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author | Howard Hinnant <hhinnant@apple.com> | 2010-05-16 17:56:20 +0000 |
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committer | Howard Hinnant <hhinnant@apple.com> | 2010-05-16 17:56:20 +0000 |
commit | 45a999719b45e1ef00d928c54ca25ef8ef6889ff (patch) | |
tree | fc92f48f1c2aaa6270ad5851ff1f63b1e91ba1fb /libcxx/test/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bernoulli | |
parent | e6ae81b0a201fc1613d3c57b06c2450d0f26ccba (diff) | |
download | bcm5719-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')
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); } } |