Initial
This commit is contained in:
parent
d9aa453003
commit
8dc3936558
99
FastRngTests/Double/Distributions/Beta.cs
Normal file
99
FastRngTests/Double/Distributions/Beta.cs
Normal file
@ -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<ArgumentOutOfRangeException>(() => dist.A = 0);
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => dist.A = -78);
|
||||
Assert.DoesNotThrow(() => dist.A = 0.0001);
|
||||
Assert.DoesNotThrow(() => dist.A = 4);
|
||||
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => dist.B = 0);
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => 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);
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
}
|
76
FastRngTests/Double/Distributions/Cauchy.cs
Normal file
76
FastRngTests/Double/Distributions/Cauchy.cs
Normal file
@ -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<ArgumentOutOfRangeException>(() => dist.Scale = 0);
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => 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);
|
||||
}
|
||||
}
|
||||
}
|
122
FastRngTests/Double/Distributions/Gamma.cs
Normal file
122
FastRngTests/Double/Distributions/Gamma.cs
Normal file
@ -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<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);
|
||||
}
|
||||
}
|
||||
}
|
90
FastRngTests/Double/Distributions/Normal.cs
Normal file
90
FastRngTests/Double/Distributions/Normal.cs
Normal file
@ -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<ArgumentOutOfRangeException>(() => dist.StandardDeviation = 0);
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => 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);
|
||||
}
|
||||
}
|
||||
}
|
Loading…
Reference in New Issue
Block a user