Implemented inverse exponential distributions

2020-10-31 14:27:45 +01:00 · 2020-10-31 14:27:45 +01:00 · 5b184ad7e6
commit 5b184ad7e6
parent 857c16462e
4 changed files with 278 additions and 0 deletions
--- a/FastRng/Double/Distributions/InverseExponentialLa10.cs
+++ b/FastRng/Double/Distributions/InverseExponentialLa10.cs
@ -0,0 +1,35 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class InverseExponentialLa10 : IDistribution
+    {
+        private const double LAMBDA = 10.0;
+        private const double CONSTANT = 4.539992976248453e-06;
+
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(InverseExponentialLa10.ShapeFunction, this.random, 100);
+            }
+        }
+        
+        private static double ShapeFunction(double x) => CONSTANT * LAMBDA * Math.Exp(LAMBDA * x);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}
--- a/FastRng/Double/Distributions/InverseExponentialLa5.cs
+++ b/FastRng/Double/Distributions/InverseExponentialLa5.cs
@ -0,0 +1,35 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class InverseExponentialLa5 : IDistribution
+    {
+        private const double LAMBDA = 5.0;
+        private const double CONSTANT = 0.001347589399817;
+
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(InverseExponentialLa5.ShapeFunction, this.random, 100);
+            }
+        }
+        
+        private static double ShapeFunction(double x) => CONSTANT * LAMBDA * Math.Exp(LAMBDA * x);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}
--- a/FastRngTests/Double/Distributions/InverseExponentialLa10.cs
+++ b/FastRngTests/Double/Distributions/InverseExponentialLa10.cs
@ -0,0 +1,104 @@
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Threading.Tasks;
+using FastRng.Double;
+using NUnit.Framework;
+
+namespace FastRngTests.Double.Distributions
+{
+    [ExcludeFromCodeCoverage]
+    public class InverseExponentialLa10
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialDistribution01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa10();
+            var fqa = new FrequencyAnalysis();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+                fqa.CountThis(await rng.NextNumber(dist));
+            
+            rng.StopProducer();
+            var result = fqa.NormalizeAndPlotEvents(TestContext.WriteLine);
+
+            Assert.That(result[0], Is.EqualTo(0.0000501746820562).Within(0.0003));
+            Assert.That(result[1], Is.EqualTo(0.0000554515994322).Within(0.0003));
+            Assert.That(result[2], Is.EqualTo(0.0000612834950532).Within(0.0003));
+            
+            Assert.That(result[21], Is.EqualTo(0.00040973497898).Within(0.00045));
+            Assert.That(result[22], Is.EqualTo(0.000452827182887).Within(0.00050));
+            Assert.That(result[23], Is.EqualTo(0.000500451433441).Within(0.00051));
+            
+            Assert.That(result[50], Is.EqualTo(0.007446583070924).Within(0.002));
+            
+            Assert.That(result[75], Is.EqualTo(0.090717953289412).Within(0.02));
+            Assert.That(result[85], Is.EqualTo(0.246596963941606).Within(0.05));
+            Assert.That(result[90], Is.EqualTo(0.406569659740598).Within(0.08));
+            
+            Assert.That(result[97], Is.EqualTo(0.81873075307798).Within(0.08));
+            Assert.That(result[98], Is.EqualTo(0.904837418035957).Within(0.08));
+            Assert.That(result[99], Is.EqualTo(0.999999999999999).Within(0.08));
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialGeneratorWithRange01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa10();
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(-1.0, 1.0, dist);
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialGeneratorWithRange02()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa10();
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(0.0, 1.0, dist);
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test] [Category(TestCategories.COVER)] [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialGeneratorWithRange03()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa10 { Random = rng }; // Test default parameters
+            
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await dist.GetDistributedValue();
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa10();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}
--- a/FastRngTests/Double/Distributions/InverseExponentialLa5.cs
+++ b/FastRngTests/Double/Distributions/InverseExponentialLa5.cs
@ -0,0 +1,104 @@
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Threading.Tasks;
+using FastRng.Double;
+using NUnit.Framework;
+
+namespace FastRngTests.Double.Distributions
+{
+    [ExcludeFromCodeCoverage]
+    public class InverseExponentialLa5
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialDistribution01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa5();
+            var fqa = new FrequencyAnalysis();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+                fqa.CountThis(await rng.NextNumber(dist));
+            
+            rng.StopProducer();
+            var result = fqa.NormalizeAndPlotEvents(TestContext.WriteLine);
+
+            Assert.That(result[0], Is.EqualTo(0.007083408929052).Within(0.008));
+            Assert.That(result[1], Is.EqualTo(0.007446583070924).Within(0.008));
+            Assert.That(result[2], Is.EqualTo(0.007828377549226).Within(0.008));
+            
+            Assert.That(result[21], Is.EqualTo(0.020241911445804).Within(0.05));
+            Assert.That(result[22], Is.EqualTo(0.021279736438377).Within(0.05));
+            Assert.That(result[23], Is.EqualTo(0.022370771856166).Within(0.05));
+            
+            Assert.That(result[50], Is.EqualTo(0.08629358649937).Within(0.02));
+            
+            Assert.That(result[75], Is.EqualTo(0.301194211912202).Within(0.03));
+            Assert.That(result[85], Is.EqualTo(0.496585303791409).Within(0.05));
+            Assert.That(result[90], Is.EqualTo(0.637628151621772).Within(0.06));
+            
+            Assert.That(result[97], Is.EqualTo(0.904837418035959).Within(0.08));
+            Assert.That(result[98], Is.EqualTo(0.951229424500713).Within(0.08));
+            Assert.That(result[99], Is.EqualTo(1).Within(0.08));
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialGeneratorWithRange01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa5();
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(-1.0, 1.0, dist);
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialGeneratorWithRange02()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa5();
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(0.0, 1.0, dist);
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test] [Category(TestCategories.COVER)] [Category(TestCategories.NORMAL)]
+        public async Task TestExponentialGeneratorWithRange03()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa5 { Random = rng }; // Test default parameters
+            
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await dist.GetDistributedValue();
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseExponentialLa5();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}