forked from personal/squiggle.c
savepoint, rework tolerance values.
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88e998edce
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@ -37,7 +37,7 @@ run: $(SRC) $(OUTPUT)
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./$(OUTPUT)
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verify: $(SRC) $(OUTPUT)
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./$(OUTPUT) | grep "NOT passed" -A 1 --group-separator='' || true
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./$(OUTPUT) | grep "NOT passed" -A 2 --group-separator='' || true
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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70
test/test.c
70
test/test.c
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@ -4,8 +4,7 @@
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#include <stdio.h>
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#include <stdlib.h>
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#define PERCENTAGE_TOLERANCE 1.0 / 1000.0
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#define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0 / 1000.0
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#define TOLERANCE 5.0 / 1000.0
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#define MAX_NAME_LENGTH 500
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// Structs
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@ -27,7 +26,7 @@ void test_array_expectations(struct array_expectations e)
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double std = array_std(e.array, e.n);
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double delta_std = std - e.expected_std;
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if (fabs(delta_mean) / fabs(mean) > e.tolerance) {
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if ((fabs(delta_mean) / fabs(mean) > e.tolerance) && (fabs(delta_mean) > e.tolerance)) {
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printf("[-] Mean test for %s NOT passed.\n", e.name);
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printf("Mean of %s: %f, vs expected mean: %f\n", e.name, mean, e.expected_mean);
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printf("delta: %f, relative delta: %f\n", delta_mean, delta_mean / fabs(mean));
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@ -35,7 +34,7 @@ void test_array_expectations(struct array_expectations e)
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printf("[x] Mean test for %s PASSED\n", e.name);
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}
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if (fabs(delta_std) / fabs(std) > e.tolerance) {
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if ((fabs(delta_std) / fabs(std) > e.tolerance) && (fabs(delta_std) > e.tolerance)) {
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printf("[-] Std test for %s NOT passed.\n", e.name);
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printf("Std of %s: %f, vs expected std: %f\n", e.name, std, e.expected_std);
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printf("delta: %f, relative delta: %f\n", delta_std, delta_std / fabs(std));
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@ -62,7 +61,7 @@ void test_unit_uniform(uint64_t* seed)
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.name = "unit uniform",
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.expected_mean = 0.5,
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.expected_std = sqrt(1.0 / 12.0),
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.tolerance = 1 * PERCENTAGE_TOLERANCE,
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.tolerance = TOLERANCE,
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};
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test_array_expectations(expectations);
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@ -87,7 +86,7 @@ void test_uniform(double start, double end, uint64_t* seed)
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.name = name,
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.expected_mean = (start + end) / 2,
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.expected_std = sqrt(1.0 / 12.0) * fabs(end - start),
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.tolerance = fabs(end - start) * PERCENTAGE_TOLERANCE,
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.tolerance = fabs(end - start) * TOLERANCE,
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};
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test_array_expectations(expectations);
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@ -111,7 +110,7 @@ void test_unit_normal(uint64_t* seed)
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.name = "unit normal",
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.expected_mean = 0,
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.expected_std = 1,
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.tolerance = 1 * PERCENTAGE_TOLERANCE,
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.tolerance = TOLERANCE,
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};
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test_array_expectations(expectations);
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@ -136,7 +135,7 @@ void test_normal(double mean, double std, uint64_t* seed)
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.name = name,
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.expected_mean = mean,
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.expected_std = std,
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.tolerance = std * PERCENTAGE_TOLERANCE,
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.tolerance = TOLERANCE,
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};
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test_array_expectations(expectations);
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@ -162,7 +161,41 @@ void test_lognormal(double logmean, double logstd, uint64_t* seed)
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.name = name,
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.expected_mean = exp(logmean + pow(logstd, 2) / 2),
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.expected_std = sqrt((exp(pow(logstd, 2)) - 1) * exp(2 * logmean + pow(logstd, 2))),
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.tolerance = exp(logstd) * PERCENTAGE_TOLERANCE_LOGNORMAL,
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.tolerance = TOLERANCE,
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};
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test_array_expectations(expectations);
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free(name);
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free(lognormal_array);
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}
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// Test lognormal to
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void test_to(double low, double high, uint64_t* seed)
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{
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int n = 10 * 1000 * 1000;
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double* lognormal_array = malloc(sizeof(double) * n);
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for (int i = 0; i < n; i++) {
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lognormal_array[i] = sample_to(low, high, seed);
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}
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char* name = malloc(MAX_NAME_LENGTH * sizeof(char));
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snprintf(name, MAX_NAME_LENGTH, "to(%f, %f)", low, high);
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const double NORMAL95CONFIDENCE = 1.6448536269514722;
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double loglow = logf(low);
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double loghigh = logf(high);
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double logmean = (loglow + loghigh) / 2;
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double logstd = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
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struct array_expectations expectations = {
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.array = lognormal_array,
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.n = n,
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.name = name,
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.expected_mean = exp(logmean + pow(logstd, 2) / 2),
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.expected_std = sqrt((exp(pow(logstd, 2)) - 1) * exp(2 * logmean + pow(logstd, 2))),
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.tolerance = TOLERANCE,
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};
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test_array_expectations(expectations);
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@ -189,7 +222,7 @@ void test_beta(double a, double b, uint64_t* seed)
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.name = name,
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.expected_mean = a / (a + b),
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.expected_std = sqrt((a * b) / (pow(a + b, 2) * (a + b + 1))),
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.tolerance = PERCENTAGE_TOLERANCE,
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.tolerance = TOLERANCE,
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};
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test_array_expectations(expectations);
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@ -244,8 +277,8 @@ int main()
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}
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}
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printf("Testing very small lognormals\n");
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for (int i = 0; i < 10; i++) {
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printf("Testing smaller lognormals\n");
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for (int i = 0; i < 100; i++) {
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double mean = sample_uniform(-1, 1, seed);
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double std = sample_uniform(0, 1, seed);
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if (std > 0) {
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@ -253,8 +286,8 @@ int main()
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}
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}
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printf("Testing small lognormals\n");
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for (int i = 0; i < 10; i++) {
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printf("Testing larger lognormals\n");
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for (int i = 0; i < 100; i++) {
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double mean = sample_uniform(-1, 5, seed);
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double std = sample_uniform(0, 5, seed);
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if (std > 0) {
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@ -262,6 +295,15 @@ int main()
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}
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}
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printf("Testing lognormals — sample_to(low, high) syntax\n");
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for (int i = 0; i < 100; i++) {
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double low = sample_uniform(0, 1000 * 1000, seed);
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double high = sample_uniform(0, 1000 * 1000, seed);
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if (low < high) {
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test_to(low, high, seed);
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}
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}
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printf("Testing beta distribution\n");
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for (int i = 0; i < 100; i++) {
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double a = sample_uniform(0, 1000, seed);
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