Namespaces
Variants
Views
Actions

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

From cppreference.com
< cpp‎ | numeric‎ | random
m (r2.7.3) (Robot: Adding de, es, fr, it, ja, pt, ru, zh)
m (fmt)
 
(17 intermediate revisions by 7 users not shown)
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 | notes={{mark since c++11}} | 1=
+
{{ddcl|header=random|since=c++11|1=
 
template< class RealType = double >
 
template< class RealType = double >
 
class chi_squared_distribution;
 
class chi_squared_distribution;
 
}}
 
}}
  
The {{tt|chi_squared_distribution}} produces random numbers {{math|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}}:
  
:{{math|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}}}}}}
  
{{math|Γ}} is the [[enwiki:Gamma_function|Gamma function]] (See also {{c|std::tgamma}}) and {{math|n}} are the [[enwiki:Degrees_of_freedom_(statistics)|degrees of freedom]] (default 1).
+
{{mathjax-or|\(\small\Gamma\)|Γ}} is the {{enwiki|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).
 +
 
 +
{{ttt|std::chi_squared_distribution}} satisfies all requirements of {{named req|RandomNumberDistribution}}.
 +
 
 +
===Template parameters===
 +
{{par begin}}
 +
{{cpp/numeric/random/param_list|RealType}}
 +
{{par end}}
  
 
===Member types===
 
===Member types===
{{dcl list begin}}
+
{{dsc begin}}
{{dcl list hitem | Member type | Definition}}
+
{{dsc hitem|Member type|Definition}}
{{dcl list item | {{tt|result_type}} | {{c|RealType}}}}
+
{{dsc|{{tt|result_type}} {{mark c++11}}|{{co|RealType}}}}
{{dcl list item | {{tt|param_type}} | the type of the parameter set, unspecified}}
+
{{cpp/numeric/random/param_type}}
{{dcl list end}}
+
{{dsc end}}
  
 
===Member functions===
 
===Member functions===
{{dcl list begin}}
+
{{dsc begin}}
{{dcl list template | cpp/numeric/random/distribution/dcl list constructor | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc constructor|chi_squared_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list reset | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc reset|chi_squared_distribution}}
  
{{dcl list h2 | Generation}}
+
{{dsc h2|Generation}}
{{dcl list template | cpp/numeric/random/distribution/dcl list operator() | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc operator()|chi_squared_distribution}}
  
{{dcl list h2 | Characteristics}}
+
{{dsc h2|Characteristics}}
{{dcl list template | cpp/numeric/random/chi_squared_distribution/dcl list n}}
+
{{dsc inc|cpp/numeric/random/chi_squared_distribution/dsc n}}
{{dcl list template | cpp/numeric/random/distribution/dcl list param | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc param|chi_squared_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list min | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc min|chi_squared_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list max | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc max|chi_squared_distribution}}
{{dcl list end}}
+
{{dsc end}}
  
 
===Non-member functions===
 
===Non-member functions===
{{dcl list begin}}
+
{{dsc begin}}
{{dcl list template | cpp/numeric/random/distribution/dcl list operator_cmp | chi_squared_distribution }}
+
{{dsc inc|cpp/numeric/random/distribution/dsc operator_cmp|chi_squared_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list operator_ltltgtgt | chi_squared_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc operator_ltltgtgt|chi_squared_distribution}}
{{dcl list end}}
+
{{dsc end}}
  
 
===Example===
 
===Example===
 
{{example
 
{{example
| code=
+
|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 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";
 +
 
 +
        for (draw_vbars<4, 3>(bars); 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);
 +
}
 +
|p=true
 +
|output=<nowiki/>
 +
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===
 
===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}} &mdash; From Wikipedia.}}
 +
{{elink end}}
  
[[de:cpp/numeric/random/chi squared distribution]]
+
{{langlinks|de|es|fr|it|ja|pt|ru|zh}}
[[es:cpp/numeric/random/chi squared distribution]]
+
[[fr:cpp/numeric/random/chi squared distribution]]
+
[[it:cpp/numeric/random/chi squared distribution]]
+
[[ja:cpp/numeric/random/chi squared distribution]]
+
[[pt:cpp/numeric/random/chi squared distribution]]
+
[[ru:cpp/numeric/random/chi squared distribution]]
+
[[zh:cpp/numeric/random/chi squared distribution]]
+

Latest revision as of 04:03, 21 December 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

[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

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]

[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]

[edit] Example

#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 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";
 
        for (draw_vbars<4, 3>(bars); 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

[edit] External links

  Weisstein, Eric W. "Chi-Squared Distribution." From MathWorld — A Wolfram Web Resource.
  Chi-squared distribution — From Wikipedia.