forked from personal/squiggle.c
281 lines
7.0 KiB
C
281 lines
7.0 KiB
C
#include "../squiggle.h"
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#include <stdint.h>
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#include <math.h>
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#include <stdlib.h>
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#include <stdio.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 MAX_NAME_LENGTH 500
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// Structs
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struct array_expectations {
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double* array;
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int n;
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char* name;
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double expected_mean;
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double expected_std;
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double tolerance;
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};
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void test_array_expectations(struct array_expectations e){
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double mean = array_mean(e.array, e.n);
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double delta_mean = mean - e.expected_mean;
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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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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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}else {
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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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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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}else {
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printf("[x] Std test for %s PASSED\n", e.name);
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}
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printf("\n");
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}
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// Test unit uniform
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void test_unit_uniform(uint64_t* seed){
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int n = 1000 * 1000;
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double* unit_uniform_array = malloc(sizeof(double) * n);
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for(int i=0; i<n; i++){
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unit_uniform_array[i] = sample_unit_uniform(seed);
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}
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struct array_expectations expectations = {
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.array = unit_uniform_array,
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.n = n,
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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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};
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test_array_expectations(expectations);
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free(unit_uniform_array);
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}
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// Test uniforms
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void test_uniform(double start, double end, uint64_t* seed){
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int n = 1000 * 1000;
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double* uniform_array = malloc(sizeof(double) * n);
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for(int i=0; i<n; i++){
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uniform_array[i] = sample_uniform(start, end, 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, "[%f, %f] uniform", start, end);
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struct array_expectations expectations = {
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.array = uniform_array,
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.n = n,
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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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};
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test_array_expectations(expectations);
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free(name);
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free(uniform_array);
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}
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// Test unit normal
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void test_unit_normal(uint64_t* seed){
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int n = 1000 * 1000;
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double* unit_normal_array = malloc(sizeof(double) * n);
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for(int i=0; i<n; i++){
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unit_normal_array[i] = sample_unit_normal(seed);
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}
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struct array_expectations expectations = {
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.array = unit_normal_array,
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.n = n,
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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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};
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test_array_expectations(expectations);
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free(unit_normal_array);
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}
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// Test normal
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void test_normal(double mean, double std, uint64_t* seed){
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int n = 10 * 1000 * 1000;
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double* normal_array = malloc(sizeof(double) * n);
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for(int i=0; i<n; i++){
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normal_array[i] = sample_normal(mean, std, 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, "normal(%f, %f)", mean, std);
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struct array_expectations expectations = {
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.array = normal_array,
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.n = n,
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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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};
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test_array_expectations(expectations);
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free(name);
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free(normal_array);
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}
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// Test lognormal
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void test_lognormal(double logmean, double logstd, uint64_t* seed){
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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_lognormal(logmean, logstd, 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, "lognormal(%f, %f)", logmean, logstd);
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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 = exp(logstd) * PERCENTAGE_TOLERANCE_LOGNORMAL,
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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 beta
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void test_beta(double a, double b, uint64_t* seed){
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int n = 10 * 1000 * 1000;
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double* beta_array = malloc(sizeof(double) * n);
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for(int i=0; i<n; i++){
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beta_array[i] = sample_beta(a, b, 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, "beta(%f, %f)", a, b);
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struct array_expectations expectations = {
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.array = beta_array,
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.n = n,
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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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};
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test_array_expectations(expectations);
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free(name);
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}
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int main(){
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// set randomness seed
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uint64_t* seed = malloc(sizeof(uint64_t));
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*seed = 1000; // xorshift can't start with a seed of 0
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/*
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printf("Testing unit uniform\n");
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test_unit_uniform(seed);
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printf("Testing small uniforms\n");
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for(int i=0; i<100; i++){
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double start = sample_uniform(-10, 10, seed);
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double end = sample_uniform(-10, 10, seed);
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if ( end > start){
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test_uniform(start, end, seed);
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}
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}
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printf("Testing wide uniforms\n");
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for(int i=0; i<100; i++){
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double start = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
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double end = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
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if ( end > start){
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test_uniform(start, end, seed);
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}
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}
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printf("Testing unit normal\n");
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test_unit_normal(seed);
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printf("Testing small normals\n");
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for(int i=0; i<100; i++){
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double mean = sample_uniform(-10, 10, seed);
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double std = sample_uniform(0, 10, seed);
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if ( std > 0){
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test_normal(mean, std, seed);
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}
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}
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printf("Testing larger normals\n");
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for(int i=0; i<100; i++){
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double mean = sample_uniform(-1000 * 1000, 1000 * 1000, seed);
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double std = sample_uniform(0, 1000 * 1000, seed);
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if ( std > 0){
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test_normal(mean, std, seed);
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}
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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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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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test_lognormal(mean, std, seed);
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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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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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test_lognormal(mean, std, seed);
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}
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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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double b = sample_uniform(0, 1000, seed);
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if ( (a > 0) && ( b >0)){
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test_beta(a, b, seed);
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}
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}
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printf("Testing larger beta distributions\n");
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for(int i=0; i<100; i++){
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double a = sample_uniform(0, 1000 * 1000, seed);
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double b = sample_uniform(0, 1000 * 1000, seed);
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if ( (a > 0) && ( b >0)){
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test_beta(a, b, seed);
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}
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}
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free(seed);
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*/
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}
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