2023-07-23 10:41:05 +00:00
|
|
|
#include "../squiggle.h"
|
|
|
|
#include <stdint.h>
|
|
|
|
#include <math.h>
|
|
|
|
#include <stdlib.h>
|
|
|
|
#include <stdio.h>
|
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
#define N 1000 * 1000
|
|
|
|
#define PERCENTAGE_TOLERANCE_UNIFORM 1.0/1000.0
|
|
|
|
#define PERCENTAGE_TOLERANCE_NORMAL 5.0/1000.0
|
|
|
|
#define MAX_NAME_LENGTH 500
|
2023-07-23 10:41:05 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
// Structs
|
2023-07-23 10:41:05 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
struct array_expectations {
|
|
|
|
double* array;
|
|
|
|
int n;
|
|
|
|
char* name;
|
|
|
|
double expected_mean;
|
|
|
|
double expected_std;
|
|
|
|
double tolerance;
|
|
|
|
};
|
|
|
|
|
|
|
|
void test_array_expectations(struct array_expectations e){
|
|
|
|
double mean = array_mean(e.array, e.n);
|
|
|
|
double delta_mean = mean - e.expected_mean;
|
|
|
|
|
|
|
|
double std = array_std(e.array, e.n);
|
|
|
|
double delta_std = std - e.expected_std;
|
2023-07-23 10:41:05 +00:00
|
|
|
|
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
if(fabs(delta_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);
|
2023-07-23 10:41:05 +00:00
|
|
|
}else {
|
2023-07-23 12:00:14 +00:00
|
|
|
printf("[x] Mean test for %s PASSED\n", e.name);
|
2023-07-23 10:41:05 +00:00
|
|
|
}
|
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
if(fabs(delta_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);
|
2023-07-23 10:41:05 +00:00
|
|
|
}else {
|
2023-07-23 12:00:14 +00:00
|
|
|
printf("[x] Std test for %s PASSED\n", e.name);
|
2023-07-23 10:41:05 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
printf("\n");
|
|
|
|
|
|
|
|
}
|
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
// Test unit uniform
|
|
|
|
void test_unit_uniform(uint64_t* seed){
|
|
|
|
double* unit_uniform_array = malloc(sizeof(double) * N);
|
|
|
|
|
|
|
|
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,
|
|
|
|
.name = "unit uniform",
|
|
|
|
.expected_mean = 0.5,
|
|
|
|
.expected_std = sqrt(1.0/12.0),
|
|
|
|
.tolerance = 1 * PERCENTAGE_TOLERANCE_UNIFORM,
|
|
|
|
};
|
|
|
|
|
|
|
|
test_array_expectations(expectations);
|
|
|
|
}
|
|
|
|
|
|
|
|
// Test uniforms
|
2023-07-23 11:02:56 +00:00
|
|
|
void test_uniform(double start, double end, uint64_t* seed){
|
|
|
|
double* uniform_array = malloc(sizeof(double) * N);
|
2023-07-23 10:41:05 +00:00
|
|
|
|
|
|
|
for(int i=0; i<N; i++){
|
|
|
|
uniform_array[i] = sample_uniform(start, end, seed);
|
|
|
|
}
|
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
|
|
|
|
snprintf(name, MAX_NAME_LENGTH, "[%f, %f] uniform", start, end);
|
|
|
|
struct array_expectations expectations = {
|
|
|
|
.array = uniform_array,
|
|
|
|
.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,
|
|
|
|
};
|
|
|
|
|
|
|
|
test_array_expectations(expectations);
|
|
|
|
free(name);
|
|
|
|
}
|
|
|
|
|
|
|
|
// Test unit normal
|
|
|
|
void test_unit_normal(uint64_t* seed){
|
|
|
|
double* unit_normal_array = malloc(sizeof(double) * N);
|
2023-07-23 10:41:05 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
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,
|
|
|
|
.name = "unit normal",
|
|
|
|
.expected_mean = 0,
|
|
|
|
.expected_std = 1,
|
|
|
|
.tolerance = 1 * PERCENTAGE_TOLERANCE_NORMAL,
|
|
|
|
};
|
|
|
|
|
|
|
|
test_array_expectations(expectations);
|
|
|
|
}
|
|
|
|
|
|
|
|
// Test normal
|
|
|
|
void test_normal(double mean, double std, uint64_t* seed){
|
|
|
|
double* normal_array = malloc(sizeof(double) * N);
|
2023-07-23 10:41:05 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
for(int i=0; i<N; i++){
|
|
|
|
normal_array[i] = sample_normal(mean, std, seed);
|
2023-07-23 10:41:05 +00:00
|
|
|
}
|
2023-07-23 12:00:14 +00:00
|
|
|
|
|
|
|
char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
|
|
|
|
snprintf(name, MAX_NAME_LENGTH, "normal(%f, %f)", mean, std);
|
|
|
|
struct array_expectations expectations = {
|
|
|
|
.array = normal_array,
|
|
|
|
.n = N,
|
|
|
|
.name = name,
|
|
|
|
.expected_mean = mean,
|
|
|
|
.expected_std = std,
|
|
|
|
.tolerance = std * PERCENTAGE_TOLERANCE_NORMAL,
|
|
|
|
};
|
2023-07-23 10:41:05 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
test_array_expectations(expectations);
|
|
|
|
free(name);
|
|
|
|
}
|
2023-07-23 11:02:56 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
// Test beta
|
|
|
|
|
|
|
|
void test_beta(double a, double b, uint64_t* seed){
|
|
|
|
double* beta_array = malloc(sizeof(double) * N);
|
|
|
|
|
|
|
|
for(int i=0; i<N; i++){
|
|
|
|
beta_array[i] = sample_beta(a, b, seed);
|
2023-07-23 10:41:05 +00:00
|
|
|
}
|
2023-07-23 12:00:14 +00:00
|
|
|
|
|
|
|
char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
|
|
|
|
snprintf(name, MAX_NAME_LENGTH, "beta(%f, %f)", a, b);
|
|
|
|
struct array_expectations expectations = {
|
|
|
|
.array = beta_array,
|
|
|
|
.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,
|
|
|
|
};
|
2023-07-23 10:41:05 +00:00
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
test_array_expectations(expectations);
|
|
|
|
free(name);
|
2023-07-23 10:41:05 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
int main(){
|
|
|
|
// set randomness seed
|
2023-07-23 10:47:47 +00:00
|
|
|
uint64_t* seed = malloc(sizeof(uint64_t));
|
2023-07-23 10:41:05 +00:00
|
|
|
*seed = 1000; // xorshift can't start with a seed of 0
|
|
|
|
|
2023-07-23 11:17:40 +00:00
|
|
|
printf("Testing unit uniform\n");
|
2023-07-23 10:41:05 +00:00
|
|
|
test_unit_uniform(seed);
|
|
|
|
|
2023-07-23 11:17:40 +00:00
|
|
|
printf("Testing small uniforms\n");
|
|
|
|
for(int i=0; i<100; i++){
|
2023-07-23 11:02:56 +00:00
|
|
|
double start = sample_uniform(-10, 10, seed);
|
|
|
|
double end = sample_uniform(-10, 10, seed);
|
2023-07-23 10:41:05 +00:00
|
|
|
if ( end > start){
|
|
|
|
test_uniform(start, end, seed);
|
|
|
|
}
|
|
|
|
}
|
2023-07-23 11:17:40 +00:00
|
|
|
|
|
|
|
printf("Testing wide uniforms\n");
|
|
|
|
for(int i=0; i<100; i++){
|
|
|
|
double start = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
|
|
|
|
double end = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
|
|
|
|
if ( end > start){
|
|
|
|
test_uniform(start, end, seed);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
2023-07-23 12:00:14 +00:00
|
|
|
printf("Testing unit normal\n");
|
|
|
|
test_unit_normal(seed);
|
|
|
|
|
|
|
|
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);
|
|
|
|
if ( std > 0){
|
|
|
|
test_normal(mean, std, seed);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
printf("Testing larger normals\n");
|
|
|
|
for(int i=0; i<100; i++){
|
|
|
|
double mean = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
|
|
|
|
double std = sample_uniform(0, 1000 * 1000, seed);
|
|
|
|
if ( std > 0){
|
|
|
|
test_normal(mean, std, seed);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
printf("Testing beta distribution\n");
|
|
|
|
for(int i=0; i<100; i++){
|
|
|
|
double a = sample_uniform(0, 1000, seed);
|
|
|
|
double b = sample_uniform(0, 1000, seed);
|
|
|
|
if ( (a > 0) && ( b >0)){
|
|
|
|
test_beta(a, b, seed);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
2023-07-23 12:01:17 +00:00
|
|
|
printf("Testing larger beta distributions\n");
|
|
|
|
for(int i=0; i<100; i++){
|
|
|
|
double a = sample_uniform(0, 1000 * 1000, seed);
|
|
|
|
double b = sample_uniform(0, 1000 * 1000, seed);
|
|
|
|
if ( (a > 0) && ( b >0)){
|
|
|
|
test_beta(a, b, seed);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
2023-07-23 10:41:05 +00:00
|
|
|
free(seed);
|
|
|
|
}
|
|
|
|
|