From 8dc39365589acaf7cbadef59a6b274f4d90e634c Mon Sep 17 00:00:00 2001 From: Thorsten Sommer Date: Sat, 26 Sep 2020 21:38:05 +0200 Subject: [PATCH] Initial --- FastRngTests/Double/Distributions/Beta.cs | 99 ++++++++++++++++ FastRngTests/Double/Distributions/Cauchy.cs | 76 ++++++++++++ FastRngTests/Double/Distributions/Gamma.cs | 122 ++++++++++++++++++++ FastRngTests/Double/Distributions/Normal.cs | 90 +++++++++++++++ 4 files changed, 387 insertions(+) create mode 100644 FastRngTests/Double/Distributions/Beta.cs create mode 100644 FastRngTests/Double/Distributions/Cauchy.cs create mode 100644 FastRngTests/Double/Distributions/Gamma.cs create mode 100644 FastRngTests/Double/Distributions/Normal.cs diff --git a/FastRngTests/Double/Distributions/Beta.cs b/FastRngTests/Double/Distributions/Beta.cs new file mode 100644 index 0000000..9820055 --- /dev/null +++ b/FastRngTests/Double/Distributions/Beta.cs @@ -0,0 +1,99 @@ +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 Beta + { + [Test] + [Category(TestCategories.COVER)] + [Category(TestCategories.NORMAL)] + public async Task TestBetaDistribution01() + { + const double A = 7.0; + const double B = 2.0; + + const double MEAN = A / (A + B); + const double VARIANCE = MEAN * (1 - MEAN) / (A + B + 1); + + var dist = new FastRng.Double.Distributions.Beta{ A = A, B = B }; + 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 TestBetaGeneratorWithRange01() + { + 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.Beta()); + + 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 TestBetaGeneratorWithRange02() + { + 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.Beta()); + + 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.Beta(); + + Assert.Throws(() => dist.A = 0); + Assert.Throws(() => dist.A = -78); + Assert.DoesNotThrow(() => dist.A = 0.0001); + Assert.DoesNotThrow(() => dist.A = 4); + + Assert.Throws(() => dist.B = 0); + Assert.Throws(() => dist.B = -78); + Assert.DoesNotThrow(() => dist.B = 0.0001); + Assert.DoesNotThrow(() => dist.B = 4); + } + + [Test] + [Category(TestCategories.COVER)] + [Category(TestCategories.NORMAL)] + public async Task NoRandomNumberGenerator01() + { + var dist = new FastRng.Double.Distributions.Beta(); + Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue()); + Assert.That(await dist.GetDistributedValue(), Is.NaN); + } + + + } +} \ No newline at end of file diff --git a/FastRngTests/Double/Distributions/Cauchy.cs b/FastRngTests/Double/Distributions/Cauchy.cs new file mode 100644 index 0000000..4cf6311 --- /dev/null +++ b/FastRngTests/Double/Distributions/Cauchy.cs @@ -0,0 +1,76 @@ +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 Cauchy + { + public void TestCauchyDistribution01() + { + // The properties of the cauchy distribution cannot be tested by mean, media or variance, + // cf. https://en.wikipedia.org/wiki/Cauchy_distribution#Explanation_of_undefined_moments + } + + [Test] + [Category(TestCategories.COVER)] + [Category(TestCategories.NORMAL)] + public async Task TestCauchyGeneratorWithRange01() + { + 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.Cauchy()); + + 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 TestCauchyGeneratorWithRange02() + { + 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.Cauchy()); + + 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.Cauchy(); + + Assert.Throws(() => dist.Scale = 0); + Assert.Throws(() => dist.Scale = -78); + Assert.DoesNotThrow(() => dist.Scale = 0.0001); + Assert.DoesNotThrow(() => dist.Scale = 4); + + Assert.DoesNotThrow(() => dist.Median = -45); + Assert.DoesNotThrow(() => dist.Median = 15); + Assert.DoesNotThrow(() => dist.Median = 0); + } + + [Test] + [Category(TestCategories.COVER)] + [Category(TestCategories.NORMAL)] + public async Task NoRandomNumberGenerator01() + { + var dist = new FastRng.Double.Distributions.Cauchy(); + Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue()); + Assert.That(await dist.GetDistributedValue(), Is.NaN); + } + } +} \ No newline at end of file diff --git a/FastRngTests/Double/Distributions/Gamma.cs b/FastRngTests/Double/Distributions/Gamma.cs new file mode 100644 index 0000000..d02eff7 --- /dev/null +++ b/FastRngTests/Double/Distributions/Gamma.cs @@ -0,0 +1,122 @@ +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(0.4), "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 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(() => dist.Shape = 0); + Assert.Throws(() => 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); + } + } +} \ No newline at end of file diff --git a/FastRngTests/Double/Distributions/Normal.cs b/FastRngTests/Double/Distributions/Normal.cs new file mode 100644 index 0000000..a2bc05f --- /dev/null +++ b/FastRngTests/Double/Distributions/Normal.cs @@ -0,0 +1,90 @@ +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 Normal + { + public async Task TestNormalDistribution01() + { + const double DESIRED_MEAN = 2.0; + const double STANDARD_DEVIATION = 5.0; + + var dist = new FastRng.Double.Distributions.Normal{ Mean = DESIRED_MEAN, StandardDeviation = STANDARD_DEVIATION }; + 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($"mean={DESIRED_MEAN} vs. {stats.Mean}"); + TestContext.WriteLine($"variance={STANDARD_DEVIATION * STANDARD_DEVIATION} vs {stats.Variance}"); + + Assert.That(stats.Mean, Is.EqualTo(DESIRED_MEAN).Within(0.4), "Mean is out of range"); + Assert.That(stats.Variance, Is.EqualTo(STANDARD_DEVIATION*STANDARD_DEVIATION).Within(0.4), "Variance is out of range"); + } + + [Test] + [Category(TestCategories.COVER)] + [Category(TestCategories.NORMAL)] + public async Task TestNormalGeneratorWithRange01() + { + 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.Normal()); + + 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 TestNormalGeneratorWithRange02() + { + 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.Normal()); + + 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.Normal(); + + Assert.DoesNotThrow(() => dist.Mean = -45); + Assert.DoesNotThrow(() => dist.Mean = 15); + Assert.DoesNotThrow(() => dist.Mean = 0); + + Assert.Throws(() => dist.StandardDeviation = 0); + Assert.Throws(() => dist.StandardDeviation = -78); + Assert.DoesNotThrow(() => dist.StandardDeviation = 0.0001); + Assert.DoesNotThrow(() => dist.StandardDeviation = 4); + } + + [Test] + [Category(TestCategories.COVER)] + [Category(TestCategories.NORMAL)] + public async Task NoRandomNumberGenerator01() + { + var dist = new FastRng.Double.Distributions.Normal(); + Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue()); + Assert.That(await dist.GetDistributedValue(), Is.NaN); + } + } +} \ No newline at end of file