| 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 | // REQUIRES: long_tests |
| 10 | |
| 11 | // <random> |
| 12 | |
| 13 | // template<class IntType = int> |
| 14 | // class geometric_distribution |
| 15 | |
| 16 | // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm); |
| 17 | |
| 18 | #include <random> |
| 19 | #include <cassert> |
| 20 | #include <cmath> |
| 21 | #include <numeric> |
| 22 | #include <vector> |
| 23 | |
| 24 | #include "test_macros.h" |
| 25 | |
| 26 | template <class T> |
| 27 | inline |
| 28 | T |
| 29 | sqr(T x) |
| 30 | { |
| 31 | return x * x; |
| 32 | } |
| 33 | |
| 34 | int main(int, char**) |
| 35 | { |
| 36 | { |
| 37 | typedef std::geometric_distribution<> D; |
| 38 | typedef D::param_type P; |
| 39 | typedef std::mt19937 G; |
| 40 | G g; |
| 41 | D d(.75); |
| 42 | P p(.03125); |
| 43 | const int N = 1000000; |
| 44 | std::vector<D::result_type> u; |
| 45 | for (int i = 0; i < N; ++i) |
| 46 | { |
| 47 | D::result_type v = d(g, p); |
| 48 | assert(d.min() <= v && v <= d.max()); |
| 49 | u.push_back(v); |
| 50 | } |
| 51 | double mean = std::accumulate(u.begin(), u.end(), |
| 52 | double(0)) / u.size(); |
| 53 | double var = 0; |
| 54 | double skew = 0; |
| 55 | double kurtosis = 0; |
| 56 | for (unsigned i = 0; i < u.size(); ++i) |
| 57 | { |
| 58 | double dbl = (u[i] - mean); |
| 59 | double d2 = sqr(dbl); |
| 60 | var += d2; |
| 61 | skew += dbl * d2; |
| 62 | kurtosis += d2 * d2; |
| 63 | } |
| 64 | var /= u.size(); |
| 65 | double dev = std::sqrt(x: var); |
| 66 | skew /= u.size() * dev * var; |
| 67 | kurtosis /= u.size() * var * var; |
| 68 | kurtosis -= 3; |
| 69 | double x_mean = (1 - p.p()) / p.p(); |
| 70 | double x_var = x_mean / p.p(); |
| 71 | double x_skew = (2 - p.p()) / std::sqrt((1 - p.p())); |
| 72 | double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p()); |
| 73 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 74 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 75 | assert(std::abs((skew - x_skew) / x_skew) < 0.01); |
| 76 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03); |
| 77 | } |
| 78 | { |
| 79 | typedef std::geometric_distribution<> D; |
| 80 | typedef D::param_type P; |
| 81 | typedef std::mt19937 G; |
| 82 | G g; |
| 83 | D d(.75); |
| 84 | P p(.25); |
| 85 | const int N = 1000000; |
| 86 | std::vector<D::result_type> u; |
| 87 | for (int i = 0; i < N; ++i) |
| 88 | { |
| 89 | D::result_type v = d(g, p); |
| 90 | assert(d.min() <= v && v <= d.max()); |
| 91 | u.push_back(v); |
| 92 | } |
| 93 | double mean = std::accumulate(u.begin(), u.end(), |
| 94 | double(0)) / u.size(); |
| 95 | double var = 0; |
| 96 | double skew = 0; |
| 97 | double kurtosis = 0; |
| 98 | for (unsigned i = 0; i < u.size(); ++i) |
| 99 | { |
| 100 | double dbl = (u[i] - mean); |
| 101 | double d2 = sqr(dbl); |
| 102 | var += d2; |
| 103 | skew += dbl * d2; |
| 104 | kurtosis += d2 * d2; |
| 105 | } |
| 106 | var /= u.size(); |
| 107 | double dev = std::sqrt(x: var); |
| 108 | skew /= u.size() * dev * var; |
| 109 | kurtosis /= u.size() * var * var; |
| 110 | kurtosis -= 3; |
| 111 | double x_mean = (1 - p.p()) / p.p(); |
| 112 | double x_var = x_mean / p.p(); |
| 113 | double x_skew = (2 - p.p()) / std::sqrt((1 - p.p())); |
| 114 | double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p()); |
| 115 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 116 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 117 | assert(std::abs((skew - x_skew) / x_skew) < 0.01); |
| 118 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03); |
| 119 | } |
| 120 | { |
| 121 | typedef std::geometric_distribution<> D; |
| 122 | typedef D::param_type P; |
| 123 | typedef std::minstd_rand G; |
| 124 | G g; |
| 125 | D d(.5); |
| 126 | P p(.75); |
| 127 | const int N = 1000000; |
| 128 | std::vector<D::result_type> u; |
| 129 | for (int i = 0; i < N; ++i) |
| 130 | { |
| 131 | D::result_type v = d(g, p); |
| 132 | assert(d.min() <= v && v <= d.max()); |
| 133 | u.push_back(v); |
| 134 | } |
| 135 | double mean = std::accumulate(u.begin(), u.end(), |
| 136 | double(0)) / u.size(); |
| 137 | double var = 0; |
| 138 | double skew = 0; |
| 139 | double kurtosis = 0; |
| 140 | for (unsigned i = 0; i < u.size(); ++i) |
| 141 | { |
| 142 | double dbl = (u[i] - mean); |
| 143 | double d2 = sqr(dbl); |
| 144 | var += d2; |
| 145 | skew += dbl * d2; |
| 146 | kurtosis += d2 * d2; |
| 147 | } |
| 148 | var /= u.size(); |
| 149 | double dev = std::sqrt(x: var); |
| 150 | skew /= u.size() * dev * var; |
| 151 | kurtosis /= u.size() * var * var; |
| 152 | kurtosis -= 3; |
| 153 | double x_mean = (1 - p.p()) / p.p(); |
| 154 | double x_var = x_mean / p.p(); |
| 155 | double x_skew = (2 - p.p()) / std::sqrt((1 - p.p())); |
| 156 | double x_kurtosis = 6 + sqr(p.p()) / (1 - p.p()); |
| 157 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 158 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 159 | assert(std::abs((skew - x_skew) / x_skew) < 0.01); |
| 160 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03); |
| 161 | } |
| 162 | |
| 163 | return 0; |
| 164 | } |
| 165 | |