Changeset 371

Timestamp:

Aug 5, 2005, 3:27:00 PM (18 years ago)

Author:

Peter

Message:

added random generator from histogram

Location:

trunk/lib/random

Files:

• Random.cc (modified) (2 diffs)
• Random.h (modified) (3 diffs)

trunk/lib/random/Random.cc

@@ -2 +2 @@
 
 #include <c++_tools/random/Random.h>
+
+#include <c++_tools/statistics/Histogram.h>
+
 
 namespace theplu {
@@ -35 +38 @@
 
 
+  DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist)
+  {
+    double* p = new double[ hist.nof_bins() ];
+    for (size_t i=0; i<hist.nof_bins(); i++) 
+      p[ i ] = hist[i];
+    gen_ = gsl_ran_discrete_preproc( hist.nof_bins(), p );
+    delete p;
+  }
+
+  DiscreteGeneral::~DiscreteGeneral(void)
+  {
+    if( gen_ != 0 ) 
+      gsl_ran_discrete_free( gen_ );
+    gen_ = NULL;
+  }
+
+
 }} // of namespace random and namespace theplu

trunk/lib/random/Random.h

@@ -4 +4 @@
 #define _theplu_random_
 
+#include <c++_tools/statistics/Histogram.h>
 
 #include <gsl/gsl_rng.h>
@@ -171 +172 @@
   };
 
-
   ///
   /// @brief Discrete random distributions.
@@ -293 +293 @@
   /// @brief General
   ///
-  class DiscreteGeneral : public Discrete {
+  class DiscreteGeneral : public Discrete 
+  {
+  public:
+    ///
+    /// @brief Constructor
+    ///
+    /// @param hist is a Histogram defining the probability distribution
+    ///
+    DiscreteGeneral(const statistics::Histogram& hist) ;
+    
+    ///
+    /// @brief Destructor
+    ///
+    virtual ~DiscreteGeneral(void);
+
+    ///
+    /// The generated number is an integer and proportinal to the
+    /// frequency in the corresponding histogram bin. In other words,
+    /// the probability that 0 is returned is proportinal to the size
+    /// of the first bin.
+    ///
+    /// @return A random number.
+    ///
+    inline long operator()(void) const 
+    { return gsl_ran_discrete(rng_->rng(), gen_); }
+
+  private:
+     gsl_ran_discrete_t* gen_;
+  };
+
+
+  ///
+  /// Class to generate numbers from a histogram in a continuous manner.
+  ///
+  class ContinuousGeneral : public Continuous
+  {
+  public:
+    ///
+    /// @brief Constructor
+    ///
+    /// @param hist is a Histogram defining the probability distribution
+    ///
+    inline ContinuousGeneral(const statistics::Histogram& hist) 
+      : discrete_(DiscreteGeneral(hist)), hist_(hist) {}
+    
+    ///
+    /// @brief Destructor
+    ///
+    virtual ~ContinuousGeneral(void);
+
+    ///
+    /// The number is generated in a two step process. First the bin
+    /// in the histogram is randomly selected (see
+    /// DiscreteGeneral). Then a number is generated uniformly from
+    /// the interval defined by the bin.
+    ///
+    /// @return A random number.
+    ///
+    inline double operator()(void) const 
+    { return hist_.observation_value(discrete_())+(u_()-0.5)*hist_.spacing(); }
+
+  private:
+    const DiscreteGeneral discrete_;
+    const statistics::Histogram& hist_;
+    ContinuousUniform u_;
   };