tryrand.cpp File Reference

#include "StdAfx.h"
#include <iostream>
#include <fstream>
#include "include.h"
#include "newran.h"

Include dependency graph for tryrand.cpp:

Go to the source code of this file.

Defines
#define	WANT_STREAM
Functions
void	test1 (int)
void	test2 (int)
void	test3 (int)
void	test4 (int)
void	Histogram (Random *, int)
void	Hist (Random *rx, int n, const int cnt)
int	main (int argc, char **argv)

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Define Documentation

#define WANT_STREAM

Definition at line 1 of file tryrand.cpp.

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Function Documentation

void Hist (  Random *  rx, int  n, const int  cnt )

Definition at line 53 of file hist.cpp. References al_trace, Random::Next(), and Real. Referenced by main(). { int i,j; int *count = new int[cnt]; Real* a = new Real[n]; for (i = 0; i < n; i++) a[i] = rx->Next(); Real amax = a[0]; Real amin = a[0]; Real mean = a[0]; Real sd = 0; for (i = 1; i < n; i++) { if (amin > a[i]) amin = a[i]; else if (amax < a[i]) amax = a[i]; mean += a[i]; } mean /= n; for (i = 0; i < cnt ; i++) count[i]=0; for (i = 0; i < n; i++) { Real rat= (amax != amin) ? (a[i] - amin)/(amax - amin) : 1.0; j = (int)( (cnt - 0.001) * rat ); count[j]++; Real diff = a[i] - mean; sd += diff*diff; } sd = sqrt(sd/(n-1)); j = 0; for (i = 0; i < cnt; i++) { if (j < count[i]) j = count[i]; } if (j > 70) { for (i = 0; i < cnt; i++) if( count[i] ) count[i] = (int)((70L*count[i])/j); } al_trace( "\n" ); for (i = 0; i < cnt; i++) { al_trace( "\n%02d|" , i ); for (j = 1; j < count[i] ; j = j+1) al_trace( "*" ); } // al_trace( "\n%s\np. mean = %9f, p. var = %9f\ns. mean = %9f, s. var = %9f\n" , // rx->Name() , rx->Mean() , rx->Variance() , mean , sd * sd ); delete count; delete a; }

void Histogram (  Random *  , int  )

Definition at line 16 of file hist.cpp. { int i,j; int count[20]; Real* a = new Real[n]; for (i = 0; i < n; i++) a[i] = rx->Next(); Real amax = a[0]; Real amin = a[0]; Real mean = a[0]; Real sd = 0; for (i = 1; i < n; i++) { if (amin > a[i]) amin = a[i]; else if (amax < a[i]) amax = a[i]; mean += a[i]; } mean /= n; for (i = 0; i < 20; i++) count[i]=0; for (i = 0; i < n; i++) { Real rat= (amax != amin) ? (a[i] - amin)/(amax - amin) : 1.0; j = (int)( 19.999 * rat ); count[j]++; Real diff = a[i] - mean; sd += diff*diff; } sd = sqrt(sd/(n-1)); j = 0; for (i = 0; i < 20; i++) { if (j < count[i]) j = count[i]; } if (j > 70) { for (i = 0; i < 20; i++) count[i] = (int)((70L*count[i])/j); } al_trace( "\n" ); for (i = 0; i < 20; i++) { al_trace( "\n|" ); for (j = 1; j < count[i]; j = j+1) al_trace( "*" ); } /* al_trace( "\n%s\np. mean = %9f, p. var = %9f\ns. mean = %9f, s. var = %9f\n" , rx->Name() , rx->Mean() , rx->Variance() , mean , sd * sd );*/ delete a; }

int main (  int  argc, char **  argv )

Definition at line 22 of file tryrand.cpp. References Hist(), Histogram(), Real, Random::Set(), and test2(). { Random::Set(0.46875); long n = 1000; Uniform u , u1 , u2 , u3 , u4 , u5; SumRandom *sr; sr = new SumRandom( 2 * u * 2 * u ); Hist( sr , 1000 , 42 ); delete sr; { SumRandom sr1 = (u * u) + (1 - (u * u)); Histogram(&sr1,n); cout << "Mean and variance should be 0.25 and 0.048611\n"; SumRandom sr2 = u + 2 * u * u; Histogram(&sr2,n); cout << "Mean and variance should be 0.25 and 0.048611\n"; SumRandom sr3 = (u-0.5) * (u-0.5) + u; Histogram(&sr3,n); cout << "Mean and variance should be 0.0 and 0.006944\n"; } Real* s1; Real* s2; Real* s3; Real* s4; cout << "\nBegin test\n"; // Forces cout to allocate memory at beginning { s1 = new Real[8000]; delete [] s1; } { s3 = new Real; delete s3;} { Real* A = new Real[3750]; long n_large = 1000000; /* Uniform u; SumRandom sr1 = u*u; SumRandom sr2 = (u-0.5)*(u-0.5); Histogram(&sr1,n); cout << "Mean and variance should be 0.25 and 0.048611" << endl; Histogram(&sr2,n); cout << "Mean and variance should be 0.0 and 0.006944" << endl; */ // RING #if 1 /* { static Real probs[]={.05 , 0.25, .025 , 0 , 0.025 ,.3 , .025 , 0 , 0.025 , .25 , .05}; DiscreteGen discrete(11,probs); Normal nn; SumRandom sr = discrete + (nn * 0.25)(2) + 10.0; Histogram(&discrete,n); Histogram(&sr,n); } */ { static Real probs[]={.05 , 0.25, .02 , 0.01 , 0.02 ,.3 , .02 , 0.01 , 0.02 , .25 , .05}; DiscreteGen discrete(11,probs); Normal nn; SumRandom sr = discrete + (nn * 0.25)(2) + 10.0; Hist(&discrete,n,50); Hist(&sr,n,50); } { static Real probs[]={ 0.4 , 0.000 ,0.000 ,0.12 ,0.000 ,0.000 ,0.000 ,0.12 ,0.000 ,0.000 ,0.000,0.000 ,0.000 ,0.000,0.000 ,0.000 ,0.12 , 0.12 , 0.12 }; DiscreteGen discrete(19,probs); Hist(&discrete,n,19); Uniform nn; // Normal nn; { SumRandom sr = discrete + (nn * 0.1)( 2 ); // Hist(&sr,n,7); } { SumRandom sr = discrete + (nn * 0.25)( 2 ); Hist(&sr,n,19); } { SumRandom sr = discrete + (nn * 0.5)( 2 ); // Hist(&sr,n,7); } { SumRandom sr = discrete + (nn * 0.75)( 2 ); // Hist(&sr,n,7); } } #endif // test1(n); test2(n); // test3(n_large); // test4(n); cout << "\nEnd of tests\n"; delete [] A; } /* { s2 = new Real[8000]; delete [] s2; } cout << "\n(The following memory checks are probably not valid with all\n"; cout << "compilers - see documentation)\n"; cout << "\nChecking for lost memory: " << (unsigned long)s1 << " " << (unsigned long)s2 << " "; if (s1 != s2) cout << " - error\n"; else cout << " - ok\n\n"; { s4 = new Real; delete s4;} cout << "\nChecking for lost memory: " << (unsigned long)s3 << " " << (unsigned long)s4 << " "; if (s3 != s4) cout << " - error\n"; else cout << " - ok\n\n"; */ return 0; }

void test1 (  int   )

Definition at line 24 of file tryrand1.cpp. References Histogram(), SymGen::Next(), NORMAL10(), Real, TRIANG(), and UNIF(). { Normal nn; Uniform uniform; { for (int i=0; i<20; i++) cout << nn.Next() << "\n" << flush; } { Constant c(5.0); Histogram(&c, n); } { Uniform u; Histogram(&u, n); } { SumRandom sr=uniform(3)-1.5; Histogram(&sr, n); } { SumRandom sr=uniform-uniform; Histogram(&sr, n); } { Normal normal; Histogram(&normal, n); } { Cauchy cauchy; Histogram(&cauchy, n); } { AsymGenX normal10(NORMAL10, 10.0); Histogram(&normal10, n); } cout << "Mean and variance should be 10.0 and 4.0" << endl; { AsymGenX uniform2(UNIF,0.5); Histogram(&uniform2, n); } cout << "Mean and variance should be 0.5 and 0.083333" << endl; { SymGenX triang(TRIANG); Histogram(&triang, n); } cout << "Mean and variance should be 0 and 0.16667" << endl; { Poisson p(0.25); Histogram(&p, n); } { Poisson p(10.0); Histogram(&p, n); } { Poisson p(16.0); Histogram(&p, n); } { Binomial b(18,0.3); Histogram(&b, n); } { Binomial b(19,0.3); Histogram(&b, n); } { Binomial b(20,0.3); Histogram(&b, n); } { Binomial b(58,0.3); Histogram(&b, n); } { Binomial b(59,0.3); Histogram(&b, n); } { Binomial b(60,0.3); Histogram(&b, n); } { Binomial b(18,0.05); Histogram(&b, n); } { Binomial b(19,0.05); Histogram(&b, n); } { Binomial b(20,0.05); Histogram(&b, n); } { Binomial b(98,0.01); Histogram(&b, n); } { Binomial b(99,0.01); Histogram(&b, n); } { Binomial b(100,0.01); Histogram(&b, n); } { Binomial b(18,0.95); Histogram(&b, n); } { Binomial b(19,0.95); Histogram(&b, n); } { Binomial b(20,0.95); Histogram(&b, n); } { Binomial b(98,0.99); Histogram(&b, n); } { Binomial b(99,0.99); Histogram(&b, n); } { Binomial b(100,0.99); Histogram(&b, n); } { NegativeBinomial nb(100,6.0); Histogram(&nb, n); } { NegativeBinomial nb(11,9.0); Histogram(&nb, n); } { NegativeBinomial nb(11,1.9); Histogram(&nb, n); } { NegativeBinomial nb(11,0.10); Histogram(&nb, n); } { NegativeBinomial nb(1.5,1.9); Histogram(&nb, n); } { NegativeBinomial nb(1.0,1.9); Histogram(&nb, n); } { NegativeBinomial nb(0.3,19); Histogram(&nb, n); } { NegativeBinomial nb(0.3,1.9); Histogram(&nb, n); } { NegativeBinomial nb(0.3,0.05); Histogram(&nb, n); } { NegativeBinomial nb(100.8,0.18); Histogram(&nb, n); } { ChiSq c(1,2.0); Histogram(&c, n); } { ChiSq c(2,2.0); Histogram(&c, n); } { ChiSq c(3,2.0); Histogram(&c, n); } { ChiSq c(4,2.0); Histogram(&c, n); } { ChiSq c(1 ); Histogram(&c, n); } { ChiSq c(2 ); Histogram(&c, n); } { ChiSq c(3 ); Histogram(&c, n); } { ChiSq c(4 ); Histogram(&c, n); } { Gamma g1(1.0); Histogram(&g1, n); } { Gamma g2(0.5); Histogram(&g2, n); } { Gamma g3(1.01); Histogram(&g3, n); } { Gamma g4(2.0); Histogram(&g4, n); } { Pareto p1(0.5); Histogram(&p1, n); } { Pareto p2(1.5); Histogram(&p2, n); } { Pareto p3(2.5); Histogram(&p3, n); } { Pareto p4(4.5); Histogram(&p4, n); } Real probs[]={.1,.3,.05,.11,.05,.04,.05,.05,.1,.15}; Real val[]={2,3,4,6,8,12,16,24,32,48}; { DiscreteGen discrete(10,probs); Histogram(&discrete, n); } { DiscreteGen discrete(10,probs,val); Histogram(&discrete, n); } }

void test2 (  int   )

Definition at line 11 of file tryrand2.cpp. References Histogram(), Ars::Graf::M, Real, and Ars::Graf::X. Referenced by main(). { { Uniform u; SumRandom sr1 = -u; SumRandom sr2 = 5.0-u; SumRandom sr3 = 5.0-2*u; MixedRandom sr4 = u(0.5) + (-u)(0.5); Histogram(&sr1,n); cout << "Mean and variance should be -0.5 and 0.083333" << endl; Histogram(&sr2,n); cout << "Mean and variance should be 4.5 and 0.083333" << endl; Histogram(&sr3,n); cout << "Mean and variance should be 4.0 and 0.33333" << endl; Histogram(&sr4,n); cout << "Mean and variance should be 0.0 and 0.33333" << endl; } { Uniform u; SumRandom sr1 = u*u; SumRandom sr2 = (u-0.5)*(u-0.5); Histogram(&sr1,n); cout << "Mean and variance should be 0.25 and 0.048611" << endl; Histogram(&sr2,n); cout << "Mean and variance should be 0.0 and 0.006944" << endl; } { static Real probs[]={.4,.2,.4}; DiscreteGen discrete(3,probs); Normal nn; SumRandom sr=discrete+(nn*0.25)(2)+10.0; Histogram(&discrete,n); Histogram(&sr,n); } { static Real probs[]={.2,.8}; Random* rv[2]; Normal nn; SumRandom snn=nn*10.0; rv[0]=&snn; rv[1]=&nn; MixedRandom mr(2,probs,rv); MixedRandom mr2=snn(.2)+nn(.8); Histogram(&mr2,n); Histogram(&mr,n); } { Normal nn; Constant c1(0.0); Constant c2(10.0); MixedRandom mr=c1(0.25)+(nn+5.0)(0.5)+c2(0.25); Histogram(&mr,n); } { Cauchy cy; Normal nn; SumRandom sr = cy*.01+nn+2.0; MixedRandom mr=sr(0.1)+nn(0.9); Histogram(&sr,n); Histogram(&mr,n); } { Constant c0(0.0); Constant c1(1.0); Constant c2(2.0); Constant c3(3.0); Constant c4(4.0); Constant c5(5.0); MixedRandom mr=c0(.1)+c1(.2)+c2(.2)+c3(.2)+c4(.2)+c5(.1); Histogram(&mr,n); } { Uniform u; Normal nl; MixedRandom m=( u(3)-1.5 )(0.5)+( nl*0.5+10.0 )(0.5); Histogram(&m,n); } { Real prob[] = { .25, .25, .25, .25 }; Real val[] = { 3, 1.5, 1, 0.75 }; DiscreteGen X(4, prob, val); SumRandom Y = 1/X; Histogram(&Y,n); // mean should be 0.83333, variance should be 0.13889 cout << "Mean and variance should be 0.83333 and 0.13889" << endl; Uniform U; SumRandom Z = U/X; Histogram(&Z,n); // mean should be 0.41667, variance should be 0.10417 cout << "Mean and variance should be 0.41667 and 0.10417" << endl; } { int M = 5, N = 9; ChiSq Num(M); ChiSq Den(N); SumRandom F = (double)N/(double)M * Num / Den; Histogram(&F,n); cout << "Mean and variance should be " << N / (double)(N-2) << " and " << 2 * N * N * (M+N-2) / (double)(M * (N-2) * (N-2) * (N-4)) << endl; } }

void test3 (  int   )

Definition at line 25 of file tryrand3.cpp. References KS(), NormalDF(), Real, TestBinomial(), TestDiscreteGen(), TestNegativeBinomial(), TestPoisson(), and Ars::Graf::X. { cout << endl; // Do chi-squared tests to discrete data cout << "ChiSquared tests" << endl; { Real p[] = { 0.05, 0.10, 0.05, 0.5, 0.01, 0.01, 0.03, 0.20, 0.05 }; TestDiscreteGen(9, p, n); } { Real p[] = { 0.4, 0.2, 0.1, 0.05, 0.025, 0.0125, 0.00625, 0.00625, 0.2 }; TestDiscreteGen(9, p, n); } TestNegativeBinomial(200.3, 0.05, n); TestNegativeBinomial(150.3, 0.15, n); TestNegativeBinomial(100.8, 0.18, n); TestNegativeBinomial(100.8, 1.22, n); TestNegativeBinomial(100.8, 9.0, n); TestNegativeBinomial(10.5, 0.18, n); TestNegativeBinomial(10.5, 1.22, n); TestNegativeBinomial(10.5, 9.0, n); TestNegativeBinomial(0.35, 0.18, n); TestNegativeBinomial(0.35, 1.22, n); TestNegativeBinomial(0.35, 9.0, n); TestBinomial(100, 0.45, n); TestBinomial(100, 0.25, n); TestBinomial(100, 0.02, n); TestBinomial(100, 0.01, n); TestBinomial(49, 0.60, n); TestBinomial(21, 0.70, n); TestBinomial(10, 0.90, n); TestBinomial(10, 0.25, n); TestBinomial(10, 0.10, n); TestPoisson(0.75, n); TestPoisson(4.3, n); TestPoisson(10, n); TestPoisson(100, n); Real* data = new Real[n]; if (!data) Throw(Bad_alloc()); // Apply KS test to a variety of continuous distributions // - use cdf transform to convert to uniform cout << endl; cout << "Kolmogorov-Smirnoff tests" << endl; cout << "25%, 5%, 1%, .1% upper points are 1.019, 1.358, 1.628, 1.950" << endl; cout << "5% lower point is 0.520" << endl; { ChiSq X(1, 1.44); for (int i = 0; i < n; i++) { Real x = sqrt(X.Next()); data[i] = NormalDF(x - 1.2) - NormalDF(-x - 1.2); } cout << X.Name() << ": " << KS(data, n) << endl; } { ChiSq X(4); for (int i = 0; i < n; i++) { Real x = 0.5 * X.Next(); data[i] = (1+x)*exp(-x); } cout << X.Name() << ": " << KS(data, n) << endl; } { ChiSq X(2); for (int i = 0; i < n; i++) data[i] = exp(-0.5 * X.Next()); cout << X.Name() << ": " << KS(data, n) << endl; } { Pareto X(0.5); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = 1.0 / sqrt(x); } cout << X.Name() << ": " << KS(data, n) << endl; } { Pareto X(1.5); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = 1.0 / (x * sqrt(x)); } cout << X.Name() << ": " << KS(data, n) << endl; } { Normal X; for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = NormalDF(x); } cout << X.Name() << ": " << KS(data, n) << endl; } { Normal N; SumRandom X = 10 + 5 * N; for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = NormalDF((x-10)/5); } cout << X.Name() << ": " << KS(data, n) << endl; } { Normal N; Cauchy C; MixedRandom X = N(0.9) + C(0.1); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = 0.9*NormalDF(x)+0.1*(atan(x)/3.141592654 + 0.5); } cout << X.Name() << ": " << KS(data, n) << endl; } { Normal N; MixedRandom X = N(0.9) + (10*N)(0.1); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = 0.9*NormalDF(x)+0.1*NormalDF(x/10); } cout << X.Name() << ": " << KS(data, n) << endl; } { Normal X0; SumRandom X = X0 * 0.6 + X0 * 0.8; for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = NormalDF(x); } cout << X.Name() << ": " << KS(data, n) << endl; } { Normal X1; MixedRandom X = X1(0.2) + (X1 * 2.5 + 1.1)(0.35) + (X1 + 2.3)(0.45); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = 0.20 * NormalDF(x) + 0.35 * NormalDF((x - 1.1) / 2.5) + 0.45 * NormalDF(x - 2.3); } cout << X.Name() << ": " << KS(data, n) << endl; } { Gamma X(0.5); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = 2.0 * NormalDF(-sqrt(2 * x)); } cout << X.Name() << ": " << KS(data, n) << endl; } { Gamma X(3); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = (1+x+0.5*x*x)*exp(-x); } cout << X.Name() << ": " << KS(data, n) << endl; } { Gamma X1(0.85); Gamma X2(2.15); SumRandom X = X1 + X2; for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = (1+x+0.5*x*x)*exp(-x); } cout << X.Name() << ": " << KS(data, n) << endl; } { Gamma X1(0.75); Gamma X2(0.25); SumRandom X = X1 + X2; for (int i = 0; i < n; i++) data[i] = exp(-X.Next()); cout << X.Name() << ": " << KS(data, n) << endl; } { Gamma X(2); for (int i = 0; i < n; i++) { Real x = X.Next(); data[i] = (1+x)*exp(-x); } cout << X.Name() << ": " << KS(data, n) << endl; } { Exponential X; for (int i = 0; i < n; i++) data[i] = exp(-X.Next()); cout << X.Name() << ": " << KS(data, n) << endl; } { Cauchy X; for (int i = 0; i < n; i++) data[i] = atan(X.Next())/3.141592654 + 0.5; cout << X.Name() << ": " << KS(data, n) << endl; } { Cauchy X0; SumRandom X = X0 * 0.3 + X0 * 0.7; for (int i = 0; i < n; i++) data[i] = atan(X.Next())/3.141592654 + 0.5; cout << X.Name() << ": " << KS(data, n) << endl; } { Uniform X; for (int i = 0; i < n; i++) data[i] = X.Next(); cout << X.Name() << ": " << KS(data, n) << endl; } delete [] data; }

void test4 (  int   )

Definition at line 9 of file tryrand4.cpp. References RandomPermutation::Next(), and RandomCombination::Next(). { cout << endl << endl; { cout << "Doing permutations" << endl; RandomPermutation RP; int i, j; int p[10]; cout << "... select 10 items from 100...119 without replacement" << endl; for (i = 1; i <= 10; i++) { RP.Next(20,10,p,100); for (j = 0; j < 10; j++) cout << p[j] << " "; cout << "\n"; } cout << "\n"; cout << "... select 10 items from 100...109 without replacement" << endl; for (i = 1; i <= 10; i++) { RP.Next(10,10,p,100); for (j = 0; j < 10; j++) cout << p[j] << " "; cout << "\n"; } cout << "\n"; } cout << endl << endl; { cout << "Doing combinations" << endl; RandomCombination RC; int i, j; int p[10]; cout << "... select 10 items from 100...119 without replacement" << endl; for (i = 1; i <= 10; i++) { RC.Next(20,10,p,100); for (j = 0; j < 10; j++) cout << p[j] << " "; cout << "\n"; } cout << "\n"; cout << "... select 10 items from 100...109 without replacement" << endl; for (i = 1; i <= 10; i++) { RC.Next(10,10,p,100); for (j = 0; j < 10; j++) cout << p[j] << " "; cout << "\n"; } cout << "\n"; } }

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