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NunoSempere 2023-07-23 15:44:22 +02:00
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test/test.c
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#include "../squiggle.h" #include "../squiggle.h"
#include <stdint.h>
#include <math.h> #include <math.h>
#include <stdlib.h> #include <stdint.h>
#include <stdio.h> #include <stdio.h>
#include <stdlib.h>
#define PERCENTAGE_TOLERANCE 1.0/1000.0 #define PERCENTAGE_TOLERANCE 1.0 / 1000.0
#define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0/1000.0 #define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0 / 1000.0
#define MAX_NAME_LENGTH 500 #define MAX_NAME_LENGTH 500
// Structs // Structs
struct array_expectations { struct array_expectations {
double* array; double* array;
int n; int n;
char* name; char* name;
double expected_mean; double expected_mean;
double expected_std; double expected_std;
double tolerance; double tolerance;
}; };
void test_array_expectations(struct array_expectations e){ void test_array_expectations(struct array_expectations e)
double mean = array_mean(e.array, e.n); {
double delta_mean = mean - e.expected_mean; double mean = array_mean(e.array, e.n);
double delta_mean = mean - e.expected_mean;
double std = array_std(e.array, e.n); double std = array_std(e.array, e.n);
double delta_std = std - e.expected_std; double delta_std = std - e.expected_std;
if(fabs(delta_mean)/fabs(mean) > e.tolerance){ if (fabs(delta_mean) / fabs(mean) > e.tolerance) {
printf("[-] Mean test for %s NOT passed.\n", e.name); 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("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)); printf("delta: %f, relative delta: %f\n", delta_mean, delta_mean / fabs(mean));
}else { } else {
printf("[x] Mean test for %s PASSED\n", e.name); 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) {
printf("[-] Std test for %s NOT passed.\n", e.name); 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("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)); printf("delta: %f, relative delta: %f\n", delta_std, delta_std / fabs(std));
}else { } else {
printf("[x] Std test for %s PASSED\n", e.name); printf("[x] Std test for %s PASSED\n", e.name);
} }
printf("\n");
printf("\n");
} }
// Test unit uniform // Test unit uniform
void test_unit_uniform(uint64_t* seed){ void test_unit_uniform(uint64_t* seed)
int n = 1000 * 1000; {
double* unit_uniform_array = malloc(sizeof(double) * n); int n = 1000 * 1000;
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 = { for (int i = 0; i < n; i++) {
.array = unit_uniform_array, unit_uniform_array[i] = sample_unit_uniform(seed);
.n = n, }
.name = "unit uniform",
.expected_mean = 0.5,
.expected_std = sqrt(1.0/12.0),
.tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations); struct array_expectations expectations = {
free(unit_uniform_array); .array = unit_uniform_array,
.n = n,
.name = "unit uniform",
.expected_mean = 0.5,
.expected_std = sqrt(1.0 / 12.0),
.tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(unit_uniform_array);
} }
// Test uniforms // Test uniforms
void test_uniform(double start, double end, uint64_t* seed){ void test_uniform(double start, double end, uint64_t* seed)
int n = 1000 * 1000; {
double* uniform_array = malloc(sizeof(double) * n); int n = 1000 * 1000;
double* uniform_array = malloc(sizeof(double) * n);
for(int i=0; i<n; i++){
uniform_array[i] = sample_uniform(start, end, seed);
}
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,
};
test_array_expectations(expectations); for (int i = 0; i < n; i++) {
free(name); uniform_array[i] = sample_uniform(start, end, seed);
free(uniform_array); }
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,
};
test_array_expectations(expectations);
free(name);
free(uniform_array);
} }
// Test unit normal // Test unit normal
void test_unit_normal(uint64_t* seed){ void test_unit_normal(uint64_t* seed)
int n = 1000 * 1000; {
double* unit_normal_array = malloc(sizeof(double) * n); int n = 1000 * 1000;
double* unit_normal_array = malloc(sizeof(double) * n);
for(int i=0; i<n; i++){
unit_normal_array[i] = sample_unit_normal(seed);
}
struct array_expectations expectations = { for (int i = 0; i < n; i++) {
.array = unit_normal_array, unit_normal_array[i] = sample_unit_normal(seed);
.n = n, }
.name = "unit normal",
.expected_mean = 0,
.expected_std = 1,
.tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations); struct array_expectations expectations = {
free(unit_normal_array); .array = unit_normal_array,
.n = n,
.name = "unit normal",
.expected_mean = 0,
.expected_std = 1,
.tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(unit_normal_array);
} }
// Test normal // Test normal
void test_normal(double mean, double std, uint64_t* seed){ void test_normal(double mean, double std, uint64_t* seed)
int n = 10 * 1000 * 1000; {
double* normal_array = malloc(sizeof(double) * n); int n = 10 * 1000 * 1000;
double* normal_array = malloc(sizeof(double) * n);
for(int i=0; i<n; i++){
normal_array[i] = sample_normal(mean, std, seed);
}
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,
};
test_array_expectations(expectations); for (int i = 0; i < n; i++) {
free(name); normal_array[i] = sample_normal(mean, std, seed);
free(normal_array); }
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,
};
test_array_expectations(expectations);
free(name);
free(normal_array);
} }
// Test lognormal // Test lognormal
void test_lognormal(double logmean, double logstd, uint64_t* seed){ void test_lognormal(double logmean, double logstd, uint64_t* seed)
int n = 10 * 1000 * 1000; {
double* lognormal_array = malloc(sizeof(double) * n); int n = 10 * 1000 * 1000;
double* lognormal_array = malloc(sizeof(double) * n);
for(int i=0; i<n; i++){
lognormal_array[i] = sample_lognormal(logmean, logstd, seed);
}
char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
snprintf(name, MAX_NAME_LENGTH, "lognormal(%f, %f)", logmean, logstd);
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 = exp(logstd) * PERCENTAGE_TOLERANCE_LOGNORMAL,
};
test_array_expectations(expectations); for (int i = 0; i < n; i++) {
free(name); lognormal_array[i] = sample_lognormal(logmean, logstd, seed);
free(lognormal_array); }
char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
snprintf(name, MAX_NAME_LENGTH, "lognormal(%f, %f)", logmean, logstd);
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 = exp(logstd) * PERCENTAGE_TOLERANCE_LOGNORMAL,
};
test_array_expectations(expectations);
free(name);
free(lognormal_array);
} }
// Test beta // Test beta
void test_beta(double a, double b, uint64_t* seed){ void test_beta(double a, double b, uint64_t* seed)
int n = 10 * 1000 * 1000; {
double* beta_array = malloc(sizeof(double) * n); int n = 10 * 1000 * 1000;
double* beta_array = malloc(sizeof(double) * n);
for(int i=0; i<n; i++){
beta_array[i] = sample_beta(a, b, seed);
}
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,
};
test_array_expectations(expectations); for (int i = 0; i < n; i++) {
free(name); beta_array[i] = sample_beta(a, b, seed);
}
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,
};
test_array_expectations(expectations);
free(name);
} }
int main(){ int main()
{
// set randomness seed // set randomness seed
uint64_t* seed = malloc(sizeof(uint64_t)); uint64_t* seed = malloc(sizeof(uint64_t));
*seed = 1000; // xorshift can't start with a seed of 0 *seed = 1000; // xorshift can't start with a seed of 0
/*
printf("Testing unit uniform\n");
test_unit_uniform(seed);
printf("Testing small uniforms\n"); printf("Testing unit uniform\n");
for(int i=0; i<100; i++){ test_unit_uniform(seed);
double start = sample_uniform(-10, 10, seed);
double end = sample_uniform(-10, 10, seed);
if ( end > start){
test_uniform(start, end, seed);
}
}
printf("Testing wide uniforms\n"); printf("Testing small uniforms\n");
for(int i=0; i<100; i++){ for (int i = 0; i < 100; i++) {
double start = sample_uniform(-1000 * 1000, 1000 * 1000, seed); double start = sample_uniform(-10, 10, seed);
double end = sample_uniform(-1000 * 1000, 1000 * 1000, seed); double end = sample_uniform(-10, 10, seed);
if ( end > start){ if (end > start) {
test_uniform(start, end, seed); test_uniform(start, end, seed);
} }
} }
printf("Testing unit normal\n"); printf("Testing wide uniforms\n");
test_unit_normal(seed); for (int i = 0; i < 100; i++) {
double start = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
printf("Testing small normals\n"); double end = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
for(int i=0; i<100; i++){ if (end > start) {
double mean = sample_uniform(-10, 10, seed); test_uniform(start, end, seed);
double std = sample_uniform(0, 10, seed); }
if ( std > 0){ }
test_normal(mean, std, seed);
}
}
printf("Testing larger normals\n"); printf("Testing unit normal\n");
for(int i=0; i<100; i++){ test_unit_normal(seed);
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 very small lognormals\n");
for(int i=0; i<10; i++){
double mean = sample_uniform(-1, 1, seed);
double std = sample_uniform(0, 1, seed);
if ( std > 0){
test_lognormal(mean, std, seed);
}
}
printf("Testing small lognormals\n"); printf("Testing small normals\n");
for(int i=0; i<10; i++){ for (int i = 0; i < 100; i++) {
double mean = sample_uniform(-1, 5, seed); double mean = sample_uniform(-10, 10, seed);
double std = sample_uniform(0, 5, seed); double std = sample_uniform(0, 10, seed);
if ( std > 0){ if (std > 0) {
test_lognormal(mean, std, seed); 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);
}
}
printf("Testing larger beta distributions\n"); printf("Testing larger normals\n");
for(int i=0; i<100; i++){ for (int i = 0; i < 100; i++) {
double a = sample_uniform(0, 1000 * 1000, seed); double mean = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
double b = sample_uniform(0, 1000 * 1000, seed); double std = sample_uniform(0, 1000 * 1000, seed);
if ( (a > 0) && ( b >0)){ if (std > 0) {
test_beta(a, b, seed); test_normal(mean, std, seed);
} }
} }
free(seed); printf("Testing very small lognormals\n");
*/ for (int i = 0; i < 10; i++) {
double mean = sample_uniform(-1, 1, seed);
double std = sample_uniform(0, 1, seed);
if (std > 0) {
test_lognormal(mean, std, seed);
}
}
printf("Testing small lognormals\n");
for (int i = 0; i < 10; i++) {
double mean = sample_uniform(-1, 5, seed);
double std = sample_uniform(0, 5, seed);
if (std > 0) {
test_lognormal(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);
}
}
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);
}
}
free(seed);
} }