random-variable - doc updated and new Zeta distribution

This commit is contained in:
Tommaso Pecorella
2010-02-04 14:00:04 +01:00
parent 2b51fbd5e9
commit 7efbad9193
2 changed files with 1006 additions and 673 deletions

File diff suppressed because it is too large Load Diff

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@@ -43,7 +43,6 @@ class RandomVariableBase;
class SeedManager
{
public:
/**
* \brief set the seed
* it will duplicate the seed value 6 times
@@ -57,45 +56,45 @@ public:
* Note, while the underlying RNG takes six integer values as a seed;
* it is sufficient to set these all to the same integer, so we provide
* a simpler interface here that just takes one integer.
*/
*/
static void SetSeed (uint32_t seed);
/**
* \brief Get the seed value
* \return the seed value
*
* Note: returns the first of the six seed values used in the underlying RNG
*/
static uint32_t GetSeed ();
/**
* \brief Set the run number of simulation
*
* \code
* SeedManager::SetSeed(12);
* int N = atol(argv[1]); //read in run number from command line
* SeedManager::SetRun(N);
* UniformVariable x(0,10);
* ExponentialVariable y(2902);
* \endcode
* In this example, N could successivly be equal to 1,2,3, etc. and the user
* would continue to get independent runs out of the single simulation. For
* this simple example, the following might work:
* \code
* ./simulation 0
* ...Results for run 0:...
*
* ./simulation 1
* ...Results for run 1:...
* \endcode
*/
static uint32_t GetSeed ();
/**
* \brief Set the run number of simulation
*
* \code
* SeedManager::SetSeed(12);
* int N = atol(argv[1]); //read in run number from command line
* SeedManager::SetRun(N);
* UniformVariable x(0,10);
* ExponentialVariable y(2902);
* \endcode
* In this example, N could successivly be equal to 1,2,3, etc. and the user
* would continue to get independent runs out of the single simulation. For
* this simple example, the following might work:
* \code
* ./simulation 0
* ...Results for run 0:...
*
* ./simulation 1
* ...Results for run 1:...
* \endcode
*/
static void SetRun (uint32_t run);
/**
* \returns the current run number
* @sa SetRun
*/
static uint32_t GetRun (void);
/**
* \brief Check if seed value is valid if wanted to be used as seed
* \return true if valid and false if invalid
@@ -111,7 +110,7 @@ public:
* Note: The underlying random number generation method used
* by NS-3 is the RngStream code by Pierre L'Ecuyer at
* the University of Montreal.
*
*
* NS-3 has a rich set of random number generators.
* Class RandomVariable defines the base class functionalty
* required for all random number generators. By default, the underlying
@@ -119,13 +118,13 @@ public:
* coming from the ns3::GlobalValue \ref GlobalValueRngSeed "RngSeed" and \ref GlobalValueRngRun "RngRun".
*/
class RandomVariable
{
{
public:
RandomVariable();
RandomVariable(const RandomVariable&o);
RandomVariable ();
RandomVariable (const RandomVariable&o);
RandomVariable &operator = (const RandomVariable &o);
~RandomVariable();
~RandomVariable ();
/**
* \brief Returns a random double from the underlying distribution
* \return A floating point random value
@@ -139,13 +138,13 @@ public:
uint32_t GetInteger (void) const;
private:
friend std::ostream &operator << (std::ostream &os, const RandomVariable &var);
friend std::istream &operator >> (std::istream &os, RandomVariable &var);
friend std::ostream & operator << (std::ostream &os, const RandomVariable &var);
friend std::istream & operator >> (std::istream &os, RandomVariable &var);
RandomVariableBase *m_variable;
protected:
RandomVariable (const RandomVariableBase &variable);
RandomVariableBase *Peek (void) const;
RandomVariableBase * Peek (void) const;
};
/**
@@ -153,7 +152,7 @@ protected:
* \ingroup randomvariable
*
* This class supports the creation of objects that return random numbers
* from a fixed uniform distribution. It also supports the generation of
* from a fixed uniform distribution. It also supports the generation of
* single random numbers from various uniform distributions.
*
* The low end of the range is always included and the high end
@@ -164,40 +163,40 @@ protected:
* UniformVariable::GetSingleValue(100,1000); //returns a value [100,1000)
* \endcode
*/
class UniformVariable : public RandomVariable
class UniformVariable : public RandomVariable
{
public:
/**
* Creates a uniform random number generator in the
* range [0.0 .. 1.0).
*/
UniformVariable();
UniformVariable ();
/**
* Creates a uniform random number generator with the specified range
* \param s Low end of the range
* \param l High end of the range
*/
UniformVariable(double s, double l);
UniformVariable (double s, double l);
/**
* \brief call RandomVariable::GetValue
* \return A floating point random value
*
* Note: we have to re-implement this method here because the method is
* Note: we have to re-implement this method here because the method is
* overloaded below for the two-argument variant and the c++ name resolution
* rules don't work well with overloads split between parent and child
* rules don't work well with overloads split between parent and child
* classes.
*/
double GetValue (void) const;
/**
* \brief Returns a random double with the specified range
* \param s Low end of the range
* \param l High end of the range
* \return A floating point random value
*/
double GetValue(double s, double l);
double GetValue (double s, double l);
/**
* \brief Returns a random unsigned integer from the interval [s,l] including both ends.
@@ -215,26 +214,27 @@ public:
* Class ConstantVariable defines a random number generator that
* returns the same value every sample.
*/
class ConstantVariable : public RandomVariable {
class ConstantVariable : public RandomVariable
{
public:
/**
* Construct a ConstantVariable RNG that returns zero every sample
*/
ConstantVariable();
ConstantVariable ();
/**
* Construct a ConstantVariable RNG that returns the specified value
* every sample.
* \param c Unchanging value for this RNG.
*/
ConstantVariable(double c);
ConstantVariable (double c);
/**
* \brief Specify a new constant RNG for this generator.
* \param c New constant value for this RNG.
*/
void SetConstant(double c);
void SetConstant (double c);
};
@@ -244,10 +244,10 @@ public:
*
* Class SequentialVariable defines a random number generator that
* returns a sequential sequence. The sequence monotonically
* increases for a period, then wraps around to the low value
* increases for a period, then wraps around to the low value
* and begins monotonicaly increasing again.
*/
class SequentialVariable : public RandomVariable
class SequentialVariable : public RandomVariable
{
public:
/**
@@ -261,7 +261,7 @@ public:
* \param i Increment between sequence values
* \param c Number of times each member of the sequence is repeated
*/
SequentialVariable(double f, double l, double i = 1, uint32_t c = 1);
SequentialVariable (double f, double l, double i = 1, uint32_t c = 1);
/**
* \brief Constructor for the SequentialVariable RNG.
@@ -273,7 +273,7 @@ public:
* \param i Reference to a RandomVariable for the sequence increment
* \param c Number of times each member of the sequence is repeated
*/
SequentialVariable(double f, double l, const RandomVariable& i, uint32_t c = 1);
SequentialVariable (double f, double l, const RandomVariable& i, uint32_t c = 1);
};
@@ -282,17 +282,18 @@ public:
* \ingroup randomvariable
*
* This class supports the creation of objects that return random numbers
* from a fixed exponential distribution. It also supports the generation of
* from a fixed exponential distribution. It also supports the generation of
* single random numbers from various exponential distributions.
*
* The probability density function of an exponential variable
* The probability density function of an exponential variable
* is defined over the interval [0, +inf) as:
* \f$ \alpha e^{-\alpha x} \f$
* where \f$ \alpha = \frac{1}{mean} \f$
* where \f$ \alpha = \frac{1}{mean} \f$
*
* The bounded version is defined over the interval [0,b] as:
* \f$ \alpha e^{-\alpha x} \quad x \in [0,b] \f$.
* Note that in this case the true mean is \f$ 1/\alpha - b/(e^{\alpha \, b}-1) \f$
*
* The bounded version is defined over the internal [0,+inf) as:
* \f$ \left\{ \begin{array}{cl} \alpha e^{-\alpha x} & x < bound \\ bound & x > bound \end{array}\right. \f$
*
* \code
* ExponentialVariable x(3.14);
* x.GetValue(); //will always return with mean 3.14
@@ -301,33 +302,33 @@ public:
* \endcode
*
*/
class ExponentialVariable : public RandomVariable
{
class ExponentialVariable : public RandomVariable
{
public:
/**
* Constructs an exponential random variable with a mean
* value of 1.0.
*/
ExponentialVariable();
ExponentialVariable ();
/**
* \brief Constructs an exponential random variable with a specified mean
* \param m Mean value for the random variable
*/
explicit ExponentialVariable(double m);
explicit ExponentialVariable (double m);
/**
* \brief Constructs an exponential random variable with spefified
* \brief mean and upper limit.
* \brief Constructs an exponential random variable with specified
* mean and upper limit.
*
* Since exponential distributions can theoretically return unbounded values,
* it is sometimes useful to specify a fixed upper limit. Note however when
* the upper limit is specified, the true mean of the distribution is
* slightly smaller than the mean value specified.
* the upper limit is specified, the true mean of the distribution is
* slightly smaller than the mean value specified: \f$ m - b/(e^{b/m}-1) \f$.
* \param m Mean value of the random variable
* \param b Upper bound on returned values
*/
ExponentialVariable(double m, double b);
ExponentialVariable (double m, double b);
};
@@ -336,13 +337,13 @@ public:
* \ingroup randomvariable
*
* This class supports the creation of objects that return random numbers
* from a fixed pareto distribution. It also supports the generation of
* from a fixed pareto distribution. It also supports the generation of
* single random numbers from various pareto distributions.
*
* The probability density function is defined over the range [\f$x_m\f$,+inf) as:
* \f$ k \frac{x_m^k}{x^{k+1}}\f$ where \f$x_m > 0\f$ is called the location
* \f$ k \frac{x_m^k}{x^{k+1}}\f$ where \f$x_m > 0\f$ is called the location
* parameter and \f$ k > 0\f$ is called the pareto index or shape.
*
*
* The parameter \f$ x_m \f$ can be infered from the mean and the parameter \f$ k \f$
* with the equation \f$ x_m = mean \frac{k-1}{k}, k > 1\f$.
*
@@ -367,7 +368,7 @@ public:
* parameter of 1.5
* \param m Mean value of the distribution
*/
explicit ParetoVariable(double m);
explicit ParetoVariable (double m);
/**
* Constructs a pareto random variable with the specified mean value and
@@ -375,7 +376,7 @@ public:
* \param m Mean value of the distribution
* \param s Shape parameter for the distribution
*/
ParetoVariable(double m, double s);
ParetoVariable (double m, double s);
/**
* \brief Constructs a pareto random variable with the specified mean
@@ -389,7 +390,7 @@ public:
* \param s Shape parameter
* \param b Upper limit on returned values
*/
ParetoVariable(double m, double s, double b);
ParetoVariable (double m, double s, double b);
};
@@ -398,7 +399,7 @@ public:
* \ingroup randomvariable
*
* This class supports the creation of objects that return random numbers
* from a fixed weibull distribution. It also supports the generation of
* from a fixed weibull distribution. It also supports the generation of
* single random numbers from various weibull distributions.
*
* The probability density function is defined over the interval [0, +inf]
@@ -407,13 +408,14 @@ public:
* specified mean is related to the scale and shape parameters by the following relation:
* \f$ mean = \lambda\Gamma\left(1+\frac{1}{k}\right) \f$ where \f$ \Gamma \f$ is the Gamma function.
*/
class WeibullVariable : public RandomVariable {
class WeibullVariable : public RandomVariable
{
public:
/**
* Constructs a weibull random variable with a mean
* value of 1.0 and a shape (alpha) parameter of 1
*/
WeibullVariable();
WeibullVariable ();
/**
@@ -421,7 +423,7 @@ public:
* value and a shape (alpha) parameter of 1.5.
* \param m mean value of the distribution
*/
WeibullVariable(double m) ;
WeibullVariable (double m);
/**
* Constructs a weibull random variable with the specified mean
@@ -429,20 +431,20 @@ public:
* \param m Mean value for the distribution.
* \param s Shape (alpha) parameter for the distribution.
*/
WeibullVariable(double m, double s);
WeibullVariable (double m, double s);
/**
* \brief Constructs a weibull random variable with the specified mean
* \brief value, shape (alpha), and upper bound.
* Since WeibullVariable distributions can theoretically return unbounded values,
* it is sometimes usefull to specify a fixed upper limit. Note however
* that when the upper limit is specified, the true mean of the distribution
* is slightly smaller than the mean value specified.
* \param m Mean value for the distribution.
* \param s Shape (alpha) parameter for the distribution.
* \param b Upper limit on returned values
*/
WeibullVariable(double m, double s, double b);
/**
* \brief Constructs a weibull random variable with the specified mean
* \brief value, shape (alpha), and upper bound.
* Since WeibullVariable distributions can theoretically return unbounded values,
* it is sometimes usefull to specify a fixed upper limit. Note however
* that when the upper limit is specified, the true mean of the distribution
* is slightly smaller than the mean value specified.
* \param m Mean value for the distribution.
* \param s Shape (alpha) parameter for the distribution.
* \param b Upper limit on returned values
*/
WeibullVariable (double m, double s, double b);
};
@@ -450,9 +452,9 @@ public:
* \brief Class NormalVariable defines a random variable with a
* normal (Gaussian) distribution.
* \ingroup randomvariable
*
*
* This class supports the creation of objects that return random numbers
* from a fixed normal distribution. It also supports the generation of
* from a fixed normal distribution. It also supports the generation of
* single random numbers from various normal distributions.
*
* The density probability function is defined over the interval (-inf,+inf)
@@ -466,15 +468,15 @@ public:
/**
* Constructs an normal random variable with a mean
* value of 0 and variance of 1.
*/
NormalVariable();
*/
NormalVariable ();
/**
* \brief Construct a normal random variable with specified mean and variance.
* \param m Mean value
* \param v Variance
*/
NormalVariable(double m, double v);
*/
NormalVariable (double m, double v);
/**
* \brief Construct a normal random variable with specified mean and variance
@@ -482,15 +484,15 @@ public:
* \param v Variance
* \param b Bound. The NormalVariable is bounded symetrically about the mean
* [mean-bound,mean+bound]
*/
NormalVariable(double m, double v, double b);
*/
NormalVariable (double m, double v, double b);
};
/**
* \brief EmpiricalVariable distribution random var
* \ingroup randomvariable
*
* Defines a random variable that has a specified, empirical
* Defines a random variable that has a specified, empirical
* distribution. The distribution is specified by a
* series of calls to the CDF member function, specifying a
* value and the probability that the function value is less than
@@ -501,19 +503,20 @@ public:
* as inverse transform sampling:
* (http://en.wikipedia.org/wiki/Inverse_transform_sampling).
*/
class EmpiricalVariable : public RandomVariable {
class EmpiricalVariable : public RandomVariable
{
public:
/**
* Constructor for the EmpiricalVariable random variables.
*/
explicit EmpiricalVariable();
explicit EmpiricalVariable ();
/**
* \brief Specifies a point in the empirical distribution
* \param v The function value for this point
* \param c Probability that the function is less than or equal to v
*/
void CDF(double v, double c); // Value, prob <= Value
void CDF (double v, double c); // Value, prob <= Value
protected:
EmpiricalVariable (const RandomVariableBase &variable);
};
@@ -527,10 +530,10 @@ protected:
* sampling interpolation described in the EmpiricalVariable documentation
* is modified to only return integers.
*/
class IntEmpiricalVariable : public EmpiricalVariable
class IntEmpiricalVariable : public EmpiricalVariable
{
public:
IntEmpiricalVariable();
IntEmpiricalVariable ();
};
/**
@@ -550,13 +553,13 @@ public:
*
* Creates a generator that returns successive elements of the d array
* on successive calls to ::Value(). Note that the d pointer is copied
* for use by the generator (shallow-copy), not its contents, so the
* contents of the array d points to have to remain unchanged for the use
* for use by the generator (shallow-copy), not its contents, so the
* contents of the array d points to have to remain unchanged for the use
* of DeterministicVariable to be meaningful.
* \param d Pointer to array of random values to return in sequence
* \param c Number of values in the array
*/
explicit DeterministicVariable(double* d, uint32_t c);
explicit DeterministicVariable (double* d, uint32_t c);
};
/**
@@ -573,7 +576,7 @@ public:
*
* The probability density function is defined over the interval [0,+inf) as:
* \f$ \frac{1}{x\sigma\sqrt{2\pi}} e^{-\frac{(ln(x) - \mu)^2}{2\sigma^2}}\f$
* where \f$ mean = e^{\mu+\frac{\sigma^2}{2}} \f$ and
* where \f$ mean = e^{\mu+\frac{\sigma^2}{2}} \f$ and
* \f$ variance = (e^{\sigma^2}-1)e^{2\mu+\sigma^2}\f$
*
* The \f$ \mu \f$ and \f$ \sigma \f$ parameters can be calculated from the mean
@@ -581,7 +584,7 @@ public:
* \f$ \mu = ln(mean) - \frac{1}{2}ln\left(1+\frac{stddev}{mean^2}\right)\f$, and,
* \f$ \sigma = \sqrt{ln\left(1+\frac{stddev}{mean^2}\right)}\f$
*/
class LogNormalVariable : public RandomVariable
class LogNormalVariable : public RandomVariable
{
public:
/**
@@ -595,18 +598,18 @@ public:
* \brief Gamma Distributed Random Variable
* \ingroup randomvariable
*
* GammaVariable defines a random variable with gamma distribution.
* GammaVariable defines a random variable with gamma distribution.
*
* This class supports the creation of objects that return random numbers
* from a fixed gamma distribution. It also supports the generation of
* from a fixed gamma distribution. It also supports the generation of
* single random numbers from various gamma distributions.
*
* The probability density function is defined over the interval [0,+inf) as:
* \f$ x^{\alpha-1} \frac{e^{-\frac{x}{\beta}}}{\beta^\alpha \Gamma(\alpha)}\f$
* where \f$ mean = \alpha\beta \f$ and
* where \f$ mean = \alpha\beta \f$ and
* \f$ variance = \alpha \beta^2\f$
*/
class GammaVariable : public RandomVariable
class GammaVariable : public RandomVariable
{
public:
/**
@@ -622,7 +625,7 @@ public:
/**
* \brief call RandomVariable::GetValue
* \return A floating point random value
* \return A floating point random value
*
* Note: we have to re-implement this method here because the method is
* overloaded below for the two-argument variant and the c++ name resolution
@@ -630,14 +633,14 @@ public:
* classes.
*/
double GetValue (void) const;
/**
* \brief Returns a gamma random distributed double with parameters alpha and beta.
* \param alpha alpha parameter of the gamma distribution
* \param beta beta parameter of the gamma distribution
* \return A floating point random value
*/
double GetValue(double alpha, double beta) const;
double GetValue (double alpha, double beta) const;
};
/**
@@ -656,10 +659,10 @@ public:
*
* The probability density function is defined over the interval [0,+inf) as:
* \f$ \frac{x^{k-1} e^{-\frac{x}{\lambda}}}{\lambda^k (k-1)!}\f$
* where \f$ mean = k \lambda \f$ and
* where \f$ mean = k \lambda \f$ and
* \f$ variance = k \lambda^2\f$
*/
class ErlangVariable : public RandomVariable
class ErlangVariable : public RandomVariable
{
public:
/**
@@ -675,7 +678,7 @@ public:
/**
* \brief call RandomVariable::GetValue
* \return A floating point random value
* \return A floating point random value
*
* Note: we have to re-implement this method here because the method is
* overloaded below for the two-argument variant and the c++ name resolution
@@ -683,50 +686,87 @@ public:
* classes.
*/
double GetValue (void) const;
/**
* \brief Returns an Erlang random distributed double with parameters k and lambda.
* \param k k parameter of the Erlang distribution. Must be a non-negative integer.
* \param lambda lambda parameter of the Erlang distribution
* \return A floating point random value
*/
double GetValue(unsigned int k, double lambda) const;
double GetValue (unsigned int k, double lambda) const;
};
/**
* \brief Zipf Distributed random var (between 1 and n included)
* \brief Zipf Distributed Random Variable
* \ingroup randomvariable
*
* ZipfVariable defines a discrete random variable with Zipf distribution.
*
* The Zipf's law states that given some corpus of natural language
* utterances, the frequency of any word is inversely proportional
* to its rank in the frequency table.
*
* Zipf's distribution have two parameters, alpha and N, where:
* \f$ \alpha > 0 \f$ (real) and \f$ N \in \{1,2,3 \dots\}\f$ (integer).
* Probability Mass Function is \f$ f(k; \alpha, N) = k^{-\alpha}/ H_{N,\alpha} \f$
* where \f$ H_{N,\alpha} = \sum_{n=1}^N n^{-\alpha} \f$
*/
class ZipfVariable : public RandomVariable
class ZipfVariable : public RandomVariable
{
public:
/**
* \param n the number of possible items
* \param alpha the alpha parameter
* \brief Returns a Zipf random variable with parameters N and alpha.
* \param N the number of possible items. Must be a positive integer.
* \param alpha the alpha parameter. Must be a strictly positive real.
*/
ZipfVariable (long n, double alpha);
ZipfVariable (long N, double alpha);
/**
* A zipf variable with N=1 and alpha=0
* Constructs a Zipf random variable with N=1 and alpha=0.
*/
ZipfVariable ();
};
/**
* \brief Zeta Distributed Distributed Random Variable
* \ingroup randomvariable
*
* ZetaVariable defines a discrete random variable with Zeta distribution.
*
* The Zeta distribution is closely related to Zipf distribution when N goes to infinity.
*
* Zeta distribution has one parameter, alpha, \f$ \alpha > 1 \f$ (real).
* Probability Mass Function is \f$ f(k; \alpha) = k^{-\alpha}/\zeta(\alpha) \f$
* where \f$ \zeta(\alpha) \f$ is the Riemann zeta function ( \f$ \sum_{n=1}^\infty n^{-\alpha} ) \f$
*/
class ZetaVariable : public RandomVariable
{
public:
/**
* \brief Returns a Zeta random variable with parameter alpha.
* \param alpha the alpha parameter. Must be a strictly greater than 1, real.
*/
ZetaVariable (double alpha);
/**
* Constructs a Zeta random variable with alpha=3.14
*/
ZetaVariable ();
};
/**
* \brief Triangularly Distributed random var
* \ingroup randomvariable
*
*
* This distribution is a triangular distribution. The probablility density
* is in the shape of a triangle.
*/
class TriangularVariable : public RandomVariable
class TriangularVariable : public RandomVariable
{
public:
/**
* Creates a triangle distribution random number generator in the
* range [0.0 .. 1.0), with mean of 0.5
*/
TriangularVariable();
TriangularVariable ();
/**
* Creates a triangle distribution random number generator with the specified
@@ -735,12 +775,12 @@ public:
* \param l High end of the range
* \param mean mean of the distribution
*/
TriangularVariable(double s, double l, double mean);
TriangularVariable (double s, double l, double mean);
};
std::ostream &operator << (std::ostream &os, const RandomVariable &var);
std::istream &operator >> (std::istream &os, RandomVariable &var);
std::ostream & operator << (std::ostream &os, const RandomVariable &var);
std::istream & operator >> (std::istream &os, RandomVariable &var);
/**
* \class ns3::RandomVariableValue
@@ -751,7 +791,7 @@ ATTRIBUTE_VALUE_DEFINE (RandomVariable);
ATTRIBUTE_CHECKER_DEFINE (RandomVariable);
ATTRIBUTE_ACCESSOR_DEFINE (RandomVariable);
}//namespace ns3
} // namespace ns3
#endif