all functions are header only now

Author: mrtkp9993

bin/tests

@@ -4,7 +4,7 @@
 double target(const double& x) { return x < 0 ? 0 : std::exp(-x); }
 
 int main() {
-  std::vector<long double> nums = generate(target, 10000, 2500);
+  std::vector<long double> nums = generate<long double>(target, 10000, 2500);
   for (auto num : nums) {
     std::cout << num << std::endl;
   }

examples/MetropolisHastings/main.cpp

@@ -35,6 +35,6 @@ int main(int argc, const char* argv[]) {
   std::function<long double(long double)> func2 = [](long double x) {
     return 1 / (1 + std::sinh(2 * x) * std::pow(std::log(x), 2));
   };
-  monteCarloIntegration(a2, b2, n2, func2);
+  monteCarloIntegration<long double>(a2, b2, n2, func2);
   return 0;
 }

examples/NumericalIntegration/main.cpp

@@ -35,7 +35,19 @@
  * @return Vector of generated numbers.
  *
  */
-std::vector<int> lcg(const int& seed, const int& mod, const int& mult,
-                     const int& incr, const int& count);
+template <typename T = int>
+std::vector<T> lcg(const int& seed, const int& mod, const int& mult,
+                   const int& incr, const int& count) {
+  assert(mod > 0);
+  assert(0 < mult < mod);
+  assert(0 <= incr < mod);
+  assert(0 <= seed < mod);
+  std::vector<T> randInts(count);
+  randInts[0] = seed;
+  for (int n = 1; n < count; n++) {
+    randInts[n] = (mult * randInts[n - 1] + incr) % mod;
+  }
+  return randInts;
+}
 
 #endif /* LCG_H */

src/lcg.cpp

@@ -21,7 +21,7 @@
 #include <ctime>
 #include <functional>
 #include <vector>
-#include "../src/statistics.h"
+#include "statistics.h"
 
 /**
  * @brief Metropolis-Hastings algorithm.
@@ -33,8 +33,28 @@
  * @return Vector of generated numbers.
  *
  */
-std::vector<long double> generate(
-    const std::function<long double(long double)> &target,
-    const unsigned int &count, const unsigned int &burn_in_period);
+template <typename T = long double>
+std::vector<T> generate(const std::function<T(T)> &target,
+                        const unsigned int &count,
+                        const unsigned int &burn_in_period) {
+  std::srand(std::clock());
+
+  std::vector<T> x(count + burn_in_period, 0);
+  x[0] = 1;
+
+  for (auto i = 1; i < count + burn_in_period; i++) {
+    auto current_x = x[i - 1];
+    auto proposed_x = current_x + rnorm();
+    auto A = target(proposed_x) / target(current_x);
+    if (runif() < A) {
+      x[i] = proposed_x;
+    } else {
+      x[i] = current_x;
+    }
+  }
+  x.erase(x.begin(), x.begin() + burn_in_period);
+
+  return x;
+}
 
 #endif  // METROPOLISHASTINGS_H