1 | /* |
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2 | * F distribution |
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3 | * |
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4 | * This code has been adapted from RANDLIB.C 1.3, by |
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5 | * Barry W. Brown, James Lovato, Kathy Russell, and John Venier. |
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6 | * Code was originally by Ahrens and Dieter (see above). |
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7 | * |
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8 | * Adapter's notes: |
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9 | * BZ_NEEDS_WORK: how to handle seeding for the two gamma RNGs if |
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10 | * independentState is used? |
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11 | * BZ_NEEDS_WORK: code for handling possible overflow when xden |
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12 | * is tiny seems a bit flaky. |
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13 | */ |
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14 | |
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15 | #ifndef BZ_RANDOM_F |
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16 | #define BZ_RANDOM_F |
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17 | |
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18 | #ifndef BZ_RANDOM_GAMMA |
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19 | #include <random/gamma.h> |
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20 | #endif |
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21 | |
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22 | BZ_NAMESPACE(ranlib) |
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23 | |
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24 | template<typename T = double, typename IRNG = defaultIRNG, |
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25 | typename stateTag = defaultState> |
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26 | class F { |
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27 | public: |
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28 | typedef T T_numtype; |
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29 | |
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30 | F(T numeratorDF, T denominatorDF) |
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31 | { |
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32 | setDF(numeratorDF, denominatorDF); |
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33 | mindenom = 0.085 * tiny(T()); |
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34 | } |
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35 | |
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36 | void setDF(T _dfn, T _dfd) |
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37 | { |
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38 | BZPRECONDITION(_dfn > 0.0); |
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39 | BZPRECONDITION(_dfd > 0.0); |
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40 | dfn = _dfn; |
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41 | dfd = _dfd; |
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42 | |
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43 | ngamma.setMean(dfn/2.0); |
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44 | dgamma.setMean(dfd/2.0); |
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45 | } |
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46 | |
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47 | T random() |
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48 | { |
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49 | T xnum = 2.0 * ngamma.random() / dfn; |
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50 | T xden = 2.0 * ngamma.random() / dfd; |
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51 | |
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52 | // Rare event: Will an overflow probably occur? |
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53 | if (xden <= mindenom) |
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54 | { |
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55 | // Yes, just return huge(T()) |
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56 | return huge(T()); |
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57 | } |
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58 | |
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59 | return xnum / xden; |
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60 | } |
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61 | |
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62 | void seed(IRNG_int s) |
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63 | { |
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64 | // This is such a bad idea if independentState is used. Ugh. |
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65 | // If sharedState is used, it is merely inefficient (the |
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66 | // same RNG is seeded twice). |
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67 | |
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68 | ngamma.seed(s); |
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69 | dgamma.seed(s); |
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70 | } |
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71 | |
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72 | protected: |
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73 | Gamma<T,IRNG,stateTag> ngamma, dgamma; |
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74 | T dfn, dfd, mindenom; |
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75 | }; |
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76 | |
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77 | BZ_NAMESPACE_END |
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78 | |
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79 | #endif // BZ_RANDOM_F |
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