empirical-random-variable-example.cc

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/*
 * Copyright (c) 2020 Lawrence Livermore National Laboratory
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License version 2 as
 * published by the Free Software Foundation;
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
 *
 * Author: Peter D. Barnes, Jr. <pdbarnes@llnl.gov>
 */
 
#include "ns3/command-line.h"
#include "ns3/histogram.h"
#include "ns3/nstime.h"
#include "ns3/ptr.h"
#include "ns3/random-variable-stream.h"
#include "ns3/simulator.h"
 
#include <iomanip>
#include <iostream>
#include <map>
 
/**
 * \defgroup empirical-rng-example Core example: Empirical random variables use.
 * \ingroup core-examples randomvariable
 */
 
/**
 * \file
 * \ingroup empirical-rng-example
 *
 * Example program illustrating use of ns3::EmpiricalRandomVariable
 *
 * This example illustrates
 *
 *   * Creating an EmpiricalRandomVariable instance.
 *   * Switching the mode.
 *   * Using the sampling mode
 *   * Switching modes
 *   * Using the interpolating mode
 *
 * Consult the ns-3 manual for more information about the use of the
 * random number generator
 */
 
using namespace ns3;
 
/**
 * \ingroup empirical-rng-example
 *
 * \brief Sample the random variable only once.
 * \param mode Rng mode (Normal or Antithetic).
 * \param erv The empirical random variable.
 */
void
RunSingleSample(std::string mode, Ptr<EmpiricalRandomVariable> erv)
{
    std::cout << "------------------------------" << std::endl;
    std::cout << "Sampling " << mode << std::endl;
 
    std::cout << std::endl;
    std::cout << "Binned sample" << std::endl;
    double value = erv->GetValue();
    std::cout << "Binned sample: " << value << std::endl;
    std::cout << std::endl;
 
    std::cout << "Interpolated sample" << std::endl;
    erv->SetInterpolate(true);
    value = erv->GetValue();
    std::cout << "Interpolated sample:" << value << std::endl;
    erv->SetInterpolate(false);
}
 
/**
 * \ingroup empirical-rng-example
 *
 * \brief Prints a stat line.
 * \param value The value to print.
 * \param count The number of times that value has been sampled.
 * \param n The total number of random values sampled.
 * \param sum The sum of the counts seen up to \p value, used to show
 *            the CDF for \p value.
 */
void
PrintStatsLine(const double value, const long count, const long n, const long sum)
{
    std::cout << std::fixed << std::setprecision(3) << std::setw(10) << std::right << value
              << std::setw(10) << std::right << count << std::setw(10) << std::right
              << count / static_cast<double>(n) * 100.0 << std::setw(10) << std::right
              << sum / static_cast<double>(n) * 100.0 << std::endl;
}
 
/**
 * \ingroup empirical-rng-example
 *
 * \brief Prints the summary.
 * \param sum The number of sampled values.
 * \param n The total number of random values to be drawn.
 * \param weighted The average of the sample.
 * \param expected The expected average of the sample.
 */
void
PrintSummary(long sum, long n, double weighted, double expected)
{
    std::cout << std::endl;
    std::cout << "                      --------" << std::endl;
    std::cout << "              Total " << std::setprecision(3) << std::fixed << std::setw(10)
              << std::right << sum / static_cast<double>(n) * 100.0 << std::endl;
    std::cout << "            Average " << std::setprecision(3) << std::fixed << std::setw(6)
              << std::right << weighted / n << std::endl;
    std::cout << "           Expected " << std::setprecision(3) << std::fixed << std::setw(6)
              << std::right << expected << std::endl
              << std::endl;
}
 
/**
 * \ingroup empirical-rng-example
 *
 * \brief Sample the random variable.
 * \param mode Rng mode (Normal or Antithetic).
 * \param erv The empirical random variable.
 * \param n Number of samples to draw.
 */
void
RunBothModes(std::string mode, Ptr<EmpiricalRandomVariable> erv, long n)
{
    std::cout << std::endl;
    std::cout << "Sampling " << mode << std::endl;
    std::map<double, int> counts;
    counts[0] = 0;
    for (long i = 0; i < n; ++i)
    {
        ++counts[erv->GetValue()];
    }
    long sum = 0;
    double weighted = 0;
    std::cout << std::endl;
    std::cout << "     Value    Counts         %     % CDF" << std::endl;
    std::cout << "----------  --------  --------  --------" << std::endl;
    for (auto c : counts)
    {
        long count = c.second;
        double value = c.first;
        sum += count;
        weighted += value * count;
        PrintStatsLine(value, count, n, sum);
    }
    PrintSummary(sum, n, weighted, 0.8);
 
    std::cout << "Interpolating " << mode << std::endl;
    erv->SetInterpolate(true);
    Histogram h(0.1);
    for (long i = 0; i < n; ++i)
    {
        h.AddValue(erv->GetValue());
        // This could also be expressed as
        //   h.AddValue (erv->Interpolate ());
    }
    erv->SetInterpolate(false);
    sum = 0;
    weighted = 0;
    std::cout << std::endl;
    std::cout << " Bin Start    Counts         %     % CDF" << std::endl;
    std::cout << "----------  --------  --------  --------" << std::endl;
    for (uint32_t i = 0; i < h.GetNBins(); ++i)
    {
        long count = h.GetBinCount(i);
        double start = h.GetBinStart(i);
        double value = start + h.GetBinWidth(i) / 2.;
        sum += count;
        weighted += count * value;
        PrintStatsLine(start, count, n, sum);
    }
    PrintSummary(sum, n, weighted, 0.760);
}
 
int
main(int argc, char* argv[])
{
    long n = 1000000;
    bool disableAnti = false;
    bool single = false;
    CommandLine cmd;
    cmd.AddValue("count", "how many draws to make from the rng", n);
    cmd.AddValue("antithetic", "disable antithetic sampling", disableAnti);
    cmd.AddValue("single", "sample a single time", single);
    cmd.Parse(argc, argv);
    std::cout << std::endl;
    std::cout << cmd.GetName() << std::endl;
    if (!single)
    {
        std::cout << "Sample count: " << n << std::endl;
    }
    else
    {
        std::cout << "Sampling a single time" << std::endl;
    }
    if (disableAnti)
    {
        std::cout << "Antithetic sampling disabled" << std::endl;
    }
 
    // Create the ERV in sampling mode
    Ptr<EmpiricalRandomVariable> erv = CreateObject<EmpiricalRandomVariable>();
 
    //                          // Expectation for bin
    erv->CDF(0.0, 0.0 / 15.0);  // 0
    erv->CDF(0.2, 1.0 / 15.0);  // 0.2 1/15  =  2/150
    erv->CDF(0.4, 3.0 / 15.0);  // 0.4 2/15  =  8/150
    erv->CDF(0.6, 4.0 / 15.0);  // 0.6 1/15  =  6/150
    erv->CDF(0.8, 7.0 / 15.0);  // 0.8 3/15  = 24/150
    erv->CDF(1.0, 9.0 / 15.0);  // 1.0 2/15  = 20/150
    erv->CDF(1.0, 15.0 / 15.0); // 1.0 6/15  = 60/150  <avg> = 120/150 = 0.8
 
    if (single)
    {
        RunSingleSample("normal", erv);
        if (!disableAnti)
        {
            std::cout << std::endl;
            std::cout << "Antithetic" << std::endl;
            erv->SetAntithetic(true);
            RunSingleSample("antithetic", erv);
            erv->SetAntithetic(false);
        }
 
        std::cout << std::endl;
        return 0;
    }
 
    RunBothModes("normal", erv, n);
 
    if (!disableAnti)
    {
        erv->SetAntithetic(true);
        RunBothModes("antithetic", erv, n);
        erv->SetAntithetic(false);
    }
 
    return 0;
}