header header // a few functions are not yet referenced in "tool.hdr" as not yet debugged header // Euler constant #* directive ENFORCE_ODEH_EVANS_ALGORITHM // to substitute to Box-Muller if you prefer fs 1.0e6 #define ANALYZE 4 #ask ANALYZE "what analysis 0..12 ?" ivar npts 1000000 comment "Generator Range (x) Mean Variance " comment " " comment "x = rand_01() 0 < x < 1 1/2 1/12 " comment "x = rand_chisquare(n) x > 0 n 2*n " comment "x = rand_erlang(n,b) x > 0 n*b n*b*b " comment "x = rand_exponential(m) x > 0 m m*m " comment "x = rand_gumbel1(m,b) b > 0 " comment "x = rand_gumbel2(m,b) b > 0 " comment "x = rand_halfnormal(t) x > 0 t*sqrt(2/Pi) t*t*(1-2/Pi) " comment "x = rand_lognormal(m,s) x > 0 exp(m+0.5*s*s) (exp(s*s)-1)*exp(2*m+s*s) " comment "x = rand_normal(m,s) all x m s*s " comment "x = rand_rayleigh(b) x > 0 b*sqrt(Pi/2) b*b*(4-Pi)/2 " comment "x = rand_student(n) all x 0 (n > 1) n/(n-2) (n > 2) " comment "x = rand_uniform(a,b) a < x < b (a+b)/2 (b-a)*(b-a)/12 " comment "x = rand_weibull(k,l) x > 0 l*gamma(1+1/k) l*l*gamma(1+2/k)-m*m " comment " " #if ANALYZE == 0 ## 01 node (b0) dalgebra rand_01() dvar mean 0.5 &export dvar sigma 1.0/sqrt(12.0) &export tool statval "stat_b0.out" b0 1.0 npts // OK tool histogram "hist_b0.out" b0 1.0 npts #endif #if ANALYZE == 1 comment "uniform" title "UNIFORM" dvar a 1.0 dvar b 5.0 node (b1) dalgebra rand_uniform(a, b) dvar mean (a+b)/2.0 &export dvar sigma (b-a)/sqrt(12.0) &export tool statval "stat_b1.out" b1 1.0 npts // OK tool histogram "hist_b1.out" b1 1.0 npts #endif #if ANALYZE == 2 comment "exponential" title "EXPONENTIAL" dvar m 2.0 node (b2) dalgebra rand_exponential(m) dvar mean m &export dvar sigma m &export tool statval "stat_b2.out" b2 1.0 npts // OK tool histogram "hist_b2.out" b2 1.0 npts #endif #if ANALYZE == 3 comment "erlang" title "ERLANG" ivar n 2 dvar b 0.7 node (b3) dalgebra rand_erlang(n, b) dvar mean n*b &export dvar sigma b*sqrt(n) &export tool statval "stat_b3.out" b3 1.0 npts // OK tool histogram "hist_b3.out" b3 1.0 npts #endif #if ANALYZE == 4 comment "normal" title "NORMAL" dvar m 1.5 dvar s 0.4 node (b4) dalgebra rand_normal(m, s) dvar mean m &export dvar sigma s &export tool statval "stat_b4.out" b4 1.0 npts // OK tool histogram "hist_b4.out" b4 1.0 npts #endif #if ANALYZE == 5 comment "lognormal" title "LOGNORMAL" dvar m 0.5 dvar s 1.5 node (b5) dalgebra rand_lognormal(m, s) dvar mean exp(m+0.5*s*s) &export dvar sigma sqrt((exp(s*s)-1.0) * exp(2.0*m+s*s)) &export tool statval "stat_b5.out" b5 1.0 npts // OK tool histogram "hist_b5.out" b5 1.0 npts #endif #if ANALYZE == 6 comment "chisquare" title "CHISQUARE" ivar n 2 node (b6) dalgebra rand_chisquare(n) dvar mean n &export dvar sigma sqrt(2.0*n) &export tool statval "stat_b6.out" b6 1.0 npts // OK tool histogram "hist_b6.out" b6 1.0 npts #endif #if ANALYZE == 7 comment "student" title "STUDENT" ivar n 3 node (b7) dalgebra rand_student(n) dvar mean 0.0 &export // (n > 1) dvar sigma sqrt(n/(n-2.0)) &export // (n > 2) tool statval "stat_b7.out" b7 1.0 npts // OK tool histogram "hist_b7.out" b7 1.0 npts #endif #if ANALYZE == 8 comment "rayleigh" title "RAYLEIGH" dvar b 3.0 node (b8) dalgebra rand_rayleigh(b) dvar mean b*sqrt(_pi2_) &export dvar sigma b*sqrt(b*(4.0-_pi_)/2.0) &export tool statval "stat_b8.out" b8 1.0 npts // OK tool histogram "hist_b8.out" b8 1.0 npts #endif #if ANALYZE == 9 comment "weibull" title "WEIBULL" dvar k 0.5 dvar l 1.2 dvar mean l*gamma(1.0+(1.0/k)) &export dvar sigma l*sqrt(gamma(1.0+2.0/k)-mean*mean) &export node (b9) dalgebra rand_weibull(k, l) tool statval "stat_b9.out" b9 1.0 npts tool histogram "hist_b9.out" b9 1.0 npts #endif #if ANALYZE == 10 comment "Gumbel1" title "GUMBEL1" dvar m 1.5 dvar b 3.0 dvar mean m-Euler_Mascheroni*b &export dvar sigma b*_pi_/sqrt(6.0) &export node (b10) dalgebra rand_gumbel1(b, m) tool statval "stat_b10.out" b10 1.0 npts tool histogram "hist_b10.out" b10 1.0 npts #endif #if ANALYZE == 11 comment "Gumbel2" title "GUMBEL2" dvar m 1.5 dvar b 3.0 dvar mean m-Euler_Mascheroni*b &export dvar sigma b*_pi_/sqrt(6.0) &export node (b11) dalgebra rand_gumbel2(b, m) tool statval "stat_b11.out" b11 1.0 npts tool histogram "hist_b11.out" b11 1.0 npts #endif #if ANALYZE == 12 comment "halfnormal" title "HALFNORMAL" dvar t 2.0 dvar mean t*sqrt(2.0/_pi_) &export dvar sigma t*sqrt(1.0-(2.0/_pi_)) &export node (b12) dalgebra rand_halfnormal(t) tool statval "stat_b12.out" b12 1.0 npts // OK tool histogram "hist_b12.out" b12 1.0 npts #endif #if ANALYZE > 12 error "wrong analysis number!" #endif terminate 1 <= TOOL_INDEX ping stderr