import TestLib; import gsl; StartTest("random number generators"); rng_init(); assert(rng_min() == 0); assert(rng_max() == 4294967295); assert(rng_get() == 4293858116); rng_init("taus2"); assert(rng_min() == 0); assert(rng_max() == 4294967295); assert(rng_get() == 802792108); rng_init("gfsr4"); assert(rng_min() == 0); assert(rng_max() == 4294967295); assert(rng_get() == 2901276280); string[] list = rng_list(); for(string name: list) { rng_init(name); rng_min(); rng_max(); rng_get(); } assert(list.length >= 62); rng_init(); rng_set(1); assert(rng_get() == 1791095845); rng_set(1); assert(rng_get() == 1791095845); EndTest(); StartTest("Bernoulli distribution"); assert(close(pdf_bernoulli(0,0.3), 0.7)); assert(close(pdf_bernoulli(1,0.3), 0.3)); //rng_init(); //assert(rng_bernoulli(0.3) == 0); EndTest(); StartTest("beta distribution"); assert(close(cdf_beta_P(0.3,5,5), 0.09880866)); assert(close(cdf_beta_Q(0.3,5,5) + cdf_beta_P(0.3,5,5), 1)); assert(close(cdf_beta_Pinv(cdf_beta_P(0.3,5,5),5,5), 0.3)); assert(close(cdf_beta_Qinv(cdf_beta_Q(0.3,5,5),5,5), 0.3)); assert(close(pdf_beta(0.3,5,5), 1.2252303)); //rng_init(); //assert(close(rng_beta(5,5), 0.533021338130471)); EndTest(); StartTest("binomial distribution"); assert(close(cdf_binomial_P(5,0.3,10), 0.9526510126)); assert(close(cdf_binomial_P(5,0.3,10) + cdf_binomial_Q(5,0.3,10), 1)); assert(close(pdf_binomial(5,0.3,10), 0.1029193452)); //rng_init(); //assert(rng_binomial(0.3,10) == 8); EndTest(); StartTest("bivariate Gaussian distribution"); assert(close(pdf_bivariate_gaussian((1,1),(0,2),(4,6),0.5), 0.00675758392382108)); //rng_init(); //pair z = (-0.260388644979556,2.50057001628669); //pair r = rng_bivariate_gaussian((0,2),(4,6),0.5); //assert(close(length(r - z), 0)); EndTest(); StartTest("cauchy distribution"); assert(close(cdf_cauchy_P(1,3), 0.602416382349567)); assert(close(cdf_cauchy_P(1,3) + cdf_cauchy_Q(1,3), 1)); assert(close(cdf_cauchy_Pinv(cdf_cauchy_P(1,3),3), 1)); assert(close(cdf_cauchy_Qinv(cdf_cauchy_Q(1,3),3), 1)); assert(close(pdf_cauchy(1,3), 0.0954929658551372)); //rng_init(); //assert(close(rng_cauchy(3), -0.0024339597467863)); EndTest(); StartTest("chi-squared distribution"); assert(close(cdf_chisq_P(4,6), 0.323323583816936)); assert(close(cdf_chisq_P(4,6) + cdf_chisq_Q(4, 6), 1)); assert(close(cdf_chisq_Pinv(cdf_chisq_P(4,6),6), 4)); assert(close(cdf_chisq_Qinv(cdf_chisq_Q(4,6),6), 4)); assert(close(pdf_chisq(4,6), 0.135335283236613)); //rng_init(); //assert(close(rng_chisq(6), 8.24171826270279)); EndTest(); StartTest("Dirichlet distribution"); real[] alpha = {1,2,3,4}; real[] theta = {0.1,0.2,0.3,0.4}; assert(close(pdf_dirichlet(alpha,theta), 34.83648)); //rng_init(); //real[] z = {0.124480735441317, // 0.191823537067349, // 0.460543885448264, // 0.22315184204307}; //real[] r = rng_dirichlet(alpha); //assert(close(norm(r - z), 0)); EndTest(); StartTest("exponential distribution"); assert(close(cdf_exponential_P(2,3), 0.486582880967408)); assert(close(cdf_exponential_P(2,3) + cdf_exponential_Q(2,3), 1)); assert(close(cdf_exponential_Pinv(cdf_exponential_P(2,3),3), 2)); assert(close(cdf_exponential_Qinv(cdf_exponential_Q(2,3),3), 2)); assert(close(pdf_exponential(2,3), 0.171139039677531)); //rng_init(); //assert(close(rng_exponential(3), 24.7847346491112)); EndTest(); StartTest("exponential power distribution"); assert(close(cdf_exppow_P(2,3,2), 0.82711070692442)); assert(close(cdf_exppow_P(2,3,2) + cdf_exppow_Q(2,3,2), 1)); assert(close(pdf_exppow(2,3,2), 0.120582432109095)); //rng_init(); //assert(close(rng_exppow(3,2), 0.284084267783339)); EndTest(); StartTest("F-distribution"); assert(close(cdf_fdist_P(1,5,4), 0.485657196759213)); assert(close(cdf_fdist_P(1,5,4) + cdf_fdist_Q(1,5,4), 1)); //rng_init(); //assert(close(rng_fdist(5,4), 1.20570928490019)); EndTest(); StartTest("flat (uniform) distribution"); assert(close(cdf_flat_P(2,0,5), 0.4)); assert(close(cdf_flat_P(2,0,5) + cdf_flat_Q(2,0,5), 1)); assert(close(cdf_flat_Pinv(cdf_flat_P(2,0,5),0,5), 2)); assert(close(cdf_flat_Qinv(cdf_flat_Q(2,0,5),0,5), 2)); assert(close(pdf_flat(2,0,5), 0.2)); //rng_init(); //assert(close(rng_flat(0,5), 4.99870874453336)); EndTest(); StartTest("Gamma-distribution"); assert(close(cdf_gamma_P(6,5,1), 0.71494349968337)); assert(close(cdf_gamma_P(6,5,1) + cdf_gamma_Q(6,5,1), 1)); assert(close(cdf_gamma_Pinv(cdf_gamma_P(6,5,1),5,1), 6)); assert(close(cdf_gamma_Qinv(cdf_gamma_Q(6,5,1),5,1), 6)); assert(close(pdf_gamma(6,5,1), 0.133852617539983)); //rng_init(); //assert(close(rng_gamma(5,1), 6.52166444209317)); //assert(close(rng_gamma(5,1,"mt"), 5.71361391461836)); //assert(close(rng_gamma(5,1,"knuth"), 1.53054227085541)); EndTest(); StartTest("Gaussian distribution"); assert(close(cdf_gaussian_P(1,0,1), 0.841344746068543)); assert(close(cdf_gaussian_P(1,0,1) + cdf_gaussian_Q(1,0,1), 1)); assert(close(cdf_gaussian_Pinv(cdf_gaussian_P(1,0,1),0,1), 1)); assert(close(cdf_gaussian_Qinv(cdf_gaussian_Q(1,0,1),0,1), 1)); assert(close(pdf_gaussian(1,0,1), 0.241970724519143)); //rng_init(); //assert(close(rng_gaussian(0,1), 0.133918608118676)); //assert(close(rng_gaussian(1,2,"ziggurat"), 1.90467233084303)); //assert(close(rng_gaussian(1,2,"ratio"), 4.04779517509342)); //assert(close(rng_gaussian(1,2,"polar"), 1.54245166575101)); EndTest(); StartTest("Gaussian tail distribution"); assert(close(pdf_gaussian_tail(2,1,1), 0.34030367841782)); //rng_init(); //assert(close(rng_gaussian_tail(1,1), 1.0528474462339)); EndTest(); StartTest("geometric distribution"); assert(close(cdf_geometric_P(6,0.1), 0.468559)); assert(close(cdf_geometric_P(6,0.1) + cdf_geometric_Q(6,0.1), 1)); assert(close(pdf_geometric(6,0.1), 0.059049)); //rng_init(); //assert(rng_geometric(0.1) == 1); EndTest(); StartTest("Gumbel1 distribution"); assert(close(cdf_gumbel1_P(1,3,8), 0.671462877871127)); assert(close(cdf_gumbel1_P(1,3,8) + cdf_gumbel1_Q(1,3,8), 1)); assert(close(cdf_gumbel1_Pinv(cdf_gumbel1_P(1,3,8),3,8), 1)); assert(close(cdf_gumbel1_Qinv(cdf_gumbel1_Q(1,3,8),3,8), 1)); assert(close(pdf_gumbel1(1,3,8), 0.80232403696926)); //rng_init(); //assert(close(rng_gumbel1(3,8), 3.44696353953564)); EndTest(); StartTest("Gumbel2 distribution"); assert(close(cdf_gumbel2_P(2,2,3), 0.472366552741015)); assert(close(cdf_gumbel2_P(2,2,3) + cdf_gumbel2_Q(2,2,3), 1)); assert(close(cdf_gumbel2_Pinv(cdf_gumbel2_P(2,2,3),2,3), 2)); assert(close(cdf_gumbel2_Qinv(cdf_gumbel2_Q(2,2,3),2,3), 2)); assert(close(pdf_gumbel2(2,2,3), 0.354274914555761)); //rng_init(); //assert(close(rng_gumbel2(2,3), 107.773379309453)); EndTest(); StartTest("hypergeometric distribution"); assert(close(cdf_hypergeometric_P(4,10,10,8), 0.675041676589664)); assert(close(cdf_hypergeometric_P(4,10,10,8) + cdf_hypergeometric_Q(4,10,10,8), 1)); assert(close(pdf_hypergeometric(4,10,10,8), 0.350083353179329)); //rng_init(); //assert(rng_hypergeometric(10,10,8) == 3); EndTest(); StartTest("Laplace distribution"); assert(close(cdf_laplace_P(1,2), 0.696734670143683)); assert(close(cdf_laplace_P(1,2) + cdf_laplace_Q(1,2), 1)); assert(close(cdf_laplace_Pinv(cdf_laplace_P(1,2),2), 1)); assert(close(cdf_laplace_Qinv(cdf_laplace_Q(1,2),2), 1)); assert(close(pdf_laplace(1,2), 0.151632664928158)); //rng_init(); //assert(close(rng_laplace(2), 0.00103327123971616)); EndTest(); StartTest("Landau distribution"); assert(close(pdf_landau(1), 0.145206637130862)); //rng_init(); //assert(close(rng_landau(), 3880.0374262546)); EndTest(); //StartTest("Levy stable distribution"); //rng_init(); //assert(close(rng_levy(1,1,0), 1232.55941432972)); //assert(close(rng_levy(1,1,1), -0.13781830409645)); //EndTest(); StartTest("logistic distribution"); assert(close(cdf_logistic_P(1,2), 0.622459331201855)); assert(close(cdf_logistic_P(1,2) + cdf_logistic_Q(1,2), 1)); assert(close(cdf_logistic_Pinv(cdf_logistic_P(1,2),2), 1)); assert(close(cdf_logistic_Qinv(cdf_logistic_Q(1,2),2), 1)); assert(close(pdf_logistic(1,2), 0.117501856100797)); //rng_init(); //assert(close(rng_logistic(2), 16.522639863849)); EndTest(); StartTest("lognormal distribution"); assert(close(cdf_lognormal_P(6,2,1), 0.417520581602749)); assert(close(cdf_lognormal_P(6,2,1) + cdf_lognormal_Q(6,2,1), 1)); assert(close(cdf_lognormal_Pinv(cdf_lognormal_P(6,2,1),2,1), 6)); assert(close(cdf_lognormal_Qinv(cdf_lognormal_Q(6,2,1),2,1), 6)); assert(close(pdf_lognormal(6,2,1), 0.0650642483079156)); //rng_init(); //assert(close(rng_lognormal(2,1), 6.92337133931968)); EndTest(); StartTest("multinomial distribution"); real[] p = {0.1,0.2,0.3,0.4}; int[] n = {1,2,3,4}; assert(close(pdf_multinomial(p,n), 0.03483648)); //rng_init(); //int[] r = {5, 0, 1, 4}; //assert(all(rng_multinomial(10,p) == r)); EndTest(); StartTest("negative binomial distribution"); assert(close(cdf_negative_binomial_P(6,0.5,10), 0.227249145507813)); assert(close(cdf_negative_binomial_P(6,0.5,10) + cdf_negative_binomial_Q(6,0.5,10), 1)); assert(close(pdf_negative_binomial(6,0.5,10), 0.076370239257812)); //rng_init(); //assert(rng_negative_binomial(0.5,10) == 15); EndTest(); StartTest("Pareto distribution"); assert(close(cdf_pareto_P(4,2,2), 0.75)); assert(close(cdf_pareto_P(4,2,2) + cdf_pareto_Q(4,2,2), 1)); assert(close(cdf_pareto_Pinv(cdf_pareto_P(4,2,2),2,2), 4)); assert(close(cdf_pareto_Qinv(cdf_pareto_Q(4,2,2),2,2), 4)); assert(close(pdf_pareto(4,2,2), 0.125)); //rng_init(); //assert(close(rng_pareto(2,2), 2.00025830112432)); EndTest(); StartTest("Poisson distribution"); assert(close(cdf_poisson_P(5,6), 0.445679641364611)); assert(close(cdf_poisson_P(5,6) + cdf_poisson_Q(5,6), 1)); assert(close(pdf_poisson(5,6), 0.16062314104798)); //rng_init(); //assert(rng_poisson(6) == 8); EndTest(); StartTest("Rayleigh distribution"); assert(close(cdf_rayleigh_P(3,2), 0.67534753264165)); assert(close(cdf_rayleigh_P(3,2) + cdf_rayleigh_Q(3,2), 1)); assert(close(cdf_rayleigh_Pinv(cdf_rayleigh_P(3,2),2), 3)); assert(close(cdf_rayleigh_Qinv(cdf_rayleigh_Q(3,2),2), 3)); assert(close(pdf_rayleigh(3,2), 0.243489350518762)); //rng_init(); //assert(close(rng_rayleigh(2), 0.0454563039310455)); EndTest(); StartTest("Rayleigh tail distribution"); assert(close(pdf_rayleigh_tail(5,4,1), 0.0555449826912115)); //rng_init(); //assert(close(rng_rayleigh_tail(4,1), 4.0000645705903)); EndTest(); //StartTest("spherical distributions"); //rng_init(); //pair z = (-0.617745613497854,-0.786377998804748); //pair r = rng_dir2d(); //assert(close(length(r - z), 0)); //pair z = (0.993748310886084,0.111643605329884); //pair r = rng_dir2d("neumann"); //assert(close(length(r - z), 0)); //pair z = (0.964519203132591,-0.264012701945327); //pair r = rng_dir2d("trig"); //assert(close(length(r - z), 0)); //triple z = (0.849028025629996,0.139162687752509,-0.509691237939527); //triple r = rng_dir3d(); //assert(close(length(r - z), 0)); //real[] z = {0.420990368676528, // -0.626782975357296, // 0.0441585572224004, // -0.0458388920727644, // -0.652578753164271}; //real[] r = rng_dir(5); //assert(close(norm(r - z), 0)); //EndTest(); StartTest("t-distribution"); assert(close(cdf_tdist_P(0.6,2), 0.695283366471236)); assert(close(cdf_tdist_P(0.6,2) + cdf_tdist_Q(0.6,2), 1)); assert(close(cdf_tdist_Pinv(cdf_tdist_P(0.6,2),2), 0.6)); assert(close(cdf_tdist_Qinv(cdf_tdist_Q(0.6,2),2), 0.6)); assert(close(pdf_tdist(0.6,2), 0.275823963942424)); //rng_init(); //assert(close(rng_tdist(2), 0.127201714006725)); EndTest(); StartTest("Weibull distribution"); assert(close(cdf_weibull_P(1,2,2), 0.221199216928595)); assert(close(cdf_weibull_P(1,2,2) + cdf_weibull_Q(1,2,2), 1)); assert(close(cdf_weibull_Pinv(cdf_weibull_P(1,2,2),2,2), 1)); assert(close(cdf_weibull_Qinv(cdf_weibull_Q(1,2,2),2,2), 1)); assert(close(pdf_weibull(1,2,2), 0.389400391535702)); //rng_init(); //assert(close(rng_weibull(2,2), 0.032142460757319)); EndTest();