r339:2593e163e407
Thu, 19 Jun 2008 18:33:06
[Not Reviewed]
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@@ -819,48 +819,88 @@ |
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/// Standard Gauss distribution |
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/// Standard Gauss distribution. |
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/// \note The Cartesian form of the Box-Muller |
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/// transformation is used to generate a random normal distribution. |
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double gauss() |
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{
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double V1,V2,S; |
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do {
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V1=2*real<double>()-1; |
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V2=2*real<double>()-1; |
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S=V1*V1+V2*V2; |
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} while(S>=1); |
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return std::sqrt(-2*std::log(S)/S)*V1; |
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} |
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/// Gauss distribution with given mean and standard deviation |
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|
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/// Gauss distribution with given mean and standard deviation. |
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/// \sa gauss() |
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double gauss(double mean,double std_dev) |
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{
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return gauss()*std_dev+mean; |
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} |
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|
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/// Lognormal distribution |
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|
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/// Lognormal distribution. The parameters are the mean and the standard |
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/// deviation of <tt>exp(X)</tt>. |
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/// |
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double lognormal(double n_mean,double n_std_dev) |
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{
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return std::exp(gauss(n_mean,n_std_dev)); |
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} |
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/// Lognormal distribution |
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|
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/// Lognormal distribution. The parameter is an <tt>std::pair</tt> of |
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/// the mean and the standard deviation of <tt>exp(X)</tt>. |
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/// |
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double lognormal(const std::pair<double,double> ¶ms) |
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{
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return std::exp(gauss(params.first,params.second)); |
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} |
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/// Compute the lognormal parameters from mean and standard deviation |
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|
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/// This function computes the lognormal parameters from mean and |
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/// standard deviation. The return value can direcly be passed to |
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/// lognormal(). |
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std::pair<double,double> lognormalParamsFromMD(double mean, |
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double std_dev) |
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{
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double fr=std_dev/mean; |
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fr*=fr; |
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double lg=std::log(1+fr); |
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return std::pair<double,double>(std::log(mean)-lg/2.0,std::sqrt(lg)); |
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} |
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/// Lognormal distribution with given mean and standard deviation |
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|
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/// Lognormal distribution with given mean and standard deviation. |
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/// |
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double lognormalMD(double mean,double std_dev) |
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{
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return lognormal(lognormalParamsFromMD(mean,std_dev)); |
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} |
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|
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/// Exponential distribution with given mean |
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|
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/// This function generates an exponential distribution random number |
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/// with mean <tt>1/lambda</tt>. |
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/// |
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double exponential(double lambda=1.0) |
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{
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return -std::log(1.0-real<double>())/lambda; |
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} |
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|
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/// Gamma distribution with given integer shape |
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|
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/// This function generates a gamma distribution random number. |
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/// |
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///\param k shape parameter (<tt>k>0</tt> integer) |
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double gamma(int k) |
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{
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double s = 0; |
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for(int i=0;i<k;i++) s-=std::log(1.0-real<double>()); |
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return s; |
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} |
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|
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/// Gamma distribution with given shape and scale parameter |
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