r11:ea5945b2da9c
Fri, 21 Dec 2007 02:32:24
[Not Reviewed]
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@@ -728,25 +728,25 @@ |
| 728 | 728 |
double gauss(double mean,double std_dev) |
| 729 | 729 |
{
|
| 730 | 730 |
return gauss()*std_dev+mean; |
| 731 | 731 |
} |
| 732 | 732 |
|
| 733 | 733 |
/// Exponential distribution with given mean |
| 734 | 734 |
|
| 735 | 735 |
/// This function generates an exponential distribution random number |
| 736 | 736 |
/// with mean <tt>1/lambda</tt>. |
| 737 | 737 |
/// |
| 738 | 738 |
double exponential(double lambda=1.0) |
| 739 | 739 |
{
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| 740 |
return -std::log(real<double>())/lambda; |
|
| 740 |
return -std::log(1.0-real<double>())/lambda; |
|
| 741 | 741 |
} |
| 742 | 742 |
|
| 743 | 743 |
/// Gamma distribution with given integer shape |
| 744 | 744 |
|
| 745 | 745 |
/// This function generates a gamma distribution random number. |
| 746 | 746 |
/// |
| 747 | 747 |
///\param k shape parameter (<tt>k>0</tt> integer) |
| 748 | 748 |
double gamma(int k) |
| 749 | 749 |
{
|
| 750 | 750 |
double s = 0; |
| 751 | 751 |
for(int i=0;i<k;i++) s-=std::log(1.0-real<double>()); |
| 752 | 752 |
return s; |
| ... | ... |
@@ -773,24 +773,51 @@ |
| 773 | 773 |
xi=std::pow(V1,1.0/delta); |
| 774 | 774 |
nu=V0*std::pow(xi,delta-1.0); |
| 775 | 775 |
} |
| 776 | 776 |
else |
| 777 | 777 |
{
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| 778 | 778 |
xi=1.0-std::log(V1); |
| 779 | 779 |
nu=V0*std::exp(-xi); |
| 780 | 780 |
} |
| 781 | 781 |
} while(nu>std::pow(xi,delta-1.0)*std::exp(-xi)); |
| 782 | 782 |
return theta*(xi-gamma(int(std::floor(k)))); |
| 783 | 783 |
} |
| 784 | 784 |
|
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/// Weibull distribution |
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|
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/// This function generates a Weibull distribution random number. |
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/// |
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///\param k shape parameter (<tt>k>0</tt>) |
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///\param lambda scale parameter (<tt>lambda>0</tt>) |
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/// |
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double weibull(double k,double lambda) |
|
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{
|
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return lambda*pow(-std::log(1.0-real<double>()),1.0/k); |
|
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} |
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|
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/// Pareto distribution |
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|
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/// This function generates a Pareto distribution random number. |
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/// |
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///\param x_min location parameter (<tt>x_min>0</tt>) |
|
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///\param k shape parameter (<tt>k>0</tt>) |
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/// |
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///\warning This function used inverse transform sampling, therefore may |
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///suffer from numerical unstability. |
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/// |
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///\todo Implement a numerically stable method |
|
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double pareto(double x_min,double k) |
|
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{
|
|
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return x_min*pow(1.0-real<double>(),1.0/k); |
|
| 811 |
} |
|
| 785 | 812 |
|
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///@} |
| 787 | 814 |
|
| 788 | 815 |
///\name Two dimensional distributions |
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/// |
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|
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///@{
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| 792 | 819 |
|
| 793 | 820 |
/// Uniform distribution on the full unit circle. |
| 794 | 821 |
dim2::Point<double> disc() |
| 795 | 822 |
{
|
| 796 | 823 |
double V1,V2; |
0 comments (0 inline)