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require 'test_helper'
class RandistTest < GSL::TestCase
N = 100000
MULTI_DIM = 10
BINS = 100
STEPS = 100
R_GLOBAL = GSL::Rng.alloc
@@use_nmatrix = false
def test_shuffle
n = 10
input = [GSL::Matrix.calloc(n, n)]
input << NMatrix.new([n,n], 0, dtype: :float64) if @@use_nmatrix
input.each do |count|
x = GSL::Permutation.alloc(n)
N.times { |i|
n.times { |j| x[j] = j }
GSL::Ran.shuffle(R_GLOBAL, x)
n.times { |j| count[x[j], j] += 1 }
}
expected = N / 10.0
n.times { |i|
n.times { |j|
d = (count[i, j] - expected).abs
refute d > 1 && d / Math.sqrt(expected) > 5,
"gsl_ran_shuffle #{i},#{j} (#{count[i, j] / N} observed vs 0.1 expected)"
}
}
end
end
def _test_moments(name, arg, a, b, pp)
count, expected = 0, pp * N
N.times {
r = R_GLOBAL.send(*[name, arg].compact)
count += 1 if r < b && r > a
}
refute((count - expected).abs / Math.sqrt(expected) > 3,
"#{name}(#{arg}) [#{a},#{b}] (#{count.to_f / N} observed vs #{pp} expected)")
end
def _test_pdf(name, *args)
pdf = "#{name}_pdf"
a, b = -5.0, 5.0
dx = (b - a) / BINS
status = status_i = 0
count = @@use_nmatrix ? NMatrix.new([BINS], 0 ,dtype: :float64) :
GSL::Vector.calloc(BINS)
pp = @@use_nmatrix ? NMatrix.new([BINS], 0 ,dtype: :float64) : GSL::Vector.calloc(BINS)
N.times { |i|
r = R_GLOBAL.send(name, *args)
if r < b && r > a
j = ((r - a) / dx).to_i
count[j] = count[j] + 1
end
}
BINS.times { |i|
x = a + i * dx
x = 0.0 if x.abs < 1e-10
sum = 0.0
STEPS.times { |j| sum += GSL::Ran.send(pdf, x + j * dx / STEPS, *args) }
pp[i] = 0.5 * (GSL::Ran.send(pdf, x, *args) + 2 * sum + GSL::Ran.send(pdf, x + dx - 1e-7, *args)) * dx / STEPS
}
BINS.times { |i|
x = a + i * dx
d = count[i] - N * pp[i]
status_i = (pp[i] == 0 ? count[i] != 0 : d < 1 && d / Math.sqrt(N * pp[i]) > 5) ? 1 : 0
status |= status_i
refute status_i == 1,
"#{name} [#{x},#{x + dx}) (#{count[i]}/#{N}=#{count[i].to_f / N} observed vs #{pp[i]} expected)"
}
assert status.zero?, "#{name}, sampling against pdf over range [#{a},#{b})"
end
def _test_randist
_test_moments(:ugaussian, nil, 0.0, 100.0, 0.5)
_test_moments(:ugaussian, nil, -1.0, 1.0, 0.6826895)
_test_moments(:ugaussian, nil, 3.0, 3.5, 0.0011172689)
_test_moments(:ugaussian_tail, 3.0, 3.0, 3.5, 0.0011172689 / 0.0013498981)
_test_moments(:exponential, 2.0, 0.0, 1.0, 1 - Math.exp(-0.5))
_test_moments(:cauchy, 2.0, 0.0, 10000.0, 0.5)
v = GSL::Vector.alloc(0.59, 0.4, 0.01)
_test_moments(:discrete, GSL::Ran::Discrete.alloc(v), -0.5, 0.5, 0.59)
_test_moments(:discrete, GSL::Ran::Discrete.alloc(v), 0.5, 1.5, 0.40)
_test_moments(:discrete, GSL::Ran::Discrete.alloc(v), 1.5, 3.5, 0.01)
v = GSL::Vector.alloc(1, 9, 3, 4, 5, 8, 6, 7, 2, 0)
_test_moments(:discrete, GSL::Ran::Discrete.alloc(v), -0.5, 0.5, 1.0 / 45.0)
_test_moments(:discrete, GSL::Ran::Discrete.alloc(v), 8.5, 9.5, 0)
_test_pdf(:beta, 2.0, 3.0)
_test_pdf(:cauchy, 2.0)
_test_pdf(:chisq, 2.0)
_test_pdf(:exponential, 2.0)
_test_pdf(:exppow, 3.7, 0.3)
_test_pdf(:fdist, 3.0, 4.0)
_test_pdf(:flat, 3.0, 4.0)
_test_pdf(:gamma, 2.5, 2.17)
_test_pdf(:gaussian, 3.0)
_test_pdf(:ugaussian_tail, 0.1, 2.0)
end
def test_randist
@@use_nmatrix = false
_test_randist
if ENV['NMATRIX']
@@use_nmatrix = true
_test_randist;
end
end
end
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