286         }
    287         D::result_type mean = std::accumulate(u.begin(), u.end(),
    288                                               D::result_type(0)) / u.size();
    289         D::result_type var = 0;
    290         D::result_type skew = 0;
    291         D::result_type kurtosis = 0;
    292         for (int i = 0; i < u.size(); ++i)
    293         {
    294             D::result_type d = (u[i] - mean);
    295             D::result_type d2 = sqr(d);
    296             var += d2;
    297             skew += d * d2;
    298             kurtosis += d2 * d2;
    299         }
    300         var /= u.size();
    301         D::result_type dev = std::sqrt(var);
    302         skew /= u.size() * dev * var;
    303         kurtosis /= u.size() * var * var;
    304         kurtosis -= 3;
    305         D::result_type x_mean = (d.a() + d.b()) / 2;
    306         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    307         D::result_type x_skew = 0;
    308         D::result_type x_kurtosis = -6./5;
    309         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    310         assert(std::abs((var - x_var) / x_var) < 0.01);
    311         assert(std::abs(skew - x_skew) < 0.01);
    312         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    313     }
    314     {
    315         typedef std::uniform_real_distribution<> D;
    316         typedef std::ranlux48 G;
    317         G g;
    318         D d;
    319         const int N = 100000;
    320         std::vector<D::result_type> u;
    321         for (int i = 0; i < N; ++i)
    322         {
    323             D::result_type v = d(g);
    324             assert(d.a() <= v && v < d.b());
    325             u.push_back(v);
    326         }
    327         D::result_type mean = std::accumulate(u.begin(), u.end(),
    328                                               D::result_type(0)) / u.size();
    329         D::result_type var = 0;
    330         D::result_type skew = 0;
    331         D::result_type kurtosis = 0;
    332         for (int i = 0; i < u.size(); ++i)
    333         {
    334             D::result_type d = (u[i] - mean);
    335             D::result_type d2 = sqr(d);
    336             var += d2;
    337             skew += d * d2;
    338             kurtosis += d2 * d2;
    339         }
    340         var /= u.size();
    341         D::result_type dev = std::sqrt(var);
    342         skew /= u.size() * dev * var;
    343         kurtosis /= u.size() * var * var;
    344         kurtosis -= 3;
    345         D::result_type x_mean = (d.a() + d.b()) / 2;
    346         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    347         D::result_type x_skew = 0;
    348         D::result_type x_kurtosis = -6./5;
    349         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    350         assert(std::abs((var - x_var) / x_var) < 0.01);
    351         assert(std::abs(skew - x_skew) < 0.01);
    352         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    353     }
    354     {
    355         typedef std::uniform_real_distribution<> D;
    356         typedef std::knuth_b G;
    357         G g;
    358         D d;
    359         const int N = 100000;
    360         std::vector<D::result_type> u;
    361         for (int i = 0; i < N; ++i)
    362         {
    363             D::result_type v = d(g);
    364             assert(d.a() <= v && v < d.b());
    365             u.push_back(v);
    366         }
    367         D::result_type mean = std::accumulate(u.begin(), u.end(),
    368                                               D::result_type(0)) / u.size();
    369         D::result_type var = 0;
    370         D::result_type skew = 0;
    371         D::result_type kurtosis = 0;
    372         for (int i = 0; i < u.size(); ++i)
    373         {
    374             D::result_type d = (u[i] - mean);
    375             D::result_type d2 = sqr(d);
    376             var += d2;
    377             skew += d * d2;
    378             kurtosis += d2 * d2;
    379         }
    380         var /= u.size();
    381         D::result_type dev = std::sqrt(var);
    382         skew /= u.size() * dev * var;
    383         kurtosis /= u.size() * var * var;
    384         kurtosis -= 3;
    385         D::result_type x_mean = (d.a() + d.b()) / 2;
    386         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    387         D::result_type x_skew = 0;
    388         D::result_type x_kurtosis = -6./5;
    389         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    390         assert(std::abs((var - x_var) / x_var) < 0.01);
    391         assert(std::abs(skew - x_skew) < 0.01);
    392         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    393     }
    394     {
    395         typedef std::uniform_real_distribution<> D;
    396         typedef std::minstd_rand G;
    397         G g;
    398         D d(-1, 1);
    399         const int N = 100000;
    400         std::vector<D::result_type> u;
    401         for (int i = 0; i < N; ++i)
    402         {
    403             D::result_type v = d(g);
    404             assert(d.a() <= v && v < d.b());
    405             u.push_back(v);
    406         }
    407         D::result_type mean = std::accumulate(u.begin(), u.end(),
    408                                               D::result_type(0)) / u.size();
    409         D::result_type var = 0;
    410         D::result_type skew = 0;
    411         D::result_type kurtosis = 0;
    412         for (int i = 0; i < u.size(); ++i)
    413         {
    414             D::result_type d = (u[i] - mean);
    415             D::result_type d2 = sqr(d);
    416             var += d2;
    417             skew += d * d2;
    418             kurtosis += d2 * d2;
    419         }
    420         var /= u.size();
    421         D::result_type dev = std::sqrt(var);
    422         skew /= u.size() * dev * var;
    423         kurtosis /= u.size() * var * var;
    424         kurtosis -= 3;
    425         D::result_type x_mean = (d.a() + d.b()) / 2;
    426         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    427         D::result_type x_skew = 0;
    428         D::result_type x_kurtosis = -6./5;
    429         assert(std::abs(mean - x_mean) < 0.01);
    430         assert(std::abs((var - x_var) / x_var) < 0.01);
    431         assert(std::abs(skew - x_skew) < 0.01);
    432         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    433     }
    434     {
    435         typedef std::uniform_real_distribution<> D;
    436         typedef std::minstd_rand G;
    437         G g;
    438         D d(5.5, 25);
    439         const int N = 100000;
    440         std::vector<D::result_type> u;
    441         for (int i = 0; i < N; ++i)
    442         {
    443             D::result_type v = d(g);
    444             assert(d.a() <= v && v < d.b());
    445             u.push_back(v);
    446         }
    447         D::result_type mean = std::accumulate(u.begin(), u.end(),
    448                                               D::result_type(0)) / u.size();
    449         D::result_type var = 0;
    450         D::result_type skew = 0;
    451         D::result_type kurtosis = 0;
    452         for (int i = 0; i < u.size(); ++i)
    453         {
    454             D::result_type d = (u[i] - mean);
    455             D::result_type d2 = sqr(d);
    456             var += d2;
    457             skew += d * d2;
    458             kurtosis += d2 * d2;
    459         }
    460         var /= u.size();
    461         D::result_type dev = std::sqrt(var);
    462         skew /= u.size() * dev * var;
    463         kurtosis /= u.size() * var * var;
    464         kurtosis -= 3;
    465         D::result_type x_mean = (d.a() + d.b()) / 2;
    466         D::result_type x_var = sqr(d.b() - d.a()) / 12;
    467         D::result_type x_skew = 0;
    468         D::result_type x_kurtosis = -6./5;
    469         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
    470         assert(std::abs((var - x_var) / x_var) < 0.01);
    471         assert(std::abs(skew - x_skew) < 0.01);
    472         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
    473     }
    474 }
    475