/* ------------------------------------------------------------- */
/* File: example_anti_str.c */
/* ------------------------------------------------------------- */
/* String API. */
/* ------------------------------------------------------------- */
#ifdef UNURAN_SUPPORTS_PRNG
/* ------------------------------------------------------------- */
/* This example makes use of the PRNG library for generating */
/* uniform random numbers. */
/* (see http://statmath.wu.ac.at/prng/) */
/* To compile this example you must have set */
/* ./configure --with-urng-prng */
/* (Of course the executable has to be linked against the */
/* PRNG library.) */
/* ------------------------------------------------------------- */
/* Example how to sample from two streams of antithetic random */
/* variates from Gaussian N(2,5) and Gamma(4) distribution, resp.*/
/* ------------------------------------------------------------- */
/* Include UNURAN header files. */
#include <unuran.h>
#include <unuran_urng_prng.h>
/* ------------------------------------------------------------- */
int main(void)
{
int i; /* loop variable */
double xn, xg; /* will hold the random number */
/* Declare UNURAN generator objects. */
UNUR_GEN *gen_normal, *gen_gamma;
/* PRNG only: */
/* Make a object for uniform random number generator. */
/* For details see http://statmath.wu.ac.at/prng/. */
/* Create the first generator: Gaussian N(2,5) */
gen_normal = unur_str2gen("normal(2,5) & method=tdr; variant_ps & urng=mt19937(1237)");
if (gen_normal == NULL) {
fprintf(stderr, "ERROR: cannot create generator object\n");
exit (EXIT_FAILURE);
}
/* Set auxilliary uniform random number generator. */
/* We use the default generator. */
unur_chgto_urng_aux_default(gen_normal);
/* The second generator: Gamma(4) with antithetic variates. */
gen_gamma = unur_str2gen("gamma(4) & method=tdr; variant_ps & urng=anti(mt19937(1237))");
if (gen_gamma == NULL) {
fprintf(stderr, "ERROR: cannot create generator object\n");
exit (EXIT_FAILURE);
}
unur_chgto_urng_aux_default(gen_gamma);
/* Now we can sample pairs of negatively correlated random */
/* variates. E.g.: */
for (i=0; i<10; i++) {
xn = unur_sample_cont(gen_normal);
xg = unur_sample_cont(gen_gamma);
printf("%g, %g\n",xn,xg);
}
/* When you do not need the generator objects any more, you */
/* can destroy it. */
/* But first we have to destroy the uniform random number */
/* generators. */
unur_urng_free(unur_get_urng(gen_normal));
unur_urng_free(unur_get_urng(gen_gamma));
unur_free(gen_normal);
unur_free(gen_gamma);
exit (EXIT_SUCCESS);
} /* end of main() */
/* ------------------------------------------------------------- */
#else
#include <stdio.h>
#include <stdlib.h>
int main(void) {
printf("You must enable the PRNG library to run this example!\n\n");
exit (77); /* exit code for automake check routines */
}
#endif
/* ------------------------------------------------------------- */
