81 lines · cpp
1//===----------------------------------------------------------------------===//2//3// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.4// See https://llvm.org/LICENSE.txt for license information.5// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception6//7//===----------------------------------------------------------------------===//8//9// REQUIRES: long_tests10 11// <random>12 13// template<class RealType = double>14// class exponential_distribution15 16// template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);17 18#include <random>19#include <cassert>20#include <cmath>21#include <cstddef>22#include <numeric>23#include <vector>24 25#include "test_macros.h"26 27template <class T>28inline29T30sqr(T x)31{32 return x * x;33}34 35int main(int, char**)36{37 {38 typedef std::exponential_distribution<> D;39 typedef D::param_type P;40 typedef std::mt19937 G;41 G g;42 D d(.75);43 P p(2);44 const int N = 1000000;45 std::vector<D::result_type> u;46 for (int i = 0; i < N; ++i)47 {48 D::result_type v = d(g, p);49 assert(d.min() < v);50 u.push_back(v);51 }52 double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();53 double var = 0;54 double skew = 0;55 double kurtosis = 0;56 for (std::size_t i = 0; i < u.size(); ++i)57 {58 double dbl = (u[i] - mean);59 double d2 = sqr(dbl);60 var += d2;61 skew += dbl * d2;62 kurtosis += d2 * d2;63 }64 var /= u.size();65 double dev = std::sqrt(var);66 skew /= u.size() * dev * var;67 kurtosis /= u.size() * var * var;68 kurtosis -= 3;69 double x_mean = 1/p.lambda();70 double x_var = 1/sqr(p.lambda());71 double x_skew = 2;72 double x_kurtosis = 6;73 assert(std::abs((mean - x_mean) / x_mean) < 0.01);74 assert(std::abs((var - x_var) / x_var) < 0.01);75 assert(std::abs((skew - x_skew) / x_skew) < 0.01);76 assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03);77 }78 79 return 0;80}81