// test using Multi-dim (2D) Distribution object interface // and compare results and CPU performances using TF2::GetRandom // // run within ROOT (.x unuranMulti2D.cxx+) or pass any extra parameter in the command line to get // a graphics output #include "TStopwatch.h" #include "TUnuran.h" #include "TUnuranMultiContDist.h" #include "TH2.h" #include "TF2.h" #include "TCanvas.h" #include "TMath.h" #include "TRandom3.h" #include "TSystem.h" #include "TApplication.h" #include "TError.h" #include "Math/Functor.h" // #include "Math/ProbFunc.h" // #include "Math/DistFunc.h" #define _USE_MATH_DEFINES // for Windows #include #include //#define DEBUG using std::cout; using std::endl; int n = 1000000; bool useRandomSeed = false; // to use a random seed different every time double gaus2d(double *x, double *p) { double sigma_x = p[0]; double sigma_y = p[1]; double rho = p[2]; double u = x[0] / sigma_x ; double v = x[1] / sigma_y ; double c = 1 - rho*rho ; double result = (1 / (2 * TMath::Pi() * sigma_x * sigma_y * sqrt(c))) * exp (-(u * u - 2 * rho * u * v + v * v ) / (2 * c)); return result; } double log_gaus2d(double *x, double *p) { return std::log( gaus2d(x,p) ); // should re-implement it } int testUnuran(TUnuran & unr, const std::string & method, const TUnuranMultiContDist & dist, TH2 * h1, const TH2 * href ) { #ifdef DEBUG n = 1000; #endif // init unuran bool ret = unr.Init(dist,method); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << endl; return -1; } h1->Reset(); // test first the time TStopwatch w; w.Start(); double x[2]; for (int i = 0; i < n; ++i) { unr.SampleMulti(x); h1->Fill(x[0],x[1]); if (method == "gibbs" && i < 100) std::cout << x[0] << " , " << x[1] << std::endl; } w.Stop(); double time = w.CpuTime()*1.E9/n; double prob = href->Chi2Test(h1,"UU"); double ksprob = href->KolmogorovTest(h1); cout << "Time using Unuran " << unr.MethodName() << " \t=\t " << time << "\tns/call \t\tChi2 Prob = " << prob << "\tKS Prob = " << ksprob << std::endl; if (prob < 1E-06) { std::cout << "Chi2 Test failed ! " << std::endl; href->Chi2Test(h1,"UUP"); // print all chi2 test info return 1; } return 0; } int testGetRandom(TF2 * f, TH1 * h1, const TH2 * href = 0) { // test first the time h1->Reset(); TStopwatch w; w.Start(); double x[2] = {0,0}; for (int i = 0; i < n; ++i) { f->GetRandom2(x[0],x[1]); h1->Fill(x[0],x[1]); } w.Stop(); double time = w.CpuTime()*1.E9/n; if (href != 0) { double prob = href->Chi2Test(h1,"UU"); std::cout << "Time using TF1::GetRandom() \t=\t " << time << "\tns/call \t\tChi2 Prob = "<< prob << std::endl; if (prob < 1E-06) { std::cout << "Chi2 Test failed ! " << std::endl; href->Chi2Test(h1,"UUP"); // print all chi2 test info return 2; } } else std::cout << "Time using TF1::GetRandom() \t=\t " << time << "\tns/call\n"; return 0; } int unuranMulti2D() { // check if using a random seed if (useRandomSeed) gRandom->SetSeed(0); // switch off printing of info messages from chi2 test gErrorIgnoreLevel = 1001; gSystem->Load("libMathCore"); gSystem->Load("libUnuran"); // simple test of unuran TH2D * h1 = new TH2D("h1","UNURAN gaussian 2D distribution",100,-10,10,100,-10,10); TH2D * h2 = new TH2D("h2","TF1::GetRandom gaussian 2D distribution",100,-10,10,100,-10,10); TH2D * h3 = new TH2D("h3","UNURAN truncated gaussian 2D distribution",100,-1,1,100,-1,1); TH2D * h4 = new TH2D("h4","TF1::GetRandom truncated gaussian 2D distribution",100,-1,1,100,-1,1); TF2 * f = new TF2("g2d",gaus2d,-10,10,-10,10,3); double par[3] = {1,1,0.5}; f->SetParameters(par); TF2 * flog = new TF2("logg2d",log_gaus2d,-10,10,-10,10,3); flog->SetParameters(par); f->SetNpx(100); f->SetNpy(100); std::cout << " Nimber of function points in TF1, Npx = " << f->GetNpx() << " Npy = " << f->GetNpy() << std::endl; std::cout << "Test using an undefined domain :\n\n"; // test first with getrandom testGetRandom(f,h2); // create multi-dim distribution TUnuranMultiContDist dist(f); // use directly function interfaces //ROOT::Math::Functor f2( *f, 2); //TUnuranMultiContDist dist(f2); TUnuran unr(gRandom,2); // 2 is debug level int iret = 0; TH2 * href = h2; //vnrou method (requires only pdf) std::string method = "vnrou"; iret |= testUnuran(unr, method, dist, h1, href); //hitro method (requires only pdf) method = "hitro"; iret |= testUnuran(unr, method, dist, h1, href); //gibbs requires log of pdf and derivative //#define USE_GIBBS #ifdef USE_GIBBS method = "gibbs"; // need to create a new multi-dim distribution with log of pdf TUnuranMultiContDist logdist(flog,0,true); iret |= testUnuran(unr, method, logdist, h1, href); #endif // test setting the mode cout << "\nTest setting the mode in Unuran distribution:\n\n"; double m[2] = {0,0}; dist.SetMode(m); method = "vnrou"; iret |= testUnuran(unr, method, dist, h1, href); method = "hitro"; iret |= testUnuran(unr, method, dist, h1, href); #ifdef USE_GIBBS method = "gibbs"; logdist.SetMode(m); iret |= testUnuran(unr, method, logdist, h1, href); #endif // std::cout << " chi2 test of histogram generated with Unuran vs histogram generated with TF1::GetRandom " << std::endl; // h1->Chi2Test(h2,"UUP"); //#ifdef LATER double xmin[2] = { -1, -1 }; double xmax[2] = { 1, 1 }; f->SetRange(xmin[0],xmin[1],xmax[0],xmax[1]); // change function domain (not yet implemented in unuran for multidim functions) dist.SetDomain(xmin,xmax); const double *xlow = dist.GetLowerDomain(); const double *xup = dist.GetUpperDomain(); cout << "\nTest truncated distribution in domain [ " << xlow[0] << " : " << xup[0] << " , " << xlow[1] << " : " << xup[1] << " ] :\n\n"; testGetRandom(f,h4); method = "vnrou"; iret |= testUnuran(unr, method, dist, h3, h4); method = "hitro"; iret |= testUnuran(unr, method, dist, h3, h4); #ifdef USE_GIBBS logdist.SetDomain(xmin,xmax); method = "gibbs"; iret |= testUnuran(unr, method, logdist, h3, h4); #endif //#ifdef LATER TCanvas * c1 = new TCanvas("c1_unuran2D","Multidimensional distribution",10,10,900,900); c1->Divide(2,2); #ifdef NO_TRUNC TCanvas * c1 = new TCanvas("c1_unuran2D","Multidimensional distribution",10,10,500,500); c1->Divide(1,2); #endif c1->cd(1); h1->Draw("col"); c1->cd(2); h2->Draw("col"); c1->cd(3); h3->Draw("col"); c1->cd(4); h4->Draw("col"); //#endif if (iret != 0) std::cerr <<"\n\nUnuRan 2D Continous Distribution Test:\t Failed !!!!!!!\n" << std::endl; else std::cerr << "\n\nUnuRan 2D Continous Distribution Test:\t OK\n" << std::endl; return iret; } #ifndef __CINT__ int main(int argc, char **argv) { int iret = 0; if (argc > 1) { TApplication theApp("App",&argc,argv); iret = unuranMulti2D(); theApp.Run(); } else iret = unuranMulti2D(); return iret; } #endif