1 //===----------------------------------------------------------------------===//
2 //
3 // The LLVM Compiler Infrastructure
4 //
5 // This file is dual licensed under the MIT and the University of Illinois Open
6 // Source Licenses. See LICENSE.TXT for details.
7 //
8 //===----------------------------------------------------------------------===//
9
10 // <random>
11
12 // template<class RealType = double>
13 // class fisher_f_distribution
14
15 // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
16
17 #include <random>
18 #include <cassert>
19 #include <vector>
20 #include <algorithm>
21 #include <cmath>
22
fac(double x)23 double fac(double x)
24 {
25 double r = 1;
26 for (; x > 1; --x)
27 r *= x;
28 return r;
29 }
30
31 double
I(double x,unsigned a,unsigned b)32 I(double x, unsigned a, unsigned b)
33 {
34 double r = 0;
35 for (int j = a; j <= a+b-1; ++j)
36 r += fac(a+b-1)/(fac(j) * fac(a + b - 1 - j)) * std::pow(x, j) *
37 std::pow(1-x, a+b-1-j);
38 return r;
39 }
40
41 double
f(double x,double m,double n)42 f(double x, double m, double n)
43 {
44 return I(m * x / (m*x + n), static_cast<unsigned>(m/2), static_cast<unsigned>(n/2));
45 }
46
main()47 int main()
48 {
49 // Purposefully only testing even integral values of m and n (for now)
50 {
51 typedef std::fisher_f_distribution<> D;
52 typedef D::param_type P;
53 typedef std::mt19937 G;
54 G g;
55 D d(2, 4);
56 P p(4, 2);
57 const int N = 100000;
58 std::vector<D::result_type> u;
59 for (int i = 0; i < N; ++i)
60 {
61 D::result_type v = d(g, p);
62 assert(v >= 0);
63 u.push_back(v);
64 }
65 std::sort(u.begin(), u.end());
66 for (int i = 0; i < N; ++i)
67 assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01);
68 }
69 {
70 typedef std::fisher_f_distribution<> D;
71 typedef D::param_type P;
72 typedef std::mt19937 G;
73 G g;
74 D d(4, 2);
75 P p(6, 8);
76 const int N = 100000;
77 std::vector<D::result_type> u;
78 for (int i = 0; i < N; ++i)
79 {
80 D::result_type v = d(g, p);
81 assert(v >= 0);
82 u.push_back(v);
83 }
84 std::sort(u.begin(), u.end());
85 for (int i = 0; i < N; ++i)
86 assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01);
87 }
88 {
89 typedef std::fisher_f_distribution<> D;
90 typedef D::param_type P;
91 typedef std::mt19937 G;
92 G g;
93 D d(18, 20);
94 P p(16, 14);
95 const int N = 100000;
96 std::vector<D::result_type> u;
97 for (int i = 0; i < N; ++i)
98 {
99 D::result_type v = d(g, p);
100 assert(v >= 0);
101 u.push_back(v);
102 }
103 std::sort(u.begin(), u.end());
104 for (int i = 0; i < N; ++i)
105 assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01);
106 }
107 }
108