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unison/src/core/examples/empirical-random-variable-example.cc
2023-02-13 16:31:28 -08:00

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C++

/*
* Copyright (c) 2020 Lawrence Livermore National Laboratory
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License version 2 as
* published by the Free Software Foundation;
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* Author: Peter D. Barnes, Jr. <pdbarnes@llnl.gov>
*/
#include "ns3/command-line.h"
#include "ns3/histogram.h"
#include "ns3/nstime.h"
#include "ns3/ptr.h"
#include "ns3/random-variable-stream.h"
#include "ns3/simulator.h"
#include <iomanip>
#include <iostream>
#include <map>
/**
* \file
* \ingroup core-examples randomvariable
* \defgroup empirical-rng-example Core example: Empirical random variables use.
*
* Example program illustrating use of ns3::EmpiricalRandomVariable
*
* This example illustrates
*
* * Creating an EmpiricalRandomVariable instance.
* * Switching the mode.
* * Using the sampling mode
* * Switching modes
* * Using the interpolating mode
*
* Consult the ns-3 manual for more information about the use of the
* random number generator
*/
using namespace ns3;
/**
* \ingroup empirical-rng-example
*
* \brief Sample the random variable only once.
* \param mode Rng mode (Normal or Antithetic).
* \param erv The empirical random variable.
*/
void
RunSingleSample(std::string mode, Ptr<EmpiricalRandomVariable> erv)
{
std::cout << "------------------------------" << std::endl;
std::cout << "Sampling " << mode << std::endl;
std::cout << std::endl;
std::cout << "Binned sample" << std::endl;
double value = erv->GetValue();
std::cout << "Binned sample: " << value << std::endl;
std::cout << std::endl;
std::cout << "Interpolated sample" << std::endl;
erv->SetInterpolate(true);
value = erv->GetValue();
std::cout << "Interpolated sample:" << value << std::endl;
erv->SetInterpolate(false);
}
/**
* \ingroup empirical-rng-example
*
* \brief Prints a stat line.
* \param value The value to print.
* \param count The number of times that value has been sampled.
* \param n The total number of random values sampled.
* \param sum The sum of the counts seen up to \p value, used to show
* the CDF for \p value.
*/
void
PrintStatsLine(const double value, const long count, const long n, const long sum)
{
std::cout << std::fixed << std::setprecision(3) << std::setw(10) << std::right << value
<< std::setw(10) << std::right << count << std::setw(10) << std::right
<< count / static_cast<double>(n) * 100.0 << std::setw(10) << std::right
<< sum / static_cast<double>(n) * 100.0 << std::endl;
}
/**
* \ingroup empirical-rng-example
*
* \brief Prints the summary.
* \param sum The number of sampled values.
* \param n The total number of random values to be drawn.
* \param weighted The average of the sample.
* \param expected The expected average of the sample.
*/
void
PrintSummary(long sum, long n, double weighted, double expected)
{
std::cout << std::endl;
std::cout << " --------" << std::endl;
std::cout << " Total " << std::setprecision(3) << std::fixed << std::setw(10)
<< std::right << sum / static_cast<double>(n) * 100.0 << std::endl;
std::cout << " Average " << std::setprecision(3) << std::fixed << std::setw(6)
<< std::right << weighted / n << std::endl;
std::cout << " Expected " << std::setprecision(3) << std::fixed << std::setw(6)
<< std::right << expected << std::endl
<< std::endl;
}
/**
* \ingroup empirical-rng-example
*
* \brief Sample the random variable.
* \param mode Rng mode (Normal or Antithetic).
* \param erv The empirical random variable.
* \param n Number of samples to draw.
*/
void
RunBothModes(std::string mode, Ptr<EmpiricalRandomVariable> erv, long n)
{
std::cout << std::endl;
std::cout << "Sampling " << mode << std::endl;
std::map<double, int> counts;
counts[0] = 0;
for (long i = 0; i < n; ++i)
{
++counts[erv->GetValue()];
}
long sum = 0;
double weighted = 0;
std::cout << std::endl;
std::cout << " Value Counts % % CDF" << std::endl;
std::cout << "---------- -------- -------- --------" << std::endl;
for (auto c : counts)
{
long count = c.second;
double value = c.first;
sum += count;
weighted += value * count;
PrintStatsLine(value, count, n, sum);
}
PrintSummary(sum, n, weighted, 0.8);
std::cout << "Interpolating " << mode << std::endl;
erv->SetInterpolate(true);
Histogram h(0.1);
for (long i = 0; i < n; ++i)
{
h.AddValue(erv->GetValue());
// This could also be expressed as
// h.AddValue (erv->Interpolate ());
}
erv->SetInterpolate(false);
sum = 0;
weighted = 0;
std::cout << std::endl;
std::cout << " Bin Start Counts % % CDF" << std::endl;
std::cout << "---------- -------- -------- --------" << std::endl;
for (uint32_t i = 0; i < h.GetNBins(); ++i)
{
long count = h.GetBinCount(i);
double start = h.GetBinStart(i);
double value = start + h.GetBinWidth(i) / 2.;
sum += count;
weighted += count * value;
PrintStatsLine(start, count, n, sum);
}
PrintSummary(sum, n, weighted, 0.760);
}
int
main(int argc, char* argv[])
{
long n = 1000000;
bool disableAnti = false;
bool single = false;
CommandLine cmd;
cmd.AddValue("count", "how many draws to make from the rng", n);
cmd.AddValue("antithetic", "disable antithetic sampling", disableAnti);
cmd.AddValue("single", "sample a single time", single);
cmd.Parse(argc, argv);
std::cout << std::endl;
std::cout << cmd.GetName() << std::endl;
if (!single)
{
std::cout << "Sample count: " << n << std::endl;
}
else
{
std::cout << "Sampling a single time" << std::endl;
}
if (disableAnti)
{
std::cout << "Antithetic sampling disabled" << std::endl;
}
// Create the ERV in sampling mode
Ptr<EmpiricalRandomVariable> erv = CreateObject<EmpiricalRandomVariable>();
// // Expectation for bin
erv->CDF(0.0, 0.0 / 15.0); // 0
erv->CDF(0.2, 1.0 / 15.0); // 0.2 1/15 = 2/150
erv->CDF(0.4, 3.0 / 15.0); // 0.4 2/15 = 8/150
erv->CDF(0.6, 4.0 / 15.0); // 0.6 1/15 = 6/150
erv->CDF(0.8, 7.0 / 15.0); // 0.8 3/15 = 24/150
erv->CDF(1.0, 9.0 / 15.0); // 1.0 2/15 = 20/150
erv->CDF(1.0, 15.0 / 15.0); // 1.0 6/15 = 60/150 <avg> = 120/150 = 0.8
if (single)
{
RunSingleSample("normal", erv);
if (!disableAnti)
{
std::cout << std::endl;
std::cout << "Antithetic" << std::endl;
erv->SetAntithetic(true);
RunSingleSample("antithetic", erv);
erv->SetAntithetic(false);
}
std::cout << std::endl;
return 0;
}
RunBothModes("normal", erv, n);
if (!disableAnti)
{
erv->SetAntithetic(true);
RunBothModes("antithetic", erv, n);
erv->SetAntithetic(false);
}
return 0;
}