| //===----------------------------------------------------------------------===// |
| // |
| // The LLVM Compiler Infrastructure |
| // |
| // This file is dual licensed under the MIT and the University of Illinois Open |
| // Source Licenses. See LICENSE.TXT for details. |
| // |
| //===----------------------------------------------------------------------===// |
| |
| // <random> |
| |
| // template<class RealType = double> |
| // class uniform_real_distribution |
| |
| // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm); |
| |
| #include <random> |
| #include <cassert> |
| #include <vector> |
| #include <numeric> |
| |
| template <class T> |
| inline |
| T |
| sqr(T x) |
| { |
| return x * x; |
| } |
| |
| int main() |
| { |
| { |
| typedef std::uniform_real_distribution<> D; |
| typedef std::minstd_rand G; |
| typedef D::param_type P; |
| G g; |
| D d(5.5, 25); |
| P p(-10, 20); |
| const int N = 100000; |
| std::vector<D::result_type> u; |
| for (int i = 0; i < N; ++i) |
| { |
| D::result_type v = d(g, p); |
| assert(p.a() <= v && v < p.b()); |
| u.push_back(v); |
| } |
| D::result_type mean = std::accumulate(u.begin(), u.end(), |
| D::result_type(0)) / u.size(); |
| D::result_type var = 0; |
| D::result_type skew = 0; |
| D::result_type kurtosis = 0; |
| for (int i = 0; i < u.size(); ++i) |
| { |
| D::result_type d = (u[i] - mean); |
| D::result_type d2 = sqr(d); |
| var += d2; |
| skew += d * d2; |
| kurtosis += d2 * d2; |
| } |
| var /= u.size(); |
| D::result_type dev = std::sqrt(var); |
| skew /= u.size() * dev * var; |
| kurtosis /= u.size() * var * var; |
| kurtosis -= 3; |
| D::result_type x_mean = (p.a() + p.b()) / 2; |
| D::result_type x_var = sqr(p.b() - p.a()) / 12; |
| D::result_type x_skew = 0; |
| D::result_type x_kurtosis = -6./5; |
| assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| assert(std::abs((var - x_var) / x_var) < 0.01); |
| assert(std::abs(skew - x_skew) < 0.01); |
| assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
| } |
| } |