Home | History | Annotate | Download | only in rand.dist.uni.real
      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 uniform_real_distribution
     14 
     15 // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
     16 
     17 #include <random>
     18 #include <cassert>
     19 #include <vector>
     20 #include <numeric>
     21 #include <cstddef>
     22 
     23 template <class T>
     24 inline
     25 T
     26 sqr(T x)
     27 {
     28     return x * x;
     29 }
     30 
     31 int main()
     32 {
     33     {
     34         typedef std::uniform_real_distribution<> D;
     35         typedef std::minstd_rand G;
     36         typedef D::param_type P;
     37         G g;
     38         D d(5.5, 25);
     39         P p(-10, 20);
     40         const int N = 100000;
     41         std::vector<D::result_type> u;
     42         for (int i = 0; i < N; ++i)
     43         {
     44             D::result_type v = d(g, p);
     45             assert(p.a() <= v && v < p.b());
     46             u.push_back(v);
     47         }
     48         D::result_type mean = std::accumulate(u.begin(), u.end(),
     49                                               D::result_type(0)) / u.size();
     50         D::result_type var = 0;
     51         D::result_type skew = 0;
     52         D::result_type kurtosis = 0;
     53         for (std::size_t i = 0; i < u.size(); ++i)
     54         {
     55             D::result_type dbl = (u[i] - mean);
     56             D::result_type d2 = sqr(dbl);
     57             var += d2;
     58             skew += dbl * d2;
     59             kurtosis += d2 * d2;
     60         }
     61         var /= u.size();
     62         D::result_type dev = std::sqrt(var);
     63         skew /= u.size() * dev * var;
     64         kurtosis /= u.size() * var * var;
     65         kurtosis -= 3;
     66         D::result_type x_mean = (p.a() + p.b()) / 2;
     67         D::result_type x_var = sqr(p.b() - p.a()) / 12;
     68         D::result_type x_skew = 0;
     69         D::result_type x_kurtosis = -6./5;
     70         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
     71         assert(std::abs((var - x_var) / x_var) < 0.01);
     72         assert(std::abs(skew - x_skew) < 0.01);
     73         assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
     74     }
     75 }
     76