使用Boost C ++为一组数据生成指数分布 [英] Generate a exponential distribution for a set of data using boost c++

问题描述

如何使用boost c ++为一组数据生成指数分布.

How to generate a exponential distribution for a set of data using boost c++ .

我有一个向量，该向量包含名为 vararr 的浮点变量，并使用Boost c ++，我想对其进行拟合以实现指数分布并获取fit的相应速率参数(lambda).Matlab中的等效代码为:

I have a vector containing float variables named vararr and using Boost c++ and I want to fit it Exponential distribution and getting respective rate parameter(lambda) for the fit . The equivalance code in Matlab is :

PD = fitdist(vararr,'exponential'); 
vararr = sort(vararr); 
fxx = pdf(PD,vararr);

我需要用C ++实现

推荐答案

指数分布用于在特定分布后生成随机数.要使用指数分布，请执行以下操作:

Exponential distribution is there to generate a random number following a certain distribution. To use exponential distribution, you do something like that:

#include <iostream>
#include <boost/random.hpp>

int main() {
  boost::mt19937 seed(5u); 
  boost::variate_generator<boost::mt19937&, boost::exponential_distribution<>> random_n(seed, boost::exponential_distribution<>()) ;
  cout << random_n() << endl; return 0;
}

现在，我怀疑您想做点什么，但对我来说还不太清楚.您想排序还是什么?在向量中选择一个随机数?

Now, I suspect you want to do something but it is not so clear for me. You want to sort or whatever? Pick a random number in your vector?

好的.简而言之，即使您可以使用C ++ 11，也无法走得太远.现在，大多数随机生成器都已成为标准配置.但不是PDF.如果您对原因感到好奇:此处为:http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2002/n1398.html .因此，您绝对需要boost.math工具包，这是计算PDF的唯一方法.这是为您提供的一些示例代码:

OK. In brief and short, even if you have access to C++11 you cannot go very far. Most of the random generator are now in the standard. But not the PDF. If you are curious about why: here it is: http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2002/n1398.html. So you definitly need the boost.math toolkit, this is your only way to compute your PDF. Here is some sample code for you:

#include <boost/math/distributions/exponential.hpp>

int main()  {
    const auto lbda = 1.0;
    const auto d = exponential_distribution<> { lbda };
    cout << pdf(d, 0) << endl; // e(0) = 1
    cout << pdf(d, 1) << endl; // e(-1) = 0.3678
    return 0;
}

简而言之:对于使用boost PDF ，您本身就不需要矢量，因为PDF函数知道如何计算其分布.

In short: for using boost PDF, you do not need per se the vector cause the PDF function knows how to compute its distribution.

因此，如果您需要使用某种分布填充向量，则可以简单地使用 std :: generate 并将其应用分布，这是一个带有 std的示例:: exponential_distribution (c ++ 11，但您可以使用boost).

Edit 2: So if you need to populate a vector with some distribution, you can simply use std::generate and apply the distribution to it, here is an example with a std::exponential_distribution (c++11, but you can use boost).

std::vector<float> v(20);

random_device rd;
mt19937_64 gen(rd());
exponential_distribution<float> dis(1);
auto rand = bind(dis, gen);
generate(begin(v), end(v), rand);
for (auto& e : v) cout << e << endl;

我在这里显示的代码是用指数分布填充20个元素的 vector .您可以切换到 std :: array ，将float更改为所需的值，增加向量或数组的大小.

The code I am showing here is filling a vector of 20 elements with an exponential distribution. You can switch to an std::array, change the float to whatever you need, increase the size of the vector or array.

您还可以查看这个满足您需要的旧C ++库(今天是个强子库): http://myfitter.hepforge.org/.这可能是您最好的选择.它使用非参数方法.C ++版本已经很老了，我不确定功能是否完整，但是也许适合您.

You can also take a look at this old C++ library (nowaday a pytonic one) which does what you need : http://myfitter.hepforge.org/. This is probably your best bet. It uses a non parametric method. The C++ version is quite old and I am not so sure fully functional but perhaps this will go for you.

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