DocsTutorial/example2.c

Complete code for Example 2: non-uniform variate generation

/*
 * Authors:
 *
 *   David Munger <mungerd@iro.umontreal.ca>        (2015)
 *   Pierre L'Ecuyer <lecuyer@iro.umontreal.ca>     (2015)
 *
 */

#include <clProbDist/poisson.h>
#include <clRNG/mrg31k3p.h>

cl_double simulateOneRun(cl_double lambda, clrngMrg31k3pStream* stream)
{
    cl_double output = 0.0;
    for (int i = 0; i < 100; i++) {
        cl_double u = clrngMrg31k3pRandomU01(stream);
        cl_int poisson_variate = clprobdistPoissonInverseCDF(lambda, u, NULL);
        // modify output using poisson_variate
        output += poisson_variate / (100.0 * clprobdistPoissonMean(lambda, NULL));
    }
    return output;
}

int main()
{
    // prepare
    int replications = 1024;
    cl_double lambda = 50.0;
    clrngMrg31k3pStream* stream = clrngMrg31k3pCreateStreams(NULL, 1, NULL, NULL);

    // simulate
    cl_double sum = 0.0;
    for (int i = 0; i < replications; i++)
        sum += simulateOneRun(lambda, stream);
    printf("The average output is %.3f\n", sum / replications);

    // clean up
    clrngMrg31k3pDestroyStreams(stream);

    return 0;
}