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src/optimization/ex9.cpp

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+/********************************************************
+ *  ██████╗  ██████╗████████╗██╗
+ * ██╔════╝ ██╔════╝╚══██╔══╝██║
+ * ██║  ███╗██║        ██║   ██║
+ * ██║   ██║██║        ██║   ██║
+ * ╚██████╔╝╚██████╗   ██║   ███████╗
+ *  ╚═════╝  ╚═════╝   ╚═╝   ╚══════╝
+ * Geophysical Computational Tools & Library (GCTL)
+ *
+ * Copyright (c) 2022  Yi Zhang (yizhang-geo@zju.edu.cn)
+ *
+ * GCTL is distributed under a dual licensing scheme. You can redistribute 
+ * it and/or modify it under the terms of the GNU Lesser General Public 
+ * License as published by the Free Software Foundation, either version 2 
+ * of the License, or (at your option) any later version. You should have 
+ * received a copy of the GNU Lesser General Public License along with this 
+ * program. If not, see <http://www.gnu.org/licenses/>.
+ * 
+ * If the terms and conditions of the LGPL v.2. would prevent you from using 
+ * the GCTL, please consider the option to obtain a commercial license for a 
+ * fee. These licenses are offered by the GCTL's original author. As a rule, 
+ * licenses are provided "as-is", unlimited in time for a one time fee. Please 
+ * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget 
+ * to include some description of your company and the realm of its activities. 
+ * Also add information on how to contact you by electronic and paper mail.
+ ******************************************************/
+
+#include "../lib/optimization.h"
+
+using namespace gctl;
+
+class ex9 : public lgd_solver
+{
+private:
+    /* data */
+public:
+    ex9(){}
+    virtual ~ex9(){}
+
+    virtual double LGD_Evaluate(const array<double> &x, array<double> &g){return 0.0;}
+};
+
+int main(int argc, char const *argv[])
+{
+    ex9 e;
+    
+    lgd_para p = e.default_lgd_para();
+    p.beta = 1.2;
+    p.seed = 125;
+    e.set_lgd_para(p);
+
+    array<double> dist;
+    e.get_levy_distribution(dist);
+
+    double m = dist.mean();
+    double s = dist.std();
+
+    int c = 0;
+    for (size_t i = 0; i < dist.size(); i++)
+    {
+        if (dist[i] > m + 3*s) c++;
+    }
+
+    std::cout << "mean = " << dist.mean() << "\n";
+    std::cout << "std = " << dist.std() << "\n";
+    std::cout << "rms = " << dist.rms() << "\n";
+    std::cout << "max = " << dist.max() << "\n";
+    std::cout << "min = " << dist.min() << "\n";
+    std::cout << "ratio = " << 5000.0*c/dist.size() << "\n";
+
+    for (size_t i = 0; i < dist.size(); i++)
+    {
+        std::clog << dist[i] << "\n";
+    }
+    return 0;
+}