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|
#:include "common.fypp"
#:set RC_KINDS_TYPES = REAL_KINDS_TYPES + CMPLX_KINDS_TYPES
program test_distribution_expon
use stdlib_kinds, only : sp, dp, xdp, qp
use stdlib_error, only : check
use stdlib_random, only : random_seed
use stdlib_stats_distribution_exponential, only : expon_rvs => rvs_exp, &
expon_pdf => pdf_exp, expon_cdf => cdf_exp
implicit none
#:for k1, t1 in REAL_KINDS_TYPES
${t1}$, parameter :: ${k1}$tol = 1000 * epsilon(1.0_${k1}$)
#:endfor
logical :: warn = .true.
integer :: put, get
put = 12345678
call random_seed(put, get)
call test_exponential_random_generator
#:for k1, t1 in RC_KINDS_TYPES
call test_expon_rvs_${t1[0]}$${k1}$
#:endfor
#:for k1, t1 in RC_KINDS_TYPES
call test_expon_pdf_${t1[0]}$${k1}$
#:endfor
call test_expon_pdf_rsp
#:for k1, t1 in RC_KINDS_TYPES
call test_expon_cdf_${t1[0]}$${k1}$
#:endfor
contains
subroutine test_exponential_random_generator
integer, parameter :: num = 10000000, array_size = 1000
integer :: i, j, freq(0:array_size)
real(dp) :: chisq, expct
print *, ""
print *, "Test exponential random generator with chi-squared"
! using interface for lambda
freq = 0
do i = 1, num
j = 1000 * (1 - exp(- expon_rvs(1.0)))
freq(j) = freq(j) + 1
end do
chisq = 0.0_dp
expct = num / array_size
do i = 0, array_size - 1
chisq = chisq + (freq(i) - expct) ** 2 / expct
end do
write(*,*) "The critical values for chi-squared with 1000 d. of f. is" &
//" 1143.92"
write(*,*) "Chi-squared for exponential random generator is : ", chisq
call check((chisq < 1143.9), &
msg="exponential randomness failed chi-squared test", warn=warn)
! using interface for loc and scale
freq = 0
do i = 1, num
j = 1000 * (1 - exp(- expon_rvs(0.0, 1.0)))
freq(j) = freq(j) + 1
end do
chisq = 0.0_dp
expct = num / array_size
do i = 0, array_size - 1
chisq = chisq + (freq(i) - expct) ** 2 / expct
end do
write(*,*) "The critical values for chi-squared with 1000 d. of f. is" &
//" 1143.92"
write(*,*) "Chi-squared for exponential random generator is : ", chisq
call check((chisq < 1143.9), &
msg="exponential randomness failed chi-squared test", warn=warn)
end subroutine test_exponential_random_generator
#:for k1, t1 in RC_KINDS_TYPES
subroutine test_expon_rvs_${t1[0]}$${k1}$
${t1}$ :: res(10), lambda, loc, scale
integer, parameter :: k = 5
integer :: i
integer :: seed, get
#:if t1[0] == "r"
#! for real type
${t1}$, parameter :: ans(10) = &
[0.609680481289574416337018192280083895_${k1}$, &
0.137541023585612635452927558314210417_${k1}$, &
0.134921508232253721063879462841820585_${k1}$, &
1.33766060689229752493171569464417802_${k1}$, &
0.111148487576340881943792737729381770_${k1}$, &
0.533951653963536868966836361020492979_${k1}$, &
1.96897428558727671799033487332053483_${k1}$, &
0.371111977992924465160247867364281152_${k1}$, &
0.811918715695663687862785688290993341_${k1}$, &
0.404637854946697868759504975362991277_${k1}$]
#:else
#! for complex type
${t1}$, parameter :: ans(10) = &
[(1.30645817419194517786503898345732266_${k1}$, &
0.158701181060322271676454874977935106_${k1}$), &
(0.289117517640543687994027420375329869_${k1}$, &
1.54345454641418945184428733997405138_${k1}$), &
(0.238175330520730461308127295134389521_${k1}$, &
0.616098062265619464192503493485184250_${k1}$), &
(4.21923061197273582426500329997257485_${k1}$, &
0.428206128453374382877209077728016710_${k1}$), &
(1.73982581934785075970596933205212874_${k1}$, &
0.466889832630805233184044202341912994_${k1}$), &
(2.22649889847873832288931745486999202_${k1}$, &
0.879109337848515628785697537331053851_${k1}$), &
(8.76802198822945553859296653951917464_${k1}$, &
0.200128045239398311139211728004738688_${k1}$), &
(0.694821947760945587572020290930855262_${k1}$, &
0.101964167346166995492113143812345625_${k1}$), &
(0.141476585024528208770330398432893829_${k1}$, &
3.989655879458742013468417133900891716E-0002_${k1}$), &
(2.10676792861163792685325850990401309_${k1}$, &
0.249356813451327473065187125310051027_${k1}$)]
#:endif
print *, "Test exponential_distribution_rvs_${t1[0]}$${k1}$"
seed = 593742186
! set args
#:if t1[0] == "r"
#! for real type
lambda = 1.5_${k1}$
loc = 0._${k1}$
scale = 1.0_${k1}$/lambda
#:else
#! for complex type
lambda = (0.7_${k1}$, 1.3_${k1}$)
loc = (0._${k1}$, 0._${k1}$)
scale = cmplx(1.0_${k1}$/lambda%re, 1.0_${k1}$/lambda%im, kind=${k1}$)
#:endif
! tests using interface for lambda
call random_seed(seed, get)
do i = 1, k
res(i) = expon_rvs(lambda) ! 1 dummy
end do
res(6:10) = expon_rvs(lambda, k) ! 2 dummies
call check(all(abs(res - ans) < ${k1}$tol), &
msg="exponential_distribution_rvs_${t1[0]}$${k1}$ failed", warn=warn)
! tests using interface for loc and scale
call random_seed(seed, get)
do i = 1, k
res(i) = expon_rvs(loc, scale)
end do
res(6:10) = expon_rvs(loc, scale, k)
call check(all(abs(res - ans) < ${k1}$tol), &
msg="exponential_distribution_rvs_${t1[0]}$${k1}$ failed", warn=warn)
end subroutine test_expon_rvs_${t1[0]}$${k1}$
#:endfor
#:for k1, t1 in RC_KINDS_TYPES
subroutine test_expon_pdf_${t1[0]}$${k1}$
${t1}$ :: x1, x2(3,4), lambda, loc, scale
integer :: seed, get
real(${k1}$) :: res(3,5)
#:if t1[0] == "r"
#! for real type
real(${k1}$), parameter :: ans(15) = &
[0.362692289054629718342313806171796533_${k1}$, &
0.362692289054629718342313806171796533_${k1}$, &
0.362692289054629718342313806171796533_${k1}$, &
1.44877092399186122284289290051705535_${k1}$, &
1.08871761038277651996081144393335589_${k1}$, &
0.203258408490339213767867275283195750_${k1}$, &
0.730004225568590859263284124264208147_${k1}$, &
0.237394827760488451509080387833146683_${k1}$, &
0.301732182586179598102005265289645959_${k1}$, &
1.35079274124711914255014934401469271_${k1}$, &
0.416578245043239337295928202660090263_${k1}$, &
1.44039177901335374382803898226703593_${k1}$, &
0.196044829271295768265275728683411055_${k1}$, &
0.271373826917613661285112379170965958_${k1}$, &
1.00108987409617105109732206933052664_${k1}$]
#:else
#! for complex type
real(${k1}$), parameter :: ans(15) = &
[0.112097715784191810518066563334849515_${k1}$, &
0.112097715784191810518066563334849515_${k1}$, &
0.112097715784191810518066563334849515_${k1}$, &
4.72087485401191174735651518020251204E-0002_${k1}$, &
3.69705018439006691768174449531170720E-0002_${k1}$, &
8.69498969681198520061798177185735738E-0002_${k1}$, &
0.128007654288233028296342302153338001_${k1}$, &
1.13496395875758374774198906169957218E-0002_${k1}$, &
0.294260498264128747413785056084385424_${k1}$, &
4.66169813179250908948018478030960097E-0002_${k1}$, &
2.84438693906889813143446828488861951E-0002_${k1}$, &
0.161859307815385236742977105439660254_${k1}$, &
4.22904796362406579112752522035325397E-0002_${k1}$, &
0.176117981883470250164040199296778089_${k1}$, &
0.107352342201327219885025541854724060_${k1}$]
#:endif
print *, "Test exponential_distribution_pdf_${t1[0]}$${k1}$"
seed = 123987654
! set args
#:if t1[0] == "r"
#! for real type
lambda = 1.5_${k1}$
loc = 0._${k1}$
scale = 1.0_${k1}$/lambda
#:else
#! for complex type
lambda = (0.3_${k1}$, 1.6_${k1}$)
loc = (0._${k1}$, 0._${k1}$)
scale = cmplx(1.0_${k1}$/lambda%re, 1.0_${k1}$/lambda%im, kind=${k1}$)
#:endif
! tests using interface for lambda
call random_seed(seed, get)
x1 = expon_rvs(lambda)
x2 = reshape(expon_rvs(lambda, 12), [3,4])
res(:,1) = expon_pdf(x1, lambda)
res(:, 2:5) = expon_pdf(x2, lambda)
call check(all(abs(res - reshape(ans, [3,5])) < ${k1}$tol), &
msg="exponential_distribution_pdf_${t1[0]}$${k1}$ failed", warn=warn)
! tests using interface for loc and scale
call random_seed(seed, get)
x1 = expon_rvs(loc, scale)
x2 = reshape(expon_rvs(loc, scale, 12), [3,4])
res(:,1) = expon_pdf(x1, loc, scale)
res(:, 2:5) = expon_pdf(x2, loc, scale)
call check(all(abs(res - reshape(ans, [3,5])) < ${k1}$tol), &
msg="exponential_distribution_pdf_${t1[0]}$${k1}$ failed", warn=warn)
end subroutine test_expon_pdf_${t1[0]}$${k1}$
#:endfor
#:for k1, t1 in RC_KINDS_TYPES
subroutine test_expon_cdf_${t1[0]}$${k1}$
${t1}$ :: x1, x2(3,4), lambda, loc, scale
integer :: seed, get
real(${k1}$) :: res(3,5)
#:if t1[0] == "r"
#! for real type
real(${k1}$), parameter :: ans(15) = &
[0.109257742653704886153815776449785051_${k1}$, &
0.109257742653704886153815776449785051_${k1}$, &
0.109257742653704886153815776449785051_${k1}$, &
0.717506371795765265795319089684216215_${k1}$, &
6.82471795435370961628021592837348251E-0002_${k1}$, &
0.158022297254037860379992220663140220_${k1}$, &
0.914579543576380160727189390750289231_${k1}$, &
0.735445094339121647068624074363021598_${k1}$, &
8.69845458684957375690771394578441361E-0002_${k1}$, &
0.491195342629961409581199224477971938_${k1}$, &
0.574283568793105916250099261345264380_${k1}$, &
0.312823040527767907760475800138803955_${k1}$, &
0.640029783598040153827956625977856239_${k1}$, &
2.16202116731629451897815202649346917E-0002_${k1}$, &
7.74788145547936974757767867581111655E-0002_${k1}$]
#:else
real(${k1}$), parameter :: ans(15) = &
[7.83931265220552191922145459533155073E-0002_${k1}$, &
7.83931265220552191922145459533155073E-0002_${k1}$, &
7.83931265220552191922145459533155073E-0002_${k1}$, &
1.07845760925785109085652212151328215E-0002_${k1}$, &
0.672623038706161724678635394849362256_${k1}$, &
4.27264038113873579678831482902258168E-0002_${k1}$, &
0.179649132114996961326498233168917293_${k1}$, &
1.38375793985183014482681114776428612E-0002_${k1}$, &
3.49246365297941076158369468479748612E-0002_${k1}$, &
0.116869945417176368845403154176734792_${k1}$, &
0.468462732010133566674397830557697485_${k1}$, &
0.413506985517976634907329948218002431_${k1}$, &
0.665679674838121942273909342901808398_${k1}$, &
0.223748595107983772617787558595393205_${k1}$, &
0.337722969540396286456937689606849800_${k1}$]
#:endif
print *, "Test exponential_distribution_cdf_${t1[0]}$${k1}$"
seed = 621957438
! set args
#:if t1[0] == "r"
#! for real type
lambda = 2.0_${k1}$
loc = 0._${k1}$
scale = 1.0_${k1}$/lambda
#:else
lambda = (1.3_${k1}$, 2.1_${k1}$)
loc = (0._${k1}$, 0._${k1}$)
scale = cmplx(1.0_${k1}$/lambda%re, 1.0_${k1}$/lambda%im, kind=${k1}$)
#:endif
! tests using interface for lambda
call random_seed(seed, get)
x1 = expon_rvs(lambda)
x2 = reshape(expon_rvs(lambda, 12), [3,4])
res(:,1) = expon_cdf(x1, lambda)
res(:, 2:5) = expon_cdf(x2, lambda)
call check(all(abs(res - reshape(ans,[3,5])) < ${k1}$tol), &
msg="exponential_distribution_cdf_${t1[0]}$${k1}$ failed", warn=warn)
! tests using interface for loc and scale
call random_seed(seed, get)
x1 = expon_rvs(loc, scale)
x2 = reshape(expon_rvs(loc, scale, 12), [3,4])
res(:,1) = expon_cdf(x1, loc, scale)
res(:, 2:5) = expon_cdf(x2, loc, scale)
call check(all(abs(res - reshape(ans,[3,5])) < ${k1}$tol), &
msg="exponential_distribution_cdf_${t1[0]}$${k1}$ failed", warn=warn)
end subroutine test_expon_cdf_${t1[0]}$${k1}$
#:endfor
end program test_distribution_expon
|
