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 RealType = double> |
14 | // class uniform_real_distribution |
15 | |
16 | // template<class _URNG> result_type operator()(_URNG& g); |
17 | |
18 | #include <random> |
19 | #include <cassert> |
20 | #include <vector> |
21 | #include <numeric> |
22 | #include <cstddef> |
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::uniform_real_distribution<> D; |
38 | typedef std::minstd_rand0 G; |
39 | G g; |
40 | D d; |
41 | const int N = 100000; |
42 | std::vector<D::result_type> u; |
43 | for (int i = 0; i < N; ++i) |
44 | { |
45 | D::result_type v = d(g); |
46 | assert(d.a() <= v && v < d.b()); |
47 | u.push_back(x: v); |
48 | } |
49 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
50 | D::result_type(0)) / u.size(); |
51 | D::result_type var = 0; |
52 | D::result_type skew = 0; |
53 | D::result_type kurtosis = 0; |
54 | for (std::size_t i = 0; i < u.size(); ++i) |
55 | { |
56 | D::result_type dbl = (u[i] - mean); |
57 | D::result_type d2 = sqr(dbl); |
58 | var += d2; |
59 | skew += dbl * d2; |
60 | kurtosis += d2 * d2; |
61 | } |
62 | var /= u.size(); |
63 | D::result_type dev = std::sqrt(x: var); |
64 | skew /= u.size() * dev * var; |
65 | kurtosis /= u.size() * var * var; |
66 | kurtosis -= 3; |
67 | D::result_type x_mean = (d.a() + d.b()) / 2; |
68 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
69 | D::result_type x_skew = 0; |
70 | D::result_type x_kurtosis = -6./5; |
71 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
72 | assert(std::abs((var - x_var) / x_var) < 0.01); |
73 | assert(std::abs(skew - x_skew) < 0.01); |
74 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
75 | } |
76 | { |
77 | typedef std::uniform_real_distribution<> D; |
78 | typedef std::minstd_rand G; |
79 | G g; |
80 | D d; |
81 | const int N = 100000; |
82 | std::vector<D::result_type> u; |
83 | for (int i = 0; i < N; ++i) |
84 | { |
85 | D::result_type v = d(g); |
86 | assert(d.a() <= v && v < d.b()); |
87 | u.push_back(v); |
88 | } |
89 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
90 | D::result_type(0)) / u.size(); |
91 | D::result_type var = 0; |
92 | D::result_type skew = 0; |
93 | D::result_type kurtosis = 0; |
94 | for (std::size_t i = 0; i < u.size(); ++i) |
95 | { |
96 | D::result_type dbl = (u[i] - mean); |
97 | D::result_type d2 = sqr(dbl); |
98 | var += d2; |
99 | skew += dbl * d2; |
100 | kurtosis += d2 * d2; |
101 | } |
102 | var /= u.size(); |
103 | D::result_type dev = std::sqrt(var); |
104 | skew /= u.size() * dev * var; |
105 | kurtosis /= u.size() * var * var; |
106 | kurtosis -= 3; |
107 | D::result_type x_mean = (d.a() + d.b()) / 2; |
108 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
109 | D::result_type x_skew = 0; |
110 | D::result_type x_kurtosis = -6./5; |
111 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
112 | assert(std::abs((var - x_var) / x_var) < 0.01); |
113 | assert(std::abs(skew - x_skew) < 0.01); |
114 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
115 | } |
116 | { |
117 | typedef std::uniform_real_distribution<> D; |
118 | typedef std::mt19937 G; |
119 | G g; |
120 | D d; |
121 | const int N = 100000; |
122 | std::vector<D::result_type> u; |
123 | for (int i = 0; i < N; ++i) |
124 | { |
125 | D::result_type v = d(g); |
126 | assert(d.a() <= v && v < d.b()); |
127 | u.push_back(v); |
128 | } |
129 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
130 | D::result_type(0)) / u.size(); |
131 | D::result_type var = 0; |
132 | D::result_type skew = 0; |
133 | D::result_type kurtosis = 0; |
134 | for (std::size_t i = 0; i < u.size(); ++i) |
135 | { |
136 | D::result_type dbl = (u[i] - mean); |
137 | D::result_type d2 = sqr(dbl); |
138 | var += d2; |
139 | skew += dbl * d2; |
140 | kurtosis += d2 * d2; |
141 | } |
142 | var /= u.size(); |
143 | D::result_type dev = std::sqrt(var); |
144 | skew /= u.size() * dev * var; |
145 | kurtosis /= u.size() * var * var; |
146 | kurtosis -= 3; |
147 | D::result_type x_mean = (d.a() + d.b()) / 2; |
148 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
149 | D::result_type x_skew = 0; |
150 | D::result_type x_kurtosis = -6./5; |
151 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
152 | assert(std::abs((var - x_var) / x_var) < 0.01); |
153 | assert(std::abs(skew - x_skew) < 0.01); |
154 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
155 | } |
156 | { |
157 | typedef std::uniform_real_distribution<> D; |
158 | typedef std::mt19937_64 G; |
159 | G g; |
160 | D d; |
161 | const int N = 100000; |
162 | std::vector<D::result_type> u; |
163 | for (int i = 0; i < N; ++i) |
164 | { |
165 | D::result_type v = d(g); |
166 | assert(d.a() <= v && v < d.b()); |
167 | u.push_back(v); |
168 | } |
169 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
170 | D::result_type(0)) / u.size(); |
171 | D::result_type var = 0; |
172 | D::result_type skew = 0; |
173 | D::result_type kurtosis = 0; |
174 | for (std::size_t i = 0; i < u.size(); ++i) |
175 | { |
176 | D::result_type dbl = (u[i] - mean); |
177 | D::result_type d2 = sqr(dbl); |
178 | var += d2; |
179 | skew += dbl * d2; |
180 | kurtosis += d2 * d2; |
181 | } |
182 | var /= u.size(); |
183 | D::result_type dev = std::sqrt(var); |
184 | skew /= u.size() * dev * var; |
185 | kurtosis /= u.size() * var * var; |
186 | kurtosis -= 3; |
187 | D::result_type x_mean = (d.a() + d.b()) / 2; |
188 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
189 | D::result_type x_skew = 0; |
190 | D::result_type x_kurtosis = -6./5; |
191 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
192 | assert(std::abs((var - x_var) / x_var) < 0.01); |
193 | assert(std::abs(skew - x_skew) < 0.01); |
194 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
195 | } |
196 | { |
197 | typedef std::uniform_real_distribution<> D; |
198 | typedef std::ranlux24_base G; |
199 | G g; |
200 | D d; |
201 | const int N = 100000; |
202 | std::vector<D::result_type> u; |
203 | for (int i = 0; i < N; ++i) |
204 | { |
205 | D::result_type v = d(g); |
206 | assert(d.a() <= v && v < d.b()); |
207 | u.push_back(v); |
208 | } |
209 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
210 | D::result_type(0)) / u.size(); |
211 | D::result_type var = 0; |
212 | D::result_type skew = 0; |
213 | D::result_type kurtosis = 0; |
214 | for (std::size_t i = 0; i < u.size(); ++i) |
215 | { |
216 | D::result_type dbl = (u[i] - mean); |
217 | D::result_type d2 = sqr(dbl); |
218 | var += d2; |
219 | skew += dbl * d2; |
220 | kurtosis += d2 * d2; |
221 | } |
222 | var /= u.size(); |
223 | D::result_type dev = std::sqrt(var); |
224 | skew /= u.size() * dev * var; |
225 | kurtosis /= u.size() * var * var; |
226 | kurtosis -= 3; |
227 | D::result_type x_mean = (d.a() + d.b()) / 2; |
228 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
229 | D::result_type x_skew = 0; |
230 | D::result_type x_kurtosis = -6./5; |
231 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
232 | assert(std::abs((var - x_var) / x_var) < 0.01); |
233 | assert(std::abs(skew - x_skew) < 0.02); |
234 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
235 | } |
236 | { |
237 | typedef std::uniform_real_distribution<> D; |
238 | typedef std::ranlux48_base G; |
239 | G g; |
240 | D d; |
241 | const int N = 100000; |
242 | std::vector<D::result_type> u; |
243 | for (int i = 0; i < N; ++i) |
244 | { |
245 | D::result_type v = d(g); |
246 | assert(d.a() <= v && v < d.b()); |
247 | u.push_back(v); |
248 | } |
249 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
250 | D::result_type(0)) / u.size(); |
251 | D::result_type var = 0; |
252 | D::result_type skew = 0; |
253 | D::result_type kurtosis = 0; |
254 | for (std::size_t i = 0; i < u.size(); ++i) |
255 | { |
256 | D::result_type dbl = (u[i] - mean); |
257 | D::result_type d2 = sqr(dbl); |
258 | var += d2; |
259 | skew += dbl * d2; |
260 | kurtosis += d2 * d2; |
261 | } |
262 | var /= u.size(); |
263 | D::result_type dev = std::sqrt(var); |
264 | skew /= u.size() * dev * var; |
265 | kurtosis /= u.size() * var * var; |
266 | kurtosis -= 3; |
267 | D::result_type x_mean = (d.a() + d.b()) / 2; |
268 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
269 | D::result_type x_skew = 0; |
270 | D::result_type x_kurtosis = -6./5; |
271 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
272 | assert(std::abs((var - x_var) / x_var) < 0.01); |
273 | assert(std::abs(skew - x_skew) < 0.01); |
274 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
275 | } |
276 | { |
277 | typedef std::uniform_real_distribution<> D; |
278 | typedef std::ranlux24 G; |
279 | G g; |
280 | D d; |
281 | const int N = 100000; |
282 | std::vector<D::result_type> u; |
283 | for (int i = 0; i < N; ++i) |
284 | { |
285 | D::result_type v = d(g); |
286 | assert(d.a() <= v && v < d.b()); |
287 | u.push_back(v); |
288 | } |
289 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
290 | D::result_type(0)) / u.size(); |
291 | D::result_type var = 0; |
292 | D::result_type skew = 0; |
293 | D::result_type kurtosis = 0; |
294 | for (std::size_t i = 0; i < u.size(); ++i) |
295 | { |
296 | D::result_type dbl = (u[i] - mean); |
297 | D::result_type d2 = sqr(dbl); |
298 | var += d2; |
299 | skew += dbl * d2; |
300 | kurtosis += d2 * d2; |
301 | } |
302 | var /= u.size(); |
303 | D::result_type dev = std::sqrt(var); |
304 | skew /= u.size() * dev * var; |
305 | kurtosis /= u.size() * var * var; |
306 | kurtosis -= 3; |
307 | D::result_type x_mean = (d.a() + d.b()) / 2; |
308 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
309 | D::result_type x_skew = 0; |
310 | D::result_type x_kurtosis = -6./5; |
311 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
312 | assert(std::abs((var - x_var) / x_var) < 0.01); |
313 | assert(std::abs(skew - x_skew) < 0.01); |
314 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
315 | } |
316 | { |
317 | typedef std::uniform_real_distribution<> D; |
318 | typedef std::ranlux48 G; |
319 | G g; |
320 | D d; |
321 | const int N = 100000; |
322 | std::vector<D::result_type> u; |
323 | for (int i = 0; i < N; ++i) |
324 | { |
325 | D::result_type v = d(g); |
326 | assert(d.a() <= v && v < d.b()); |
327 | u.push_back(v); |
328 | } |
329 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
330 | D::result_type(0)) / u.size(); |
331 | D::result_type var = 0; |
332 | D::result_type skew = 0; |
333 | D::result_type kurtosis = 0; |
334 | for (std::size_t i = 0; i < u.size(); ++i) |
335 | { |
336 | D::result_type dbl = (u[i] - mean); |
337 | D::result_type d2 = sqr(dbl); |
338 | var += d2; |
339 | skew += dbl * d2; |
340 | kurtosis += d2 * d2; |
341 | } |
342 | var /= u.size(); |
343 | D::result_type dev = std::sqrt(var); |
344 | skew /= u.size() * dev * var; |
345 | kurtosis /= u.size() * var * var; |
346 | kurtosis -= 3; |
347 | D::result_type x_mean = (d.a() + d.b()) / 2; |
348 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
349 | D::result_type x_skew = 0; |
350 | D::result_type x_kurtosis = -6./5; |
351 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
352 | assert(std::abs((var - x_var) / x_var) < 0.01); |
353 | assert(std::abs(skew - x_skew) < 0.01); |
354 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
355 | } |
356 | { |
357 | typedef std::uniform_real_distribution<> D; |
358 | typedef std::knuth_b G; |
359 | G g; |
360 | D d; |
361 | const int N = 100000; |
362 | std::vector<D::result_type> u; |
363 | for (int i = 0; i < N; ++i) |
364 | { |
365 | D::result_type v = d(g); |
366 | assert(d.a() <= v && v < d.b()); |
367 | u.push_back(v); |
368 | } |
369 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
370 | D::result_type(0)) / u.size(); |
371 | D::result_type var = 0; |
372 | D::result_type skew = 0; |
373 | D::result_type kurtosis = 0; |
374 | for (std::size_t i = 0; i < u.size(); ++i) |
375 | { |
376 | D::result_type dbl = (u[i] - mean); |
377 | D::result_type d2 = sqr(dbl); |
378 | var += d2; |
379 | skew += dbl * d2; |
380 | kurtosis += d2 * d2; |
381 | } |
382 | var /= u.size(); |
383 | D::result_type dev = std::sqrt(var); |
384 | skew /= u.size() * dev * var; |
385 | kurtosis /= u.size() * var * var; |
386 | kurtosis -= 3; |
387 | D::result_type x_mean = (d.a() + d.b()) / 2; |
388 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
389 | D::result_type x_skew = 0; |
390 | D::result_type x_kurtosis = -6./5; |
391 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
392 | assert(std::abs((var - x_var) / x_var) < 0.01); |
393 | assert(std::abs(skew - x_skew) < 0.01); |
394 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
395 | } |
396 | { |
397 | typedef std::uniform_real_distribution<> D; |
398 | typedef std::minstd_rand G; |
399 | G g; |
400 | D d(-1, 1); |
401 | const int N = 100000; |
402 | std::vector<D::result_type> u; |
403 | for (int i = 0; i < N; ++i) |
404 | { |
405 | D::result_type v = d(g); |
406 | assert(d.a() <= v && v < d.b()); |
407 | u.push_back(v); |
408 | } |
409 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
410 | D::result_type(0)) / u.size(); |
411 | D::result_type var = 0; |
412 | D::result_type skew = 0; |
413 | D::result_type kurtosis = 0; |
414 | for (std::size_t i = 0; i < u.size(); ++i) |
415 | { |
416 | D::result_type dbl = (u[i] - mean); |
417 | D::result_type d2 = sqr(dbl); |
418 | var += d2; |
419 | skew += dbl * d2; |
420 | kurtosis += d2 * d2; |
421 | } |
422 | var /= u.size(); |
423 | D::result_type dev = std::sqrt(var); |
424 | skew /= u.size() * dev * var; |
425 | kurtosis /= u.size() * var * var; |
426 | kurtosis -= 3; |
427 | D::result_type x_mean = (d.a() + d.b()) / 2; |
428 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
429 | D::result_type x_skew = 0; |
430 | D::result_type x_kurtosis = -6./5; |
431 | assert(std::abs(mean - x_mean) < 0.01); |
432 | assert(std::abs((var - x_var) / x_var) < 0.01); |
433 | assert(std::abs(skew - x_skew) < 0.01); |
434 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
435 | } |
436 | { |
437 | typedef std::uniform_real_distribution<> D; |
438 | typedef std::minstd_rand G; |
439 | G g; |
440 | D d(5.5, 25); |
441 | const int N = 100000; |
442 | std::vector<D::result_type> u; |
443 | for (int i = 0; i < N; ++i) |
444 | { |
445 | D::result_type v = d(g); |
446 | assert(d.a() <= v && v < d.b()); |
447 | u.push_back(v); |
448 | } |
449 | D::result_type mean = std::accumulate(u.begin(), u.end(), |
450 | D::result_type(0)) / u.size(); |
451 | D::result_type var = 0; |
452 | D::result_type skew = 0; |
453 | D::result_type kurtosis = 0; |
454 | for (std::size_t i = 0; i < u.size(); ++i) |
455 | { |
456 | D::result_type dbl = (u[i] - mean); |
457 | D::result_type d2 = sqr(dbl); |
458 | var += d2; |
459 | skew += dbl * d2; |
460 | kurtosis += d2 * d2; |
461 | } |
462 | var /= u.size(); |
463 | D::result_type dev = std::sqrt(var); |
464 | skew /= u.size() * dev * var; |
465 | kurtosis /= u.size() * var * var; |
466 | kurtosis -= 3; |
467 | D::result_type x_mean = (d.a() + d.b()) / 2; |
468 | D::result_type x_var = sqr(d.b() - d.a()) / 12; |
469 | D::result_type x_skew = 0; |
470 | D::result_type x_kurtosis = -6./5; |
471 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
472 | assert(std::abs((var - x_var) / x_var) < 0.01); |
473 | assert(std::abs(skew - x_skew) < 0.01); |
474 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); |
475 | } |
476 | |
477 | return 0; |
478 | } |
479 | |