Re: [Boost-users] [random] Cauchy distribution

Subject: Re: [Boost-users] [random] Cauchy distribution
From: Júlio Hoffimann (julio.hoffimann_at_[hidden])
Date: 2011-07-13 14:40:02

Hi Karsten, hi all,

Maybe the documentation of Boost.Random 1.47 fail in explain the detail of
variate_generator<>, or maybe the design changed dramatically. I'm using
Boost 1.46 and the example Steven gave is how i use the library.

http://www.boost.org/doc/libs/1_46_0/doc/html/boost_random.html

In Boost.Random 1.47 the implementation is different:

http://www.boost.org/doc/libs/1_47_0/doc/html/boost_random.html

Anyway, good to know the new design...

Best Regards,
Júlio.

2011/7/13 Steven Watanabe <watanabesj_at_[hidden]>

> AMDG
>
> On 07/13/2011 11:04 AM, Karsten Ahnert wrote:
> > I have the following code
> >
> > boost::mt19937 rng;
> > boost::cauchy_distribution< double > cauchy( 0.0 , 0.1 );
> >
> > for( size_t i=0 ; i<16 ; ++i )
> > {
> >     std::cout << cauchy( rng ) << " ";
> > }
> >
> > which produced this sequence :
> >
> > 76513.4 4.3467e+06 -254805 -1.63299e+06 -6.96405e+06 233243 214884
> > 883827 471904 268253 648798 140314 1.43562e+06 653319 -582905 91567.6
> >
> > I think these number are much to high. The standard deviation should be
> > 0.1. Does anyone knows what went wrong? Is this my failure?
> >
> > I use boost 1.46 and gcc 4.5.2.
> >
>
> This code should work correctly in 1.47.
> In 1.46 and prior, you need to use variate_generator.
>
> boost::variate_generator<
>    boost::mt19937&,
>    boost::cauchy_distribution<double> >
> gen(rng, cauchy);
>
> std::cout << gen() << " ";
>
> In Christ,
> Steven Watanabe
>
>
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