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 // REQUIRES: long_tests
11
12 // <random>
13
14 // template<class RealType = double>
15 // class fisher_f_distribution
16
17 // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
18
19 #include <random>
20 #include <cassert>
21 #include <vector>
22 #include <algorithm>
23 #include <cmath>
24
fac(double x)25 double fac(double x)
26 {
27 double r = 1;
28 for (; x > 1; --x)
29 r *= x;
30 return r;
31 }
32
33 double
I(double x,unsigned a,unsigned b)34 I(double x, unsigned a, unsigned b)
35 {
36 double r = 0;
37 for (int j = a; j <= a+b-1; ++j)
38 r += fac(a+b-1)/(fac(j) * fac(a + b - 1 - j)) * std::pow(x, j) *
39 std::pow(1-x, a+b-1-j);
40 return r;
41 }
42
43 double
f(double x,double m,double n)44 f(double x, double m, double n)
45 {
46 return I(m * x / (m*x + n), static_cast<unsigned>(m/2), static_cast<unsigned>(n/2));
47 }
48
main()49 int main()
50 {
51 // Purposefully only testing even integral values of m and n (for now)
52 {
53 typedef std::fisher_f_distribution<> D;
54 typedef D::param_type P;
55 typedef std::mt19937 G;
56 G g;
57 D d(2, 4);
58 P p(4, 2);
59 const int N = 100000;
60 std::vector<D::result_type> u;
61 for (int i = 0; i < N; ++i)
62 {
63 D::result_type v = d(g, p);
64 assert(v >= 0);
65 u.push_back(v);
66 }
67 std::sort(u.begin(), u.end());
68 for (int i = 0; i < N; ++i)
69 assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01);
70 }
71 {
72 typedef std::fisher_f_distribution<> D;
73 typedef D::param_type P;
74 typedef std::mt19937 G;
75 G g;
76 D d(4, 2);
77 P p(6, 8);
78 const int N = 100000;
79 std::vector<D::result_type> u;
80 for (int i = 0; i < N; ++i)
81 {
82 D::result_type v = d(g, p);
83 assert(v >= 0);
84 u.push_back(v);
85 }
86 std::sort(u.begin(), u.end());
87 for (int i = 0; i < N; ++i)
88 assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01);
89 }
90 {
91 typedef std::fisher_f_distribution<> D;
92 typedef D::param_type P;
93 typedef std::mt19937 G;
94 G g;
95 D d(18, 20);
96 P p(16, 14);
97 const int N = 100000;
98 std::vector<D::result_type> u;
99 for (int i = 0; i < N; ++i)
100 {
101 D::result_type v = d(g, p);
102 assert(v >= 0);
103 u.push_back(v);
104 }
105 std::sort(u.begin(), u.end());
106 for (int i = 0; i < N; ++i)
107 assert(std::abs(f(u[i], p.m(), p.n()) - double(i)/N) < .01);
108 }
109 }
110