[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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[146] | 9 | // simulate a standard normal RV via polar method |
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[3] | 10 | do{ |
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| 11 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 12 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 13 | s = v1*v1+v2*v2; |
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| 14 | }while(s>1); |
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| 15 | return sqrt(-2.*log(s)/s)*v1; |
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| 16 | |
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| 17 | } |
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| 18 | |
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[70] | 19 | float getNormalRVtrunc() |
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| 20 | { |
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| 21 | float v1,v2,s; |
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[146] | 22 | // simulate a standard normal RV via polar method |
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[70] | 23 | do{ |
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| 24 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 25 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 26 | s = v1*v1+v2*v2; |
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[125] | 27 | }while((s>1)||(fabs(sqrt(-2.*log(s)/s)*v1)>sqrt(2*M_LN2))); |
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[70] | 28 | return sqrt(-2.*log(s)/s)*v1; |
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| 29 | |
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| 30 | } |
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| 31 | |
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[3] | 32 | float getNormalRV(float mean, float sigma) |
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| 33 | { |
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[146] | 34 | // simulate a standard normal RV via polar method |
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[3] | 35 | float v1,v2,s; |
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| 36 | do{ |
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| 37 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 38 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 39 | s = v1*v1+v2*v2; |
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| 40 | }while(s>1); |
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| 41 | float z=sqrt(-2.*log(s)/s)*v1; |
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| 42 | return z*sigma + mean; |
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| 43 | } |
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| 44 | |
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| 45 | void getRandomSpectrum(int length, float *x, double *y) |
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| 46 | { |
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| 47 | srandom(time(0)); |
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| 48 | rand(); |
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| 49 | for(int i=0;i<length;i++){ |
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| 50 | x[i] = (float)i; |
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| 51 | // simulate a standard normal RV via polar method |
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| 52 | double v1,v2,s; |
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| 53 | do{ |
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| 54 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 55 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 56 | s = v1*v1+v2*v2; |
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| 57 | }while(s>1); |
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| 58 | y[i] = sqrt(-2.*log(s)/s)*v1; |
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| 59 | } |
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| 60 | } |
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| 61 | |
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| 62 | |
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[146] | 63 | void getRandomSpectrum(int length, float mean, float sigma, |
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| 64 | float *x, double *y) |
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[3] | 65 | { |
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| 66 | srandom(time(0)); |
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| 67 | rand(); |
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| 68 | for(int i=0;i<length;i++){ |
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| 69 | x[i] = (float)i; |
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| 70 | // simulate a standard normal RV via polar method |
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| 71 | double v1,v2,s; |
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| 72 | do{ |
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| 73 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 74 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 75 | s = v1*v1+v2*v2; |
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| 76 | }while(s>1); |
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| 77 | float z = sqrt(-2.*log(s)/s)*v1; |
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| 78 | y[i] = z * sigma + mean; |
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| 79 | } |
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| 80 | } |
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| 81 | |
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