1 //===----------------------------------------------------------------------===//
3 // The LLVM Compiler Infrastructure
5 // This file is dual licensed under the MIT and the University of Illinois Open
6 // Source Licenses. See LICENSE.TXT for details.
8 //===----------------------------------------------------------------------===//
10 // REQUIRES: long_tests
14 // template<class RealType = double>
15 // class extreme_value_distribution
17 // template<class _URNG> result_type operator()(_URNG& g);
35 typedef std::extreme_value_distribution<> D;
36 typedef D::param_type P;
37 typedef std::mt19937 G;
40 const int N = 1000000;
41 std::vector<D::result_type> u;
42 for (int i = 0; i < N; ++i)
44 D::result_type v = d(g);
47 double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
51 for (unsigned i = 0; i < u.size(); ++i)
53 double dbl = (u[i] - mean);
60 double dev = std::sqrt(var);
61 skew /= u.size() * dev * var;
62 kurtosis /= u.size() * var * var;
64 double x_mean = d.a() + d.b() * 0.577215665;
65 double x_var = sqr(d.b()) * 1.644934067;
66 double x_skew = 1.139547;
67 double x_kurtosis = 12./5;
68 assert(std::abs((mean - x_mean) / x_mean) < 0.01);
69 assert(std::abs((var - x_var) / x_var) < 0.01);
70 assert(std::abs((skew - x_skew) / x_skew) < 0.01);
71 assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
77 typedef std::extreme_value_distribution<> D;
78 typedef D::param_type P;
79 typedef std::mt19937 G;
82 const int N = 1000000;
83 std::vector<D::result_type> u;
84 for (int i = 0; i < N; ++i)
86 D::result_type v = d(g);
89 double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
93 for (unsigned i = 0; i < u.size(); ++i)
95 double dbl = (u[i] - mean);
102 double dev = std::sqrt(var);
103 skew /= u.size() * dev * var;
104 kurtosis /= u.size() * var * var;
106 double x_mean = d.a() + d.b() * 0.577215665;
107 double x_var = sqr(d.b()) * 1.644934067;
108 double x_skew = 1.139547;
109 double x_kurtosis = 12./5;
110 assert(std::abs((mean - x_mean) / x_mean) < 0.01);
111 assert(std::abs((var - x_var) / x_var) < 0.01);
112 assert(std::abs((skew - x_skew) / x_skew) < 0.01);
113 assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
119 typedef std::extreme_value_distribution<> D;
120 typedef D::param_type P;
121 typedef std::mt19937 G;
124 const int N = 1000000;
125 std::vector<D::result_type> u;
126 for (int i = 0; i < N; ++i)
128 D::result_type v = d(g);
131 double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
135 for (unsigned i = 0; i < u.size(); ++i)
137 double dbl = (u[i] - mean);
138 double d2 = sqr(dbl);
144 double dev = std::sqrt(var);
145 skew /= u.size() * dev * var;
146 kurtosis /= u.size() * var * var;
148 double x_mean = d.a() + d.b() * 0.577215665;
149 double x_var = sqr(d.b()) * 1.644934067;
150 double x_skew = 1.139547;
151 double x_kurtosis = 12./5;
152 assert(std::abs((mean - x_mean) / x_mean) < 0.01);
153 assert(std::abs((var - x_var) / x_var) < 0.01);
154 assert(std::abs((skew - x_skew) / x_skew) < 0.01);
155 assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);
161 typedef std::extreme_value_distribution<> D;
162 typedef D::param_type P;
163 typedef std::mt19937 G;
166 const int N = 1000000;
167 std::vector<D::result_type> u;
168 for (int i = 0; i < N; ++i)
170 D::result_type v = d(g);
173 double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
177 for (unsigned i = 0; i < u.size(); ++i)
179 double dbl = (u[i] - mean);
180 double d2 = sqr(dbl);
186 double dev = std::sqrt(var);
187 skew /= u.size() * dev * var;
188 kurtosis /= u.size() * var * var;
190 double x_mean = d.a() + d.b() * 0.577215665;
191 double x_var = sqr(d.b()) * 1.644934067;
192 double x_skew = 1.139547;
193 double x_kurtosis = 12./5;
194 assert(std::abs((mean - x_mean) / x_mean) < 0.01);
195 assert(std::abs((var - x_var) / x_var) < 0.01);
196 assert(std::abs((skew - x_skew) / x_skew) < 0.01);
197 assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01);