commit c8fd237bbf48ecfe5b20e6d13d1b8976ca8d5374
parent 88e998edce330f7fc07ea66414ad1a5ffeabea09
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sun, 23 Jul 2023 16:28:44 +0200
savepoint, rework tolerance values.
Diffstat:
3 files changed, 57 insertions(+), 15 deletions(-)
diff --git a/test/makefile b/test/makefile
@@ -37,7 +37,7 @@ run: $(SRC) $(OUTPUT)
./$(OUTPUT)
verify: $(SRC) $(OUTPUT)
- ./$(OUTPUT) | grep "NOT passed" -A 1 --group-separator='' || true
+ ./$(OUTPUT) | grep "NOT passed" -A 2 --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
@@ -4,8 +4,7 @@
#include <stdio.h>
#include <stdlib.h>
-#define PERCENTAGE_TOLERANCE 1.0 / 1000.0
-#define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0 / 1000.0
+#define TOLERANCE 5.0 / 1000.0
#define MAX_NAME_LENGTH 500
// Structs
@@ -27,7 +26,7 @@ void test_array_expectations(struct array_expectations e)
double std = array_std(e.array, e.n);
double delta_std = std - e.expected_std;
- if (fabs(delta_mean) / fabs(mean) > e.tolerance) {
+ if ((fabs(delta_mean) / fabs(mean) > e.tolerance) && (fabs(delta_mean) > e.tolerance)) {
printf("[-] Mean test for %s NOT passed.\n", e.name);
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));
@@ -35,7 +34,7 @@ void test_array_expectations(struct array_expectations e)
printf("[x] Mean test for %s PASSED\n", e.name);
}
- if (fabs(delta_std) / fabs(std) > e.tolerance) {
+ if ((fabs(delta_std) / fabs(std) > e.tolerance) && (fabs(delta_std) > e.tolerance)) {
printf("[-] Std test for %s NOT passed.\n", e.name);
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));
@@ -62,7 +61,7 @@ void test_unit_uniform(uint64_t* seed)
.name = "unit uniform",
.expected_mean = 0.5,
.expected_std = sqrt(1.0 / 12.0),
- .tolerance = 1 * PERCENTAGE_TOLERANCE,
+ .tolerance = TOLERANCE,
};
test_array_expectations(expectations);
@@ -87,7 +86,7 @@ void test_uniform(double start, double end, uint64_t* seed)
.name = name,
.expected_mean = (start + end) / 2,
.expected_std = sqrt(1.0 / 12.0) * fabs(end - start),
- .tolerance = fabs(end - start) * PERCENTAGE_TOLERANCE,
+ .tolerance = fabs(end - start) * TOLERANCE,
};
test_array_expectations(expectations);
@@ -111,7 +110,7 @@ void test_unit_normal(uint64_t* seed)
.name = "unit normal",
.expected_mean = 0,
.expected_std = 1,
- .tolerance = 1 * PERCENTAGE_TOLERANCE,
+ .tolerance = TOLERANCE,
};
test_array_expectations(expectations);
@@ -136,7 +135,7 @@ void test_normal(double mean, double std, uint64_t* seed)
.name = name,
.expected_mean = mean,
.expected_std = std,
- .tolerance = std * PERCENTAGE_TOLERANCE,
+ .tolerance = TOLERANCE,
};
test_array_expectations(expectations);
@@ -162,7 +161,41 @@ void test_lognormal(double logmean, double logstd, uint64_t* seed)
.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,
+ .tolerance = TOLERANCE,
+ };
+
+ test_array_expectations(expectations);
+ free(name);
+ free(lognormal_array);
+}
+
+// Test lognormal to
+void test_to(double low, double high, 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_to(low, high, seed);
+ }
+
+
+ char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
+ snprintf(name, MAX_NAME_LENGTH, "to(%f, %f)", low, high);
+
+ const double NORMAL95CONFIDENCE = 1.6448536269514722;
+ double loglow = logf(low);
+ double loghigh = logf(high);
+ double logmean = (loglow + loghigh) / 2;
+ double logstd = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
+
+ 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 = TOLERANCE,
};
test_array_expectations(expectations);
@@ -189,7 +222,7 @@ void test_beta(double a, double b, uint64_t* seed)
.name = name,
.expected_mean = a / (a + b),
.expected_std = sqrt((a * b) / (pow(a + b, 2) * (a + b + 1))),
- .tolerance = PERCENTAGE_TOLERANCE,
+ .tolerance = TOLERANCE,
};
test_array_expectations(expectations);
@@ -244,8 +277,8 @@ int main()
}
}
- printf("Testing very small lognormals\n");
- for (int i = 0; i < 10; i++) {
+ printf("Testing smaller lognormals\n");
+ for (int i = 0; i < 100; i++) {
double mean = sample_uniform(-1, 1, seed);
double std = sample_uniform(0, 1, seed);
if (std > 0) {
@@ -253,8 +286,8 @@ int main()
}
}
- printf("Testing small lognormals\n");
- for (int i = 0; i < 10; i++) {
+ printf("Testing larger lognormals\n");
+ for (int i = 0; i < 100; i++) {
double mean = sample_uniform(-1, 5, seed);
double std = sample_uniform(0, 5, seed);
if (std > 0) {
@@ -262,6 +295,15 @@ int main()
}
}
+ printf("Testing lognormals — sample_to(low, high) syntax\n");
+ for (int i = 0; i < 100; i++) {
+ double low = sample_uniform(0, 1000 * 1000, seed);
+ double high = sample_uniform(0, 1000 * 1000, seed);
+ if (low < high) {
+ test_to(low, high, seed);
+ }
+ }
+
printf("Testing beta distribution\n");
for (int i = 0; i < 100; i++) {
double a = sample_uniform(0, 1000, seed);
