Defined in header <random> | ||
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template< class RealType = double > class fisher_f_distribution; | (since C++11) |
Produces random numbers according to the F-distribution: \(P(x;m,n)=\frac{\Gamma{(\frac{m+n}{2})} }{\Gamma{(\frac{m}{2})}\Gamma{(\frac{n}{2})} }{(\frac{m}{n})}^{\frac{m}{2} }x^{\frac{m}{2}-1}{(1+\frac{m}{n}x)}^{-\frac{m+n}{2} }\)P(x;m,n) =
Γ((m+n)/2)/Γ(m/2) Γ(n/2) (m/n)m/2\(\small m\)m and \(\small n\)n are the degrees of freedom.
std::fisher_f_distribution
satisfies all requirements of RandomNumberDistribution.
RealType | - | The result type generated by the generator. The effect is undefined if this is not one of float , double , or long double . |
Member type | Definition |
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result_type (C++11) | RealType |
param_type (C++11) | the type of the parameter set, see RandomNumberDistribution. |
(C++11) | constructs new distribution (public member function) |
(C++11) | resets the internal state of the distribution (public member function) |
Generation |
|
(C++11) | generates the next random number in the distribution (public member function) |
Characteristics |
|
(C++11) | returns the distribution parameters (public member function) |
(C++11) | gets or sets the distribution parameter object (public member function) |
(C++11) | returns the minimum potentially generated value (public member function) |
(C++11) | returns the maximum potentially generated value (public member function) |
(C++11)(C++11)(removed in C++20) | compares two distribution objects (function) |
(C++11) | performs stream input and output on pseudo-random number distribution (function template) |
#include <algorithm> #include <cmath> #include <iomanip> #include <iostream> #include <map> #include <random> #include <vector> template<int Height = 5, int BarWidth = 1, int Padding = 1, int Offset = 0, class Seq> void draw_vbars(Seq&& s, const bool DrawMinMax = true) { static_assert(0 < Height and 0 < BarWidth and 0 <= Padding and 0 <= Offset); auto cout_n = [](auto&& v, int n = 1) { while (n-- > 0) std::cout << v; }; const auto [min, max] = std::minmax_element(std::cbegin(s), std::cend(s)); std::vector<std::div_t> qr; for (typedef decltype(*std::cbegin(s)) V; V e : s) qr.push_back(std::div(std::lerp(V(0), 8 * Height, (e - *min) / (*max - *min)), 8)); for (auto h {Height}; h-- > 0; cout_n('\n')) { cout_n(' ', Offset); for (auto dv : qr) { const auto q {dv.quot}, r {dv.rem}; unsigned char d[] {0xe2, 0x96, 0x88, 0}; // Full Block: '█' q < h ? d[0] = ' ', d[1] = 0 : q == h ? d[2] -= (7 - r) : 0; cout_n(d, BarWidth), cout_n(' ', Padding); } if (DrawMinMax && Height > 1) Height - 1 == h ? std::cout << "┬ " << *max: h ? std::cout << "│ " : std::cout << "┴ " << *min; } } int main() { std::random_device rd {}; std::mt19937 gen {rd()}; auto fisher = [&gen](const float d1, const float d2) { std::fisher_f_distribution<float> d {d1 /* m */, d2 /* n */}; const int norm = 1'00'00; const float cutoff = 0.002f; std::map<int, int> hist {}; for (int n = 0; n != norm; ++n) ++hist[std::round(d(gen))]; std::vector<float> bars; std::vector<int> indices; for (auto const& [n, p] : hist) if (float x = p * (1.0 / norm); cutoff < x) { bars.push_back(x); indices.push_back(n); } std::cout << "d₁ = " << d1 << ", d₂ = " << d2 << ":\n"; for (draw_vbars<4, 3>(bars); int n : indices) std::cout << std::setw(2) << n << " "; std::cout << "\n\n"; }; fisher(/* d₁ = */ 1.0f, /* d₂ = */ 5.0f); fisher(/* d₁ = */ 15.0f, /* d₂ = */ 10.f); fisher(/* d₁ = */ 100.0f, /* d₂ = */ 3.0f); }
Possible output:
d₁ = 1, d₂ = 5: ███ ┬ 0.4956 ███ │ ███ ▇▇▇ │ ███ ███ ▇▇▇ ▄▄▄ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021 0 1 2 3 4 5 6 7 8 9 10 11 12 14 d₁ = 15, d₂ = 10: ███ ┬ 0.6252 ███ │ ███ ▂▂▂ │ ▆▆▆ ███ ███ ▃▃▃ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0023 0 1 2 3 4 5 6 d₁ = 100, d₂ = 3: ███ ┬ 0.4589 ███ │ ▁▁▁ ███ ▅▅▅ │ ███ ███ ███ ▆▆▆ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Weisstein, Eric W. "F-Distribution." From MathWorld — A Wolfram Web Resource. |
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