// newran.cpp -----------------------------------------------------------
// NEWRAN02
#define WANT_STREAM
#define WANT_MATH
#include "include.h"
#include "newran.h"
//#include "mother.h"
#ifdef use_namespace
namespace NEWRAN {
#endif
//********* classes which are used internally only **********************
//*********** chi-square-1 random number generator **********************
class ChiSq1 : public Normal // generate non-central chi-square
// rv with 1 degree of freedom
{
Real deltasq; // non-centrality parameter
Real delta;
public:
ChiSq1(Real); // non-centrality parameter
ExtReal Mean() const { return 1.0+deltasq; }
ExtReal Variance() const { return 2.0+4.0*deltasq; }
Real Next();
};
//*********** Poisson random number generator, larger mu ****************
class Poisson1 : public AsymGen // generate poisson rv, large mu
{
Real mu, ln_mu;
public:
Poisson1(Real); // constructor (Real=mean)
Real Density(Real) const; // Poisson density function
Real Next() { return floor(AsymGen::Next()); }
ExtReal Mean() const { return mu; }
ExtReal Variance() const { return mu; }
};
//*********** Poisson random number generator, mu <= 10 ****************
class Poisson2 : public Random // generate poisson rv, large mu
{
DiscreteGen* dg;
public:
Poisson2(Real); // constructor (Real=mean)
~Poisson2();
Real Next() { return dg->Next(); }
ExtReal Mean() const { return dg->Mean(); }
ExtReal Variance() const { return dg->Variance(); }
};
//********** Gamma random number generator, alpha <= 1 *****************
class Gamma1 : public PosGen // generate gamma rv
// shape parameter <= 1
{
Real ln_gam, ralpha, alpha;
public:
Gamma1(Real); // constructor (Real=shape)
Real Density(Real) const; // gamma density function
Real Next(); // carries out power transform
ExtReal Mean() const { return alpha; }
ExtReal Variance() const { return alpha; }
};
//********** Gamma random number generator, alpha > 1 ******************
class Gamma2 : public AsymGen // generate gamma rv
// shape parameter > 1
{
Real alpha, ln_gam;
public:
Gamma2(Real); // constructor (Real=shape)
Real Density(Real) const; // gamma density function
ExtReal Mean() const { return alpha; }
ExtReal Variance() const { return alpha; }
};
//*********** Binomial random number generator, n > 40 *****************
class Binomial1 : public AsymGen // generate binomial rv, larger n
{
Real p, q, ln_p, ln_q, ln_n_fac; int n;
public:
Binomial1(int nx, Real px);
Real Density(Real) const;
Real Next() { return floor(AsymGen::Next()); }
ExtReal Mean() const { return p * n; }
ExtReal Variance() const { return p * q * n; }
};
//******* Binomial random number generator, n < 40 or n*p <= 8 *************
class Binomial2 : public Random // generate binomial rv, smaller n
{
DiscreteGen* dg;
public:
Binomial2(int nx, Real px);
~Binomial2();
Real Next() { return dg->Next(); }
ExtReal Mean() const { return dg->Mean(); }
ExtReal Variance() const { return dg->Variance(); }
};
//************************ static variables ***************************
double Random::seed;
//unsigned long Random::iseed; // for Mother
Real Random::Buffer[128];
Real Normal::Nxi;
Real* Normal::Nsx;
Real* Normal::Nsfx;
long Normal::count=0;
//**************************** utilities ******************************
inline Real square(Real x) { return x*x; }
inline ExtReal square(const ExtReal& x) { return x*x; }
static void ErrorNoSpace() { Throw(Bad_alloc("Newran: out of space")); }
//************************* end of definitions ************************
Real Random::Raw() // get new uniform random number
{
// m = 2147483647 = 2^31 - 1; a = 16807;
// 127773 = m div a; 2836 = m mod a
long iseed = (long)seed;
long hi = iseed / 127773L; // integer division
long lo = iseed - hi * 127773L; // modulo
iseed = 16807 * lo - 2836 * hi;
if (iseed <= 0) iseed += 2147483647L;
seed = (double)iseed; return seed*4.656612875e-10;
}
Real Random::Density(Real) const
{ Throw(Logic_error("density function not defined")); return 0.0; }
#ifdef _MSC_VER
static void DoNothing(int) {}
#endif
Real Random::Next() // get new mixed random number
{
if (!seed)
Throw(Logic_error("Random number generator not initialised"));
int i = (int)(Raw()*128); // 0 <= i < 128
#ifdef _MSC_VER
DoNothing(i); DoNothing(i);
#endif
Real f = Buffer[i]; Buffer[i] = Raw(); // Microsoft release gets this wrong
return f;
// return Mother(&iseed);
}
double Random::Get() // get random number seed
{ return seed/2147483648L; }
void Random::Set(double s) // set random number seed
// s must be between 0 and 1
{
if (s>=1.0 || s<=0.0)
Throw(Logic_error("Newran: seed out of range"));
//iseed = 2147483648L * s; // for Mother
seed = (long)(s*2147483648L);
for (int i = 0; i<128; i++) Buffer[i] = Raw();
}
PosGen::PosGen() // Constructor
{
#ifdef MONITOR
cout << "constructing PosGen\n";
#endif
NotReady=true;
}
PosGen::~PosGen()
{
if (!NotReady)
{
#ifdef MONITOR
cout << "freeing PosGen arrays\n";
#endif
delete [] sx; delete [] sfx;
}
#ifdef MONITOR
cout << "destructing PosGen\n";
#endif
}
void PosGen::Build(bool sym) // set up arrays
{
#ifdef MONITOR
cout << "building PosGen arrays\n";
#endif
int i;
NotReady=false;
sx=new Real[60]; sfx=new Real[60];
if (!sx || !sfx) ErrorNoSpace();
Real sxi=0.0; Real inc = sym ? 0.01 : 0.02;
for (i=0; i<60; i++)
{
sx[i]=sxi; Real f1=Density(sxi); sfx[i]=f1;
if (f1<=0.0) goto L20;
sxi+=inc/f1;
}
Throw(Runtime_error("Newran: area too large"));
L20:
if (i<50) Throw(Runtime_error("Newran: area too small"));
xi = sym ? 2*i : i;
return;
}
Real PosGen::Next()
{
Real ak,y; int ir;
if (NotReady) Build(false);
do
{
Real r1=Random::Next();
ir = (int)(r1*xi); Real sxi=sx[ir];
ak=sxi+(sx[ir+1]-sxi)*Random::Next();
y=sfx[ir]*Random::Next();
}
while ( y>=sfx[ir+1] && y>=Density(ak) );
return ak;
}
Real SymGen::Next()
{
Real s,ak,y; int ir;
if (NotReady) Build(true);
do
{
s=1.0;
Real r1=Random::Next();
if (r1>0.5) { s=-1.0; r1=1.0-r1; }
ir = (int)(r1*xi); Real sxi=sx[ir];
ak=sxi+(sx[ir+1]-sxi)*Random::Next();
y=sfx[ir]*Random::Next();
}
while ( y>=sfx[ir+1] && y>=Density(ak) );
return s*ak;
}
AsymGen::AsymGen(Real modex) // Constructor
{
#ifdef MONITOR
cout << "constructing AsymGen\n";
#endif
mode=modex; NotReady=true;
}
void AsymGen::Build() // set up arrays
{
#ifdef MONITOR
cout << "building AsymGen arrays\n";
#endif
int i;
NotReady=false;
sx=new Real[121]; sfx=new Real[121];
if (!sx || !sfx) ErrorNoSpace();
Real sxi=mode;
for (i=0; i<120; i++)
{
sx[i]=sxi; Real f1=Density(sxi); sfx[i]=f1;
if (f1<=0.0) goto L20;
sxi+=0.01/f1;
}
Throw(Runtime_error("Newran: area too large (a)"));
L20:
ic=i-1; sx[120]=sxi; sfx[120]=0.0;
sxi=mode;
for (; i<120; i++)
{
sx[i]=sxi; Real f1=Density(sxi); sfx[i]=f1;
if (f1<=0.0) goto L30;
sxi-=0.01/f1;
}
Throw(Runtime_error("Newran: area too large (b)"));
L30:
if (i<100) Throw(Runtime_error("Newran: area too small"));
xi=i;
return;
}
Real AsymGen::Next()
{
Real ak,y; int ir1;
if (NotReady) Build();
do
{
Real r1=Random::Next();
int ir=(int)(r1*xi); Real sxi=sx[ir];
ir1 = (ir==ic) ? 120 : ir+1;
ak=sxi+(sx[ir1]-sxi)*Random::Next();
y=sfx[ir]*Random::Next();
}
while ( y>=sfx[ir1] && y>=Density(ak) );
return ak;
}
AsymGen::~AsymGen()
{
if (!NotReady)
{
#ifdef MONITOR
cout << "freeing AsymGen arrays\n";
#endif
delete [] sx; delete [] sfx;
}
#ifdef MONITOR
cout << "destructing AsymGen\n";
#endif
}
PosGenX::PosGenX(PDF fx) { f=fx; }
SymGenX::SymGenX(PDF fx) { f=fx; }
AsymGenX::AsymGenX(PDF fx, Real mx) : AsymGen(mx) { f=fx; }
Normal::Normal()
{
if (count) { NotReady=false; xi=Nxi; sx=Nsx; sfx=Nsfx; }
else { Build(true); Nxi=xi; Nsx=sx; Nsfx=sfx; }
count++;
}
Normal::~Normal()
{
count--;
if (count) NotReady=true; // disable freeing arrays
}
Real Normal::Density(Real x) const // normal density
{ return (fabs(x)>8.0) ? 0 : 0.398942280 * exp(-x*x / 2); }
ChiSq1::ChiSq1(Real d) : Normal() // chisquare with 1 df
{ deltasq=d; delta=sqrt(d); }
Real ChiSq1::Next()
{ Real z=Normal::Next()+delta; return z*z; }
ChiSq::ChiSq(int df, Real noncen)
{
if (df<=0 || noncen<0.0) Throw(Logic_error("Newran: illegal parameters"));
else if (df==1) { version=0; c1=new ChiSq1(noncen); }
else if (noncen==0.0)
{
if (df==2) { version=1; c1=new Exponential(); }
else { version=2; c1=new Gamma2(0.5*df); }
}
else if (df==2) { version=3; c1=new ChiSq1(noncen/2.0); }
else if (df==3) { version=4; c1=new Exponential(); c2=new ChiSq1(noncen); }
else { version=5; c1=new Gamma2(0.5*(df-1)); c2=new ChiSq1(noncen); }
if (!c1 || (version>3 && !c2)) ErrorNoSpace();
mean=df+noncen; var=2*df+4.0*noncen;
}
ChiSq::~ChiSq() { delete c1; if (version>3) delete c2; }
Real ChiSq::Next()
{
switch(version)
{
case 0: return c1->Next();
case 1: case 2: return c1->Next()*2.0;
case 3: return c1->Next() + c1->Next();
case 4: case 5: Real s1 = c1->Next()*2.0; Real s2 = c2->Next();
return s1 + s2; // this is to make it work with Microsoft VC5
}
return 0;
}
Pareto::Pareto(Real shape) : Shape(shape)
{
if (Shape <= 0) Throw(Logic_error("Newran: illegal parameter"));
RS = -1.0 / Shape;
}
Real Pareto::Next()
{ return pow(Random::Next(), RS); }
ExtReal Pareto::Mean() const
{
if (Shape > 1) return Shape/(Shape-1.0);
else return PlusInfinity;
}
ExtReal Pareto::Variance() const
{
if (Shape > 2) return Shape/(square(Shape-1.0))/(Shape-2.0);
else return PlusInfinity;
}
Real Cauchy::Density(Real x) const // Cauchy density function
{ return (fabs(x)>1.0e15) ? 0 : 0.31830988618 / (1.0+x*x); }
Poisson1::Poisson1(Real mux) : AsymGen(mux) // Constructor
{ mu=mux; ln_mu=log(mu); }
Real Poisson1::Density(Real x) const // Poisson density function
{
if (x < 0.0) return 0.0;
double ix = floor(x); // use integer part
double l = ln_mu * ix - mu - ln_gamma(1.0 + ix);
return (l < -40.0) ? 0.0 : exp(l);
}
Binomial1::Binomial1(int nx, Real px)
: AsymGen((nx + 1) * px), p(px), q(1.0 - px), n(nx)
{ ln_p = log(p); ln_q = log(q); ln_n_fac = ln_gamma(n+1); }
Real Binomial1::Density(Real x) const // Binomial density function
{
double ix = floor(x); // use integer part
if (ix < 0.0 || ix > n) return 0.0;
double l = ln_n_fac - ln_gamma(ix+1) - ln_gamma(n-ix+1)
+ ix * ln_p + (n-ix) * ln_q;
return (l < -40.0) ? 0.0 : exp(l);
}
Poisson2::Poisson2(Real mux)
{
Real probs[40];
probs[0]=exp(-mux);
for (int i=1; i<40; i++) probs[i]=probs[i-1]*mux/i;
dg=new DiscreteGen(40,probs);
if (!dg) ErrorNoSpace();
}
Poisson2::~Poisson2() { delete dg; }
Binomial2::Binomial2(int nx, Real px)
{
Real qx = 1.0 - px;
Real probs[40];
int k = (int)(nx * px);
probs[k] = exp(ln_gamma(nx+1) - ln_gamma(k+1) - ln_gamma(nx-k+1)
+ k * log(px) + (nx-k) * log(qx));
int i;
int m = (nx >= 40) ? 39 : nx;
for (i=k+1; i<=m; i++) probs[i]=probs[i-1] * px * (nx-i+1) / qx / i;
for (i=k-1; i>=0; i--) probs[i]=probs[i+1] * qx * (i+1) / px / (nx-i);
dg = new DiscreteGen(m + 1, probs);
if (!dg) ErrorNoSpace();
}
Binomial2::~Binomial2() { delete dg; }
Real Exponential::Density(Real x) const // Negative exponential
{ return (x > 40.0 || x < 0.0) ? 0.0 : exp(-x); }
Poisson::Poisson(Real mu)
{
if (mu <= 8.0) method = new Poisson2(mu);
else method = new Poisson1(mu);
if (!method) ErrorNoSpace();
}
Binomial::Binomial(int nx, Real px)
{
if (nx < 40 || nx * px <= 8.0) method = new Binomial2(nx, px);
else method = new Binomial1(nx, px);
if (!method) ErrorNoSpace();
}
NegativeBinomial::NegativeBinomial(Real NX, Real PX)
: AsymGen(0.0), N(NX), P(PX), Q(1.0 + PX)
{
p = 1.0 / Q; ln_q = log(1.0 - p);
c = N * log(p) - ln_gamma(N); mode = (N - 1) * P;
if (mode < 1.0) mode = 0.0;
}
Real NegativeBinomial::Next() { return floor(AsymGen::Next()); }
Real NegativeBinomial::Density(Real x) const
{
if (x < 0.0) return 0.0;
Real ix = floor(x);
Real l = c + ln_gamma(ix + N) - ln_gamma(ix + 1) + ix * ln_q;
return (l < -40.0) ? 0.0 : exp(l);
}
Gamma1::Gamma1(Real alphax) // constructor (Real=shape)
{ ralpha=1.0/alphax; ln_gam=ln_gamma(alphax+1.0); alpha=alphax; }
Real Gamma1::Density(Real x) const // density function for
{ // transformed gamma
Real l = - pow(x,ralpha) - ln_gam;
return (l < -40.0) ? 0.0 : exp(l);
}
Real Gamma1::Next() // transform variable
{ return pow(PosGen::Next(),ralpha); }
Gamma2::Gamma2(Real alphax) : AsymGen(alphax-1.0) // constructor (Real=shape)
{ alpha=alphax; ln_gam=ln_gamma(alpha); }
Real Gamma2::Density(Real x) const // gamma density function
{
if (x<=0.0) return 0.0;
double l = (alpha-1.0)*log(x) - x - ln_gam;
return (l < -40.0) ? 0.0 : exp(l);
}
Gamma::Gamma(Real alpha) // general gamma generator
{
if (alpha<1.0) method = new Gamma1(alpha);
else if (alpha==1.0) method = new Exponential();
else method = new Gamma2(alpha);
if (!method) ErrorNoSpace();
}
DiscreteGen::DiscreteGen(int n1, Real* prob) // discrete generator
// values on 0,...,n1-1
{
#ifdef MONITOR
cout << "constructing DiscreteGen\n";
#endif
Gen(n1, prob); val=0;
mean=0.0; var=0.0;
{ for (int i=0; i=px) { pmin=px; jmin=j; }
}
}
if ((jmax<0) || (jmin<0)) Throw(Runtime_error("Newran: method fails"));
ialt[jmin]=jmax; px=rn-pmin; p[jmax]+=px; px*=n; p[jmin]=px;
if ((px>1.00001)||(px<-.00001))
Throw(Runtime_error("Newran: probs don't add to 1 (a)"));
}
if (px>0.00001) Throw(Runtime_error("Newran: probs don't add to 1 (b)"));
}
DiscreteGen::~DiscreteGen()
{
delete [] p; delete [] ialt; delete [] val;
#ifdef MONITOR
cout << "destructing DiscreteGen\n";
#endif
}
Real DiscreteGen::Next() // Next discrete random variable
{
int i = (int)(n*Random::Next()); if (Random::Next()Next(); }
ExtReal NegatedRandom::Mean() const { return - rv->Mean(); }
ExtReal NegatedRandom::Variance() const { return rv->Variance(); }
Real ScaledRandom::Next() { return rv->Next() * s; }
ExtReal ScaledRandom::Mean() const { return rv->Mean() * s; }
ExtReal ScaledRandom::Variance() const { return rv->Variance() * (s*s); }
Real ShiftedRandom::Next() { return rv->Next() + s; }
ExtReal ShiftedRandom::Mean() const { return rv->Mean() + s; }
ExtReal ShiftedRandom::Variance() const { return rv->Variance(); }
Real ReverseShiftedRandom::Next() { return s - rv->Next(); }
ExtReal ReverseShiftedRandom::Mean() const { return - rv->Mean() + s; }
ExtReal ReverseShiftedRandom::Variance() const { return rv->Variance(); }
Real ReciprocalRandom::Next() { return s / rv->Next(); }
ExtReal RepeatedRandom::Mean() const { return rv->Mean() * (Real)n; }
ExtReal RepeatedRandom::Variance() const { return rv->Variance() * (Real)n; }
RepeatedRandom& Random::operator()(int n)
{
RepeatedRandom* r = new RepeatedRandom(*this, n);
if (!r) ErrorNoSpace(); return *r;
}
NegatedRandom& operator-(Random& rv)
{
NegatedRandom* r = new NegatedRandom(rv);
if (!r) ErrorNoSpace(); return *r;
}
ShiftedRandom& operator+(Random& rv, Real s)
{
ShiftedRandom* r = new ShiftedRandom(rv, s);
if (!r) ErrorNoSpace(); return *r;
}
ShiftedRandom& operator-(Random& rv, Real s)
{
ShiftedRandom* r = new ShiftedRandom(rv, -s);
if (!r) ErrorNoSpace(); return *r;
}
ScaledRandom& operator*(Random& rv, Real s)
{
ScaledRandom* r = new ScaledRandom(rv, s);
if (!r) ErrorNoSpace(); return *r;
}
ShiftedRandom& operator+(Real s, Random& rv)
{
ShiftedRandom* r = new ShiftedRandom(rv, s);
if (!r) ErrorNoSpace(); return *r;
}
ReverseShiftedRandom& operator-(Real s, Random& rv)
{
ReverseShiftedRandom* r = new ReverseShiftedRandom(rv, s);
if (!r) ErrorNoSpace(); return *r;
}
ScaledRandom& operator*(Real s, Random& rv)
{
ScaledRandom* r = new ScaledRandom(rv, s);
if (!r) ErrorNoSpace(); return *r;
}
ScaledRandom& operator/(Random& rv, Real s)
{
ScaledRandom* r = new ScaledRandom(rv, 1.0/s);
if (!r) ErrorNoSpace(); return *r;
}
ReciprocalRandom& operator/(Real s, Random& rv)
{
ReciprocalRandom* r = new ReciprocalRandom(rv, s);
if (!r) ErrorNoSpace(); return *r;
}
AddedRandom& operator+(Random& rv1, Random& rv2)
{
AddedRandom* r = new AddedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
MultipliedRandom& operator*(Random& rv1, Random& rv2)
{
MultipliedRandom* r = new MultipliedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
SubtractedRandom& operator-(Random& rv1, Random& rv2)
{
SubtractedRandom* r = new SubtractedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
DividedRandom& operator/(Random& rv1, Random& rv2)
{
DividedRandom* r = new DividedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
Real AddedRandom::Next() { return rv1->Next() + rv2->Next() ; }
ExtReal AddedRandom::Mean() const { return rv1->Mean() + rv2->Mean() ; }
ExtReal AddedRandom::Variance() const
{ return rv1->Variance() + rv2->Variance() ; }
Real SubtractedRandom::Next() { return rv1->Next() - rv2->Next() ; }
ExtReal SubtractedRandom::Mean() const { return rv1->Mean() - rv2->Mean() ; }
ExtReal SubtractedRandom::Variance() const
{ return rv1->Variance() + rv2->Variance() ; }
Real MultipliedRandom::Next() { return rv1->Next() * rv2->Next() ; }
ExtReal MultipliedRandom::Mean() const { return rv1->Mean() * rv2->Mean() ; }
ExtReal MultipliedRandom::Variance() const
{
ExtReal e1 = square(rv1->Mean()); ExtReal e2 = square(rv2->Mean());
ExtReal v1 = rv1->Variance(); ExtReal v2 = rv2->Variance();
ExtReal r=v1*v2+v1*e2+e1*v2;
return r;
}
Real DividedRandom::Next() { return rv1->Next() / rv2->Next() ; }
void Random::load(int*,Real*,Random**)
{ Throw(Logic_error("Newran: illegal combination")); }
void SelectedRandom::load(int* i, Real* probs, Random** rvx)
{
probs[*i]=p; rvx[*i]=rv; (*i)++;
delete this;
}
Real SelectedRandom::Next()
{ Throw(Logic_error("Newran: Next not defined")); return 0.0; }
Real AddedSelectedRandom::Next()
{ Throw(Logic_error("Newran: Next not defined")); return 0.0; }
Real RepeatedRandom::Next()
{ Real sum=0.0; for (int i=0; iNext(); return sum; }
MixedRandom::MixedRandom(int nx, Real* probs, Random** rvx)
{
n = nx;
rv = new Random*[n]; if (!rv) ErrorNoSpace();
for (int i=0; iMean()*probs[i];
for (i=0; iVariance();
ExtReal mudif=(rv[i])->Mean()-mean;
var = var + (sigsq+square(mudif))*probs[i];
}
}
MixedRandom::~MixedRandom()
{
for (int i=0; itDelete();
delete [] rv; delete dg;
}
Real MixedRandom::Next()
{ int i = (int)(dg->Next()); return (rv[i])->Next(); }
int AddedSelectedRandom::nelems() const
{ return rv1->nelems() + rv2->nelems(); }
void AddedSelectedRandom::load(int* i, Real* probs, Random** rvx)
{
rv1->load(i, probs, rvx); rv2->load(i, probs, rvx);
delete this;
}
AddedSelectedRandom& operator+(SelectedRandom& rv1,
SelectedRandom& rv2)
{
AddedSelectedRandom* r = new AddedSelectedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
AddedSelectedRandom& operator+(AddedSelectedRandom& rv1,
SelectedRandom& rv2)
{
AddedSelectedRandom* r = new AddedSelectedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
AddedSelectedRandom& operator+(SelectedRandom& rv1,
AddedSelectedRandom& rv2)
{
AddedSelectedRandom* r = new AddedSelectedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
AddedSelectedRandom& operator+(AddedSelectedRandom& rv1,
AddedSelectedRandom& rv2)
{
AddedSelectedRandom* r = new AddedSelectedRandom(rv1, rv2);
if (!r) ErrorNoSpace(); return *r;
}
SelectedRandom& Random::operator()(double p)
{
SelectedRandom* r = new SelectedRandom(*this, p);
if (!r) ErrorNoSpace(); return *r;
}
// Identification routines for each class - may not work on all compilers?
char* Random::Name() { return "Random"; }
char* Uniform::Name() { return "Uniform"; }
char* Constant::Name() { return "Constant"; }
char* PosGen::Name() { return "PosGen"; }
char* SymGen::Name() { return "SymGen"; }
char* AsymGen::Name() { return "AsymGen"; }
char* PosGenX::Name() { return "PosGenX"; }
char* SymGenX::Name() { return "SymGenX"; }
char* AsymGenX::Name() { return "AsymGenX"; }
char* Normal::Name() { return "Normal"; }
char* ChiSq::Name() { return "ChiSq"; }
char* Cauchy::Name() { return "Cauchy"; }
char* Exponential::Name() { return "Exponential"; }
char* Poisson::Name() { return "Poisson"; }
char* Binomial::Name() { return "Binomial"; }
char* NegativeBinomial::Name() { return "NegativeBinomial"; }
char* Gamma::Name() { return "Gamma"; }
char* Pareto::Name() { return "Pareto"; }
char* DiscreteGen::Name() { return "DiscreteGen"; }
char* SumRandom::Name() { return "SumRandom"; }
char* MixedRandom::Name() { return "MixedRandom"; }
// ********************** permutation generator ***************************
void RandomPermutation::Next(int N, int M, int p[], int start)
{
// N = size of urn; M = number of draws
if (N < M) Throw(Logic_error("Newran: N < M in RandomPermutation"));
int i;
int* q = new int [N];
if (!q) ErrorNoSpace();
for (i = 0; i < N; i++) q[i] = start + i;
for (i = 0; i < M; i++)
{
int k = i + (int)(U.Next() * (N - i)); // uniform on i ... N-1
p[i] = q[k]; q[k] = q[i]; // swap i and k terms
// but put i-th term into p
}
delete [] q;
}
void RandomCombination::SortAscending(int n, int gm[])
{
// from numerical recipies in C - Shell sort
const double aln2i = 1.442695022; const double tiny = 1.0e-5;
int m = n; int lognb2 = (int)(aln2i * log((double)n) + tiny);
while (lognb2--)
{
m >>= 1;
for (int j = m; j=0 && *gmi>t) { *gmj = *gmi; gmj = gmi; gmi -= m; i -= m; }
*gmj = t;
}
}
}
#ifdef use_namespace
}
#endif