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 | // simulate a standard normal RV via polar method |
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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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19 | float getNormalRVtrunc() |
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20 | { |
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21 | float v1,v2,s; |
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22 | // simulate a standard normal RV via polar method |
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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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27 | }while((s>1)||(fabs(sqrt(-2.*log(s)/s)*v1)>sqrt(2*M_LN2))); |
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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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32 | float getNormalRV(float mean, float sigma) |
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33 | { |
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34 | // simulate a standard normal RV via polar method |
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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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63 | void getRandomSpectrum(int length, float mean, float sigma, |
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64 | float *x, double *y) |
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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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