// test using 1D Distribution object interface // and compare results and CPU performances using TF1::GetRandom // // run within ROOT (.x unuranDistr.cxx+) or pass any extra parameter in the command line to get // a graphics output #include "TStopwatch.h" #include "TUnuran.h" #include "TUnuranContDist.h" #include "TH1.h" #include "TF1.h" #include "TRandom3.h" #include "TSystem.h" #include "TStyle.h" #include "TApplication.h" #include "TCanvas.h" #include "Math/DistFunc.h" #include #include #include "TError.h" #include using std::cout; using std::endl; int sampleSize = 5000000; bool useRandomSeed = false; // to use a random seed different every time double par[1] = {1}; // function parameters double norm(double *x, double *p) { return ROOT::Math::normal_pdf(x[0],p[0]); } double cdf(double *x, double *p) { return ROOT::Math::normal_cdf(x[0],p[0]); } double cdf_trunc(double *x, double *p) { double a1 = ROOT::Math::normal_cdf(p[1],p[0]); double a2 = ROOT::Math::normal_cdf(p[2],p[0]); return ( ROOT::Math::normal_cdf(x[0],p[0]) - a1 )/(a2-a1); } class DistTest { public: DistTest(TF1 * f) : fCdf(f), fHref(0) { // generate reference histo for distribution using cdf // make ref histo (uniform histo between 0,1 fHref = new TH1D("Href","uniform ref histo",100,0,1); for (int i = 0; i < sampleSize; ++i) fHref->Fill(gRandom->Rndm() ); } void SetCdf(TF1 *f) { fCdf = f; } int testUnuran(TUnuran & unr) { assert(fHref != 0); assert(fCdf != 0); // test first the time TStopwatch w; w.Start(); for (int i = 0; i < sampleSize; ++i) unr.Sample(); w.Stop(); double time = w.CpuTime()*1.E9/sampleSize; TH1D htmp("htmp","gaussian generated cdf",100,0,1.); // test quality (use cdf to avoid zero bins) int n2 = sampleSize/100; double x; for (int i = 0; iEval(x) ); } double prob = fHref->Chi2Test(&htmp,"UU"); std::cout << "Time using Unuran " << unr.MethodName() << " \t=\t " << time << "\tns/call \t\tChi2 Prob = "<< prob << std::endl; if (prob < 1E-06) { std::cout << "Chi2 Test failed ! " << std::endl; fHref->Chi2Test(&htmp,"UUP"); // print all chi2 test info return 1; } return 0; } int testGetRandom(TF1 * f) { assert(fHref != 0); assert(fCdf != 0); // test first the time TStopwatch w; w.Start(); for (int i = 0; i < sampleSize; ++i) { f->GetRandom(); } w.Stop(); double time = w.CpuTime()*1.E9/sampleSize; TH1D htmp("htmp","gaussian generated cdf",100,0,1.); // test quality (use cdf to avoid zero bins) int n2 = sampleSize/100; for (int i = 0; iGetRandom(); htmp.Fill( fCdf->Eval(x) ); } double prob = fHref->Chi2Test(&htmp,"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; fHref->Chi2Test(&htmp,"UUP"); // print all chi2 test info return 2; } return 0; } private: TF1 * fCdf; // cumulative distribution TH1 * fHref; // reference histo }; int unuranDistr() { int iret = 0; // switch off printing of info messages from chi2 test gErrorIgnoreLevel = 1001; // check if using a random seed if (useRandomSeed) gRandom->SetSeed(0); gSystem->Load("libUnuran"); // simple test of unuran TH1D * h1 = new TH1D("h1","gaussian distribution",100,-10,10); TH1D * h2 = new TH1D("h2","gaussian distribution",100,-10,10); TH1D * h1u = new TH1D("h1u","test gaussian dist",100,0,1); TH1D * h2u = new TH1D("h2u","test gaussian dist",100,0,1); TF1 * f = new TF1("n",norm,-10,10,1); f->SetParameters(par); TF1 * fc = new TF1("c",cdf,0,1,1); fc->SetParameters(par); // tester class DistTest t(fc); // create unuran 1D distribution TUnuranContDist dist(f); // create unuran class TUnuran unr(gRandom,2); // test all unuran methods bool ret = false; // arou: needs pdf and dpdf (estimated numerically in dist class) ret = unr.Init(dist,"arou"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -1; } else iret |= t.testUnuran(unr); // nrou (needs only pdf , mode is an option) ret = unr.Init(dist,"nrou"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -2; } else iret |= t.testUnuran(unr); // tdr: needs pdf and dpdf (estimated numerically in dist class) ret = unr.Init(dist,"tdr"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -3; } else iret |= t.testUnuran(unr); dist.SetCdf(fc); // hinv (needs cdf , pdf and dpdf are optionally) ret = unr.Init(dist,"hinv"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -4; } else iret |= t.testUnuran(unr); // ninv (needs cdf, pdf is an option) ret = unr.Init(dist,"ninv"); sampleSize /= 10; // method is too slow if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -5; } else iret |= t.testUnuran(unr); dist.SetMode( 0.0 ); dist.SetPdfArea(1. ); // srou (need pdf mode sand area) ret = unr.Init(dist,"srou"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -6; } else iret |= t.testUnuran(unr); // srou (need pdf mode sand area) ret = unr.Init(dist,"ssr"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -7; } else iret |= t.testUnuran(unr); sampleSize *= 10; ret = unr.Init(dist,"utdr"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -8; } else iret |= t.testUnuran(unr); // test with TF1::GetRandom std::cout << "\n"; iret |= t.testGetRandom(f); std::cout << "\nTest truncated distribution:\n\n"; dist.SetDomain(-1.,1.); // change cdf for tester TF1 * fc2 = new TF1("fc2",cdf_trunc,-1,1,3); fc2->SetParameters(par[0],-1,1.); t.SetCdf(fc2); ret = unr.Init(dist,"auto"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -10; } else iret |= t.testUnuran(unr); f->SetRange(-1,1); iret |= t.testGetRandom(f); TCanvas * c1 = new TCanvas("c1_unuran1D","Onedimensional distribution",10,10,1000,1000); c1->Divide(2,2); gStyle->SetOptFit(); // remove the domain dist.SetDomain(0,0); //f->SetRange(1,-1); f->SetRange(-10,10); // set verly low and large values is enough // show now some plots ret = unr.Init(dist,"auto"); if (!ret) { std::cerr << "Error initializing unuran with method " << unr.MethodName() << std::endl; iret = -20; } int n2 = sampleSize/10; for (int i = 0; i < n2; ++i) { double x1 = unr.Sample(); h1->Fill( x1 ); h1u->Fill( fc->Eval( x1 ) ); double x2 = f->GetRandom(); h2->Fill( x2 ); h2u->Fill( fc->Eval( x2 ) ); } c1->cd(1); h1->Draw(); h1->Fit("gaus","Q"); std::cout << "\nFit result on data with unuran: " << std::endl; TF1 * f1 = h1->GetFunction("gaus"); std::cout << "Gaus Fit chi2 = " << f1->GetChisquare() << " ndf = " << f1->GetNDF() << std::endl; std::cout << "Gaus Fit Prob = " << f1->GetProb() << std::endl; if ( f1->GetProb() < 1.E-6) iret = 11; c1->cd(2); h1u->Draw("Error"); h1u->Fit("pol0","Q"); TF1 * f1u = h1u->GetFunction("pol0"); std::cout << "CDF Fit chi2 = " << f1u->GetChisquare() << " ndf = " << f1u->GetNDF() << std::endl; std::cout << "CDF Fit Prob = " << f1u->GetProb() << std::endl; if ( f1u->GetProb() < 1.E-6) iret = 12; c1->cd(3); h2->Draw("same"); h2->Fit("gaus","Q"); std::cout << "\nFit result on data with GetRandom: " << std::endl; f1 = h2->GetFunction("gaus"); std::cout << "Gaus Fit chi2 = " << f1->GetChisquare() << " ndf = " << f1->GetNDF() << std::endl; std::cout << "Gaus Fit Prob = " << f1->GetProb() << std::endl; if ( f1->GetProb() < 1.E-6) iret = 13; c1->cd(4); h2u->Draw("Error"); h2u->Fit("pol0","Q"); f1 = h2u->GetFunction("pol0"); std::cout << "Fit chi2 = " << f1->GetChisquare() << " ndf = " << f1->GetNDF() << std::endl; std::cout << "Fit Prob = " << f1->GetProb() << std::endl; if ( f1->GetProb() < 1.E-6) iret = 14; std::cout << "Chi2 test Gaussian histograms :\t"; h1->Chi2Test(h2,"UUP"); std::cout << "Chi2 test Uniform histograms :\t"; h1u->Chi2Test(h2u,"UUP"); if (iret != 0) std::cerr <<"\n\nUnuRan Continous Distribution Test:\t Failed !!!!!!!\n" << std::endl; else std::cerr << "\n\nUnuRan Continous Distribution Test:\t OK\n" << std::endl; return iret; return iret; } #ifndef __CLING__ int main(int argc, char **argv) { int iret = 0; if (argc > 1) { TApplication theApp("App",&argc,argv); iret = unuranDistr(); theApp.Run(); } else iret = unuranDistr(); return iret; } #endif