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authorHoward Hinnant <hhinnant@apple.com>2010-05-16 17:56:20 +0000
committerHoward Hinnant <hhinnant@apple.com>2010-05-16 17:56:20 +0000
commit45a999719b45e1ef00d928c54ca25ef8ef6889ff (patch)
treefc92f48f1c2aaa6270ad5851ff1f63b1e91ba1fb /libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli
parente6ae81b0a201fc1613d3c57b06c2450d0f26ccba (diff)
downloadbcm5719-llvm-45a999719b45e1ef00d928c54ca25ef8ef6889ff.tar.gz
bcm5719-llvm-45a999719b45e1ef00d928c54ca25ef8ef6889ff.zip
Beefed up the tests for all of the distributions to include checks against the expected skewness and kurtosis
llvm-svn: 103910
Diffstat (limited to 'libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli')
-rw-r--r--libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval.pass.cpp36
-rw-r--r--libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval_param.pass.cpp36
2 files changed, 68 insertions, 4 deletions
diff --git a/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval.pass.cpp b/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval.pass.cpp
index c8e9db17c24..6764efaa56f 100644
--- a/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval.pass.cpp
+++ b/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval.pass.cpp
@@ -40,13 +40,29 @@ int main()
double mean = std::accumulate(u.begin(), u.end(),
double(0)) / u.size();
double var = 0;
+ double skew = 0;
+ double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
- var += sqr(u[i] - mean);
+ {
+ double d = (u[i] - mean);
+ double d2 = sqr(d);
+ var += d2;
+ skew += d * d2;
+ kurtosis += d2 * d2;
+ }
var /= u.size();
+ double dev = std::sqrt(var);
+ skew /= u.size() * dev * var;
+ kurtosis /= u.size() * var * var;
+ kurtosis -= 3;
double x_mean = d.p();
double x_var = d.p()*(1-d.p());
+ double x_skew = (1 - 2 * d.p())/std::sqrt(x_var);
+ double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
+ assert(std::abs(skew - x_skew) / x_skew < 0.01);
+ assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::bernoulli_distribution D;
@@ -60,12 +76,28 @@ int main()
double mean = std::accumulate(u.begin(), u.end(),
double(0)) / u.size();
double var = 0;
+ double skew = 0;
+ double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
- var += sqr(u[i] - mean);
+ {
+ double d = (u[i] - mean);
+ double d2 = sqr(d);
+ var += d2;
+ skew += d * d2;
+ kurtosis += d2 * d2;
+ }
var /= u.size();
+ double dev = std::sqrt(var);
+ skew /= u.size() * dev * var;
+ kurtosis /= u.size() * var * var;
+ kurtosis -= 3;
double x_mean = d.p();
double x_var = d.p()*(1-d.p());
+ double x_skew = (1 - 2 * d.p())/std::sqrt(x_var);
+ double x_kurtosis = (6 * sqr(d.p()) - 6 * d.p() + 1)/x_var;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
+ assert(std::abs(skew - x_skew) / x_skew < 0.01);
+ assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
}
diff --git a/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval_param.pass.cpp b/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval_param.pass.cpp
index 03eacb6131b..bb4be855243 100644
--- a/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval_param.pass.cpp
+++ b/libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli/eval_param.pass.cpp
@@ -42,13 +42,29 @@ int main()
double mean = std::accumulate(u.begin(), u.end(),
double(0)) / u.size();
double var = 0;
+ double skew = 0;
+ double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
- var += sqr(u[i] - mean);
+ {
+ double d = (u[i] - mean);
+ double d2 = sqr(d);
+ var += d2;
+ skew += d * d2;
+ kurtosis += d2 * d2;
+ }
var /= u.size();
+ double dev = std::sqrt(var);
+ skew /= u.size() * dev * var;
+ kurtosis /= u.size() * var * var;
+ kurtosis -= 3;
double x_mean = p.p();
double x_var = p.p()*(1-p.p());
+ double x_skew = (1 - 2 * p.p())/std::sqrt(x_var);
+ double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
+ assert(std::abs(skew - x_skew) / x_skew < 0.01);
+ assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
{
typedef std::bernoulli_distribution D;
@@ -64,12 +80,28 @@ int main()
double mean = std::accumulate(u.begin(), u.end(),
double(0)) / u.size();
double var = 0;
+ double skew = 0;
+ double kurtosis = 0;
for (int i = 0; i < u.size(); ++i)
- var += sqr(u[i] - mean);
+ {
+ double d = (u[i] - mean);
+ double d2 = sqr(d);
+ var += d2;
+ skew += d * d2;
+ kurtosis += d2 * d2;
+ }
var /= u.size();
+ double dev = std::sqrt(var);
+ skew /= u.size() * dev * var;
+ kurtosis /= u.size() * var * var;
+ kurtosis -= 3;
double x_mean = p.p();
double x_var = p.p()*(1-p.p());
+ double x_skew = (1 - 2 * p.p())/std::sqrt(x_var);
+ double x_kurtosis = (6 * sqr(p.p()) - 6 * p.p() + 1)/x_var;
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
+ assert(std::abs(skew - x_skew) / x_skew < 0.01);
+ assert(std::abs(kurtosis - x_kurtosis) / x_kurtosis < 0.01);
}
}
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