Changeset 371


Ignore:
Timestamp:
Aug 5, 2005, 3:27:00 PM (17 years ago)
Author:
Peter
Message:

added random generator from histogram

Location:
trunk/lib/random
Files:
2 edited

Legend:

Unmodified
Added
Removed
  • trunk/lib/random/Random.cc

    r366 r371  
    22
    33#include <c++_tools/random/Random.h>
     4
     5#include <c++_tools/statistics/Histogram.h>
     6
    47
    58namespace theplu {
     
    3538
    3639
     40  DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist)
     41  {
     42    double* p = new double[ hist.nof_bins() ];
     43    for (size_t i=0; i<hist.nof_bins(); i++)
     44      p[ i ] = hist[i];
     45    gen_ = gsl_ran_discrete_preproc( hist.nof_bins(), p );
     46    delete p;
     47  }
     48
     49  DiscreteGeneral::~DiscreteGeneral(void)
     50  {
     51    if( gen_ != 0 )
     52      gsl_ran_discrete_free( gen_ );
     53    gen_ = NULL;
     54  }
     55
     56
    3757}} // of namespace random and namespace theplu
  • trunk/lib/random/Random.h

    r369 r371  
    44#define _theplu_random_
    55
     6#include <c++_tools/statistics/Histogram.h>
    67
    78#include <gsl/gsl_rng.h>
     
    171172  };
    172173
    173 
    174174  ///
    175175  /// @brief Discrete random distributions.
     
    293293  /// @brief General
    294294  ///
    295   class DiscreteGeneral : public Discrete {
     295  class DiscreteGeneral : public Discrete
     296  {
     297  public:
     298    ///
     299    /// @brief Constructor
     300    ///
     301    /// @param hist is a Histogram defining the probability distribution
     302    ///
     303    DiscreteGeneral(const statistics::Histogram& hist) ;
     304   
     305    ///
     306    /// @brief Destructor
     307    ///
     308    virtual ~DiscreteGeneral(void);
     309
     310    ///
     311    /// The generated number is an integer and proportinal to the
     312    /// frequency in the corresponding histogram bin. In other words,
     313    /// the probability that 0 is returned is proportinal to the size
     314    /// of the first bin.
     315    ///
     316    /// @return A random number.
     317    ///
     318    inline long operator()(void) const
     319    { return gsl_ran_discrete(rng_->rng(), gen_); }
     320
     321  private:
     322     gsl_ran_discrete_t* gen_;
     323  };
     324
     325
     326  ///
     327  /// Class to generate numbers from a histogram in a continuous manner.
     328  ///
     329  class ContinuousGeneral : public Continuous
     330  {
     331  public:
     332    ///
     333    /// @brief Constructor
     334    ///
     335    /// @param hist is a Histogram defining the probability distribution
     336    ///
     337    inline ContinuousGeneral(const statistics::Histogram& hist)
     338      : discrete_(DiscreteGeneral(hist)), hist_(hist) {}
     339   
     340    ///
     341    /// @brief Destructor
     342    ///
     343    virtual ~ContinuousGeneral(void);
     344
     345    ///
     346    /// The number is generated in a two step process. First the bin
     347    /// in the histogram is randomly selected (see
     348    /// DiscreteGeneral). Then a number is generated uniformly from
     349    /// the interval defined by the bin.
     350    ///
     351    /// @return A random number.
     352    ///
     353    inline double operator()(void) const
     354    { return hist_.observation_value(discrete_())+(u_()-0.5)*hist_.spacing(); }
     355
     356  private:
     357    const DiscreteGeneral discrete_;
     358    const statistics::Histogram& hist_;
     359    ContinuousUniform u_;
    296360  };
    297361
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