Difference between revisions of "cpp/numeric/random/extreme value distribution"
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int main() | int main() |
Revision as of 05:30, 24 June 2022
Defined in header <random>
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template< class RealType = double > class extreme_value_distribution; |
(since C++11) | |
Produces random numbers according to the extreme value distribution (it is also known as Gumbel Type I, log-Weibull, Fisher-Tippett Type I):
- p(x;a,b) =
exp⎛1 b
⎜
⎝
- exp⎛a-x b
⎜
⎝
⎞a-x b
⎟
⎠⎞
⎟
⎠
std::extreme_value_distribution
satisfies all requirements of RandomNumberDistribution
Contents |
Template parameters
RealType | - | The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double. |
Member types
Member type | Definition |
result_type
|
RealType |
param_type (C++11)
|
the type of the parameter set, see RandomNumberDistribution. |
Member functions
(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) |
Non-member functions
(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) |
Example
Run this code
#include <random> #include <map> #include <iomanip> 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()}; std::extreme_value_distribution<> d{-1.618f, 1.618f}; const int norm = 10'000; const float cutoff = 0.000'3f; 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(const auto [n,p] : hist) { float x = p*(1.0f/norm); if (x > cutoff) { bars.push_back(x); indices.push_back(n); } } draw_vbars<8,4>(bars); for (int n : indices) { std::cout << " " << std::setw(2) << n << " "; } std::cout << '\n'; }
Possible output:
████ ▅▅▅▅ ┬ 0.2186 ████ ████ │ ▁▁▁▁ ████ ████ ▇▇▇▇ │ ████ ████ ████ ████ │ ████ ████ ████ ████ ▆▆▆▆ │ ████ ████ ████ ████ ████ ▁▁▁▁ │ ▄▄▄▄ ████ ████ ████ ████ ████ ████ ▃▃▃▃ │ ▁▁▁▁ ████ ████ ████ ████ ████ ████ ████ ████ ▆▆▆▆ ▃▃▃▃ ▂▂▂▂ ▁▁▁▁ ▁▁▁▁ ▁▁▁▁ ▁▁▁▁ ┴ 0.0005 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10
External links
Weisstein, Eric W. "Extreme Value Distribution." From MathWorld--A Wolfram Web Resource.