// test using discrete distribution. // Generate numbers from a given probability vector or from a discrete distribution like // the Poisson distribution. // Compare also the Unuran method for generating Poisson numbers with TRandom::Poisson // // run within ROOT (.x unuranDiscrete.cxx+) or pass any extra parameter in the command line to get // a graphics output (./unuranDiscrete 1 ) #include "TUnuran.h" #include "TUnuranDiscrDist.h" #include "TH1.h" #include "TMath.h" #include "TF1.h" #include "TRandom3.h" #include "TApplication.h" #include "TCanvas.h" #include "TStopwatch.h" #include "TError.h" #ifdef WRITE_OUTPUT #include "TFile.h" #include "TGraph.h" #endif #include "Math/Functor.h" #include "Math/DistFunc.h" #include "Math/Util.h" #include #include //#define DEBUG #ifdef DEBUG int n = 100; #else int n = 1000000; #endif TCanvas * c1; int icanv = 1; bool useRandomSeed = false; // to use a random seed different every time double poisson_pmf(double * x, double * p) { double y = ROOT::Math::poisson_pdf(int(x[0]),p[0]); // std::cout << x[0] << " f(x) = " << y << std::endl; return y; } double binomial_pmf(double * x, double * p) { double y = ROOT::Math::binomial_pdf(static_cast(x[0]),p[1], static_cast(p[0])); // std::cout << x[0] << " f(x) = " << y << std::endl; return y; } int testUnuran(TUnuran & unr, double & time, TH1 * h1, const TH1 * href, bool weightHist = false ) { // test first the time TStopwatch w; w.Start(); for (int i = 0; i < n; ++i) unr.SampleDiscr(); w.Stop(); time = w.CpuTime()*1.E9/n; // test quality (use cdf to avoid zero bins) h1->Reset(); int n2 = n/10; int x; for (int i = 0; iFill( double( x) ); } double prob; if (weightHist) prob = h1->Chi2Test(href,"UW"); else prob = h1->Chi2Test(href,"UU"); std::string s = "Time using Unuran " + unr.MethodName(); std::cout << std::left << std::setw(40) << s << "\t=\t " << time << "\tns/call \t\tChi2 Prob = "<< prob << std::endl; if (prob < 1E-06) { std::cout << "Chi2 Test failed for method " << unr.MethodName() << std::endl; if (weightHist) h1->Chi2Test(href,"UWP"); // print all chi2 test info else h1->Chi2Test(href,"UUP"); // print all chi2 test info return 1; } return 0; } int testRootPoisson(double mu, double &time, TH1 * h2) { TStopwatch w; w.Start(); for (int i = 0; i < n; ++i) gRandom->Poisson(mu); w.Stop(); time = w.CpuTime()*1.E9/n; // make ref histo int n2 = n/10; for (int i = 0; i< n2; ++i) { h2->Fill ( gRandom->Poisson(mu) ); } std::string s = "Time using TRandom::Poisson"; std::cout << std::left << std::setw(40) << s << "\t=\t " << time << std::endl; return 0; } int testRootBinomial(int m, double p, double &time, TH1 * h2) { TStopwatch w; w.Start(); for (int i = 0; i < n; ++i) gRandom->Binomial(m,p); w.Stop(); time = w.CpuTime()*1.E9/n; // make ref histo int n2 = n/10; for (int i = 0; i< n2; ++i) { h2->Fill ( gRandom->Binomial(m,p) ); } std::string s = "Time using TRandom::Binomial"; std::cout << std::left << std::setw(40) << s << "\t=\t " << time << std::endl; return 0; } int testProbVector() { int iret = 0; TH1D * h0 = new TH1D("h0","reference prob",10,-0.5,9.5); TH1D * h1 = new TH1D("h1","UNURAN gen prob",10,-0.5,9.5); double p[10] = {1.,2.,3.,5.,3.,2.,1.,0.5,0.3,0.5 }; for (int i = 0; i< 10; ++i) { h0->SetBinContent(i+1,p[i]); h0->SetBinError(i+1,0.); } double sum = h0->GetSumOfWeights(); std::cout << " prob sum = " << sum << std::endl; TUnuran unr(gRandom,2); TUnuranDiscrDist dist(p,p+10); // TUnuranDiscrDist fDDist = dist; // std::cout << fDDist.ProbVec().size() << std::endl; std::cout << "Test generation with a PV :\n\n"; double time; bool ret = unr.Init(dist,"method=dau"); if (!ret) iret = -1; iret |= testUnuran(unr,time,h1,h0,true); ret = unr.Init(dist,"method=dgt"); if (!ret) iret = -1; iret |= testUnuran(unr,time,h1,h0,true); // dss require the sum dist.SetProbSum(sum); ret = unr.Init(dist,"method=dss"); if (!ret) iret = -1; iret |= testUnuran(unr,time,h1,h0,true); c1->cd(icanv++); h1->Sumw2(); h1->Scale( h0->GetSumOfWeights()/(h1->GetSumOfWeights() ) ); h0->Draw(); h1->SetLineColor(kBlue); h1->Draw("Esame"); c1->Update(); return iret; } int testPoisson() { // test with a function // Poisson distribution int iret = 0; std::cout << "\nTest generation with a Probability function (Poisson) :\n\n"; TF1 * f = new TF1("f",poisson_pmf,1,0,1); // loop on mu values for Nmu times const int Nmu = 5; double muVal[Nmu] = {5,10,20,50,100}; double tR[Nmu]; double tU[Nmu]; double tUdari[Nmu]; double tUdsrou[Nmu]; TUnuran unr(gRandom,2); for (int imu = 0; imu < Nmu; ++imu) { const double mu = muVal[imu]; int nmax = static_cast(mu*3); TH1D * h2 = new TH1D("h2","reference Poisson prob",nmax,0,nmax); TH1D * h3 = new TH1D("h3","UNURAN gen prob",nmax,0,nmax); TH1D * h4 = new TH1D("h4","UNURAN gen prob 2",nmax,0,nmax); std::cout << "\nPoisson mu = " << mu << std::endl << std::endl; testRootPoisson(mu,tR[imu],h2); // test UNURAN with standard method bool ret = unr.InitPoisson(mu); if (!ret) iret = -1; testUnuran(unr,tU[imu],h3,h2); // test changing all the time the mu // use re-init for a fast re-initialization TStopwatch w; unr.InitPoisson(mu,"dstd"); double p[1]; p[0] = mu; w.Start(); for (int i = 0; i < n; ++i) { unr.ReInitDiscrDist(1,p); int k = unr.SampleDiscr(); if (n % 10 == 0) h4->Fill(k); } w.Stop(); double time = w.CpuTime()*1.E9/n; double prob = h2->Chi2Test(h4,"UU"); std::string s = "Time using Unuran w/ re-init method=" + unr.MethodName(); std::cout << std::left << std::setw(40) << s << "\t=\t " << time << "\tns/call \t\tChi2 Prob = "<< prob << std::endl; if (prob < 1E-06) { std::cout << "Chi2 Test failed for re-init " << std::endl; iret = -2; } f->SetParameter(0,mu); #ifdef USE_FUNCTOR ROOT::Math::Functor1D f2(f); TUnuranDiscrDist dist2 = TUnuranDiscrDist(f2); #else TUnuranDiscrDist dist2 = TUnuranDiscrDist(f); #endif // dari method (needs mode and pdf sum) dist2.SetMode(int(mu) ); dist2.SetProbSum(1. ); ret = unr.Init(dist2,"method=dari"); if (!ret) iret = -1; iret |= testUnuran(unr,tUdari[imu],h3,h2); // dsrou method (needs mode and sum) dist2.SetProbSum(1); ret = unr.Init(dist2,"method=dsrou"); if (!ret) iret = -1; iret |= testUnuran(unr,tUdsrou[imu],h3,h2); c1->cd(icanv++); h2->DrawCopy(); h3->SetLineColor(kBlue); h3->DrawCopy("Esame"); c1->Update(); delete h2; delete h3; delete h4; } #ifdef WRITE_OUTPUT TFile * file = new TFile("unuranPoisson.root","RECREATE"); // create graphs with results TGraph * gR = new TGraph(Nmu,muVal,tR); TGraph * gU = new TGraph(Nmu,muVal,tU); TGraph * gU2 = new TGraph(Nmu,muVal,tUdari); TGraph * gU3 = new TGraph(Nmu,muVal,tUdsrou); gR->Write(); gU->Write(); gU2->Write(); gU3->Write(); file->Close(); #endif return iret; } int testBinomial() { // test using binomial distribution int iret = 0; std::cout << "\nTest generation with a Probability function (Binomimal) :\n\n"; TF1 * f = new TF1("f",binomial_pmf,1,0,2); // loop on binomual values const int NBin = 3; double pVal[NBin] = {0.5,0.1,0.01}; double NVal[NBin] = {20,100,1000}; double tR[NBin]; double tU[NBin]; double tUdari[NBin]; double tUdsrou[NBin]; TUnuran unr(gRandom,2); for (int ib = 0; ib < NBin; ++ib) { double par[2]; par[0] = NVal[ib]; par[1] = pVal[ib]; int nmax = static_cast(par[0]*par[1]*3); TH1D * h2 = new TH1D("h2","reference Binomial prob",nmax,0,nmax); TH1D * h3 = new TH1D("h3","UNURAN gen prob",nmax,0,nmax); TH1D * h4 = new TH1D("h4","UNURAN gen prob 2",nmax,0,nmax); std::cout << "\nBinomial n = " << par[0] << " " << par[1] << std::endl; testRootBinomial(static_cast(par[0]),par[1],tR[ib],h2); // test UNURAN with standard method bool ret = unr.InitBinomial(static_cast(par[0]),par[1]); if (!ret) iret = -1; testUnuran(unr,tU[ib],h3,h2); // test changing all the time the mu // use re-init for a fast re-initialization TStopwatch w; unr.InitBinomial(static_cast(par[0]), par[1],"dstd"); w.Start(); for (int i = 0; i < n; ++i) { unr.ReInitDiscrDist(2,par); int k = unr.SampleDiscr(); if (n % 10 == 0) h4->Fill(k); } w.Stop(); double time = w.CpuTime()*1.E9/n; double prob = h2->Chi2Test(h4,"UU"); std::string s = "Time using Unuran w/ re-init method=" + unr.MethodName(); std::cout << std::left << std::setw(40) << s << "\t=\t " << time << "\tns/call \t\tChi2 Prob = "<< prob << std::endl; if (prob < 1E-06) { std::cout << "Chi2 Test failed for re-init " << std::endl; iret = -2; } // test the universal methods f->SetParameters(par); TUnuranDiscrDist dist = TUnuranDiscrDist(f); // dari method (needs mode and pdf sum) dist.SetMode(int(par[0]*par[1]) ); dist.SetProbSum(1. ); ret = unr.Init(dist,"method=dari"); if (!ret) iret = -1; iret |= testUnuran(unr,tUdari[ib],h3,h2); // dsrou method (needs mode and sum) ret = unr.Init(dist,"method=dsrou"); if (!ret) iret = -1; iret |= testUnuran(unr,tUdsrou[ib],h3,h2); c1->cd(icanv++); h2->DrawCopy(); h3->SetLineColor(kBlue); h3->DrawCopy("Esame"); c1->Update(); delete h2; delete h3; delete h4; } return iret; } int unuranDiscrete() { int iret = 0; c1 = new TCanvas("c1_unuranDiscr_PV","Discrete distribution from PV",10,10,800,800); c1->Divide(3,3); // switch off printing of info messages from chi2 test gErrorIgnoreLevel = 1001; // check if using a random seed if (useRandomSeed) gRandom->SetSeed(0); iret |= testProbVector(); iret |= testPoisson(); iret |= testBinomial(); if (iret != 0) std::cerr <<"\n\nUnuRan Discrete Distribution Test:\t Failed !!!!!!!" << std::endl; else std::cerr << "\n\nUnuRan Discrete Distribution Test:\t OK" << std::endl; return iret; return iret; } #ifndef __CINT__ int main(int argc, char **argv) { int iret = 0; if (argc > 1) { TApplication theApp("App",&argc,argv); iret = unuranDiscrete(); theApp.Run(); } else iret = unuranDiscrete(); } #endif