1 | /* boost histogram.cpp graphical verification of distribution functions |
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2 | * |
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3 | * Copyright Jens Maurer 2000 |
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4 | * Distributed under the Boost Software License, Version 1.0. (See |
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5 | * accompanying file LICENSE_1_0.txt or copy at |
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6 | * http://www.boost.org/LICENSE_1_0.txt) |
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7 | * |
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8 | * $Id: histogram.cpp,v 1.8 2004/07/27 03:43:34 dgregor Exp $ |
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9 | * |
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10 | * This test program allows to visibly examine the results of the |
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11 | * distribution functions. |
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12 | */ |
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13 | |
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14 | #include <iostream> |
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15 | #include <iomanip> |
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16 | #include <vector> |
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17 | #include <algorithm> |
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18 | #include <cmath> |
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19 | #include <string> |
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20 | #include <boost/random.hpp> |
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21 | |
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22 | |
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23 | void plot_histogram(const std::vector<int>& slots, int samples, |
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24 | double from, double to) |
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25 | { |
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26 | int m = *std::max_element(slots.begin(), slots.end()); |
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27 | const int nRows = 20; |
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28 | std::cout.setf(std::ios::fixed|std::ios::left); |
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29 | std::cout.precision(5); |
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30 | for(int r = 0; r < nRows; r++) { |
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31 | double y = ((nRows - r) * double(m))/(nRows * samples); |
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32 | std::cout << std::setw(10) << y << " "; |
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33 | for(unsigned int col = 0; col < slots.size(); col++) { |
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34 | char out = ' '; |
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35 | if(slots[col]/double(samples) >= y) |
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36 | out = 'x'; |
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37 | std::cout << out; |
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38 | } |
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39 | std::cout << std::endl; |
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40 | } |
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41 | std::cout << std::setw(12) << " " |
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42 | << std::setw(10) << from; |
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43 | std::cout.setf(std::ios::right, std::ios::adjustfield); |
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44 | std::cout << std::setw(slots.size()-10) << to << std::endl; |
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45 | } |
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46 | |
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47 | // I am not sure whether these two should be in the library as well |
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48 | |
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49 | // maintain sum of NumberGenerator results |
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50 | template<class NumberGenerator, |
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51 | class Sum = typename NumberGenerator::result_type> |
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52 | class sum_result |
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53 | { |
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54 | public: |
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55 | typedef NumberGenerator base_type; |
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56 | typedef typename base_type::result_type result_type; |
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57 | explicit sum_result(const base_type & g) : gen(g), _sum(0) { } |
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58 | result_type operator()() { result_type r = gen(); _sum += r; return r; } |
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59 | base_type & base() { return gen; } |
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60 | Sum sum() const { return _sum; } |
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61 | void reset() { _sum = 0; } |
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62 | private: |
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63 | base_type gen; |
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64 | Sum _sum; |
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65 | }; |
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66 | |
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67 | |
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68 | // maintain square sum of NumberGenerator results |
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69 | template<class NumberGenerator, |
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70 | class Sum = typename NumberGenerator::result_type> |
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71 | class squaresum_result |
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72 | { |
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73 | public: |
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74 | typedef NumberGenerator base_type; |
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75 | typedef typename base_type::result_type result_type; |
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76 | explicit squaresum_result(const base_type & g) : gen(g), _sum(0) { } |
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77 | result_type operator()() { result_type r = gen(); _sum += r*r; return r; } |
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78 | base_type & base() { return gen; } |
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79 | Sum squaresum() const { return _sum; } |
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80 | void reset() { _sum = 0; } |
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81 | private: |
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82 | base_type gen; |
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83 | Sum _sum; |
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84 | }; |
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85 | |
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86 | |
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87 | template<class RNG> |
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88 | void histogram(RNG base, int samples, double from, double to, |
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89 | const std::string & name) |
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90 | { |
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91 | typedef squaresum_result<sum_result<RNG, double>, double > SRNG; |
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92 | SRNG gen((sum_result<RNG, double>(base))); |
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93 | const int nSlots = 60; |
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94 | std::vector<int> slots(nSlots,0); |
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95 | for(int i = 0; i < samples; i++) { |
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96 | double val = gen(); |
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97 | if(val < from || val >= to) // early check avoids overflow |
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98 | continue; |
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99 | int slot = int((val-from)/(to-from) * nSlots); |
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100 | if(slot < 0 || slot > (int)slots.size()) |
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101 | continue; |
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102 | slots[slot]++; |
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103 | } |
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104 | std::cout << name << std::endl; |
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105 | plot_histogram(slots, samples, from, to); |
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106 | double mean = gen.base().sum() / samples; |
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107 | std::cout << "mean: " << mean |
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108 | << " sigma: " << std::sqrt(gen.squaresum()/samples-mean*mean) |
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109 | << "\n" << std::endl; |
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110 | } |
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111 | |
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112 | template<class PRNG, class Dist> |
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113 | inline boost::variate_generator<PRNG&, Dist> make_gen(PRNG & rng, Dist d) |
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114 | { |
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115 | return boost::variate_generator<PRNG&, Dist>(rng, d); |
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116 | } |
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117 | |
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118 | template<class PRNG> |
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119 | void histograms() |
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120 | { |
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121 | PRNG rng; |
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122 | using namespace boost; |
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123 | histogram(make_gen(rng, uniform_smallint<>(0, 5)), 100000, -1, 6, |
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124 | "uniform_smallint(0,5)"); |
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125 | histogram(make_gen(rng, uniform_int<>(0, 5)), 100000, -1, 6, |
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126 | "uniform_int(0,5)"); |
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127 | histogram(make_gen(rng, uniform_real<>(0,1)), 100000, -0.5, 1.5, |
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128 | "uniform_real(0,1)"); |
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129 | histogram(make_gen(rng, bernoulli_distribution<>(0.2)), 100000, -0.5, 1.5, |
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130 | "bernoulli(0.2)"); |
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131 | histogram(make_gen(rng, binomial_distribution<>(4, 0.2)), 100000, -1, 5, |
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132 | "binomial(4, 0.2)"); |
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133 | histogram(make_gen(rng, triangle_distribution<>(1, 2, 8)), 100000, 0, 10, |
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134 | "triangle(1,2,8)"); |
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135 | histogram(make_gen(rng, geometric_distribution<>(5.0/6.0)), 100000, 0, 10, |
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136 | "geometric(5/6)"); |
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137 | histogram(make_gen(rng, exponential_distribution<>(0.3)), 100000, 0, 10, |
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138 | "exponential(0.3)"); |
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139 | histogram(make_gen(rng, cauchy_distribution<>()), 100000, -5, 5, |
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140 | "cauchy"); |
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141 | histogram(make_gen(rng, lognormal_distribution<>(3, 2)), 100000, 0, 10, |
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142 | "lognormal"); |
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143 | histogram(make_gen(rng, normal_distribution<>()), 100000, -3, 3, |
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144 | "normal"); |
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145 | histogram(make_gen(rng, normal_distribution<>(0.5, 0.5)), 100000, -3, 3, |
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146 | "normal(0.5, 0.5)"); |
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147 | histogram(make_gen(rng, poisson_distribution<>(1.5)), 100000, 0, 5, |
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148 | "poisson(1.5)"); |
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149 | histogram(make_gen(rng, poisson_distribution<>(10)), 100000, 0, 20, |
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150 | "poisson(10)"); |
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151 | histogram(make_gen(rng, gamma_distribution<>(0.5)), 100000, 0, 0.5, |
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152 | "gamma(0.5)"); |
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153 | histogram(make_gen(rng, gamma_distribution<>(1)), 100000, 0, 3, |
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154 | "gamma(1)"); |
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155 | histogram(make_gen(rng, gamma_distribution<>(2)), 100000, 0, 6, |
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156 | "gamma(2)"); |
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157 | } |
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158 | |
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159 | |
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160 | int main() |
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161 | { |
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162 | histograms<boost::mt19937>(); |
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163 | // histograms<boost::lagged_fibonacci607>(); |
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164 | } |
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165 | |
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