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