Re: [Boost-users] [random] present library status and doc

Subject: Re: [Boost-users] [random] present library status and doc
From: er (erwann.rogard_at_[hidden])
Date: 2010-02-03 11:18:23

> I've looked at your code but I fail to create a test case. I would
> like to compare the result of your code with other tools like R,
> octave.
> For instance using this
>   https://svn.r-project.org/R/trunk/src/nmath/rgamma.c
> adapted accordingly in order to remove R dependencies.
> 

The code is a bit cryptic, but is it possible that the 2 different 
algorithms for a<1 and a>1 are for efficiency reasons?

This is probably obvious to you but I'll say it anway : I wouldn't 
expect, nor is it required, that the generated values agree but their 
sample distribution, however, should be the same.

> int main()
> {
>     typedef double value_type;
>     typedef boost::mt19937 urng_type;
> 
>     value_type shape = 1.0;
>     value_type scale = 3.0;
>     unsigned int seed = 5489u;
> 
>     std::cout << "Using Boost.Random ..." << ::std::endl;
>     urng_type urng(seed);
>     std::cout << rgamma_rnd(shape, scale, urng) << std::endl;
>     std::cout << rgamma_rnd(shape, scale, urng) << std::endl;
>     std::cout << rgamma_rnd(shape, scale, urng) << std::endl;
> 
>     std::cout << "Using Boost.Random + Boost.Statistic ..." << ::std::endl;
>     urng = urng_type(seed);
>     std::cout << rgamma_math(shape, scale, urng) << std::endl;
>     std::cout << rgamma_math(shape, scale, urng) << std::endl;
>     std::cout << rgamma_math(shape, scale, urng) << std::endl;
> }

I ran these and they agree (PS: I think you meant to pass the generator 
by reference, not value).