| 1 | //===----------------------------------------------------------------------===// |
|---|---|
| 2 | // |
| 3 | // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. |
| 4 | // See https://llvm.org/LICENSE.txt for license information. |
| 5 | // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception |
| 6 | // |
| 7 | //===----------------------------------------------------------------------===// |
| 8 | |
| 9 | // <random> |
| 10 | |
| 11 | // class bernoulli_distribution |
| 12 | |
| 13 | // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm); |
| 14 | |
| 15 | #include <random> |
| 16 | #include <cassert> |
| 17 | #include <cmath> |
| 18 | #include <cstddef> |
| 19 | #include <numeric> |
| 20 | #include <vector> |
| 21 | |
| 22 | #include "test_macros.h" |
| 23 | |
| 24 | template <class T> |
| 25 | inline |
| 26 | T |
| 27 | sqr(T x) |
| 28 | { |
| 29 | return x * x; |
| 30 | } |
| 31 | |
| 32 | int main(int, char**) |
| 33 | { |
| 34 | { |
| 35 | typedef std::bernoulli_distribution D; |
| 36 | typedef D::param_type P; |
| 37 | typedef std::minstd_rand G; |
| 38 | G g; |
| 39 | D d(.75); |
| 40 | P p(.25); |
| 41 | const int N = 100000; |
| 42 | std::vector<D::result_type> u; |
| 43 | for (int i = 0; i < N; ++i) |
| 44 | u.push_back(d(g, p)); |
| 45 | double mean = std::accumulate(u.begin(), u.end(), |
| 46 | double(0)) / u.size(); |
| 47 | double var = 0; |
| 48 | double skew = 0; |
| 49 | double kurtosis = 0; |
| 50 | for (std::size_t i = 0; i < u.size(); ++i) |
| 51 | { |
| 52 | double dbl = (u[i] - mean); |
| 53 | double d2 = sqr(dbl); |
| 54 | var += d2; |
| 55 | skew += dbl * d2; |
| 56 | kurtosis += d2 * d2; |
| 57 | } |
| 58 | var /= u.size(); |
| 59 | double dev = std::sqrt(x: var); |
| 60 | skew /= u.size() * dev * var; |
| 61 | kurtosis /= u.size() * var * var; |
| 62 | kurtosis -= 3; |
| 63 | double x_mean = p.p(); |
| 64 | double x_var = p.p()*(1-p.p()); |
| 65 | double x_skew = (1 - 2 * p.p())/std::sqrt(x: x_var); |
| 66 | double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var; |
| 67 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 68 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 69 | assert(std::abs((skew - x_skew) / x_skew) < 0.02); |
| 70 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.05); |
| 71 | } |
| 72 | { |
| 73 | typedef std::bernoulli_distribution D; |
| 74 | typedef D::param_type P; |
| 75 | typedef std::minstd_rand G; |
| 76 | G g; |
| 77 | D d(.25); |
| 78 | P p(.75); |
| 79 | const int N = 100000; |
| 80 | std::vector<D::result_type> u; |
| 81 | for (int i = 0; i < N; ++i) |
| 82 | u.push_back(d(g, p)); |
| 83 | double mean = std::accumulate(u.begin(), u.end(), |
| 84 | double(0)) / u.size(); |
| 85 | double var = 0; |
| 86 | double skew = 0; |
| 87 | double kurtosis = 0; |
| 88 | for (std::size_t i = 0; i < u.size(); ++i) |
| 89 | { |
| 90 | double dbl = (u[i] - mean); |
| 91 | double d2 = sqr(dbl); |
| 92 | var += d2; |
| 93 | skew += dbl * d2; |
| 94 | kurtosis += d2 * d2; |
| 95 | } |
| 96 | var /= u.size(); |
| 97 | double dev = std::sqrt(x: var); |
| 98 | skew /= u.size() * dev * var; |
| 99 | kurtosis /= u.size() * var * var; |
| 100 | kurtosis -= 3; |
| 101 | double x_mean = p.p(); |
| 102 | double x_var = p.p()*(1-p.p()); |
| 103 | double x_skew = (1 - 2 * p.p())/std::sqrt(x: x_var); |
| 104 | double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var; |
| 105 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 106 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 107 | assert(std::abs((skew - x_skew) / x_skew) < 0.02); |
| 108 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.05); |
| 109 | } |
| 110 | |
| 111 | return 0; |
| 112 | } |
| 113 |
