savepoint, rework tolerance values.

test/makefile

@@ -37,7 +37,7 @@ run: $(SRC) $(OUTPUT)
 	./$(OUTPUT)
 
 verify: $(SRC) $(OUTPUT)
-	./$(OUTPUT) | grep "NOT passed" -A 1 --group-separator='' || true
+	./$(OUTPUT) | grep "NOT passed" -A 2 --group-separator='' || true
 
 time-linux: 
 	@echo "Requires /bin/time, found on GNU/Linux systems" && echo

test/test.c

@@ -4,8 +4,7 @@
 #include <stdio.h>
 #include <stdlib.h>
 
-#define PERCENTAGE_TOLERANCE 1.0 / 1000.0
+#define TOLERANCE 5.0 / 1000.0
-#define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0 / 1000.0
 #define MAX_NAME_LENGTH 500
 
 // Structs
@@ -27,7 +26,7 @@ void test_array_expectations(struct array_expectations e)
     double std = array_std(e.array, e.n);
     double delta_std = std - e.expected_std;
 
-    if (fabs(delta_mean) / fabs(mean) > e.tolerance) {
+    if ((fabs(delta_mean) / fabs(mean) > e.tolerance) && (fabs(delta_mean) > e.tolerance)) {
         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("delta: %f, relative delta: %f\n", delta_mean, delta_mean / fabs(mean));
@@ -35,7 +34,7 @@ void test_array_expectations(struct array_expectations e)
         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) && (fabs(delta_std) > e.tolerance)) {
         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("delta: %f, relative delta: %f\n", delta_std, delta_std / fabs(std));
@@ -62,7 +61,7 @@ void test_unit_uniform(uint64_t* seed)
         .name = "unit uniform",
         .expected_mean = 0.5,
         .expected_std = sqrt(1.0 / 12.0),
-        .tolerance = 1 * PERCENTAGE_TOLERANCE,
+        .tolerance = TOLERANCE,
     };
 
     test_array_expectations(expectations);
@@ -87,7 +86,7 @@ void test_uniform(double start, double end, uint64_t* seed)
         .name = name,
         .expected_mean = (start + end) / 2,
         .expected_std = sqrt(1.0 / 12.0) * fabs(end - start),
-        .tolerance = fabs(end - start) * PERCENTAGE_TOLERANCE,
+        .tolerance = fabs(end - start) * TOLERANCE,
     };
 
     test_array_expectations(expectations);
@@ -111,7 +110,7 @@ void test_unit_normal(uint64_t* seed)
         .name = "unit normal",
         .expected_mean = 0,
         .expected_std = 1,
-        .tolerance = 1 * PERCENTAGE_TOLERANCE,
+        .tolerance = TOLERANCE,
     };
 
     test_array_expectations(expectations);
@@ -136,7 +135,7 @@ void test_normal(double mean, double std, uint64_t* seed)
         .name = name,
         .expected_mean = mean,
         .expected_std = std,
-        .tolerance = std * PERCENTAGE_TOLERANCE,
+        .tolerance = TOLERANCE,
     };
 
     test_array_expectations(expectations);
@@ -162,7 +161,41 @@ void test_lognormal(double logmean, double logstd, uint64_t* seed)
         .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,
+        .tolerance = TOLERANCE,
+    };
+
+    test_array_expectations(expectations);
+    free(name);
+    free(lognormal_array);
+}
+
+// Test lognormal to
+void test_to(double low, double high, uint64_t* seed)
+{
+    int n = 10 * 1000 * 1000;
+    double* lognormal_array = malloc(sizeof(double) * n);
+
+    for (int i = 0; i < n; i++) {
+        lognormal_array[i] = sample_to(low, high, seed);
+    }
+
+
+    char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
+    snprintf(name, MAX_NAME_LENGTH, "to(%f, %f)", low, high);
+    
+		const double NORMAL95CONFIDENCE = 1.6448536269514722;
+    double loglow = logf(low);
+    double loghigh = logf(high);
+    double logmean = (loglow + loghigh) / 2;
+    double logstd = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
+    
+		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 = TOLERANCE,
     };
 
     test_array_expectations(expectations);
@@ -189,7 +222,7 @@ void test_beta(double a, double b, uint64_t* seed)
         .name = name,
         .expected_mean = a / (a + b),
         .expected_std = sqrt((a * b) / (pow(a + b, 2) * (a + b + 1))),
-        .tolerance = PERCENTAGE_TOLERANCE,
+        .tolerance = TOLERANCE,
     };
 
     test_array_expectations(expectations);
@@ -244,8 +277,8 @@ int main()
         }
     }
 
-    printf("Testing very small lognormals\n");
+    printf("Testing smaller lognormals\n");
-    for (int i = 0; i < 10; i++) {
+    for (int i = 0; i < 100; i++) {
         double mean = sample_uniform(-1, 1, seed);
         double std = sample_uniform(0, 1, seed);
         if (std > 0) {
@@ -253,8 +286,8 @@ int main()
         }
     }
 
-    printf("Testing small lognormals\n");
+    printf("Testing larger lognormals\n");
-    for (int i = 0; i < 10; i++) {
+    for (int i = 0; i < 100; i++) {
         double mean = sample_uniform(-1, 5, seed);
         double std = sample_uniform(0, 5, seed);
         if (std > 0) {
@@ -262,6 +295,15 @@ int main()
         }
     }
 
+    printf("Testing lognormals — sample_to(low, high) syntax\n");
+    for (int i = 0; i < 100; i++) {
+        double low = sample_uniform(0, 1000 * 1000, seed);
+        double high = sample_uniform(0, 1000 * 1000, seed);
+        if (low < high) {
+            test_to(low, high, seed);
+        }
+    }
+
     printf("Testing beta distribution\n");
     for (int i = 0; i < 100; i++) {
         double a = sample_uniform(0, 1000, seed);