76 lines
2.7 KiB
C++
76 lines
2.7 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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* 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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using namespace gctl;
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class ex9 : public lgd_solver
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{
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private:
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/* data */
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public:
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ex9(){}
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virtual ~ex9(){}
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virtual double LGD_Evaluate(const array<double> &x, array<double> &g){return 0.0;}
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};
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int main(int argc, char const *argv[])
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{
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ex9 e;
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lgd_para p = e.default_lgd_para();
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p.beta = 1.2;
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e.set_lgd_para(p);
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array<double> dist;
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e.get_levy_distribution(dist, 125);
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double m = dist.mean();
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double s = dist.std();
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int c = 0;
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for (size_t i = 0; i < dist.size(); i++)
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{
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if (dist[i] > m + 3*s) c++;
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}
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std::cout << "mean = " << dist.mean() << "\n";
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std::cout << "std = " << dist.std() << "\n";
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std::cout << "rms = " << dist.rms() << "\n";
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std::cout << "max = " << dist.max() << "\n";
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std::cout << "min = " << dist.min() << "\n";
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std::cout << "ratio = " << 5000.0*c/dist.size() << "\n";
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for (size_t i = 0; i < dist.size(); i++)
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{
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std::clog << dist[i] << "\n";
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}
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return 0;
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}
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