[3] | 1 | #include <iostream> |
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| 2 | #include <stdlib.h> |
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| 3 | #include <time.h> |
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| 4 | #include <math.h> |
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| 5 | |
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| 6 | float getNormalRV() |
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| 7 | { |
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| 8 | float v1,v2,s; |
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| 9 | do{ |
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| 10 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 11 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 12 | s = v1*v1+v2*v2; |
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| 13 | }while(s>1); |
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| 14 | return sqrt(-2.*log(s)/s)*v1; |
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| 15 | |
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| 16 | } |
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| 17 | |
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[70] | 18 | float getNormalRVtrunc() |
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| 19 | { |
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| 20 | float v1,v2,s; |
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| 21 | do{ |
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| 22 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 23 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 24 | s = v1*v1+v2*v2; |
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[125] | 25 | }while((s>1)||(fabs(sqrt(-2.*log(s)/s)*v1)>sqrt(2*M_LN2))); |
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[70] | 26 | return sqrt(-2.*log(s)/s)*v1; |
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| 27 | |
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| 28 | } |
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| 29 | |
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[3] | 30 | float getNormalRV(float mean, float sigma) |
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| 31 | { |
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| 32 | float v1,v2,s; |
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| 33 | do{ |
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| 34 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 35 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 36 | s = v1*v1+v2*v2; |
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| 37 | }while(s>1); |
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| 38 | float z=sqrt(-2.*log(s)/s)*v1; |
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| 39 | return z*sigma + mean; |
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| 40 | } |
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| 41 | |
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| 42 | void getRandomSpectrum(int length, float *x, float *y) |
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| 43 | { |
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| 44 | srandom(time(0)); |
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| 45 | rand(); |
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| 46 | |
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| 47 | for(int i=0;i<length;i++){ |
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| 48 | x[i] = i; |
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| 49 | // simulate a standard normal RV via polar method |
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| 50 | float v1,v2,s; |
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| 51 | do{ |
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| 52 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 53 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 54 | s = v1*v1+v2*v2; |
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| 55 | }while(s>1); |
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| 56 | y[i] = sqrt(-2.*log(s)/s)*v1; |
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| 57 | } |
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| 58 | } |
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| 59 | |
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| 60 | void getRandomSpectrum(int length, float *x, double *y) |
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| 61 | { |
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| 62 | srandom(time(0)); |
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| 63 | rand(); |
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| 64 | for(int i=0;i<length;i++){ |
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| 65 | x[i] = (float)i; |
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| 66 | // simulate a standard normal RV via polar method |
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| 67 | double v1,v2,s; |
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| 68 | do{ |
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| 69 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 70 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 71 | s = v1*v1+v2*v2; |
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| 72 | }while(s>1); |
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| 73 | y[i] = sqrt(-2.*log(s)/s)*v1; |
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| 74 | // cerr<< x[i]<<" " << y[i]<<endl; |
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| 75 | } |
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| 76 | } |
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| 77 | |
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| 78 | |
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| 79 | void getRandomSpectrum(int length, float mean, float sigma, float *x, double *y) |
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| 80 | { |
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| 81 | srandom(time(0)); |
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| 82 | rand(); |
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| 83 | for(int i=0;i<length;i++){ |
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| 84 | x[i] = (float)i; |
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| 85 | // simulate a standard normal RV via polar method |
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| 86 | double v1,v2,s; |
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| 87 | do{ |
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| 88 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 89 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 90 | s = v1*v1+v2*v2; |
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| 91 | }while(s>1); |
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| 92 | float z = sqrt(-2.*log(s)/s)*v1; |
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| 93 | y[i] = z * sigma + mean; |
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| 94 | // cerr<< x[i]<<" " << y[i]<<endl; |
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| 95 | } |
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| 96 | } |
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| 97 | |
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| 98 | void getRandomSpectrum(int length, float mean, float sigma, float *x, float *y) |
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| 99 | { |
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| 100 | srandom(time(0)); |
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| 101 | rand(); |
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| 102 | for(int i=0;i<length;i++){ |
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| 103 | x[i] = (float)i; |
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| 104 | // simulate a standard normal RV via polar method |
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| 105 | float v1,v2,s; |
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| 106 | do{ |
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| 107 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 108 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 109 | s = v1*v1+v2*v2; |
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| 110 | }while(s>1); |
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| 111 | float z = sqrt(-2.*log(s)/s)*v1; |
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| 112 | y[i] = z * sigma + mean; |
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| 113 | // cerr<< x[i]<<" " << y[i]<<endl; |
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| 114 | } |
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| 115 | } |
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| 116 | |
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