Difference between revisions of "cpp/numeric/random/fisher f distribution"
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{{cpp/title|fisher_f_distribution}} | {{cpp/title|fisher_f_distribution}} | ||
{{cpp/numeric/random/fisher_f_distribution/navbar}} | {{cpp/numeric/random/fisher_f_distribution/navbar}} | ||
− | {{ddcl | header=random | | + | {{ddcl|header=random|since=c++11|1= |
template< class RealType = double > | template< class RealType = double > | ||
class fisher_f_distribution; | class fisher_f_distribution; | ||
}} | }} | ||
− | + | Produces random numbers according to the {{enwiki|F-distribution}}: | |
− | :{{ | + | :{{mathjax-or|1=\(P(x;m,n)=\frac{\Gamma{(\frac{m+n}{2})} }{\Gamma{(\frac{m}{2})}\Gamma{(\frac{n}{2})} }{(\frac{m}{n})}^{\frac{m}{2} }x^{\frac{m}{2}-1}{(1+\frac{m}{n}x)}^{-\frac{m+n}{2} }\)|2=P(x;m,n) = {{mfrac||Γ((m+n)/2)|Γ(m/2) Γ(n/2) }} (m/n){{su|p=m/2}} x{{su|p=(m/2)-1}} (1+{{mfrac||mx|n}}){{su|p=-(m+n)/2}}}} |
− | {{ | + | {{mathjax-or|\(\small m\)|m}} and {{mathjax-or|\(\small n\)|n}} are the {{enwiki|degrees of freedom (statistics)|degrees of freedom}}. |
+ | |||
+ | {{ttt|std::fisher_f_distribution}} satisfies all requirements of {{named req|RandomNumberDistribution}}. | ||
+ | |||
+ | ===Template parameters=== | ||
+ | {{par begin}} | ||
+ | {{cpp/numeric/random/param_list|RealType}} | ||
+ | {{par end}} | ||
===Member types=== | ===Member types=== | ||
{{dsc begin}} | {{dsc begin}} | ||
− | {{dsc hitem | Member type | Definition}} | + | {{dsc hitem|Member type|Definition}} |
− | {{dsc | {{tt|result_type}} | + | {{dsc|{{tt|result_type}} {{mark c++11}}|{{co|RealType}}}} |
− | {{ | + | {{cpp/numeric/random/param_type}} |
{{dsc end}} | {{dsc end}} | ||
===Member functions=== | ===Member functions=== | ||
{{dsc begin}} | {{dsc begin}} | ||
− | {{dsc inc | cpp/numeric/random/distribution/dsc constructor | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc constructor|fisher_f_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc reset | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc reset|fisher_f_distribution}} |
− | {{dsc h2 | Generation}} | + | {{dsc h2|Generation}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc operator() | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc operator()|fisher_f_distribution}} |
− | {{dsc h2 | Characteristics}} | + | {{dsc h2|Characteristics}} |
− | {{dsc inc | cpp/numeric/random/ | + | {{dsc inc|cpp/numeric/random/distribution/dsc params|fisher_f_distribution}} |
− | + | {{dsc inc|cpp/numeric/random/distribution/dsc param|fisher_f_distribution}} | |
− | {{dsc inc | cpp/numeric/random/distribution/dsc param | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc min|fisher_f_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc min | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc max|fisher_f_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc max | fisher_f_distribution}} | + | |
{{dsc end}} | {{dsc end}} | ||
===Non-member functions=== | ===Non-member functions=== | ||
{{dsc begin}} | {{dsc begin}} | ||
− | {{dsc inc | cpp/numeric/random/distribution/dsc operator_cmp | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc operator_cmp|fisher_f_distribution}} |
− | {{dsc inc | cpp/numeric/random/distribution/dsc operator_ltltgtgt | fisher_f_distribution}} | + | {{dsc inc|cpp/numeric/random/distribution/dsc operator_ltltgtgt|fisher_f_distribution}} |
{{dsc end}} | {{dsc end}} | ||
===Example=== | ===Example=== | ||
{{example | {{example | ||
− | + | |code= | |
− | | output= | + | #include <algorithm> |
+ | #include <cmath> | ||
+ | #include <iomanip> | ||
+ | #include <iostream> | ||
+ | #include <map> | ||
+ | #include <random> | ||
+ | #include <vector> | ||
+ | |||
+ | {{cpp/numeric/draw_vbars}} | ||
+ | |||
+ | 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); | ||
+ | } | ||
+ | |p=true | ||
+ | |output=<nowiki/> | ||
+ | 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 | ||
+ | |||
}} | }} | ||
===External links=== | ===External links=== | ||
− | [ | + | {{eli|[https://mathworld.wolfram.com/F-Distribution.html Weisstein, Eric W. "F-Distribution."] From MathWorld — A Wolfram Web Resource.}} |
− | + | {{langlinks|de|es|fr|it|ja|pt|ru|zh}} | |
− | + | ||
− | + | ||
− | + | ||
− | + | ||
− | + | ||
− | + | ||
− | + |
Latest revision as of 10:47, 17 October 2023
Defined in header <random>
|
||
template< class RealType = double > class fisher_f_distribution; |
(since C++11) | |
Produces random numbers according to the F-distribution:
- P(x;m,n) =
(m/n)m/2 x(m/2)-1 (1+Γ((m+n)/2) Γ(m/2) Γ(n/2)
)-(m+n)/2mx n
m and n are the degrees of freedom.
std::fisher_f_distribution
satisfies all requirements of RandomNumberDistribution.
Contents |
[edit] 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. |
[edit] Member types
Member type | Definition |
result_type (C++11)
|
RealType |
param_type (C++11)
|
the type of the parameter set, see RandomNumberDistribution. |
[edit] 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) |
[edit] 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) |
[edit] Example
Run this code
#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
[edit] External links
Weisstein, Eric W. "F-Distribution." From MathWorld — A Wolfram Web Resource. |