Difference between revisions of "cpp/numeric/random/chi squared distribution"
From cppreference.com
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{{cpp/title|chi_squared_distribution}} | {{cpp/title|chi_squared_distribution}} | ||
{{cpp/numeric/random/chi_squared_distribution/navbar}} | {{cpp/numeric/random/chi_squared_distribution/navbar}} | ||
− | {{ddcl | header=random | since=c++11 | 1= | + | {{ddcl|header=random|since=c++11|1= |
− | template< class RealType = double | + | template< |
− | class chi_squared_distribution; | + | class RealType = double |
+ | > class chi_squared_distribution; | ||
}} | }} | ||
The {{tt|chi_squared_distribution}} produces random numbers {{mathjax-or|\(\small x>0\)|x>0}} according to the [[enwiki:Chi-squared_distribution|Chi-squared distribution]]: | The {{tt|chi_squared_distribution}} produces random numbers {{mathjax-or|\(\small x>0\)|x>0}} according to the [[enwiki:Chi-squared_distribution|Chi-squared distribution]]: | ||
− | :{{mathjax-or|1=\({\small f(x;n) = }\frac{x^{(n/2)-1}\exp{(-x/2)} }{\Gamma{(n/2)}2^{n/2} }\)|2=f(x;n) = {{mfrac||x{{su|p=(n/2)-1}} {{mexp|-x/2}} | Γ(n/2) 2{{su|p=n/2}} }} }} | + | :{{mathjax-or|1=\({\small f(x;n) = }\frac{x^{(n/2)-1}\exp{(-x/2)} }{\Gamma{(n/2)}2^{n/2} }\)|2=f(x;n) = {{mfrac||x{{su|p=(n/2)-1}} {{mexp|-x/2}}|Γ(n/2) 2{{su|p=n/2}}}} }} |
− | {{mathjax-or|\(\small\Gamma\)|Γ}} is the | + | {{mathjax-or|\(\small\Gamma\)|Γ}} is the {{enwiki|Gamma_function|Gamma function}} (See also {{lc|std::tgamma}}) and {{mathjax-or|\(\small n\)|n}} are the {{enwiki|Degrees_of_freedom_(statistics)|degrees of freedom}} (default 1). |
{{tt|std::chi_squared_distribution}} satisfies all requirements of {{named req|RandomNumberDistribution}} | {{tt|std::chi_squared_distribution}} satisfies all requirements of {{named req|RandomNumberDistribution}} | ||
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===Member types=== | ===Member types=== | ||
{{dsc begin}} | {{dsc begin}} | ||
− | {{dsc hitem | Member type | Definition}} | + | {{dsc hitem|Member type|Definition}} |
− | {{dsc | {{tt|result_type}}{{mark c++11}} | {{c|RealType}}}} | + | {{dsc|{{tt|result_type}}{{mark c++11}}|{{c|RealType}}}} |
{{cpp/numeric/random/param_type}} | {{cpp/numeric/random/param_type}} | ||
{{dsc end}} | {{dsc end}} | ||
Line 28: | Line 29: | ||
===Member functions=== | ===Member functions=== | ||
{{dsc begin}} | {{dsc begin}} | ||
− | {{dsc inc | cpp/numeric/random/distribution/dsc constructor | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc constructor|chi_squared_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc reset | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc reset|chi_squared_distribution}} |
− | {{dsc h2 | Generation}} | + | {{dsc h2|Generation}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc operator() | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc operator()|chi_squared_distribution}} |
− | {{dsc h2 | Characteristics}} | + | {{dsc h2|Characteristics}} |
− | {{dsc inc | cpp/numeric/random/chi_squared_distribution/dsc n}} | + | {{dsc inc|cpp/numeric/random/chi_squared_distribution/dsc n}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc param | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc param|chi_squared_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc min | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc min|chi_squared_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc max | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc max|chi_squared_distribution}} |
{{dsc end}} | {{dsc end}} | ||
===Non-member functions=== | ===Non-member functions=== | ||
{{dsc begin}} | {{dsc begin}} | ||
− | {{dsc inc | cpp/numeric/random/distribution/dsc operator_cmp | chi_squared_distribution }} | + | {{dsc inc|cpp/numeric/random/distribution/dsc operator_cmp|chi_squared_distribution }} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc operator_ltltgtgt | chi_squared_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc operator_ltltgtgt|chi_squared_distribution}} |
{{dsc end}} | {{dsc end}} | ||
===Example=== | ===Example=== | ||
{{example | {{example | ||
− | + | |code= | |
#include <random> | #include <random> | ||
#include <iomanip> | #include <iomanip> | ||
#include <map> {{cpp/numeric/draw_vbars}} | #include <map> {{cpp/numeric/draw_vbars}} | ||
− | int main() { | + | int main() |
+ | { | ||
std::random_device rd{}; | std::random_device rd{}; | ||
std::mt19937 gen{rd()}; | std::mt19937 gen{rd()}; | ||
− | auto χ2 = [&gen](const float dof) { | + | auto χ2 = [&gen](const float dof) |
+ | { | ||
std::chi_squared_distribution<float> d{ dof /* n */ }; | std::chi_squared_distribution<float> d{ dof /* n */ }; | ||
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std::map<int, int> hist{}; | std::map<int, int> hist{}; | ||
− | for (int n=0; n!=norm; ++n) | + | for (int n=0; n!=norm; ++n) |
+ | ++hist[std::round(d(gen))]; | ||
std::vector<float> bars; | std::vector<float> bars; | ||
std::vector<int> indices; | std::vector<int> indices; | ||
− | for (auto const& [n, p] : hist) { | + | for (auto const& [n, p] : hist) |
− | if (float x = p * (1.0/norm); cutoff < x) { | + | { |
+ | if (float x = p * (1.0/norm); cutoff < x) | ||
+ | { | ||
bars.push_back(x); | bars.push_back(x); | ||
indices.push_back(n); | indices.push_back(n); | ||
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std::cout << "dof = " << dof << ":\n"; | std::cout << "dof = " << dof << ":\n"; | ||
draw_vbars<4,3>(bars); | draw_vbars<4,3>(bars); | ||
− | for (int n : indices) | + | for (int n : indices) |
+ | std::cout << "" << std::setw(2) << n << " "; | ||
std::cout << "\n\n"; | std::cout << "\n\n"; | ||
}; | }; | ||
− | for (float dof : {1.f, 2.f, 3.f, 4.f, 6.f, 9.f}) χ2(dof); | + | for (float dof : {1.f, 2.f, 3.f, 4.f, 6.f, 9.f}) |
+ | χ2(dof); | ||
} | } | ||
|p=true | |p=true | ||
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███ ███ │ | ███ ███ │ | ||
███ ███ ▇▇▇ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.003 | ███ ███ ▇▇▇ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.003 | ||
− | 0 1 2 3 4 5 6 7 8 | + | 0 1 2 3 4 5 6 7 8 |
dof = 2: | dof = 2: | ||
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███ ███ ███ ▄▄▄ │ | ███ ███ ███ ▄▄▄ │ | ||
███ ███ ███ ███ ▇▇▇ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.004 | ███ ███ ███ ███ ▇▇▇ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.004 | ||
− | 0 1 2 3 4 5 6 7 8 9 10 | + | 0 1 2 3 4 5 6 7 8 9 10 |
dof = 3: | dof = 3: | ||
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▃▃▃ ███ ███ ███ ▇▇▇ ▁▁▁ │ | ▃▃▃ ███ ███ ███ ▇▇▇ ▁▁▁ │ | ||
███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0033 | ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0033 | ||
− | 0 1 2 3 4 5 6 7 8 9 10 11 12 | + | 0 1 2 3 4 5 6 7 8 9 10 11 12 |
dof = 4: | dof = 4: | ||
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███ ███ ███ ███ ███ ▅▅▅ ▁▁▁ │ | ███ ███ ███ ███ ███ ▅▅▅ ▁▁▁ │ | ||
▅▅▅ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0026 | ▅▅▅ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0026 | ||
− | 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | + | 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
dof = 6: | dof = 6: | ||
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▁▁▁ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▂▂▂ │ | ▁▁▁ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▂▂▂ │ | ||
▁▁▁ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0031 | ▁▁▁ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0031 | ||
− | 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | + | 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 |
dof = 9: | dof = 9: | ||
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▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▃▃▃ │ | ▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▃▃▃ │ | ||
▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0034 | ▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0034 | ||
− | 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | + | 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 |
}} | }} | ||
===External links=== | ===External links=== | ||
− | + | {{elink begin}} | |
− | + | {{elink|[https://mathworld.wolfram.com/Chi-SquaredDistribution.html Weisstein, Eric W. "Chi-Squared Distribution."] From MathWorld — A Wolfram Web Resource.}} | |
+ | {{elink|{{enwiki|Chi-squared_distribution|Chi-squared distribution.}} From Wikipedia.}} | ||
+ | {{elink end}} | ||
{{langlinks|de|es|fr|it|ja|pt|ru|zh}} | {{langlinks|de|es|fr|it|ja|pt|ru|zh}} |
Revision as of 05:46, 21 January 2023
Defined in header <random>
|
||
template< class RealType = double |
(since C++11) | |
The chi_squared_distribution
produces random numbers x>0 according to the Chi-squared distribution:
- f(x;n) =
x(n/2)-1 e-x/2 Γ(n/2) 2n/2
Γ is the Gamma function (See also std::tgamma) and n are the degrees of freedom (default 1).
std::chi_squared_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 (C++11)
|
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 degrees of freedom (n) distribution parameter (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 <iomanip> #include <map> 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 χ2 = [&gen](const float dof) { std::chi_squared_distribution<float> d{ dof /* 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 << "dof = " << dof << ":\n"; draw_vbars<4,3>(bars); for (int n : indices) std::cout << "" << std::setw(2) << n << " "; std::cout << "\n\n"; }; for (float dof : {1.f, 2.f, 3.f, 4.f, 6.f, 9.f}) χ2(dof); }
Possible output:
dof = 1: ███ ┬ 0.5271 ███ │ ███ ███ │ ███ ███ ▇▇▇ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.003 0 1 2 3 4 5 6 7 8 dof = 2: ███ ┬ 0.3169 ▆▆▆ ███ ▃▃▃ │ ███ ███ ███ ▄▄▄ │ ███ ███ ███ ███ ▇▇▇ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.004 0 1 2 3 4 5 6 7 8 9 10 dof = 3: ███ ▃▃▃ ┬ 0.2439 ███ ███ ▄▄▄ │ ▃▃▃ ███ ███ ███ ▇▇▇ ▁▁▁ │ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0033 0 1 2 3 4 5 6 7 8 9 10 11 12 dof = 4: ▂▂▂ ███ ▃▃▃ ┬ 0.1864 ███ ███ ███ ███ ▂▂▂ │ ███ ███ ███ ███ ███ ▅▅▅ ▁▁▁ │ ▅▅▅ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0026 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 dof = 6: ▅▅▅ ▇▇▇ ███ ▂▂▂ ┬ 0.1351 ▅▅▅ ███ ███ ███ ███ ▇▇▇ ▁▁▁ │ ▁▁▁ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▂▂▂ │ ▁▁▁ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0031 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 dof = 9: ▅▅▅ ▇▇▇ ███ ███ ▄▄▄ ▂▂▂ ┬ 0.1044 ▃▃▃ ███ ███ ███ ███ ███ ███ ▅▅▅ ▁▁▁ │ ▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▃▃▃ │ ▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0034 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
External links
Weisstein, Eric W. "Chi-Squared Distribution." From MathWorld — A Wolfram Web Resource. | |
Chi-squared distribution. From Wikipedia. |