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/* ------------------------------------------------------------- */
/* File: example_cont.c */
/* ------------------------------------------------------------- */
/* Include UNURAN header file. */
#include <unuran.h>
/* ------------------------------------------------------------- */
/* Example how to sample from a continuous univariate */
/* distribution. */
/* */
/* We build a distribution object from scratch and sample. */
/* ------------------------------------------------------------- */
/* Define the PDF and dPDF of our distribution. */
/* */
/* Our distribution has the PDF */
/* */
/* / 1 - x*x if |x| <= 1 */
/* f(x) = < */
/* \ 0 otherwise */
/* */
/* The PDF of our distribution: */
double mypdf( double x, const UNUR_DISTR *distr )
/* The second argument (`distr') can be used for parameters */
/* for the PDF. (We do not use parameters in our example.) */
{
if (fabs(x) >= 1.)
return 0.;
else
return (1.-x*x);
} /* end of mypdf() */
/* The derivative of the PDF of our distribution: */
double mydpdf( double x, const UNUR_DISTR *distr )
{
if (fabs(x) >= 1.)
return 0.;
else
return (-2.*x);
} /* end of mydpdf() */
/* ------------------------------------------------------------- */
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 */
/* Create a new distribution object from scratch. */
/* Get empty distribution object for a continuous distribution */
distr = unur_distr_cont_new();
/* Fill the distribution object -- the provided information */
/* must fulfill the requirements of the method choosen below. */
unur_distr_cont_set_pdf(distr, mypdf); /* PDF */
unur_distr_cont_set_dpdf(distr, mydpdf); /* its derivative */
unur_distr_cont_set_mode(distr, 0.); /* mode */
unur_distr_cont_set_domain(distr, -1., 1.); /* domain */
/* Choose a method: TDR. */
par = unur_tdr_new(distr);
/* Set some parameters of the method TDR. */
unur_tdr_set_variant_gw(par);
unur_tdr_set_max_sqhratio(par, 0.90);
unur_tdr_set_c(par, -0.5);
unur_tdr_set_max_intervals(par, 100);
unur_tdr_set_cpoints(par, 10, NULL);
/* Create the generator object. */
gen = unur_init(par);
/* Notice that this call has also destroyed the parameter */
/* object `par' as a side effect. */
/* 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 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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