src/core/random-variable.cc
author Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
Thu, 07 Feb 2008 22:40:46 +0100
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child 2409 8744ec60e8e6
permissions -rw-r--r--
add Value support to RandomVariable.
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/* -*- Mode:C++; c-file-style:"gnu"; indent-tabs-mode:nil; -*- */
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//
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// Copyright (c) 2006 Georgia Tech Research Corporation
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//
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// This program is free software; you can redistribute it and/or modify
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// it under the terms of the GNU General Public License version 2 as
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// published by the Free Software Foundation;
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU General Public License
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// along with this program; if not, write to the Free Software
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// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
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//
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// Author: Rajib Bhattacharjea<raj.b@gatech.edu>
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//
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#include <iostream>
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#include <math.h>
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#include <stdlib.h>
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#include <sys/time.h>			// for gettimeofday
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#include <unistd.h>
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#include <iostream>
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#include <sys/types.h>
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#include <sys/stat.h>
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#include <fcntl.h>       
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#include <sstream>
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#include "assert.h"
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#include "random-variable.h"
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#include "rng-stream.h"
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#include "fatal-error.h"
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using namespace std;
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namespace ns3{
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// RandomVariableBase methods
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class RandomVariableBase 
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{
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public:
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  RandomVariableBase ();
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  RandomVariableBase (const RandomVariableBase &o);
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  virtual ~RandomVariableBase();
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  virtual double  GetValue() = 0;
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  virtual uint32_t GetIntValue();
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  virtual RandomVariableBase*   Copy(void) const = 0;
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  virtual void GetSeed(uint32_t seed[6]);
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  static  void UseDevRandom(bool udr = true);
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  static void UseGlobalSeed(uint32_t s0, uint32_t s1, uint32_t s2, 
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                            uint32_t s3, uint32_t s4, uint32_t s5);
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  static void SetRunNumber(uint32_t n);
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private:
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  static void GetRandomSeeds(uint32_t seeds[6]);
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private:
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  static bool useDevRandom;    // True if using /dev/random desired
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  static bool globalSeedSet;   // True if global seed has been specified
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  static int  devRandom;       // File handle for /dev/random
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  static uint32_t globalSeed[6]; // The global seed to use
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  friend class RandomVariableInitializer;
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protected:
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  static unsigned long heuristic_sequence;
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  static RngStream* m_static_generator;
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  static uint32_t runNumber;
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  static void Initialize();    // Initialize  the RNG system
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  static bool initialized;     // True if package seed is set 
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  RngStream* m_generator;  //underlying generator being wrapped
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};
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bool          RandomVariableBase::initialized = false;   // True if RngStream seed set 
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bool          RandomVariableBase::useDevRandom = false;  // True if use /dev/random
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bool          RandomVariableBase::globalSeedSet = false; // True if GlobalSeed called
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int           RandomVariableBase::devRandom = -1;
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uint32_t      RandomVariableBase::globalSeed[6];
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unsigned long RandomVariableBase::heuristic_sequence;
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RngStream*    RandomVariableBase::m_static_generator = 0;
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uint32_t      RandomVariableBase::runNumber = 0;
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//the static object random_variable_initializer initializes the static members
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//of RandomVariable
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static class RandomVariableInitializer
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{
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  public:
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  RandomVariableInitializer()
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  {
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//     RandomVariableBase::Initialize(); // sets the static package seed
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//     RandomVariableBase::m_static_generator = new RngStream();
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//     RandomVariableBase::m_static_generator->InitializeStream();
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  }
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  ~RandomVariableInitializer()
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  {
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    delete RandomVariableBase::m_static_generator;
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  }
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} random_variable_initializer;
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RandomVariableBase::RandomVariableBase() 
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  : m_generator(NULL)
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{
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//   m_generator = new RngStream();
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//   m_generator->InitializeStream();
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//   m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
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}
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RandomVariableBase::RandomVariableBase(const RandomVariableBase& r)
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  :m_generator(0)
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{
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  if(r.m_generator)
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  {
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    m_generator = new RngStream(*r.m_generator);
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  }
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}
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RandomVariableBase::~RandomVariableBase()
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{
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  delete m_generator;
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}
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uint32_t RandomVariableBase::GetIntValue() 
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{
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  return (uint32_t)GetValue();
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}
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void RandomVariableBase::UseDevRandom(bool udr) 
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{
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  RandomVariableBase::useDevRandom = udr;
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}
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void RandomVariableBase::GetSeed(uint32_t seed[6])
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{
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  if(!m_generator)
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  {
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    m_generator = new RngStream();
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    m_generator->InitializeStream();
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    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
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  }
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  m_generator->GetState(seed);
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}
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// RandomVariableBase static methods
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void RandomVariableBase::UseGlobalSeed(uint32_t s0, uint32_t s1, uint32_t s2, 
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                                   uint32_t s3, uint32_t s4, uint32_t s5)
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{
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  if (RandomVariableBase::globalSeedSet)
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    {
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      cerr << "Random number generator already initialized!" << endl;
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      cerr << "Call to RandomVariableBase::UseGlobalSeed() ignored" << endl;
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      return;
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    }
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  RandomVariableBase::globalSeed[0] = s0;
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  RandomVariableBase::globalSeed[1] = s1;
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  RandomVariableBase::globalSeed[2] = s2;
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  RandomVariableBase::globalSeed[3] = s3;
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  RandomVariableBase::globalSeed[4] = s4;
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  RandomVariableBase::globalSeed[5] = s5;
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  if (!RngStream::CheckSeed(RandomVariableBase::globalSeed))
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    NS_FATAL_ERROR("Invalid seed");
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  RandomVariableBase::globalSeedSet = true;
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}
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void RandomVariableBase::Initialize()
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{ 
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  if (RandomVariableBase::initialized) return; // Already initialized and seeded
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  RandomVariableBase::initialized = true;
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  if (!RandomVariableBase::globalSeedSet)
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    { // No global seed, try a random one
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      GetRandomSeeds(globalSeed);
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    }
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  // Seed the RngStream package
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  RngStream::SetPackageSeed(globalSeed);
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}
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void RandomVariableBase::GetRandomSeeds(uint32_t seeds[6])
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{
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  // Check if /dev/random exists
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  if (RandomVariableBase::useDevRandom && RandomVariableBase::devRandom < 0)
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    {
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      RandomVariableBase::devRandom = open("/dev/random", O_RDONLY);
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    }
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  if (RandomVariableBase::devRandom > 0)
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    { // Use /dev/random
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      while(true)
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        {
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          for (int i = 0; i < 6; ++i)
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            {
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              read(RandomVariableBase::devRandom, &seeds[i], sizeof(seeds[i]));
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            }
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          if (RngStream::CheckSeed(seeds)) break; // Got a valid one
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        }
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    }
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  else
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    { // Seed from time of day (code borrowed from ns2 random seeding)
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      // Thanks to John Heidemann for this technique
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      while(true)
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        {
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          timeval tv;
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          gettimeofday(&tv, 0);
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          seeds[0] = (tv.tv_sec^tv.tv_usec^(++heuristic_sequence <<8))
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              & 0x7fffffff;
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          gettimeofday(&tv, 0);
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          seeds[1] = (tv.tv_sec^tv.tv_usec^(++heuristic_sequence <<8))
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              & 0x7fffffff;
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          gettimeofday(&tv, 0);
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          seeds[2] = (tv.tv_sec^tv.tv_usec^(++heuristic_sequence <<8))
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              & 0x7fffffff;
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          gettimeofday(&tv, 0);
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          seeds[3] = (tv.tv_sec^tv.tv_usec^(++heuristic_sequence <<8))
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              & 0x7fffffff;
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          gettimeofday(&tv, 0);
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          seeds[4] = (tv.tv_sec^tv.tv_usec^(++heuristic_sequence <<8))
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              & 0x7fffffff;
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          gettimeofday(&tv, 0);
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          seeds[5] = (tv.tv_sec^tv.tv_usec^(++heuristic_sequence <<8))
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              & 0x7fffffff;
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          if (RngStream::CheckSeed(seeds)) break; // Got a valid one
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        }
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    }
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}
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void RandomVariableBase::SetRunNumber(uint32_t n)
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{
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  runNumber = n;
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}
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RandomVariable::RandomVariable()
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  : m_variable (0)
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{}
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RandomVariable::RandomVariable(const RandomVariable&o)
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  : m_variable (o.m_variable->Copy ())
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{}
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RandomVariable::RandomVariable (const RandomVariableBase &variable)
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  : m_variable (variable.Copy ())
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{}
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RandomVariable &
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RandomVariable::operator = (const RandomVariable &o)
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{
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  if (&o == this)
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    {
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      return *this;
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    }
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  delete m_variable;
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  m_variable = o.m_variable->Copy ();
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  return *this;
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}
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RandomVariable::~RandomVariable()
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{
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  delete m_variable;
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}
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double  
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RandomVariable::GetValue (void) const
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{
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  return m_variable->GetValue ();
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}
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uint32_t 
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RandomVariable::GetIntValue (void) const
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{
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  return m_variable->GetIntValue ();
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}
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void 
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RandomVariable::GetSeed(uint32_t seed[6]) const
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{
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  return m_variable->GetSeed (seed);
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}
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void 
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RandomVariable::UseDevRandom(bool udr)
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{
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  RandomVariableBase::UseDevRandom (udr);
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}
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void 
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RandomVariable::UseGlobalSeed(uint32_t s0, uint32_t s1, uint32_t s2, 
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                              uint32_t s3, uint32_t s4, uint32_t s5)
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{
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  RandomVariableBase::UseGlobalSeed (s0, s1, s2, s3, s4, s5);
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}
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void 
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RandomVariable::SetRunNumber(uint32_t n)
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{
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  RandomVariableBase::SetRunNumber (n);
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}
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RandomVariableBase *
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RandomVariable::Peek (void) const
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{
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  return m_variable;
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}
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RandomVariable::RandomVariable (PValue value)
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{
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  const RandomVariableValue *v = value.DynCast<const RandomVariableValue *> ();
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  if (v == 0)
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    {
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      NS_FATAL_ERROR ("assigning non-RandomVariable value to RandomVariable value.");
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    }
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  m_variable = v->Get ().m_variable->Copy ();
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}
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RandomVariable::operator PValue () const
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{
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  return PValue::Create<RandomVariableValue> (*this);
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}
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346
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//-----------------------------------------------------------------------------
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//-----------------------------------------------------------------------------
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// UniformVariableImpl
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class UniformVariableImpl : public RandomVariableBase {
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public:
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  /**
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   * Creates a uniform random number generator in the
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   * range [0.0 .. 1.0).
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   */
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  UniformVariableImpl();
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  /**
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   * Creates a uniform random number generator with the specified range
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   * \param s Low end of the range
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   * \param l High end of the range
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   */
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  UniformVariableImpl(double s, double l);
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  UniformVariableImpl(const UniformVariableImpl& c);
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  double GetMin (void) const;
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  double GetMax (void) const;
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  /**
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   * \return A value between low and high values specified by the constructor
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   */
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  virtual double GetValue();
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  virtual RandomVariableBase*  Copy(void) const;
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public:
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  /**
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   * \param s Low end of the range
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   * \param l High end of the range
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   * \return A uniformly distributed random number between s and l
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   */
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  static double GetSingleValue(double s, double l);
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private:
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  double m_min;
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  double m_max;
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};
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UniformVariableImpl::UniformVariableImpl() 
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  : m_min(0), m_max(1.0) { }
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UniformVariableImpl::UniformVariableImpl(double s, double l) 
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  : m_min(s), m_max(l) { }
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UniformVariableImpl::UniformVariableImpl(const UniformVariableImpl& c) 
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  : RandomVariableBase(c), m_min(c.m_min), m_max(c.m_max) { }
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double 
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UniformVariableImpl::GetMin (void) const
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{
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  return m_min;
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}
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double 
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UniformVariableImpl::GetMax (void) const
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{
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  return m_max;
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}
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double UniformVariableImpl::GetValue()
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{
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  if(!RandomVariableBase::initialized)
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  {
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    RandomVariableBase::Initialize();
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  }
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  if(!m_generator)
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  {
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    m_generator = new RngStream();
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    m_generator->InitializeStream();
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a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   391
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   392
  }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   393
  return m_min + m_generator->RandU01() * (m_max - m_min);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   394
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   395
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   396
RandomVariableBase* UniformVariableImpl::Copy() const
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   397
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   398
  return new UniformVariableImpl(*this);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   399
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   400
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   401
double UniformVariableImpl::GetSingleValue(double s, double l)
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   402
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   403
  if(!RandomVariableBase::m_static_generator)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   404
  {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   405
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   406
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   407
    RandomVariableBase::m_static_generator->InitializeStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   408
  }
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   409
  return s + m_static_generator->RandU01() * (l - s);;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   410
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   411
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   412
UniformVariable::UniformVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   413
  : RandomVariable (UniformVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   414
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   415
UniformVariable::UniformVariable(double s, double l)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   416
  : RandomVariable (UniformVariableImpl (s, l))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   417
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   418
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   419
UniformVariable::GetSingleValue(double s, double l)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   420
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   421
  return UniformVariableImpl::GetSingleValue (s, l);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   422
}
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   423
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   424
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   425
//-----------------------------------------------------------------------------
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   426
//-----------------------------------------------------------------------------
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   427
// ConstantVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   428
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   429
class ConstantVariableImpl : public RandomVariableBase { 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   430
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   431
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   432
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   433
   * Construct a ConstantVariableImpl RNG that returns zero every sample
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   434
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   435
  ConstantVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   436
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   437
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   438
   * Construct a ConstantVariableImpl RNG that returns the specified value
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   439
   * every sample.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   440
   * \param c Unchanging value for this RNG.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   441
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   442
  ConstantVariableImpl(double c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   443
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   444
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   445
  ConstantVariableImpl(const ConstantVariableImpl& c) ;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   446
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   447
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   448
   * \brief Specify a new constant RNG for this generator.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   449
   * \param c New constant value for this RNG.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   450
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   451
  void    NewConstant(double c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   452
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   453
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   454
   * \return The constant value specified
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   455
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   456
  virtual double  GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   457
  virtual uint32_t GetIntValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   458
  virtual RandomVariableBase*   Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   459
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   460
  double m_const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   461
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   462
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   463
ConstantVariableImpl::ConstantVariableImpl() 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   464
  : m_const(0) { }
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   465
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   466
ConstantVariableImpl::ConstantVariableImpl(double c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   467
  : m_const(c) { };
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   468
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   469
ConstantVariableImpl::ConstantVariableImpl(const ConstantVariableImpl& c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   470
  : RandomVariableBase(c), m_const(c.m_const) { }
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   471
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   472
void ConstantVariableImpl::NewConstant(double c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   473
  { m_const = c;}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   474
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   475
double ConstantVariableImpl::GetValue()
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   476
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   477
  return m_const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   478
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   479
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   480
uint32_t ConstantVariableImpl::GetIntValue()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   481
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   482
  return (uint32_t)m_const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   483
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   484
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   485
RandomVariableBase* ConstantVariableImpl::Copy() const
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   486
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   487
  return new ConstantVariableImpl(*this);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   488
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   489
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   490
ConstantVariable::ConstantVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   491
  : RandomVariable (ConstantVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   492
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   493
ConstantVariable::ConstantVariable(double c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   494
  : RandomVariable (ConstantVariableImpl (c))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   495
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   496
void 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   497
ConstantVariable::SetConstant(double c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   498
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   499
  *this = ConstantVariable (c);
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   500
}
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   501
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   502
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   503
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   504
// SequentialVariableImpl methods
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   505
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   506
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   507
class SequentialVariableImpl : public RandomVariableBase {
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   508
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   509
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   510
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   511
   * \brief Constructor for the SequentialVariableImpl RNG.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   512
   *
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   513
   * The four parameters define the sequence.  For example
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   514
   * SequentialVariableImpl(0,5,1,2) creates a RNG that has the sequence
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   515
   * 0, 0, 1, 1, 2, 2, 3, 3, 4, 4, 0, 0 ...
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   516
   * \param f First value of the sequence.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   517
   * \param l One more than the last value of the sequence.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   518
   * \param i Increment between sequence values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   519
   * \param c Number of times each member of the sequence is repeated
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   520
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   521
  SequentialVariableImpl(double f, double l, double i = 1, uint32_t c = 1);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   522
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   523
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   524
   * \brief Constructor for the SequentialVariableImpl RNG.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   525
   *
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   526
   * Differs from the first only in that the increment parameter is a
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   527
   * random variable
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   528
   * \param f First value of the sequence.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   529
   * \param l One more than the last value of the sequence.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   530
   * \param i Reference to a RandomVariableBase for the sequence increment
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   531
   * \param c Number of times each member of the sequence is repeated
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   532
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   533
  SequentialVariableImpl(double f, double l, const RandomVariable& i, uint32_t c = 1);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   534
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   535
  SequentialVariableImpl(const SequentialVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   536
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   537
  ~SequentialVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   538
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   539
   * \return The next value in the Sequence
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   540
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   541
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   542
  virtual RandomVariableBase*  Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   543
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   544
  double m_min;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   545
  double m_max;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   546
  RandomVariable  m_increment;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   547
  uint32_t  m_consecutive;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   548
  double m_current;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   549
  uint32_t  m_currentConsecutive;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   550
};
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   551
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   552
SequentialVariableImpl::SequentialVariableImpl(double f, double l, double i, uint32_t c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   553
  : m_min(f), m_max(l), m_increment(ConstantVariable(i)), m_consecutive(c),
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   554
    m_current(f), m_currentConsecutive(0)
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   555
{}
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   556
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   557
SequentialVariableImpl::SequentialVariableImpl(double f, double l, const RandomVariable& i, uint32_t c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   558
  : m_min(f), m_max(l), m_increment(i), m_consecutive(c),
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   559
    m_current(f), m_currentConsecutive(0)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   560
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   561
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   562
SequentialVariableImpl::SequentialVariableImpl(const SequentialVariableImpl& c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   563
  : RandomVariableBase(c), m_min(c.m_min), m_max(c.m_max),
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   564
    m_increment(c.m_increment), m_consecutive(c.m_consecutive),
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   565
    m_current(c.m_current), m_currentConsecutive(c.m_currentConsecutive)
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   566
{}
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   567
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   568
SequentialVariableImpl::~SequentialVariableImpl()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   569
{}
360
7bffd987426c Fixed major memory bug and docs in RandomVariable
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 346
diff changeset
   570
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   571
double SequentialVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   572
{ // Return a sequential series of values
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   573
  double r = m_current;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   574
  if (++m_currentConsecutive == m_consecutive)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   575
    { // Time to advance to next
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   576
      m_currentConsecutive = 0;
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   577
      m_current += m_increment.GetValue();
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   578
      if (m_current >= m_max)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   579
        m_current = m_min + (m_current - m_max);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   580
    }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   581
  return r;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   582
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   583
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   584
RandomVariableBase* SequentialVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   585
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   586
  return new SequentialVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   587
}
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   588
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   589
SequentialVariable::SequentialVariable(double f, double l, double i, uint32_t c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   590
  : RandomVariable (SequentialVariableImpl (f, l, i, c))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   591
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   592
SequentialVariable::SequentialVariable(double f, double l, const RandomVariable& i, uint32_t c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   593
  : RandomVariable (SequentialVariableImpl (f, l, i, c))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   594
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   595
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   596
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   597
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   598
// ExponentialVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   599
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   600
class ExponentialVariableImpl : public RandomVariableBase { 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   601
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   602
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   603
   * Constructs an exponential random variable  with a mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   604
   * value of 1.0.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   605
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   606
  ExponentialVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   607
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   608
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   609
   * \brief Constructs an exponential random variable with a specified mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   610
   * \param m Mean value for the random variable
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   611
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   612
  explicit ExponentialVariableImpl(double m);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   613
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   614
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   615
   * \brief Constructs an exponential random variable with spefified
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   616
   * \brief mean and upper limit.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   617
   *
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   618
   * Since exponential distributions can theoretically return unbounded values,
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   619
   * it is sometimes useful to specify a fixed upper limit.  Note however when
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   620
   * the upper limit is specified, the true mean of the distribution is 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   621
   * slightly smaller than the mean value specified.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   622
   * \param m Mean value of the random variable
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   623
   * \param b Upper bound on returned values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   624
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   625
  ExponentialVariableImpl(double m, double b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   626
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   627
  ExponentialVariableImpl(const ExponentialVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   628
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   629
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   630
   * \return A random value from this exponential distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   631
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   632
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   633
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   634
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   635
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   636
   * \param m The mean of the distribution from which the return value is drawn
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   637
   * \param b The upper bound value desired, beyond which values get clipped
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   638
   * \return A random number from an exponential distribution with mean m
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   639
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   640
  static double GetSingleValue(double m, double b=0);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   641
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   642
  double m_mean;  // Mean value of RV
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   643
  double m_bound; // Upper bound on value (if non-zero)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   644
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   645
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   646
ExponentialVariableImpl::ExponentialVariableImpl() 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   647
  : m_mean(1.0), m_bound(0) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   648
  
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   649
ExponentialVariableImpl::ExponentialVariableImpl(double m) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   650
  : m_mean(m), m_bound(0) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   651
  
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   652
ExponentialVariableImpl::ExponentialVariableImpl(double m, double b) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   653
  : m_mean(m), m_bound(b) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   654
  
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   655
ExponentialVariableImpl::ExponentialVariableImpl(const ExponentialVariableImpl& c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   656
  : RandomVariableBase(c), m_mean(c.m_mean), m_bound(c.m_bound) { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   657
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   658
double ExponentialVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   659
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   660
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   661
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   662
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   663
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   664
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   665
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   666
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   667
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   668
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   669
  }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   670
  double r = -m_mean*log(m_generator->RandU01());
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   671
  if (m_bound != 0 && r > m_bound) return m_bound;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   672
  return r;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   673
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   674
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   675
RandomVariableBase* ExponentialVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   676
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   677
  return new ExponentialVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   678
}
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   679
double ExponentialVariableImpl::GetSingleValue(double m, double b/*=0*/)
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   680
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   681
  if(!RandomVariableBase::m_static_generator)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   682
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   683
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   684
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   685
    RandomVariableBase::m_static_generator->InitializeStream();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   686
  }
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   687
  double r = -m*log(m_static_generator->RandU01());
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   688
  if (b != 0 && r > b) return b;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   689
  return r;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   690
}
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   691
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   692
ExponentialVariable::ExponentialVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   693
  : RandomVariable (ExponentialVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   694
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   695
ExponentialVariable::ExponentialVariable(double m)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   696
  : RandomVariable (ExponentialVariableImpl (m))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   697
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   698
ExponentialVariable::ExponentialVariable(double m, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   699
  : RandomVariable (ExponentialVariableImpl (m, b))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   700
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   701
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   702
ExponentialVariable::GetSingleValue(double m, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   703
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   704
  return ExponentialVariableImpl::GetSingleValue (m, b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   705
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   706
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   707
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   708
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   709
// ParetoVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   710
class ParetoVariableImpl : public RandomVariableBase {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   711
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   712
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   713
   * Constructs a pareto random variable with a mean of 1 and a shape
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   714
   * parameter of 1.5
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   715
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   716
  ParetoVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   717
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   718
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   719
   * Constructs a pareto random variable with specified mean and shape
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   720
   * parameter of 1.5
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   721
   * \param m Mean value of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   722
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   723
  explicit ParetoVariableImpl(double m);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   724
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   725
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   726
   * Constructs a pareto random variable with the specified mean value and
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   727
   * shape parameter.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   728
   * \param m Mean value of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   729
   * \param s Shape parameter for the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   730
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   731
  ParetoVariableImpl(double m, double s);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   732
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   733
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   734
   * \brief Constructs a pareto random variable with the specified mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   735
   * \brief value, shape (alpha), and upper bound.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   736
   *
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   737
   * Since pareto distributions can theoretically return unbounded values,
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   738
   * it is sometimes useful to specify a fixed upper limit.  Note however
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   739
   * when the upper limit is specified, the true mean of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   740
   * is slightly smaller than the mean value specified.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   741
   * \param m Mean value
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   742
   * \param s Shape parameter
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   743
   * \param b Upper limit on returned values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   744
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   745
  ParetoVariableImpl(double m, double s, double b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   746
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   747
  ParetoVariableImpl(const ParetoVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   748
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   749
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   750
   * \return A random value from this Pareto distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   751
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   752
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   753
  virtual RandomVariableBase* Copy() const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   754
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   755
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   756
   * \param m The mean value of the distribution from which the return value
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   757
   * is drawn.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   758
   * \param s The shape parameter of the distribution from which the return
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   759
   * value is drawn.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   760
   * \param b The upper bound to which to restrict return values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   761
   * \return A random number from a Pareto distribution with mean m and shape
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   762
   * parameter s.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   763
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   764
  static double GetSingleValue(double m, double s, double b=0);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   765
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   766
  double m_mean;  // Mean value of RV
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   767
  double m_shape; // Shape parameter
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   768
  double m_bound; // Upper bound on value (if non-zero)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   769
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   770
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   771
ParetoVariableImpl::ParetoVariableImpl() 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   772
  : m_mean(1.0), m_shape(1.5), m_bound(0) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   773
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   774
ParetoVariableImpl::ParetoVariableImpl(double m) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   775
  : m_mean(m), m_shape(1.5), m_bound(0) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   776
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   777
ParetoVariableImpl::ParetoVariableImpl(double m, double s) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   778
    : m_mean(m), m_shape(s), m_bound(0) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   779
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   780
ParetoVariableImpl::ParetoVariableImpl(double m, double s, double b) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   781
  : m_mean(m), m_shape(s), m_bound(b) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   782
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   783
ParetoVariableImpl::ParetoVariableImpl(const ParetoVariableImpl& c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   784
  : RandomVariableBase(c), m_mean(c.m_mean), m_shape(c.m_shape), 
360
7bffd987426c Fixed major memory bug and docs in RandomVariable
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 346
diff changeset
   785
    m_bound(c.m_bound) { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   786
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   787
double ParetoVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   788
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   789
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   790
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   791
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   792
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   793
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   794
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   795
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   796
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   797
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   798
  }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   799
  double scale = m_mean * ( m_shape - 1.0) / m_shape;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   800
  double r = (scale * ( 1.0 / pow(m_generator->RandU01(), 1.0 / m_shape)));
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   801
  if (m_bound != 0 && r > m_bound) return m_bound;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   802
  return r;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   803
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   804
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   805
RandomVariableBase* ParetoVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   806
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   807
  return new ParetoVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   808
}
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   809
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   810
double ParetoVariableImpl::GetSingleValue(double m, double s, double b/*=0*/)
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   811
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   812
  if(!RandomVariableBase::m_static_generator)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   813
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   814
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   815
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   816
    RandomVariableBase::m_static_generator->InitializeStream();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   817
  }
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   818
  double scale = m * ( s - 1.0) / s;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   819
  double r = (scale * ( 1.0 / pow(m_static_generator->RandU01(), 1.0 / s)));
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   820
  if (b != 0 && r > b) return b;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   821
  return r;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   822
}
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   823
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   824
ParetoVariable::ParetoVariable ()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   825
  : RandomVariable (ParetoVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   826
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   827
ParetoVariable::ParetoVariable(double m)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   828
  : RandomVariable (ParetoVariableImpl (m))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   829
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   830
ParetoVariable::ParetoVariable(double m, double s)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   831
  : RandomVariable (ParetoVariableImpl (m, s))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   832
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   833
ParetoVariable::ParetoVariable(double m, double s, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   834
  : RandomVariable (ParetoVariableImpl (m, s, b))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   835
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   836
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   837
ParetoVariable::GetSingleValue(double m, double s, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   838
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   839
  return ParetoVariableImpl::GetSingleValue (m, s, b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   840
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   841
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   842
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   843
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   844
// WeibullVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   845
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   846
class WeibullVariableImpl : public RandomVariableBase {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   847
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   848
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   849
   * Constructs a weibull random variable  with a mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   850
   * value of 1.0 and a shape (alpha) parameter of 1
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   851
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   852
  WeibullVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   853
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   854
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   855
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   856
   * Constructs a weibull random variable with the specified mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   857
   * value and a shape (alpha) parameter of 1.5.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   858
   * \param m mean value of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   859
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   860
   WeibullVariableImpl(double m) ;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   861
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   862
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   863
   * Constructs a weibull random variable with the specified mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   864
   * value and a shape (alpha).
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   865
   * \param m Mean value for the distribution.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   866
   * \param s Shape (alpha) parameter for the distribution.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   867
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   868
  WeibullVariableImpl(double m, double s);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   869
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   870
   /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   871
   * \brief Constructs a weibull random variable with the specified mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   872
   * \brief value, shape (alpha), and upper bound.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   873
   * Since WeibullVariableImpl distributions can theoretically return unbounded values,
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   874
   * it is sometimes usefull to specify a fixed upper limit.  Note however
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   875
   * that when the upper limit is specified, the true mean of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   876
   * is slightly smaller than the mean value specified.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   877
   * \param m Mean value for the distribution.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   878
   * \param s Shape (alpha) parameter for the distribution.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   879
   * \param b Upper limit on returned values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   880
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   881
  WeibullVariableImpl(double m, double s, double b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   882
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   883
  WeibullVariableImpl(const WeibullVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   884
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   885
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   886
   * \return A random value from this Weibull distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   887
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   888
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   889
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   890
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   891
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   892
   * \param m Mean value for the distribution.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   893
   * \param s Shape (alpha) parameter for the distribution.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   894
   * \param b Upper limit on returned values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   895
   * \return Random number from a distribution specified by m,s, and b
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   896
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   897
  static double GetSingleValue(double m, double s, double b=0);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   898
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   899
  double m_mean;  // Mean value of RV
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   900
  double m_alpha; // Shape parameter
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   901
  double m_bound; // Upper bound on value (if non-zero)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   902
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   903
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   904
WeibullVariableImpl::WeibullVariableImpl() : m_mean(1.0), m_alpha(1), m_bound(0) { }
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   905
WeibullVariableImpl::WeibullVariableImpl(double m) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   906
  : m_mean(m), m_alpha(1), m_bound(0) { }
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   907
WeibullVariableImpl::WeibullVariableImpl(double m, double s) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   908
  : m_mean(m), m_alpha(s), m_bound(0) { }
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   909
WeibullVariableImpl::WeibullVariableImpl(double m, double s, double b) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   910
  : m_mean(m), m_alpha(s), m_bound(b) { };
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   911
WeibullVariableImpl::WeibullVariableImpl(const WeibullVariableImpl& c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   912
  : RandomVariableBase(c), m_mean(c.m_mean), m_alpha(c.m_alpha),
360
7bffd987426c Fixed major memory bug and docs in RandomVariable
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 346
diff changeset
   913
    m_bound(c.m_bound) { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   914
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   915
double WeibullVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   916
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   917
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   918
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   919
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   920
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   921
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   922
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   923
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   924
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   925
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   926
  }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   927
  double exponent = 1.0 / m_alpha;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   928
  double r = m_mean * pow( -log(m_generator->RandU01()), exponent);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   929
  if (m_bound != 0 && r > m_bound) return m_bound;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   930
  return r;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   931
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   932
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   933
RandomVariableBase* WeibullVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   934
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   935
  return new WeibullVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   936
}
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   937
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   938
double WeibullVariableImpl::GetSingleValue(double m, double s, double b/*=0*/)
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   939
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   940
  if(!RandomVariableBase::m_static_generator)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   941
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   942
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   943
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   944
    RandomVariableBase::m_static_generator->InitializeStream();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
   945
  }
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   946
  double exponent = 1.0 / s;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   947
  double r = m * pow( -log(m_static_generator->RandU01()), exponent);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   948
  if (b != 0 && r > b) return b;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   949
  return r;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   950
}
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   951
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   952
WeibullVariable::WeibullVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   953
  : RandomVariable (WeibullVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   954
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   955
WeibullVariable::WeibullVariable(double m)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   956
  : RandomVariable (WeibullVariableImpl (m))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   957
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   958
WeibullVariable::WeibullVariable(double m, double s)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   959
  : RandomVariable (WeibullVariableImpl (m, s))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   960
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   961
WeibullVariable::WeibullVariable(double m, double s, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   962
  : RandomVariable (WeibullVariableImpl (m, s, b))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   963
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   964
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   965
WeibullVariable::GetSingleValue(double m, double s, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   966
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   967
  return WeibullVariableImpl::GetSingleValue (m, s, b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   968
}
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   969
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
   970
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   971
// NormalVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   972
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   973
class NormalVariableImpl : public RandomVariableBase { // Normally Distributed random var
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   974
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   975
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   976
   static const double INFINITE_VALUE;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   977
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   978
   * Constructs an normal random variable  with a mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   979
   * value of 0 and variance of 1.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   980
   */ 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   981
  NormalVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   982
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   983
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   984
   * \brief Construct a normal random variable with specified mean and variance
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   985
   * \param m Mean value
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   986
   * \param v Variance
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   987
   * \param b Bound.  The NormalVariableImpl is bounded within +-bound.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   988
   */ 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   989
  NormalVariableImpl(double m, double v, double b = INFINITE_VALUE);
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
   990
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   991
  NormalVariableImpl(const NormalVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   992
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   993
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   994
   * \return A value from this normal distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   995
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   996
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   997
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   998
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
   999
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1000
   * \param m Mean value
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1001
   * \param v Variance
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1002
   * \param b Bound.  The NormalVariableImpl is bounded within +-bound.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1003
   * \return A random number from a distribution specified by m,v, and b.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1004
   */ 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1005
  static double GetSingleValue(double m, double v, double b = INFINITE_VALUE);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1006
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1007
  double m_mean;      // Mean value of RV
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1008
  double m_variance;  // Mean value of RV
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1009
  double m_bound;     // Bound on value (absolute value)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1010
  bool   m_nextValid; // True if next valid
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1011
  double m_next;      // The algorithm produces two values at a time
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1012
  static bool   m_static_nextValid;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1013
  static double m_static_next;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1014
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1015
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1016
bool         NormalVariableImpl::m_static_nextValid = false;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1017
double       NormalVariableImpl::m_static_next;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1018
const double NormalVariableImpl::INFINITE_VALUE = 1e307;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1019
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1020
NormalVariableImpl::NormalVariableImpl() 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1021
  : m_mean(0.0), m_variance(1.0), m_bound(INFINITE_VALUE), m_nextValid(false){}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1022
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1023
NormalVariableImpl::NormalVariableImpl(double m, double v, double b/*=INFINITE_VALUE*/)
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1024
  : m_mean(m), m_variance(v), m_bound(b), m_nextValid(false) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1025
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1026
NormalVariableImpl::NormalVariableImpl(const NormalVariableImpl& c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1027
  : RandomVariableBase(c), m_mean(c.m_mean), m_variance(c.m_variance),
360
7bffd987426c Fixed major memory bug and docs in RandomVariable
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 346
diff changeset
  1028
    m_bound(c.m_bound) { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1029
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1030
double NormalVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1031
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1032
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1033
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1034
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1035
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1036
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1037
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1038
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1039
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1040
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1041
  }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1042
  if (m_nextValid)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1043
    { // use previously generated
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1044
      m_nextValid = false;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1045
      return m_next;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1046
    }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1047
  while(1)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1048
    { // See Simulation Modeling and Analysis p. 466 (Averill Law)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1049
      // for algorithm
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1050
      double u1 = m_generator->RandU01();
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1051
      double u2 = m_generator->RandU01();;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1052
      double v1 = 2 * u1 - 1;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1053
      double v2 = 2 * u2 - 1;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1054
      double w = v1 * v1 + v2 * v2;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1055
      if (w <= 1.0)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1056
        { // Got good pair
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1057
          double y = sqrt((-2 * log(w))/w);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1058
          m_next = m_mean + v2 * y * sqrt(m_variance);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1059
          if (fabs(m_next) > m_bound) m_next = m_bound * (m_next)/fabs(m_next);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1060
          m_nextValid = true;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1061
          double x1 = m_mean + v1 * y * sqrt(m_variance);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1062
          if (fabs(x1) > m_bound) x1 = m_bound * (x1)/fabs(x1);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1063
          return x1;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1064
        }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1065
    }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1066
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1067
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1068
RandomVariableBase* NormalVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1069
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1070
  return new NormalVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1071
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1072
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1073
double NormalVariableImpl::GetSingleValue(double m, double v, double b)
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1074
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1075
  if(!RandomVariableBase::m_static_generator)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1076
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1077
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1078
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1079
    RandomVariableBase::m_static_generator->InitializeStream();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1080
  }
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1081
  if (m_static_nextValid)
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1082
    { // use previously generated
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1083
      m_static_nextValid = false;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1084
      return m_static_next;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1085
    }
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1086
  while(1)
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1087
    { // See Simulation Modeling and Analysis p. 466 (Averill Law)
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1088
      // for algorithm
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1089
      double u1 = m_static_generator->RandU01();
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1090
      double u2 = m_static_generator->RandU01();;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1091
      double v1 = 2 * u1 - 1;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1092
      double v2 = 2 * u2 - 1;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1093
      double w = v1 * v1 + v2 * v2;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1094
      if (w <= 1.0)
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1095
        { // Got good pair
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1096
          double y = sqrt((-2 * log(w))/w);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1097
          m_static_next = m + v2 * y * sqrt(v);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1098
          if (fabs(m_static_next) > b) m_static_next = b * (m_static_next)/fabs(m_static_next);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1099
          m_static_nextValid = true;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1100
          double x1 = m + v1 * y * sqrt(v);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1101
          if (fabs(x1) > b) x1 = b * (x1)/fabs(x1);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1102
          return x1;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1103
        }
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1104
    }
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1105
}
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1106
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1107
NormalVariable::NormalVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1108
  : RandomVariable (NormalVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1109
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1110
NormalVariable::NormalVariable(double m, double v, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1111
  : RandomVariable (NormalVariableImpl (m, v, b))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1112
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1113
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1114
NormalVariable::GetSingleValue(double m, double v, double b)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1115
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1116
  return NormalVariableImpl::GetSingleValue (m, v, b);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1117
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1118
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1119
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1120
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1121
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1122
class EmpiricalVariableImpl : public RandomVariableBase {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1123
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1124
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1125
   * Constructor for the EmpiricalVariableImpl random variables.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1126
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1127
  explicit EmpiricalVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1128
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1129
  virtual ~EmpiricalVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1130
  EmpiricalVariableImpl(const EmpiricalVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1131
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1132
   * \return A value from this empirical distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1133
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1134
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1135
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1136
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1137
   * \brief Specifies a point in the empirical distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1138
   * \param v The function value for this point
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1139
   * \param c Probability that the function is less than or equal to v
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1140
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1141
  virtual void CDF(double v, double c);  // Value, prob <= Value
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1142
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1143
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1144
  class ValueCDF {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1145
  public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1146
    ValueCDF();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1147
    ValueCDF(double v, double c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1148
    ValueCDF(const ValueCDF& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1149
    double value;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1150
    double    cdf;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1151
  };
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1152
  virtual void Validate();  // Insure non-decreasing emiprical values
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1153
  virtual double Interpolate(double, double, double, double, double);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1154
  bool validated; // True if non-decreasing validated
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1155
  std::vector<ValueCDF> emp;       // Empicical CDF
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1156
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1157
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1158
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1159
// ValueCDF methods
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1160
EmpiricalVariableImpl::ValueCDF::ValueCDF() 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1161
  : value(0.0), cdf(0.0){ }
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1162
EmpiricalVariableImpl::ValueCDF::ValueCDF(double v, double c) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1163
  : value(v), cdf(c) { }
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1164
EmpiricalVariableImpl::ValueCDF::ValueCDF(const ValueCDF& c) 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1165
  : value(c.value), cdf(c.cdf) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1166
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1167
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1168
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1169
// EmpiricalVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1170
EmpiricalVariableImpl::EmpiricalVariableImpl() 
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1171
  : validated(false) { }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1172
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1173
EmpiricalVariableImpl::EmpiricalVariableImpl(const EmpiricalVariableImpl& c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1174
  : RandomVariableBase(c), validated(c.validated), emp(c.emp) { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1175
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1176
EmpiricalVariableImpl::~EmpiricalVariableImpl() { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1177
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1178
double EmpiricalVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1179
{ // Return a value from the empirical distribution
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1180
  // This code based (loosely) on code by Bruce Mah (Thanks Bruce!)
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1181
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1182
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1183
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1184
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1185
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1186
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1187
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1188
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1189
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1190
  }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1191
  if (emp.size() == 0) return 0.0; // HuH? No empirical data
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1192
  if (!validated) Validate();      // Insure in non-decreasing
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1193
  double r = m_generator->RandU01();
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1194
  if (r <= emp.front().cdf)return emp.front().value; // Less than first
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1195
  if (r >= emp.back().cdf) return emp.back().value;  // Greater than last
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1196
  // Binary search
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1197
  std::vector<ValueCDF>::size_type bottom = 0;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1198
  std::vector<ValueCDF>::size_type top = emp.size() - 1;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1199
  while(1)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1200
    {
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1201
      std::vector<ValueCDF>::size_type c = (top + bottom) / 2;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1202
      if (r >= emp[c].cdf && r < emp[c+1].cdf)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1203
        { // Found it
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1204
          return Interpolate(emp[c].cdf, emp[c+1].cdf,
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1205
                             emp[c].value, emp[c+1].value,
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1206
                             r);
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1207
        }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1208
      // Not here, adjust bounds
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1209
      if (r < emp[c].cdf) top    = c - 1;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1210
      else                bottom = c + 1;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1211
    }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1212
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1213
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1214
RandomVariableBase* EmpiricalVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1215
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1216
  return new EmpiricalVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1217
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1218
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1219
void EmpiricalVariableImpl::CDF(double v, double c)
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1220
{ // Add a new empirical datapoint to the empirical cdf
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1221
  // NOTE.   These MUST be inserted in non-decreasing order
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1222
  emp.push_back(ValueCDF(v, c));
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1223
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1224
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1225
void EmpiricalVariableImpl::Validate()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1226
{
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1227
  ValueCDF prior;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1228
  for (std::vector<ValueCDF>::size_type i = 0; i < emp.size(); ++i)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1229
    {
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1230
      ValueCDF& current = emp[i];
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1231
      if (current.value < prior.value || current.cdf < prior.cdf)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1232
        { // Error
1020
ebcb38b7ff7d In some places, print debug messages / errors to stderr, not stdout.
Gustavo J. A. M. Carneiro <gjc@inescporto.pt>
parents: 942
diff changeset
  1233
          cerr << "Empirical Dist error,"
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1234
               << " current value " << current.value
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1235
               << " prior value "   << prior.value
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1236
               << " current cdf "   << current.cdf
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1237
               << " prior cdf "     << prior.cdf << endl;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1238
          NS_FATAL_ERROR("Empirical Dist error");
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1239
        }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1240
      prior = current;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1241
    }
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1242
  validated = true;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1243
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1244
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1245
double EmpiricalVariableImpl::Interpolate(double c1, double c2,
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1246
                                double v1, double v2, double r)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1247
{ // Interpolate random value in range [v1..v2) based on [c1 .. r .. c2)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1248
  return (v1 + ((v2 - v1) / (c2 - c1)) * (r - c1));
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1249
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1250
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1251
EmpiricalVariable::EmpiricalVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1252
  : RandomVariable (EmpiricalVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1253
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1254
EmpiricalVariable::EmpiricalVariable (const RandomVariableBase &variable)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1255
  : RandomVariable (variable)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1256
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1257
void 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1258
EmpiricalVariable::CDF(double v, double c)
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1259
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1260
  EmpiricalVariableImpl *impl = dynamic_cast<EmpiricalVariableImpl *> (Peek ());
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1261
  NS_ASSERT (impl);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1262
  impl->CDF (v, c);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1263
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1264
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1265
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1266
//-----------------------------------------------------------------------------
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1267
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1268
// Integer EmpiricalVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1269
class IntEmpiricalVariableImpl : public EmpiricalVariableImpl {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1270
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1271
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1272
  IntEmpiricalVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1273
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1274
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1275
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1276
   * \return An integer value from this empirical distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1277
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1278
  virtual uint32_t GetIntValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1279
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1280
  virtual double Interpolate(double, double, double, double, double);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1281
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1282
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1283
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1284
IntEmpiricalVariableImpl::IntEmpiricalVariableImpl() { }
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1285
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1286
uint32_t IntEmpiricalVariableImpl::GetIntValue()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1287
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1288
  return (uint32_t)GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1289
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1290
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1291
RandomVariableBase* IntEmpiricalVariableImpl::Copy() const
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1292
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1293
  return new IntEmpiricalVariableImpl(*this);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1294
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1295
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1296
double IntEmpiricalVariableImpl::Interpolate(double c1, double c2,
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1297
                                   double v1, double v2, double r)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1298
{ // Interpolate random value in range [v1..v2) based on [c1 .. r .. c2)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1299
  return ceil(v1 + ((v2 - v1) / (c2 - c1)) * (r - c1));
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1300
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1301
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1302
IntEmpiricalVariable::IntEmpiricalVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1303
  : EmpiricalVariable (IntEmpiricalVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1304
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1305
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1306
//-----------------------------------------------------------------------------
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1307
//-----------------------------------------------------------------------------
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1308
// DeterministicVariableImpl
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1309
class DeterministicVariableImpl : public RandomVariableBase 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1310
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1311
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1312
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1313
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1314
   * \brief Constructor
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1315
   *
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1316
   * Creates a generator that returns successive elements of the d array
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1317
   * on successive calls to ::Value().  Note that the d pointer is copied
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1318
   * for use by the generator (shallow-copy), not its contents, so the 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1319
   * contents of the array d points to have to remain unchanged for the use 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1320
   * of DeterministicVariableImpl to be meaningful.
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1321
   * \param d Pointer to array of random values to return in sequence
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1322
   * \param c Number of values in the array
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1323
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1324
  explicit DeterministicVariableImpl(double* d, uint32_t c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1325
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1326
  virtual ~DeterministicVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1327
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1328
   * \return The next value in the deterministic sequence
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1329
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1330
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1331
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1332
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1333
  uint32_t   count;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1334
  uint32_t   next;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1335
  double* data;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1336
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1337
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1338
DeterministicVariableImpl::DeterministicVariableImpl(double* d, uint32_t c)
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1339
    : count(c), next(c), data(d)
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1340
{ // Nothing else needed
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1341
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1342
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1343
DeterministicVariableImpl::~DeterministicVariableImpl() { }
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1344
  
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1345
double DeterministicVariableImpl::GetValue()
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1346
{
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1347
  if (next == count) next = 0;
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1348
  return data[next++];
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1349
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1350
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1351
RandomVariableBase* DeterministicVariableImpl::Copy() const
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1352
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1353
  return new DeterministicVariableImpl(*this);
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1354
}
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1355
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1356
DeterministicVariable::DeterministicVariable(double* d, uint32_t c)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1357
  : RandomVariable (DeterministicVariableImpl (d, c))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1358
{}
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1359
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1360
//-----------------------------------------------------------------------------
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1361
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1362
// LogNormalVariableImpl
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1363
class LogNormalVariableImpl : public RandomVariableBase { 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1364
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1365
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1366
   * \param mu mu parameter of the lognormal distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1367
   * \param sigma sigma parameter of the lognormal distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1368
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1369
  LogNormalVariableImpl (double mu, double sigma);
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1370
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1371
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1372
   * \return A random value from this distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1373
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1374
  virtual double GetValue ();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1375
  virtual RandomVariableBase* Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1376
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1377
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1378
   * \param mu mu parameter of the underlying normal distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1379
   * \param sigma sigma parameter of the underlying normal distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1380
   * \return A random number from the distribution specified by mu and sigma
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1381
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1382
  static double GetSingleValue(double mu, double sigma);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1383
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1384
  double m_mu;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1385
  double m_sigma;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1386
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1387
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1388
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1389
RandomVariableBase* LogNormalVariableImpl::Copy () const
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1390
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1391
  return new LogNormalVariableImpl (m_mu, m_sigma);
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1392
}
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1393
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1394
LogNormalVariableImpl::LogNormalVariableImpl (double mu, double sigma)
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1395
    :m_mu(mu), m_sigma(sigma) 
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1396
{
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1397
}
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1398
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1399
// The code from this function was adapted from the GNU Scientific
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1400
// Library 1.8:
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1401
/* randist/lognormal.c
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1402
 * 
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1403
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1404
 * 
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1405
 * This program is free software; you can redistribute it and/or modify
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1406
 * it under the terms of the GNU General Public License as published by
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1407
 * the Free Software Foundation; either version 2 of the License, or (at
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1408
 * your option) any later version.
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1409
 * 
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1410
 * This program is distributed in the hope that it will be useful, but
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1411
 * WITHOUT ANY WARRANTY; without even the implied warranty of
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1412
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1413
 * General Public License for more details.
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1414
 * 
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1415
 * You should have received a copy of the GNU General Public License
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1416
 * along with this program; if not, write to the Free Software
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1417
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1418
 */
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1419
/* The lognormal distribution has the form 
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1420
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1421
   p(x) dx = 1/(x * sqrt(2 pi sigma^2)) exp(-(ln(x) - zeta)^2/2 sigma^2) dx
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1422
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1423
   for x > 0. Lognormal random numbers are the exponentials of
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1424
   gaussian random numbers */
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1425
double
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1426
LogNormalVariableImpl::GetValue ()
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1427
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1428
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1429
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1430
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1431
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1432
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1433
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1434
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1435
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1436
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1437
  }
438
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1438
  double u, v, r2, normal, z;
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1439
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1440
  do
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1441
    {
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1442
      /* choose x,y in uniform square (-1,-1) to (+1,+1) */
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1443
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1444
      u = -1 + 2 * m_generator->RandU01 ();
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1445
      v = -1 + 2 * m_generator->RandU01 ();
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1446
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1447
      /* see if it is in the unit circle */
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1448
      r2 = u * u + v * v;
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1449
    }
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1450
  while (r2 > 1.0 || r2 == 0);
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1451
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1452
  normal = u * sqrt (-2.0 * log (r2) / r2);
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1453
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1454
  z =  exp (m_sigma * normal + m_mu);
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1455
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1456
  return z;
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1457
}
515bb5663cf3 Randomvariable Lognormal added
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 423
diff changeset
  1458
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1459
double LogNormalVariableImpl::GetSingleValue (double mu, double sigma)
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1460
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1461
  if(!RandomVariableBase::m_static_generator)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1462
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1463
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1464
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1465
    RandomVariableBase::m_static_generator->InitializeStream();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1466
  }
442
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1467
  double u, v, r2, normal, z;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1468
  do
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1469
    {
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1470
      /* choose x,y in uniform square (-1,-1) to (+1,+1) */
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1471
      u = -1 + 2 * m_static_generator->RandU01 ();
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1472
      v = -1 + 2 * m_static_generator->RandU01 ();
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1473
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1474
      /* see if it is in the unit circle */
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1475
      r2 = u * u + v * v;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1476
    }
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1477
  while (r2 > 1.0 || r2 == 0);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1478
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1479
  normal = u * sqrt (-2.0 * log (r2) / r2);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1480
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1481
  z =  exp (sigma * normal + mu);
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1482
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1483
  return z;
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1484
}
96d3e7dc8bb2 Added static RNGs, like ExponentialVariable::GetSingleValue(mean)
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 438
diff changeset
  1485
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1486
LogNormalVariable::LogNormalVariable (double mu, double sigma)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1487
  : RandomVariable (LogNormalVariableImpl (mu, sigma))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1488
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1489
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1490
LogNormalVariable::GetSingleValue(double mu, double sigma)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1491
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1492
  return LogNormalVariableImpl::GetSingleValue (mu, sigma);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1493
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1494
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1495
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1496
//-----------------------------------------------------------------------------
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1497
//-----------------------------------------------------------------------------
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1498
// TriangularVariableImpl methods
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1499
class TriangularVariableImpl : public RandomVariableBase {
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1500
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1501
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1502
   * Creates a triangle distribution random number generator in the
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1503
   * range [0.0 .. 1.0), with mean of 0.5
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1504
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1505
  TriangularVariableImpl();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1506
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1507
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1508
   * Creates a triangle distribution random number generator with the specified
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1509
   * range
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1510
   * \param s Low end of the range
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1511
   * \param l High end of the range
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1512
   * \param mean mean of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1513
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1514
  TriangularVariableImpl(double s, double l, double mean);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1515
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1516
  TriangularVariableImpl(const TriangularVariableImpl& c);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1517
  
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1518
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1519
   * \return A value from this distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1520
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1521
  virtual double GetValue();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1522
  virtual RandomVariableBase*  Copy(void) const;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1523
public:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1524
  /**
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1525
   * \param s Low end of the range
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1526
   * \param l High end of the range
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1527
   * \param mean mean of the distribution
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1528
   * \return A triangularly distributed random number between s and l
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1529
   */
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1530
  static double GetSingleValue(double s, double l, double mean);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1531
private:
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1532
  double m_min;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1533
  double m_max;
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1534
  double m_mode;  //easier to work with the mode internally instead of the mean
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1535
                  //they are related by the simple: mean = (min+max+mode)/3
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1536
};
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1537
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1538
TriangularVariableImpl::TriangularVariableImpl() 
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1539
  : m_min(0), m_max(1), m_mode(0.5) { }
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1540
  
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1541
TriangularVariableImpl::TriangularVariableImpl(double s, double l, double mean) 
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1542
  : m_min(s), m_max(l), m_mode(3.0*mean-s-l) { }
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1543
  
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1544
TriangularVariableImpl::TriangularVariableImpl(const TriangularVariableImpl& c) 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1545
  : RandomVariableBase(c), m_min(c.m_min), m_max(c.m_max), m_mode(c.m_mode) { }
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1546
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1547
double TriangularVariableImpl::GetValue()
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1548
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1549
  if(!RandomVariableBase::initialized)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1550
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1551
    RandomVariableBase::Initialize();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1552
  }
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1553
  if(!m_generator)
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1554
  {
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1555
    m_generator = new RngStream();
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1556
    m_generator->InitializeStream();
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1557
    m_generator->ResetNthSubstream(RandomVariableBase::runNumber);
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1558
  }
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1559
  double u = m_generator->RandU01();
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1560
  if(u <= (m_mode - m_min) / (m_max - m_min) )
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1561
    return m_min + sqrt(u * (m_max - m_min) * (m_mode - m_min) );
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1562
  else
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1563
    return m_max - sqrt( (1-u) * (m_max - m_min) * (m_max - m_mode) );
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1564
}
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1565
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1566
RandomVariableBase* TriangularVariableImpl::Copy() const
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1567
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1568
  return new TriangularVariableImpl(*this);
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1569
}
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1570
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1571
double TriangularVariableImpl::GetSingleValue(double s, double l, double mean)
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1572
{
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1573
  if(!RandomVariableBase::m_static_generator)
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1574
  {
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1575
    RandomVariableBase::Initialize(); // sets the static package seed
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1576
    RandomVariableBase::m_static_generator = new RngStream();
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1577
    RandomVariableBase::m_static_generator->InitializeStream();
1806
34e115600ef2 Fixed randomvariable bugs and modified unit tests so that there is no non-deterministic failure on the tests
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 1020
diff changeset
  1578
  }
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1579
  double mode = 3.0*mean-s-l;
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1580
  double u = m_static_generator->RandU01();
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1581
  if(u <= (mode - s) / (l - s) )
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1582
    return s + sqrt(u * (l - s) * (mode - s) );
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1583
  else
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1584
    return l - sqrt( (1-u) * (l - s) * (l - mode) );
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1585
}
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1586
2383
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1587
TriangularVariable::TriangularVariable()
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1588
  : RandomVariable (TriangularVariableImpl ())
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1589
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1590
TriangularVariable::TriangularVariable(double s, double l, double mean)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1591
  : RandomVariable (TriangularVariableImpl (s,l,mean))
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1592
{}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1593
double 
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1594
TriangularVariable::GetSingleValue(double s, double l, double mean)
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1595
{
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1596
  return TriangularVariableImpl::GetSingleValue (s,l,mean);
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1597
}
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1598
a0e0ec096169 bug 133: automate RandomVariable memory management.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 1811
diff changeset
  1599
2384
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1600
RandomVariableValue::RandomVariableValue (RandomVariable variable)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1601
  : m_variable (variable)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1602
{}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1603
void 
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1604
RandomVariableValue::Set (RandomVariable variable)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1605
{
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1606
  m_variable = variable;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1607
}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1608
RandomVariable 
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1609
RandomVariableValue::Get (void) const
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1610
{
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1611
  return m_variable;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1612
}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1613
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1614
PValue 
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1615
RandomVariableValue::Copy (void) const
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1616
{
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1617
  return PValue::Create<RandomVariableValue> (m_variable);
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1618
}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1619
std::string 
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1620
RandomVariableValue::SerializeToString (Ptr<const ParamSpec> spec) const
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1621
{
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1622
  std::ostringstream oss;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1623
  RandomVariableBase *base = m_variable.Peek ();
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1624
  ConstantVariableImpl *constant = dynamic_cast<ConstantVariableImpl *> (base);
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1625
  if (constant != 0)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1626
    {
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1627
      oss << "Constant:" << constant->GetValue ();
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1628
      return oss.str ();
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1629
    }
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1630
  UniformVariableImpl *uniform = dynamic_cast<UniformVariableImpl *> (base);
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1631
  if (uniform != 0)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1632
    {
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1633
      oss << "Uniform:" << uniform->GetMin () << ":" << uniform->GetMax ();
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1634
      return oss.str ();
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1635
    }
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1636
  // XXX: support other distributions
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1637
  return "";
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1638
}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1639
bool 
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1640
RandomVariableValue::DeserializeFromString (std::string value, Ptr<const ParamSpec> spec)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1641
{
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1642
  std::string::size_type tmp;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1643
  tmp = value.find (":");
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1644
  if (tmp == std::string::npos)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1645
    {
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1646
      return false;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1647
    }
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1648
  std::string type = value.substr (0, tmp);
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1649
  if (value == "Constant")
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1650
    {
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1651
      // XXX
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1652
      return true;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1653
    }
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1654
  else if (value == "Uniform")
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1655
    {
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1656
      // XXX
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1657
      return true;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1658
    }
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1659
  // XXX: support other distributions.
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1660
  return false;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1661
}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1662
RandomVariableValue::RandomVariableValue (PValue value)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1663
  : m_variable (value)
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1664
{}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1665
RandomVariableValue::operator PValue () const
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1666
{
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1667
  return m_variable;
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1668
}
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1669
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1670
500ada6a4874 add Value support to RandomVariable.
Mathieu Lacage <mathieu.lacage@sophia.inria.fr>
parents: 2383
diff changeset
  1671
942
b65368bf40f9 Added Triangularly distributed random variables
Raj Bhattacharjea <raj.b@gatech.edu>
parents: 665
diff changeset
  1672
346
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1673
}//namespace ns3
4a76f247e7dc Add random number files, base class Application
Tom Henderson <tomh@tomh.org>
parents:
diff changeset
  1674
665
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1675
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1676
#ifdef RUN_SELF_TESTS
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1677
#include "test.h"
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1678
#include <vector>
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1679
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1680
namespace ns3 {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1681
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1682
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1683
class RandomVariableTest : public Test
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1684
{
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1685
public:
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1686
  RandomVariableTest () : Test ("RandomVariable") {}
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1687
  virtual bool RunTests (void)
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1688
  {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1689
    bool ok = true;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1690
    const double desired_mean = 1.0;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1691
    const double desired_stddev = 1.0;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1692
    double tmp = log (1 + (desired_stddev/desired_mean)*(desired_stddev/desired_mean));
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1693
    double sigma = sqrt (tmp);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1694
    double mu = log (desired_mean) - 0.5*tmp;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1695
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1696
    // Test a custom lognormal instance
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1697
    {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1698
      LogNormalVariable lognormal (mu, sigma);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1699
      vector<double> samples;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1700
      const int NSAMPLES = 10000;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1701
      double sum = 0;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1702
      for (int n = NSAMPLES; n; --n)
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1703
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1704
          double value = lognormal.GetValue ();
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1705
          sum += value;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1706
          samples.push_back (value);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1707
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1708
      double obtained_mean = sum / NSAMPLES;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1709
      sum = 0;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1710
      for (vector<double>::iterator iter = samples.begin (); iter != samples.end (); iter++)
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1711
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1712
          double tmp = (*iter - obtained_mean);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1713
          sum += tmp*tmp;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1714
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1715
      double obtained_stddev = sqrt (sum / (NSAMPLES - 1));
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1716
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1717
      if (not (obtained_mean/desired_mean > 0.90 and obtained_mean/desired_mean < 1.10))
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1718
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1719
          ok = false;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1720
          Failure () << "Obtained lognormal mean value " << obtained_mean << ", expected " << desired_mean << std::endl;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1721
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1722
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1723
      if (not (obtained_stddev/desired_stddev > 0.90 and obtained_stddev/desired_stddev < 1.10))
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1724
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1725
          ok = false;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1726
          Failure () << "Obtained lognormal stddev value " << obtained_stddev <<
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1727
            ", expected " << desired_stddev << std::endl;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1728
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1729
    }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1730
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1731
    // Test GetSingleValue
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1732
    {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1733
      vector<double> samples;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1734
      const int NSAMPLES = 10000;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1735
      double sum = 0;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1736
      for (int n = NSAMPLES; n; --n)
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1737
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1738
          double value = LogNormalVariable::GetSingleValue (mu, sigma);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1739
          sum += value;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1740
          samples.push_back (value);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1741
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1742
      double obtained_mean = sum / NSAMPLES;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1743
      sum = 0;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1744
      for (vector<double>::iterator iter = samples.begin (); iter != samples.end (); iter++)
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1745
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1746
          double tmp = (*iter - obtained_mean);
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1747
          sum += tmp*tmp;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1748
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1749
      double obtained_stddev = sqrt (sum / (NSAMPLES - 1));
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1750
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1751
      if (not (obtained_mean/desired_mean > 0.90 and obtained_mean/desired_mean < 1.10))
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1752
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1753
          ok = false;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1754
          Failure () << "Obtained LogNormalVariable::GetSingleValue mean value " << obtained_mean
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1755
                     << ", expected " << desired_mean << std::endl;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1756
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1757
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1758
      if (not (obtained_stddev/desired_stddev > 0.90 and obtained_stddev/desired_stddev < 1.10))
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1759
        {
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1760
          ok = false;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1761
          Failure () << "Obtained LogNormalVariable::GetSingleValue stddev value " << obtained_stddev <<
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1762
            ", expected " << desired_stddev << std::endl;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1763
        }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1764
    }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1765
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1766
    return ok;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1767
  }
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1768
};
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1769
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1770
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1771
static RandomVariableTest g_random_variable_tests;
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1772
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1773
}//namespace ns3
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1774
6eb8f44439b0 Fix swapped parameters in LogNormalVariable::GetSingleValue and add a couple of LogNormalVariable unit tests.
Gustavo J. A. M. Carneiro <gjcarneiro@gmail.com>
parents: 442
diff changeset
  1775
#endif /* RUN_SELF_TESTS */