r93:f857981306ea
Mon, 17 Mar 2008 20:21:27
[Not Reviewed]
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@@ -790,32 +790,55 @@ |
| 790 | 790 |
{
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return lambda*pow(-std::log(1.0-real<double>()),1.0/k); |
| 792 | 792 |
} |
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/// Pareto distribution |
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/// This function generates a Pareto distribution random number. |
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/// |
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///\param k shape parameter (<tt>k>0</tt>) |
| 799 | 799 |
///\param x_min location parameter (<tt>x_min>0</tt>) |
| 800 | 800 |
/// |
| 801 | 801 |
double pareto(double k,double x_min) |
| 802 | 802 |
{
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| 803 | 803 |
return exponential(gamma(k,1.0/x_min)); |
| 804 | 804 |
} |
| 805 | 805 |
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/// Poisson distribution |
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/// This function generates a Poisson distribution random number with |
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/// parameter \c lambda. |
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/// |
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/// The probability mass function of this distribusion is |
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/// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
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/// \note The algorithm is taken from the book of Donald E. Knuth titled |
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/// ''Seminumerical Algorithms'' (1969). Its running time is linear in the |
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/// return value. |
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int poisson(double lambda) |
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{
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const double l = std::exp(-lambda); |
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int k=0; |
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double p = 1.0; |
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do {
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k++; |
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p*=real<double>(); |
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} while (p>=l); |
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return k-1; |
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} |
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///@} |
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///\name Two dimensional distributions |
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/// |
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///@{
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/// Uniform distribution on the full unit circle |
| 814 | 837 |
|
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/// Uniform distribution on the full unit circle. |
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/// |
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dim2::Point<double> disc() |
| 818 | 841 |
{
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double V1,V2; |
| 820 | 843 |
do {
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V1=2*real<double>()-1; |
| ... | ... |
@@ -20,17 +20,18 @@ |
| 20 | 20 |
#include "test_tools.h" |
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|
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///\file \brief Test cases for random.h |
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/// |
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///\todo To be extended |
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/// |
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|
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int main() |
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{
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| 29 | 29 |
double a=lemon::rnd(); |
| 30 | 30 |
check(a<1.0&&a>0.0,"This should be in [0,1)"); |
| 31 | 31 |
a=lemon::rnd.gauss(); |
| 32 | 32 |
a=lemon::rnd.gamma(3.45,0); |
| 33 | 33 |
a=lemon::rnd.gamma(4); |
| 34 | 34 |
//Does gamma work with integer k? |
| 35 | 35 |
a=lemon::rnd.gamma(4.0,0); |
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a=lemon::rnd.poisson(.5); |
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| 36 | 37 |
} |
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