commit 6b2349132b284808e4c6456114d7c2ff7a4876be
parent b80b05ca30e1ae5cecfd27a24a26772425341581
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sun, 23 Jul 2023 15:43:35 +0200
add tests lognormal, and have them use special tolerances.
Diffstat:
3 files changed, 85 insertions(+), 31 deletions(-)
diff --git a/test/makefile b/test/makefile
@@ -37,7 +37,7 @@ run: $(SRC) $(OUTPUT)
./$(OUTPUT)
verify: $(SRC) $(OUTPUT)
- ./$(OUTPUT) | grep "NOT passed" || true
+ ./$(OUTPUT) | grep "NOT passed" -A 1 --group-separator='' || true
time-linux:
@echo "Requires /bin/time, found on GNU/Linux systems" && echo
diff --git a/test/test b/test/test
Binary files differ.
diff --git a/test/test.c b/test/test.c
@@ -4,9 +4,8 @@
#include <stdlib.h>
#include <stdio.h>
-#define N 1000 * 1000
-#define PERCENTAGE_TOLERANCE_UNIFORM 1.0/1000.0
-#define PERCENTAGE_TOLERANCE_NORMAL 5.0/1000.0
+#define PERCENTAGE_TOLERANCE 1.0/1000.0
+#define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0/1000.0
#define MAX_NAME_LENGTH 500
// Structs
@@ -28,16 +27,18 @@ void test_array_expectations(struct array_expectations e){
double delta_std = std - e.expected_std;
- if(fabs(delta_mean) > e.tolerance){
+ if(fabs(delta_mean)/fabs(mean) > e.tolerance){
printf("[-] Mean test for %s NOT passed.\n", e.name);
- printf("Mean of %s: %f, vs expected mean: %f, delta: %f\n", e.name, mean, e.expected_mean, delta_mean);
+ printf("Mean of %s: %f, vs expected mean: %f\n", e.name, mean, e.expected_mean);
+ printf("delta: %f, relative delta: %f\n", delta_mean, delta_mean/fabs(mean));
}else {
printf("[x] Mean test for %s PASSED\n", e.name);
}
- if(fabs(delta_std) > e.tolerance){
+ if(fabs(delta_std)/fabs(std) > e.tolerance){
printf("[-] Std test for %s NOT passed.\n", e.name);
- printf("Std of %s: %f, vs expected std: %f, delta: %f\n", e.name, std, e.expected_std, delta_std);
+ printf("Std of %s: %f, vs expected std: %f\n", e.name, std, e.expected_std);
+ printf("delta: %f, relative delta: %f\n", delta_std, delta_std/fabs(std));
}else {
printf("[x] Std test for %s PASSED\n", e.name);
}
@@ -48,29 +49,32 @@ void test_array_expectations(struct array_expectations e){
// Test unit uniform
void test_unit_uniform(uint64_t* seed){
- double* unit_uniform_array = malloc(sizeof(double) * N);
+ int n = 1000 * 1000;
+ double* unit_uniform_array = malloc(sizeof(double) * n);
- for(int i=0; i<N; i++){
+ for(int i=0; i<n; i++){
unit_uniform_array[i] = sample_unit_uniform(seed);
}
struct array_expectations expectations = {
.array = unit_uniform_array,
- .n = N,
+ .n = n,
.name = "unit uniform",
.expected_mean = 0.5,
.expected_std = sqrt(1.0/12.0),
- .tolerance = 1 * PERCENTAGE_TOLERANCE_UNIFORM,
+ .tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
+ free(unit_uniform_array);
}
// Test uniforms
void test_uniform(double start, double end, uint64_t* seed){
- double* uniform_array = malloc(sizeof(double) * N);
+ int n = 1000 * 1000;
+ double* uniform_array = malloc(sizeof(double) * n);
- for(int i=0; i<N; i++){
+ for(int i=0; i<n; i++){
uniform_array[i] = sample_uniform(start, end, seed);
}
@@ -78,42 +82,46 @@ void test_uniform(double start, double end, uint64_t* seed){
snprintf(name, MAX_NAME_LENGTH, "[%f, %f] uniform", start, end);
struct array_expectations expectations = {
.array = uniform_array,
- .n = N,
+ .n = n,
.name = name,
.expected_mean = (start + end)/2,
.expected_std = sqrt(1.0/12.0) * fabs(end-start),
- .tolerance = fabs(end -start) * PERCENTAGE_TOLERANCE_UNIFORM,
+ .tolerance = fabs(end -start) * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(name);
+ free(uniform_array);
}
// Test unit normal
void test_unit_normal(uint64_t* seed){
- double* unit_normal_array = malloc(sizeof(double) * N);
+ int n = 1000 * 1000;
+ double* unit_normal_array = malloc(sizeof(double) * n);
- for(int i=0; i<N; i++){
+ for(int i=0; i<n; i++){
unit_normal_array[i] = sample_unit_normal(seed);
}
struct array_expectations expectations = {
.array = unit_normal_array,
- .n = N,
+ .n = n,
.name = "unit normal",
.expected_mean = 0,
.expected_std = 1,
- .tolerance = 1 * PERCENTAGE_TOLERANCE_NORMAL,
+ .tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
+ free(unit_normal_array);
}
// Test normal
void test_normal(double mean, double std, uint64_t* seed){
- double* normal_array = malloc(sizeof(double) * N);
+ int n = 10 * 1000 * 1000;
+ double* normal_array = malloc(sizeof(double) * n);
- for(int i=0; i<N; i++){
+ for(int i=0; i<n; i++){
normal_array[i] = sample_normal(mean, std, seed);
}
@@ -121,23 +129,50 @@ void test_normal(double mean, double std, uint64_t* seed){
snprintf(name, MAX_NAME_LENGTH, "normal(%f, %f)", mean, std);
struct array_expectations expectations = {
.array = normal_array,
- .n = N,
+ .n = n,
.name = name,
.expected_mean = mean,
.expected_std = std,
- .tolerance = std * PERCENTAGE_TOLERANCE_NORMAL,
+ .tolerance = std * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(name);
+ free(normal_array);
+}
+
+// Test lognormal
+void test_lognormal(double logmean, double logstd, uint64_t* seed){
+ int n = 10 * 1000 * 1000;
+ double* lognormal_array = malloc(sizeof(double) * n);
+
+ for(int i=0; i<n; i++){
+ lognormal_array[i] = sample_lognormal(logmean, logstd, seed);
+ }
+
+ char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
+ snprintf(name, MAX_NAME_LENGTH, "lognormal(%f, %f)", logmean, logstd);
+ struct array_expectations expectations = {
+ .array = lognormal_array,
+ .n = n,
+ .name = name,
+ .expected_mean = exp(logmean + pow(logstd, 2)/2),
+ .expected_std = sqrt((exp(pow(logstd, 2)) - 1) * exp(2*logmean + pow(logstd, 2))),
+ .tolerance = exp(logstd) * PERCENTAGE_TOLERANCE_LOGNORMAL,
+ };
+
+ test_array_expectations(expectations);
+ free(name);
+ free(lognormal_array);
}
// Test beta
void test_beta(double a, double b, uint64_t* seed){
- double* beta_array = malloc(sizeof(double) * N);
+ int n = 10 * 1000 * 1000;
+ double* beta_array = malloc(sizeof(double) * n);
- for(int i=0; i<N; i++){
+ for(int i=0; i<n; i++){
beta_array[i] = sample_beta(a, b, seed);
}
@@ -145,11 +180,11 @@ void test_beta(double a, double b, uint64_t* seed){
snprintf(name, MAX_NAME_LENGTH, "beta(%f, %f)", a, b);
struct array_expectations expectations = {
.array = beta_array,
- .n = N,
+ .n = n,
.name = name,
.expected_mean = a/(a+b),
.expected_std = sqrt((a*b)/(pow(a+b, 2) * (a + b + 1))),
- .tolerance = PERCENTAGE_TOLERANCE_UNIFORM,
+ .tolerance = PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
@@ -160,7 +195,7 @@ int main(){
// set randomness seed
uint64_t* seed = malloc(sizeof(uint64_t));
*seed = 1000; // xorshift can't start with a seed of 0
-
+ /*
printf("Testing unit uniform\n");
test_unit_uniform(seed);
@@ -187,8 +222,8 @@ int main(){
printf("Testing small normals\n");
for(int i=0; i<100; i++){
- double mean = sample_normal(-10, 10, seed);
- double std = sample_normal(0, 10, seed);
+ double mean = sample_uniform(-10, 10, seed);
+ double std = sample_uniform(0, 10, seed);
if ( std > 0){
test_normal(mean, std, seed);
}
@@ -202,7 +237,25 @@ int main(){
test_normal(mean, std, seed);
}
}
+ */
+ printf("Testing very small lognormals\n");
+ for(int i=0; i<10; i++){
+ double mean = sample_uniform(-1, 1, seed);
+ double std = sample_uniform(0, 1, seed);
+ if ( std > 0){
+ test_lognormal(mean, std, seed);
+ }
+ }
+ printf("Testing small lognormals\n");
+ for(int i=0; i<10; i++){
+ double mean = sample_uniform(-1, 5, seed);
+ double std = sample_uniform(0, 5, seed);
+ if ( std > 0){
+ test_lognormal(mean, std, seed);
+ }
+ }
+ /*
printf("Testing beta distribution\n");
for(int i=0; i<100; i++){
double a = sample_uniform(0, 1000, seed);
@@ -222,5 +275,6 @@ int main(){
}
free(seed);
+ */
}
