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add tests lognormal, and have them use special tolerances.

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This commit is contained in:
NunoSempere 2023-07-23 15:43:35 +02:00
parent b80b05ca30
commit 6b2349132b
3 changed files with 85 additions and 31 deletions
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2
test/makefile
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@ -37,7 +37,7 @@ run: $(SRC) $(OUTPUT)
./$(OUTPUT)
verify: $(SRC) $(OUTPUT)
./$(OUTPUT) | grep "NOT passed" || true
./$(OUTPUT) | grep "NOT passed" -A 1 --group-separator='' || true
time-linux:
@echo "Requires /bin/time, found on GNU/Linux systems" && echo

BIN
test/test
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114
test/test.c
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@ -4,9 +4,8 @@
#include <stdlib.h>
#include <stdio.h>
#define N 1000 * 1000
#define PERCENTAGE_TOLERANCE_UNIFORM 1.0/1000.0
#define PERCENTAGE_TOLERANCE_NORMAL 5.0/1000.0
#define PERCENTAGE_TOLERANCE 1.0/1000.0
#define PERCENTAGE_TOLERANCE_LOGNORMAL 5.0/1000.0
#define MAX_NAME_LENGTH 500
// Structs
@ -28,16 +27,18 @@ void test_array_expectations(struct array_expectations e){
double delta_std = std - e.expected_std;
if(fabs(delta_mean) > e.tolerance){
if(fabs(delta_mean)/fabs(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);
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));
}else {
printf("[x] Mean test for %s PASSED\n", e.name);
}
if(fabs(delta_std) > e.tolerance){
if(fabs(delta_std)/fabs(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);
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));
}else {
printf("[x] Std test for %s PASSED\n", e.name);
}
@ -48,29 +49,32 @@ void test_array_expectations(struct array_expectations e){
// Test unit uniform
void test_unit_uniform(uint64_t* seed){
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++){
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,
.n = n,
.name = "unit uniform",
.expected_mean = 0.5,
.expected_std = sqrt(1.0/12.0),
.tolerance = 1 * PERCENTAGE_TOLERANCE_UNIFORM,
.tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(unit_uniform_array);
}
// Test uniforms
void test_uniform(double start, double end, uint64_t* seed){
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++){
for(int i=0; i<n; i++){
uniform_array[i] = sample_uniform(start, end, seed);
}
@ -78,42 +82,46 @@ void test_uniform(double start, double end, uint64_t* seed){
snprintf(name, MAX_NAME_LENGTH, "[%f, %f] uniform", start, end);
struct array_expectations expectations = {
.array = uniform_array,
.n = N,
.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,
.tolerance = fabs(end -start) * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(name);
free(uniform_array);
}
// Test unit normal
void test_unit_normal(uint64_t* seed){
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++){
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,
.n = n,
.name = "unit normal",
.expected_mean = 0,
.expected_std = 1,
.tolerance = 1 * PERCENTAGE_TOLERANCE_NORMAL,
.tolerance = 1 * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(unit_normal_array);
}
// Test normal
void test_normal(double mean, double std, uint64_t* seed){
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++){
for(int i=0; i<n; i++){
normal_array[i] = sample_normal(mean, std, seed);
}
@ -121,23 +129,50 @@ void test_normal(double mean, double std, uint64_t* seed){
snprintf(name, MAX_NAME_LENGTH, "normal(%f, %f)", mean, std);
struct array_expectations expectations = {
.array = normal_array,
.n = N,
.n = n,
.name = name,
.expected_mean = mean,
.expected_std = std,
.tolerance = std * PERCENTAGE_TOLERANCE_NORMAL,
.tolerance = std * PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
free(name);
free(normal_array);
}
// Test lognormal
void test_lognormal(double logmean, double logstd, 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_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);
free(name);
free(lognormal_array);
}
// Test beta
void test_beta(double a, double b, uint64_t* seed){
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++){
for(int i=0; i<n; i++){
beta_array[i] = sample_beta(a, b, seed);
}
@ -145,11 +180,11 @@ void test_beta(double a, double b, uint64_t* seed){
snprintf(name, MAX_NAME_LENGTH, "beta(%f, %f)", a, b);
struct array_expectations expectations = {
.array = beta_array,
.n = N,
.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,
.tolerance = PERCENTAGE_TOLERANCE,
};
test_array_expectations(expectations);
@ -160,7 +195,7 @@ int main(){
// set randomness seed
uint64_t* seed = malloc(sizeof(uint64_t));
*seed = 1000; // xorshift can't start with a seed of 0
/*
printf("Testing unit uniform\n");
test_unit_uniform(seed);
@ -187,8 +222,8 @@ int main(){
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);
double mean = sample_uniform(-10, 10, seed);
double std = sample_uniform(0, 10, seed);
if ( std > 0){
test_normal(mean, std, seed);
}
@ -202,7 +237,25 @@ int main(){
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");
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);
@ -222,5 +275,6 @@ int main(){
}
free(seed);
*/
}