1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
|
/* ------------------------------------------------------------- */
/* File: example_emp.c */
/* ------------------------------------------------------------- */
/* Include UNURAN header file. */
#include <unuran.h>
/* ------------------------------------------------------------- */
/* Example how to sample from an empirial continuous univariate */
/* distribution. */
/* ------------------------------------------------------------- */
int main(void)
{
int i;
double x;
/* data points */
double data[15] = { -0.1, 0.05, -0.5, 0.08, 0.13,\
-0.21,-0.44, -0.43, -0.33, -0.3, \
0.18, 0.2, -0.37, -0.29, -0.9 };
/* Declare the three UNURAN objects. */
UNUR_DISTR *distr; /* distribution object */
UNUR_PAR *par; /* parameter object */
UNUR_GEN *gen; /* generator object */
/* Create a distribution object and set empirical sample. */
distr = unur_distr_cemp_new();
unur_distr_cemp_set_data(distr, data, 15);
/* Choose a method: EMPK. */
par = unur_empk_new(distr);
/* Set smooting factor. */
unur_empk_set_smoothing(par, 0.8);
/* 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 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() */
/* ------------------------------------------------------------- */
|
