1 files changed, 165 insertions, 0 deletions
diff --git a/src/boost/libs/random/test/histogram.cpp b/src/boost/libs/random/test/histogram.cpp
new file mode 100644
index 000000000..522a9df30
--- /dev/null
+++ b/src/boost/libs/random/test/histogram.cpp
@@ -0,0 +1,165 @@
+/* boost histogram.cpp graphical verification of distribution functions
+ *
+ * Copyright Jens Maurer 2000
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * $Id$
+ *
+ * This test program allows to visibly examine the results of the
+ * distribution functions.
+ */
+
+#include <iostream>
+#include <iomanip>
+#include <vector>
+#include <algorithm>
+#include <cmath>
+#include <string>
+#include <boost/random.hpp>
+
+
+void plot_histogram(const std::vector<int>& slots, int samples,
+                    double from, double to)
+{
+  int m = *std::max_element(slots.begin(), slots.end());
+  const int nRows = 20;
+  std::cout.setf(std::ios::fixed|std::ios::left);
+  std::cout.precision(5);
+  for(int r = 0; r < nRows; r++) {
+    double y = ((nRows - r) * double(m))/(nRows * samples);
+    std::cout << std::setw(10) << y << "  ";
+    for(unsigned int col = 0; col < slots.size(); col++) {
+      char out = ' ';
+      if(slots[col]/double(samples) >= y)
+        out = 'x';
+      std::cout << out;
+    }
+    std::cout << std::endl;
+  }
+  std::cout << std::setw(12) << " "
+            << std::setw(10) << from;
+  std::cout.setf(std::ios::right, std::ios::adjustfield);
+  std::cout << std::setw(slots.size()-10) << to << std::endl;
+}
+
+// I am not sure whether these two should be in the library as well
+
+// maintain sum of NumberGenerator results
+template<class NumberGenerator, 
+  class Sum = typename NumberGenerator::result_type>
+class sum_result
+{
+public:
+  typedef NumberGenerator base_type;
+  typedef typename base_type::result_type result_type;
+  explicit sum_result(const base_type & g) : gen(g), _sum(0) { }
+  result_type operator()() { result_type r = gen(); _sum += r; return r; }
+  base_type & base() { return gen; }
+  Sum sum() const { return _sum; }
+  void reset() { _sum = 0; }
+private:
+  base_type gen;
+  Sum _sum;
+};
+
+
+// maintain square sum of NumberGenerator results
+template<class NumberGenerator, 
+  class Sum = typename NumberGenerator::result_type>
+class squaresum_result
+{
+public:
+  typedef NumberGenerator base_type;
+  typedef typename base_type::result_type result_type;
+  explicit squaresum_result(const base_type & g) : gen(g), _sum(0) { }
+  result_type operator()() { result_type r = gen(); _sum += r*r; return r; }
+  base_type & base() { return gen; }
+  Sum squaresum() const { return _sum; }
+  void reset() { _sum = 0; }
+private:
+  base_type gen;
+  Sum _sum;
+};
+
+
+template<class RNG>
+void histogram(RNG base, int samples, double from, double to, 
+               const std::string & name)
+{
+  typedef squaresum_result<sum_result<RNG, double>, double > SRNG;
+  SRNG gen((sum_result<RNG, double>(base)));
+  const int nSlots = 60;
+  std::vector<int> slots(nSlots,0);
+  for(int i = 0; i < samples; i++) {
+    double val = gen();
+    if(val < from || val >= to)    // early check avoids overflow
+      continue;
+    int slot = int((val-from)/(to-from) * nSlots);
+    if(slot < 0 || slot > (int)slots.size())
+      continue;
+    slots[slot]++;
+  }
+  std::cout << name << std::endl;
+  plot_histogram(slots, samples, from, to);
+  double mean = gen.base().sum() / samples;
+  std::cout << "mean: " << mean
+            << " sigma: " << std::sqrt(gen.squaresum()/samples-mean*mean)
+            << "\n" << std::endl;
+}
+
+template<class PRNG, class Dist>
+inline boost::variate_generator<PRNG&, Dist> make_gen(PRNG & rng, Dist d)
+{
+  return boost::variate_generator<PRNG&, Dist>(rng, d);
+}
+
+template<class PRNG>
+void histograms()
+{
+  PRNG rng;
+  using namespace boost;
+  histogram(make_gen(rng, uniform_smallint<>(0, 5)), 100000, -1, 6,
+            "uniform_smallint(0,5)");
+  histogram(make_gen(rng, uniform_int<>(0, 5)), 100000, -1, 6,
+            "uniform_int(0,5)");
+  histogram(make_gen(rng, uniform_real<>(0,1)), 100000, -0.5, 1.5,
+            "uniform_real(0,1)");
+  histogram(make_gen(rng, bernoulli_distribution<>(0.2)), 100000, -0.5, 1.5,
+            "bernoulli(0.2)");
+  histogram(make_gen(rng, binomial_distribution<>(4, 0.2)), 100000, -1, 5,
+            "binomial(4, 0.2)");
+  histogram(make_gen(rng, triangle_distribution<>(1, 2, 8)), 100000, 0, 10,
+            "triangle(1,2,8)");
+  histogram(make_gen(rng, geometric_distribution<>(5.0/6.0)), 100000, 0, 10,
+            "geometric(5/6)");
+  histogram(make_gen(rng, exponential_distribution<>(0.3)), 100000, 0, 10,
+            "exponential(0.3)");
+  histogram(make_gen(rng, cauchy_distribution<>()), 100000, -5, 5,
+            "cauchy");
+  histogram(make_gen(rng, lognormal_distribution<>(3, 2)), 100000, 0, 10,
+            "lognormal");
+  histogram(make_gen(rng, normal_distribution<>()), 100000, -3, 3,
+            "normal");
+  histogram(make_gen(rng, normal_distribution<>(0.5, 0.5)), 100000, -3, 3,
+            "normal(0.5, 0.5)");
+  histogram(make_gen(rng, poisson_distribution<>(1.5)), 100000, 0, 5,
+            "poisson(1.5)");
+  histogram(make_gen(rng, poisson_distribution<>(10)), 100000, 0, 20,
+            "poisson(10)");
+  histogram(make_gen(rng, gamma_distribution<>(0.5)), 100000, 0, 0.5,
+            "gamma(0.5)");
+  histogram(make_gen(rng, gamma_distribution<>(1)), 100000, 0, 3,
+            "gamma(1)");
+  histogram(make_gen(rng, gamma_distribution<>(2)), 100000, 0, 6,
+            "gamma(2)");
+}
+
+
+int main()
+{
+  histograms<boost::mt19937>();
+  // histograms<boost::lagged_fibonacci607>();
+}
+