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Migrated gamma distribution to shape fitter

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tsommer committed 2020-10-31 15:18:41 +01:00
1 parent 5b184ad7e6
commit 8b752c17ee
4 files changed
+151 -208
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FastRngTests/Double/Distributions/Gamma.cs
-139
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@@ -1,139 +0,0 @@
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 Gamma
{
[Test]
[Category(TestCategories.COVER)]
[Category(TestCategories.NORMAL)]
public async Task TestGammaDistribution01()
{
const double SHAPE = 10.0;
const double SCALE = 2.0;
const double MEAN = SHAPE * SCALE;
const double VARIANCE = SHAPE * SCALE * SCALE;
var dist = new FastRng.Double.Distributions.Gamma{ Shape = SHAPE, Scale = SCALE };
var stats = new RunningStatistics();
var rng = new MultiThreadedRng();
for (var n = 0; n < 100_000; n++)
stats.Push(await rng.NextNumber(dist));
rng.StopProducer();
TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.4), "Mean is out of range");
Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.4), "Variance is out of range");
}
[Test]
[Category(TestCategories.COVER)]
[Category(TestCategories.NORMAL)]
public async Task TestGammaDistribution02()
{
const double SHAPE = 0.5;
const double SCALE = 2.0;
const double MEAN = SHAPE * SCALE;
const double VARIANCE = SHAPE * SCALE * SCALE;
var dist = new FastRng.Double.Distributions.Gamma{ Shape = SHAPE, Scale = SCALE };
var stats = new RunningStatistics();
var rng = new MultiThreadedRng();
for (var n = 0; n < 100_000; n++)
stats.Push(await rng.NextNumber(dist));
rng.StopProducer();
TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.1), "Mean is out of range");
Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.1), "Variance is out of range");
}
[Test]
[Category(TestCategories.COVER)]
[Category(TestCategories.NORMAL)]
public async Task TestGammaGeneratorWithRange03()
{
var rng = new MultiThreadedRng();
var dist = new FastRng.Double.Distributions.Gamma { 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 TestGammaGeneratorWithRange01()
{
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, new FastRng.Double.Distributions.Gamma());
rng.StopProducer();
Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "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 TestGammaGeneratorWithRange02()
{
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, new FastRng.Double.Distributions.Gamma());
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 void ParameterTest01()
{
var dist = new FastRng.Double.Distributions.Gamma();
Assert.DoesNotThrow(() => dist.Scale = -45);
Assert.DoesNotThrow(() => dist.Scale = 15);
Assert.DoesNotThrow(() => dist.Scale = 0);
Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = 0);
Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = -78);
Assert.DoesNotThrow(() => dist.Shape = 0.0001);
Assert.DoesNotThrow(() => dist.Shape = 4);
}
[Test]
[Category(TestCategories.COVER)]
[Category(TestCategories.NORMAL)]
public async Task NoRandomNumberGenerator01()
{
var dist = new FastRng.Double.Distributions.Gamma();
Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
Assert.That(await dist.GetDistributedValue(), Is.NaN);
}
}
}
FastRngTests/Double/Distributions/GammaA5B15.cs
+106
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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 GammaA5B15
{
[Test]
[Category(TestCategories.COVER)]
[Category(TestCategories.NORMAL)]
public async Task TestGammaDistribution01()
{
var dist = new FastRng.Double.Distributions.GammaA5B15();
var fra = new FrequencyAnalysis();
var rng = new MultiThreadedRng();
for (var n = 0; n < 100_000; n++)
fra.CountThis(await rng.NextNumber(dist));
rng.StopProducer();
var result = fra.NormalizeAndPlotEvents(TestContext.WriteLine);
Assert.That(result[0], Is.EqualTo(0.0000929594237282).Within(0.0005));
Assert.That(result[1], Is.EqualTo(0.0012801746797876).Within(0.002));
Assert.That(result[2], Is.EqualTo(0.0055781488254349).Within(0.003));
Assert.That(result[21], Is.EqualTo(0.9331608887752720).Within(0.09));
Assert.That(result[22], Is.EqualTo(0.9594734828891280).Within(0.09));
Assert.That(result[23], Is.EqualTo(0.9790895765535350).Within(0.09));
Assert.That(result[50], Is.EqualTo(0.3478287795336570).Within(0.06));
Assert.That(result[75], Is.EqualTo(0.0403399049422936).Within(0.009));
Assert.That(result[85], Is.EqualTo(0.0163628388658126).Within(0.009));
Assert.That(result[90], Is.EqualTo(0.0097147611446660).Within(0.005));
Assert.That(result[97], Is.EqualTo(0.0041135143233153).Within(0.008));
Assert.That(result[98], Is.EqualTo(0.0036872732029996).Within(0.008));
Assert.That(result[99], Is.EqualTo(0.0033038503429554).Within(0.008));
}
[Test]
[Category(TestCategories.COVER)]
[Category(TestCategories.NORMAL)]
public async Task TestGammaGeneratorWithRange03()
{
var rng = new MultiThreadedRng();
var dist = new FastRng.Double.Distributions.GammaA5B15 { 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 TestGammaGeneratorWithRange01()
{
var rng = new MultiThreadedRng();
var dist = new FastRng.Double.Distributions.GammaA5B15();
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 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 TestGammaGeneratorWithRange02()
{
var rng = new MultiThreadedRng();
var dist = new FastRng.Double.Distributions.GammaA5B15();
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 NoRandomNumberGenerator01()
{
var dist = new FastRng.Double.Distributions.GammaA5B15();
Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
Assert.That(await dist.GetDistributedValue(), Is.NaN);
}
}
}