| //===----------------------------------------------------------------------===// |
| // |
| // 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 fisher_f_distribution |
| |
| // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm); |
| |
| #include <random> |
| #include <cassert> |
| #include <vector> |
| #include <algorithm> |
| #include <cmath> |
| |
| double fac(double x) |
| { |
| double r = 1; |
| for (; x > 1; --x) |
| r *= x; |
| return r; |
| } |
| |
| double |
| I(double x, unsigned a, unsigned b) |
| { |
| double r = 0; |
| for (int j = a; j <= a+b-1; ++j) |
| r += fac(a+b-1)/(fac(j) * fac(a + b - 1 - j)) * std::pow(x, j) * |
| std::pow(1-x, a+b-1-j); |
| return r; |
| } |
| |
| double |
| f(double x, double m, double n) |
| { |
| return I(m * x / (m*x + n), static_cast<unsigned>(m/2), static_cast<unsigned>(n/2)); |
| } |
| |
| int main() |
| { |
| // Purposefully only testing even integral values of m and n (for now) |
| { |
| typedef std::fisher_f_distribution<> D; |
| typedef D::param_type P; |
| typedef std::mt19937 G; |
| G g; |
| D d(2, 4); |
| P p(4, 2); |
| 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(v >= 0); |
| u.push_back(v); |
| } |
| std::sort(u.begin(), u.end()); |
| for (int i = 0; i < N; ++i) |
| assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01); |
| } |
| { |
| typedef std::fisher_f_distribution<> D; |
| typedef D::param_type P; |
| typedef std::mt19937 G; |
| G g; |
| D d(4, 2); |
| P p(6, 8); |
| 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(v >= 0); |
| u.push_back(v); |
| } |
| std::sort(u.begin(), u.end()); |
| for (int i = 0; i < N; ++i) |
| assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01); |
| } |
| { |
| typedef std::fisher_f_distribution<> D; |
| typedef D::param_type P; |
| typedef std::mt19937 G; |
| G g; |
| D d(18, 20); |
| P p(16, 14); |
| 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(v >= 0); |
| u.push_back(v); |
| } |
| std::sort(u.begin(), u.end()); |
| for (int i = 0; i < N; ++i) |
| assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01); |
| } |
| } |