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require File.expand_path(File.dirname(__FILE__) + "/spec_helper.rb")
require 'distribution/uniform'
describe Distribution::Uniform do
shared_examples_for "uniform engine" do
it ".rng should generate sequences with the right mean & variance" do
skip("This method is very innacurrate due to the low convergence rate")
# samples = 100_000
# sum = 0
# ss = 0
# lower = 0
# upper = 20
# # Expectations
# exp_mean = (upper + lower) / 2
# exp_variance = ((upper - lower) ** 2) / 12
# rng = @engine.rng(lower, upper)
# samples.times do
# v = rng.call
# sum += v
# ss += (v - exp_mean) ** 2
# end
# mean = sum.to_f / samples
# variance = ss.to_f / samples
# mean.should be_within(1e-5).of(exp_mean)
# variance.should be_within(1e-5).of(exp_variance)
end
it ".rng with a specified seed should be reproducible" do
seed = Random.new_seed.modulo 100000007
gen_a = @engine.rng(0, 1, seed)
gen_b = @engine.rng(0, 1, seed)
expect((gen_a.call)).to eq(gen_b.call)
end
it ".pdf should return correct pdf for values within the defined range" do
if @engine.respond_to? :pdf
10.times do
low, width = rand, rand
x = low + rand * width
epdf = 1.0 / width
expect(@engine.pdf(x, low, low + width)).to be_within(1e-10).of(epdf)
end
else
pending("No #{@engine}.pdf")
end
end
it ".pdf should return 0 for values outside the defined range" do
if @engine.respond_to? :pdf
10.times do
low, width = rand, rand
# x lies just outside of where the pdf exists as a non-zero value
# A small amount (1e-10) is removed from bad_x to ensure no overlap
x = low - (1 + rand) * width - 1e-10
expect(@engine.pdf(x, low, low + width)).to be_within(1e-10).of(0.0)
end
else
pending("No #{@engine}.pdf")
end
end
it ".cdf should return 0 for values smaller than the lower bound" do
if @engine.respond_to? :cdf
low, width = rand, rand
x = low - rand * width
expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(0.0)
else
pending("No #{@engine}.cdf")
end
end
it ".cdf should return correct cdf for x within defined range" do
if @engine.respond_to? :cdf
low, width = rand, rand
x = low + rand * width
ecdf = (x - low) / width
expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(ecdf)
else
pending("No #{@engine}.cdf")
end
end
it ".cdf should return 1 for values greater than the upper bound" do
if @engine.respond_to? :cdf
low, width = rand, rand
x = low + (1 + rand) * (width)
expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(1.0)
else
pending("No #{@engine}.cdf")
end
end
it ".quantile should return correct inverse cdf" do
if @engine.respond_to? :quantile
low, width = rand, rand
scale = rand
x = low + scale * width
qn = (x - low) / width
expect(@engine.quantile(qn, low, low + width)).to be_within(1e-10).of(x)
else
pending("No #{@engine}.quantile")
end
end
it ".p_value should return same result as .quantile" do
if @engine.respond_to? :p_value and @engine.respond_to? :quantile
low, width = rand, rand
scale = rand
x = low + scale * width
qn = (x - low) / width
expect(@engine.quantile(qn, low, low + width)).to eq(@engine.p_value(qn, low, low + width))
else
pending("No #{@engine}.p_value")
end
end
end
describe "singleton" do
before do
@engine = Distribution::Uniform
end
it_should_behave_like "uniform engine"
end
describe Distribution::Uniform::Ruby_ do
before do
@engine = Distribution::Uniform::Ruby_
end
it_should_behave_like "uniform engine"
end
if Distribution.has_gsl?
describe Distribution::Uniform::GSL_ do
before do
@engine = Distribution::Uniform::GSL_
end
it_should_behave_like "uniform engine"
end
end
end
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