84 lines
3.0 KiB
C++
84 lines
3.0 KiB
C++
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/********************************************************
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* ██████╗ ███████╗████████╗██╗
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* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ██║ ███╗███████╗ ██║ ██║
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* ██║ ██║╚════██║ ██║ ██║
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* ╚██████╔╝███████║ ██║ ███████╗
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* ╚═════╝ ╚══════╝ ╚═╝ ╚══════╝
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* Generic Scientific Template Library
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*
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* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
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*
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* The GSTL is distributed under a dual licensing scheme. You can redistribute
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* it and/or modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation, either version 2
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* of the License, or (at your option) any later version. You should have
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* received a copy of the GNU Lesser General Public License (LGPL) along with
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* this program. If not, see <http://www.gnu.org/licenses/>.
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*
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* If the terms and conditions of the LGPL v.2. would prevent you from using
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* the GSTL, please consider the option to obtain a commercial license for a
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* fee. These licenses are offered by the GSTL's original author. As a rule,
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* licenses are provided "as-is", unlimited in time for a one time fee. Please
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* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
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* to include some description of your company and the realm of its activities.
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* Also add information on how to contact you by electronic and paper mail.
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******************************************************/
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#include "../../lib/optimization.h"
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class levy_planner : public gctl::lgd_solver
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{
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public:
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levy_planner(){}
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virtual ~levy_planner(){}
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virtual double LGD_Evaluate(const gctl::array<double> &x, gctl::array<double> &g){return 0;}
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};
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int main(int argc, char *argv[]) try
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{
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gctl::display_logo();
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levy_planner p;
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gctl::lgd_para my_para = p.default_lgd_para();
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double alpha, beta;
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std::cout << "Input alpha (> 0) and beta (1.0 ~ 2.0): ";
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std::cin >> alpha >> beta;
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if (alpha <= 0 || beta <= 1.0 || beta >= 2.0)
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{
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std::cout << "Invalid inputs\n";
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return 0;
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}
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my_para.flight_times = 100000;
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my_para.beta = beta;
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p.set_lgd_para(my_para);
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gctl::array<double> dist;
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p.get_levy_distribution(dist);
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for (size_t i = 0; i < dist.size(); i++)
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{
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dist[i] *= alpha;
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}
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double mean = dist.mean();
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double std = dist.std();
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double cnt = 0.0;
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for (size_t i = 0; i < dist.size(); i++)
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{
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if (fabs(dist[i] - mean) > 3.0*std) cnt += 1.0;
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}
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std::cout << "Step Avg. = " << mean << "\n";
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std::cout << "Step STD = " << std << "\n";
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std::cout << "Large Ones = " << cnt/1000.0 << "%\n";
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return 0;
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}
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catch (std::exception &e)
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{
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GCTL_ShowWhatError(e.what(), GCTL_ERROR_ERROR, 0, 0, 0);
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}
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