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/* ------------------------------------------------------------- */
/* File: example_cext.c */
/* ------------------------------------------------------------- */
/* Include UNURAN header file. */
#include <unuran.h>
/* ------------------------------------------------------------- */
/* This example shows how an external generator for the */
/* exponential distribution with one scale parameter can be */
/* used within the UNURAN framework. */
/* */
/* Notice, that this example does not provide the simplest */
/* solution. */
/* ------------------------------------------------------------- */
/* Initialization routine. */
/* */
/* Here we simply read the scale parameter of the exponential */
/* distribution and store it in an array for parameters of */
/* the external generator. */
/* [ Of course we could do this in the sampling routine as */
/* and avoid the necessity of this initialization routine. ] */
int exponential_init (UNUR_GEN *gen)
{
/* Get pointer to parameters of exponential distribution */
double *params = unur_cext_get_distrparams(gen);
/* The scale parameter is the first entry (see manual) */
double lambda = (params) ? params[0] : 1.;
/* Get array to store this parameter for external generator */
double *genpar = unur_cext_get_params(gen, sizeof(double));
genpar[0] = lambda;
/* Executed successfully */
return UNUR_SUCCESS;
}
/* ------------------------------------------------------------- */
/* Sampling routine. */
/* */
/* Contains the code for the external generator. */
double exponential_sample (UNUR_GEN *gen)
{
/* Get scale parameter */
double *genpar = unur_cext_get_params(gen,0);
double lambda = genpar[0];
/* Sample a uniformly distributed random number */
double U = unur_sample_urng(gen);
/* Transform into exponentially distributed random variate */
return ( -log(1. - U) * lambda );
}
/* ------------------------------------------------------------- */
int main(void)
{
int i; /* loop variable */
double x; /* will hold the random number */
/* Declare the three UNURAN objects. */
UNUR_DISTR *distr; /* distribution object */
UNUR_PAR *par; /* parameter object */
UNUR_GEN *gen; /* generator object */
/* Use predefined exponential distribution with scale param. 2 */
double fpar[1] = { 2. };
distr = unur_distr_exponential(fpar, 1);
/* Use method CEXT */
par = unur_cext_new(distr);
/* Set initialization and sampling routines. */
unur_cext_set_init(par, exponential_init);
unur_cext_set_sample(par, exponential_sample);
/* Create the generator object. */
gen = unur_init(par);
/* It is important to check if the creation of the generator */
/* object was successful. Otherwise `gen' is the NULL pointer */
/* and would cause a segmentation fault if used for sampling. */
if (gen == NULL) {
fprintf(stderr, "ERROR: cannot create generator object\n");
exit (EXIT_FAILURE);
}
/* It is possible to reuse the distribution object to create */
/* another generator object. If you do not need it any more, */
/* it should be destroyed to free memory. */
unur_distr_free(distr);
/* Now you can use the generator object `gen' to sample from */
/* the standard Gaussian distribution. */
/* Eg.: */
for (i=0; i<10; i++) {
x = unur_sample_cont(gen);
printf("%f\n",x);
}
/* When you do not need the generator object any more, you */
/* can destroy it. */
unur_free(gen);
exit (EXIT_SUCCESS);
} /* end of main() */
/* ------------------------------------------------------------- */
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