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Diffstat (limited to 'libcxx/test/std/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bin/eval.pass.cpp')
-rw-r--r-- | libcxx/test/std/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bin/eval.pass.cpp | 475 |
1 files changed, 475 insertions, 0 deletions
diff --git a/libcxx/test/std/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bin/eval.pass.cpp b/libcxx/test/std/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bin/eval.pass.cpp new file mode 100644 index 00000000000..43c6b546bdb --- /dev/null +++ b/libcxx/test/std/numerics/rand/rand.dis/rand.dist.bern/rand.dist.bern.bin/eval.pass.cpp @@ -0,0 +1,475 @@ +//===----------------------------------------------------------------------===// +// +// The LLVM Compiler Infrastructure +// +// This file is dual licensed under the MIT and the University of Illinois Open +// Source Licenses. See LICENSE.TXT for details. +// +//===----------------------------------------------------------------------===// +// +// REQUIRES: long_tests + +// <random> + +// template<class IntType = int> +// class binomial_distribution + +// template<class _URNG> result_type operator()(_URNG& g); + +#include <random> +#include <numeric> +#include <vector> +#include <cassert> + +template <class T> +inline +T +sqr(T x) +{ + return x * x; +} + +int main() +{ + { + typedef std::binomial_distribution<> D; + typedef std::mt19937_64 G; + G g; + D d(5, .75); + const int N = 1000000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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.t() * d.p(); + double x_var = x_mean*(1-d.p()); + double x_skew = (1-2*d.p()) / std::sqrt(x_var); + double x_kurtosis = (1-6*d.p()*(1-d.p())) / 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) < 0.04); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(30, .03125); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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.t() * d.p(); + double x_var = x_mean*(1-d.p()); + double x_skew = (1-2*d.p()) / std::sqrt(x_var); + double x_kurtosis = (1-6*d.p()*(1-d.p())) / 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::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(40, .25); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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.t() * d.p(); + double x_var = x_mean*(1-d.p()); + double x_skew = (1-2*d.p()) / std::sqrt(x_var); + double x_kurtosis = (1-6*d.p()*(1-d.p())) / 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) < 0.03); + assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.3); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(40, 0); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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); + // In this case: + // skew computes to 0./0. == nan + // kurtosis computes to 0./0. == nan + // x_skew == inf + // x_kurtosis == inf + // These tests are commented out because UBSan warns about division by 0 +// skew /= u.size() * dev * var; +// kurtosis /= u.size() * var * var; +// kurtosis -= 3; + double x_mean = d.t() * d.p(); + double x_var = x_mean*(1-d.p()); +// double x_skew = (1-2*d.p()) / std::sqrt(x_var); +// double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; + assert(mean == x_mean); + assert(var == x_var); +// assert(skew == x_skew); +// assert(kurtosis == x_kurtosis); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(40, 1); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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); + // In this case: + // skew computes to 0./0. == nan + // kurtosis computes to 0./0. == nan + // x_skew == -inf + // x_kurtosis == inf + // These tests are commented out because UBSan warns about division by 0 +// skew /= u.size() * dev * var; +// kurtosis /= u.size() * var * var; +// kurtosis -= 3; + double x_mean = d.t() * d.p(); + double x_var = x_mean*(1-d.p()); +// double x_skew = (1-2*d.p()) / std::sqrt(x_var); +// double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; + assert(mean == x_mean); + assert(var == x_var); +// assert(skew == x_skew); +// assert(kurtosis == x_kurtosis); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(400, 0.5); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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.t() * d.p(); + double x_var = x_mean*(1-d.p()); + double x_skew = (1-2*d.p()) / std::sqrt(x_var); + double x_kurtosis = (1-6*d.p()*(1-d.p())) / 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) < 0.01); + assert(std::abs(kurtosis - x_kurtosis) < 0.01); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(1, 0.5); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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.t() * d.p(); + double x_var = x_mean*(1-d.p()); + double x_skew = (1-2*d.p()) / std::sqrt(x_var); + double x_kurtosis = (1-6*d.p()*(1-d.p())) / 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) < 0.01); + assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); + } + { + const int N = 100000; + std::mt19937 gen1; + std::mt19937 gen2; + + std::binomial_distribution<> dist1(5, 0.1); + std::binomial_distribution<unsigned> dist2(5, 0.1); + + for(int i = 0; i < N; ++i) + assert(dist1(gen1) == dist2(gen2)); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(0, 0.005); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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); + // In this case: + // skew computes to 0./0. == nan + // kurtosis computes to 0./0. == nan + // x_skew == inf + // x_kurtosis == inf + // These tests are commented out because UBSan warns about division by 0 +// skew /= u.size() * dev * var; +// kurtosis /= u.size() * var * var; +// kurtosis -= 3; + double x_mean = d.t() * d.p(); + double x_var = x_mean*(1-d.p()); +// double x_skew = (1-2*d.p()) / std::sqrt(x_var); +// double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; + assert(mean == x_mean); + assert(var == x_var); +// assert(skew == x_skew); +// assert(kurtosis == x_kurtosis); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(0, 0); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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); + // In this case: + // skew computes to 0./0. == nan + // kurtosis computes to 0./0. == nan + // x_skew == inf + // x_kurtosis == inf + // These tests are commented out because UBSan warns about division by 0 +// skew /= u.size() * dev * var; +// kurtosis /= u.size() * var * var; +// kurtosis -= 3; + double x_mean = d.t() * d.p(); + double x_var = x_mean*(1-d.p()); +// double x_skew = (1-2*d.p()) / std::sqrt(x_var); +// double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; + assert(mean == x_mean); + assert(var == x_var); +// assert(skew == x_skew); +// assert(kurtosis == x_kurtosis); + } + { + typedef std::binomial_distribution<> D; + typedef std::mt19937 G; + G g; + D d(0, 1); + const int N = 100000; + std::vector<D::result_type> u; + for (int i = 0; i < N; ++i) + { + D::result_type v = d(g); + assert(d.min() <= v && v <= d.max()); + u.push_back(v); + } + 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) + { + 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); + // In this case: + // skew computes to 0./0. == nan + // kurtosis computes to 0./0. == nan + // x_skew == -inf + // x_kurtosis == inf + // These tests are commented out because UBSan warns about division by 0 +// skew /= u.size() * dev * var; +// kurtosis /= u.size() * var * var; +// kurtosis -= 3; + double x_mean = d.t() * d.p(); + double x_var = x_mean*(1-d.p()); +// double x_skew = (1-2*d.p()) / std::sqrt(x_var); +// double x_kurtosis = (1-6*d.p()*(1-d.p())) / x_var; + assert(mean == x_mean); + assert(var == x_var); +// assert(skew == x_skew); +// assert(kurtosis == x_kurtosis); + } +} |