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Difference between revisions of "cpp/numeric/random/chi squared distribution"

From cppreference.com
< cpp‎ | numeric‎ | random
m (Example: making the code ready for g++-12.1.)
m (fmt)
Line 1: Line 1:
 
{{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 [[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).
+
{{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}}
Line 21: Line 22:
 
===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=
+
|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 */ };
  
Line 65: Line 68:
  
 
         std::map<int, int> hist{};
 
         std::map<int, int> hist{};
         for (int n=0; n!=norm; ++n) { ++hist[std::round(d(gen))]; }
+
         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);
Line 78: Line 84:
 
         std::cout << "dof = " << dof << ":\n";
 
         std::cout << "dof = " << dof << ":\n";
 
         draw_vbars<4,3>(bars);
 
         draw_vbars<4,3>(bars);
         for (int n : indices) { std::cout << "" << std::setw(2) << n << "  "; }
+
         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
Line 91: Line 99:
 
███ ███                            │
 
███ ███                            │
 
███ ███ ▇▇▇ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 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:
Line 98: Line 106:
 
███ ███ ███ ▄▄▄                            │
 
███ ███ ███ ▄▄▄                            │
 
███ ███ ███ ███ ▇▇▇ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 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:
Line 105: Line 113:
 
▃▃▃ ███ ███ ███ ▇▇▇ ▁▁▁                            │
 
▃▃▃ ███ ███ ███ ▇▇▇ ▁▁▁                            │
 
███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 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:
Line 112: Line 120:
 
     ███ ███ ███ ███ ███ ▅▅▅ ▁▁▁                                │
 
     ███ ███ ███ ███ ███ ▅▅▅ ▁▁▁                                │
 
▅▅▅ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 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:
Line 119: Line 127:
 
     ▁▁▁ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▂▂▂                                │
 
     ▁▁▁ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▂▂▂                                │
 
▁▁▁ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▅▅▅ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 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:
Line 126: Line 134:
 
     ▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▃▃▃                                │
 
     ▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▃▃▃                                │
 
▄▄▄ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ███ ▆▆▆ ▄▄▄ ▃▃▃ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 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===
* [http://mathworld.wolfram.com/Chi-SquaredDistribution.html Weisstein, Eric W. "Chi-Squared Distribution."] From MathWorld--A Wolfram Web Resource.
+
{{elink begin}}
* [[enwiki:Chi-squared_distribution|Chi-squared distribution.]] From Wikipedia.
+
{{elink|[https://mathworld.wolfram.com/Chi-SquaredDistribution.html Weisstein, Eric W. "Chi-Squared Distribution."] From MathWorld &mdash; 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

> class chi_squared_distribution;
(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

constructs new distribution
(public member function) [edit]
(C++11)
resets the internal state of the distribution
(public member function) [edit]
Generation
generates the next random number in the distribution
(public member function) [edit]
Characteristics
(C++11)
returns the degrees of freedom (n) distribution parameter
(public member function) [edit]
(C++11)
gets or sets the distribution parameter object
(public member function) [edit]
(C++11)
returns the minimum potentially generated value
(public member function) [edit]
(C++11)
returns the maximum potentially generated value
(public member function) [edit]

Non-member functions

(C++11)(C++11)(removed in C++20)
compares two distribution objects
(function) [edit]
performs stream input and output on pseudo-random number distribution
(function template) [edit]

Example

#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.