testmfnc.cpp

很好用的随机数产生器

/*************************** TESTMFNC.CPP ******************* AgF 2002-10-20 *
*                                                                            *
*  Test multivariate Fisher's noncentral hypergeometric distribution         *
*  Necessary files are in stocc.zip                                          *
*                                                                            *
*  This program may be used for calculating the mean and variance of the     *
*  multivariate Fisher's noncentral hypergeometric distribution.             *
*                                                                            *
*  Instructions:                                                             *
*  1. Define your parameters below where indicated.                          *
*  2. Compile for console mode and run.                                      *
*  To test the univariate distribution set colors = 2                        *
*                                                                            *
*  The output will show:                                                     *
*  The measured mean and variance.                                           *
*  The theoretical mean and variance calculated by the approximate formula.  *
*  The exact mean and variance are calculated only when possible within      *
*  a reasonable time.                                                        *
*****************************************************************************/

#include <time.h>                      // define time()
#include "randomc.h"                   // define classes for random number generators
#define RANDOM_GENERATOR TRandomMersenne // define which random number generator to use
#include "mersenne.cpp"                // code for this random number generator
#include "stocc.h"                     // define random library classes
#include "stoc1.cpp"                   // random library source code
#include "stoc3.cpp"                   // random library source code
#include "userintf.cpp"                // define system specific user interface


/*****************************************************************************
*     define your parameters here:                                           *
*****************************************************************************/

const int colors = 4;                  // number of colors

long int n = 100;                      // number of balls to pick

long int mlist[] = 
  {50, 30, 50, 80};                    // number of balls of each color

double wlist[] = 
  {1, 6, 3, 2};                        // weight of each color

long int nsamp = 10000;                // number of samples
    
 
/*****************************************************************************
*    main                                                                    *
*****************************************************************************/

void main() {

  long int xlist[colors];              // sampled vector
  double sum[colors];                  // sum of x
  double ssum[colors];                 // squaresum of x
  double mu1[colors];                  // calculated approximate mean
  double mu2[colors];                  // calculated exact mean
  double var1[colors];                 // calculated approximate variance
  double var2[colors];                 // calculated exact variance
  long int comb;                       // number of possible x combinations
  double mean0;                        // sampled mean
  double var0;                         // sampled variance
  double cmb;                          // product of elements in mlist
  long int seconds;                    // measuring calculation time
  long int x;                          // sample of color i
  long int sam;                        // sample counter
  int i;                               // color index

  // make instance of random library with time as seed
  StochasticLib3 sto(time(0));

  // initialize arrays
  memset(sum,  0, sizeof(sum));
  memset(ssum, 0, sizeof(ssum));
  memset(mu2,  0, sizeof(mu2));
  memset(var2, 0, sizeof(var2));

  // print message
  printf("\nsampling from multivariate Fisher's noncentral hypergeometric distribution...");
  seconds = time(0);
  
  // sample nsamp times
  for (sam = 0; sam < nsamp; sam++) {

    // make sample
    sto.MultiFishersNCHyp(xlist, mlist, wlist, n, colors);

    // update sums
    for (i=0; i<colors; i++) {
      x = xlist[i];
      sum[i] += x;
      ssum[i] += (double)x*x;}}

  // output time used for sampling
  seconds = time(0) - seconds;
  printf("\n%li samples in %lu s\n", nsamp, seconds);
    
  // calculate approximate mean and variance
  CMultiFishersNCHypergeometric mfnch(n, mlist, wlist, colors, 1E-10f);
  mfnch.mean(mu1);
  mfnch.variance(var1);

  // estimate how much time exact calculation would take
  for (i=0, cmb=1.; i<colors; i++) if (var1[i]>0.) cmb *= 4.5 * sqrt(var1[i]);
  if (cmb < 1E9) {
    // do exact calculation
    printf("\ncalculating all possible combinations...");
    seconds = time(0);
    mfnch.moments(mu2,var2, &comb);
    // output time used for exact calculation
    seconds = time(0) - seconds;
    printf("\n%li combinations calculated in %li s.\n", comb, seconds);}

  // print table heading
  printf("\n                     sampled    approx     exact   sampled    approx     exact");
  printf("\n   balls    weight      mean      mean      mean  variance  variance  variance");
  
  // make table for all colors
  for (i=0; i<colors; i++) {
    // calculate sampled mean and variance
    mean0 = sum[i] / nsamp;
    var0 = (ssum[i] - sum[i]*sum[i]/nsamp) / (nsamp-1);
    // output table line
    printf("\n%8li %9.3f %9.3f %9.3f %9.3f %9.3f %9.3f %9.3f",
    mlist[i], wlist[i], mean0, mu1[i], mu2[i], var0, var1[i], var2[i]);}


  EndOfProgram();                      // system-specific exit code
  }