Implemented chi-square variations

FastRng/Double/Distributions/ChiSquare.cs

@@ -1,33 +0,0 @@
-using System;
-using System.Threading;
-using System.Threading.Tasks;
-
-namespace FastRng.Double.Distributions
-{
-    public sealed class ChiSquare : IDistribution
-    {
-        private double degreesOfFreedom = 1.0;
-        
-        public IRandom Random { get; set; }
-
-        public double DegreesOfFreedom
-        {
-            get => this.degreesOfFreedom;
-            set
-            {
-                if(value <= 0.0)
-                    throw new ArgumentOutOfRangeException(message: "DegreesOfFreedom must be greater than 0", null);
-                
-                this.degreesOfFreedom = value;
-            }
-        }
-
-        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
-        {
-            if (this.Random == null)
-                return double.NaN;
-
-            return await this.Random.NextNumber(new Gamma{ Shape = 0.5 * this.DegreesOfFreedom, Scale = 2.0 }, token);
-        }
-    }
-}

FastRng/Double/Distributions/ChiSquareK1.cs

@@ -0,0 +1,46 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class ChiSquareK1 : IDistribution
+    {
+        private const double K = 1.0;
+        private const double K_HALF = K * 0.5d;
+        private const double K_HALF_MINUS_ONE = K_HALF - 1.0d;
+        private const double CONSTANT = 0.252;
+
+        private static readonly double DIVISOR;
+        
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        static ChiSquareK1()
+        {
+            var twoToTheKHalf = Math.Pow(2, K_HALF);
+            var gammaKHalf = MathTools.Gamma(K_HALF);
+            DIVISOR = twoToTheKHalf * gammaKHalf;
+        }
+        
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(ChiSquareK1.ShapeFunction, this.random, 100);
+            }
+        }
+        
+        private static double ShapeFunction(double x) => CONSTANT * ((Math.Pow(x, K_HALF_MINUS_ONE) * Math.Exp(-x * 0.5d)) / DIVISOR);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}

FastRng/Double/Distributions/ChiSquareK10.cs

@@ -0,0 +1,46 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class ChiSquareK10 : IDistribution
+    {
+        private const double K = 10.0;
+        private const double K_HALF = K * 0.5d;
+        private const double K_HALF_MINUS_ONE = K_HALF - 1.0d;
+        private const double CONSTANT = 0.252;
+
+        private static readonly double DIVISOR;
+        
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        static ChiSquareK10()
+        {
+            var twoToTheKHalf = Math.Pow(2, K_HALF);
+            var gammaKHalf = MathTools.Gamma(K_HALF);
+            DIVISOR = twoToTheKHalf * gammaKHalf;
+        }
+        
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(ChiSquareK10.ShapeFunction, this.random, 100);
+            }
+        }
+        
+        private static double ShapeFunction(double x) => CONSTANT * ((Math.Pow(x, K_HALF_MINUS_ONE) * Math.Exp(-x * 0.5d)) / DIVISOR);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}

FastRng/Double/Distributions/ChiSquareK4.cs

@@ -0,0 +1,46 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class ChiSquareK4 : IDistribution
+    {
+        private const double K = 4.0;
+        private const double K_HALF = K * 0.5d;
+        private const double K_HALF_MINUS_ONE = K_HALF - 1.0d;
+        private const double CONSTANT = 0.252;
+
+        private static readonly double DIVISOR;
+        
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        static ChiSquareK4()
+        {
+            var twoToTheKHalf = Math.Pow(2, K_HALF);
+            var gammaKHalf = MathTools.Gamma(K_HALF);
+            DIVISOR = twoToTheKHalf * gammaKHalf;
+        }
+        
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(ChiSquareK4.ShapeFunction, this.random, 100);
+            }
+        }
+        
+        private static double ShapeFunction(double x) => CONSTANT * ((Math.Pow(x, K_HALF_MINUS_ONE) * Math.Exp(-x * 0.5d)) / DIVISOR);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}

FastRngTests/Double/Distributions/ChiSquareK1.cs

@@ -0,0 +1,110 @@
+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 ChiSquareK1
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestChiSquareDistribution01()
+        {
+            var dist = new FastRng.Double.Distributions.ChiSquareK1();
+            var fqa = new FrequencyAnalysis();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+            {
+                var value = await rng.NextNumber(dist);
+                fqa.CountThis(value);
+            }
+
+            rng.StopProducer();
+            
+            var result = fqa.NormalizeAndPlotEvents(TestContext.WriteLine);
+
+            Assert.That(result[0], Is.EqualTo(1.00032041964207).Within(0.004));
+            Assert.That(result[1], Is.EqualTo(0.70380551227703).Within(0.02));
+            Assert.That(result[2], Is.EqualTo(0.571788691668126).Within(0.05));
+            
+            Assert.That(result[21], Is.EqualTo(0.192011337664754).Within(0.07));
+            Assert.That(result[22], Is.EqualTo(0.186854182385981).Within(0.07));
+            Assert.That(result[23], Is.EqualTo(0.182007652359976).Within(0.07));
+            
+            Assert.That(result[50], Is.EqualTo(0.109088865614875).Within(0.02));
+            
+            Assert.That(result[75], Is.EqualTo(0.07886274821701).Within(0.01));
+            Assert.That(result[85], Is.EqualTo(0.070520397849883).Within(0.01));
+            Assert.That(result[90], Is.EqualTo(0.066863009640287).Within(0.01));
+            
+            Assert.That(result[97], Is.EqualTo(0.062214737436948).Within(0.01));
+            Assert.That(result[98], Is.EqualTo(0.061590997922187).Within(0.01));
+            Assert.That(result[99], Is.EqualTo(0.060976622578824).Within(0.01));
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestChiSquareGeneratorWithRange01()
+        {
+            var dist = new FastRng.Double.Distributions.ChiSquareK1();
+            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 TestChiSquareGeneratorWithRange02()
+        {
+            var dist = new FastRng.Double.Distributions.ChiSquareK1();
+            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 TestChiSquareGeneratorWithRange03()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.ChiSquareK1 { 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.ChiSquareK1();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}

FastRngTests/Double/Distributions/ChiSquareK10.cs

@@ -0,0 +1,110 @@
+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 ChiSquareK10
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestChiSquareDistribution01()
+        {
+            var dist = new FastRng.Double.Distributions.ChiSquareK10();
+            var fqa = new FrequencyAnalysis();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+            {
+                var value = await rng.NextNumber(dist);
+                fqa.CountThis(value);
+            }
+
+            rng.StopProducer();
+            
+            var result = fqa.NormalizeAndPlotEvents(TestContext.WriteLine);
+
+            Assert.That(result[0], Is.EqualTo(0.0000000164021588).Within(0.00000002));
+            Assert.That(result[1], Is.EqualTo(0.0000002611256437).Within(0.0000003));
+            Assert.That(result[2], Is.EqualTo(0.0000013153553250).Within(0.000002));
+            
+            Assert.That(result[21], Is.EqualTo(0.003459320622874).Within(0.005));
+            Assert.That(result[22], Is.EqualTo(0.004111875573379).Within(0.005));
+            Assert.That(result[23], Is.EqualTo(0.004850674298859).Within(0.005));
+            
+            Assert.That(result[50], Is.EqualTo(0.086418773275056).Within(0.05));
+            
+            Assert.That(result[75], Is.EqualTo(0.376092741436046).Within(0.08));
+            Assert.That(result[85], Is.EqualTo(0.586569751611096).Within(0.08));
+            Assert.That(result[90], Is.EqualTo(0.717189736168766).Within(0.08));
+            
+            Assert.That(result[97], Is.EqualTo(0.931477764640217).Within(0.08));
+            Assert.That(result[98], Is.EqualTo(0.965244855212136).Within(0.08));
+            Assert.That(result[99], Is.EqualTo(0.999827884370044).Within(0.08));
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestChiSquareGeneratorWithRange01()
+        {
+            var dist = new FastRng.Double.Distributions.ChiSquareK10();
+            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 TestChiSquareGeneratorWithRange02()
+        {
+            var dist = new FastRng.Double.Distributions.ChiSquareK10();
+            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 TestChiSquareGeneratorWithRange03()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.ChiSquareK10 { 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.ChiSquareK10();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}

FastRngTests/Double/Distributions/ChiSquareK4.cs

@@ -8,30 +8,44 @@ using NUnit.Framework;
 namespace FastRngTests.Double.Distributions
 {
     [ExcludeFromCodeCoverage]
-    public class ChiSquare
+    public class ChiSquareK4
     {
         [Test]
         [Category(TestCategories.COVER)]
         [Category(TestCategories.NORMAL)]
         public async Task TestChiSquareDistribution01()
         {
-            const double DOF = 7.0;
+            var dist = new FastRng.Double.Distributions.ChiSquareK4();
-            const double MEAN = DOF;
+            var fqa = new FrequencyAnalysis();
-            const double VARIANCE = 2 * DOF;
-            
-            var dist = new FastRng.Double.Distributions.ChiSquare{ DegreesOfFreedom = DOF };
-            var stats = new RunningStatistics();
             var rng = new MultiThreadedRng();
             
             for (var n = 0; n < 100_000; n++)
-                stats.Push(await rng.NextNumber(dist));
+            {
+                var value = await rng.NextNumber(dist);
+                fqa.CountThis(value);
+            }
 
             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");
+            var result = fqa.NormalizeAndPlotEvents(TestContext.WriteLine);
-            Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.4), "Variance is out of range");
+
+            Assert.That(result[0], Is.EqualTo(0.016417705906679).Within(0.02));
+            Assert.That(result[1], Is.EqualTo(0.032671644513723).Within(0.02));
+            Assert.That(result[2], Is.EqualTo(0.048763041010352).Within(0.02));
+            
+            Assert.That(result[21], Is.EqualTo(0.32518779111264).Within(0.05));
+            Assert.That(result[22], Is.EqualTo(0.338273451612642).Within(0.05));
+            Assert.That(result[23], Is.EqualTo(0.351220492939994).Within(0.05));
+            
+            Assert.That(result[50], Is.EqualTo(0.65209223303425).Within(0.05));
+            
+            Assert.That(result[75], Is.EqualTo(0.857562207152294).Within(0.08));
+            Assert.That(result[85], Is.EqualTo(0.923072405412387).Within(0.08));
+            Assert.That(result[90], Is.EqualTo(0.952623623874265).Within(0.08));
+            
+            Assert.That(result[97], Is.EqualTo(0.990616879396201).Within(0.08));
+            Assert.That(result[98], Is.EqualTo(0.995734077068522).Within(0.08));
+            Assert.That(result[99], Is.EqualTo(1.00077558852585).Within(0.1));
         }
         
         [Test]
@@ -39,10 +53,11 @@ namespace FastRngTests.Double.Distributions
         [Category(TestCategories.NORMAL)]
         public async Task TestChiSquareGeneratorWithRange01()
         {
+            var dist = new FastRng.Double.Distributions.ChiSquareK4();
             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.ChiSquare());
+                samples[n] = await rng.NextNumber(-1.0, 1.0, dist);
             
             rng.StopProducer();
             Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min out of range");
@@ -54,10 +69,11 @@ namespace FastRngTests.Double.Distributions
         [Category(TestCategories.NORMAL)]
         public async Task TestChiSquareGeneratorWithRange02()
         {
+            var dist = new FastRng.Double.Distributions.ChiSquareK4();
             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.ChiSquare());
+                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");
@@ -70,7 +86,7 @@ namespace FastRngTests.Double.Distributions
         public async Task TestChiSquareGeneratorWithRange03()
         {
             var rng = new MultiThreadedRng();
-            var dist = new FastRng.Double.Distributions.ChiSquare { Random = rng }; // Test default parameters
+            var dist = new FastRng.Double.Distributions.ChiSquareK4 { Random = rng }; // Test default parameters
             
             var samples = new double[1_000];
             for (var n = 0; n < samples.Length; n++)
@@ -81,25 +97,12 @@ namespace FastRngTests.Double.Distributions
             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.ChiSquare();
-            
-            Assert.Throws<ArgumentOutOfRangeException>(() => dist.DegreesOfFreedom = 0);
-            Assert.Throws<ArgumentOutOfRangeException>(() => dist.DegreesOfFreedom = -78);
-            Assert.DoesNotThrow(() => dist.DegreesOfFreedom = 0.0001);
-            Assert.DoesNotThrow(() => dist.DegreesOfFreedom = 4);
-        }
-
         [Test]
         [Category(TestCategories.COVER)]
         [Category(TestCategories.NORMAL)]
         public async Task NoRandomNumberGenerator01()
         {
-            var dist = new FastRng.Double.Distributions.ChiSquare();
+            var dist = new FastRng.Double.Distributions.ChiSquareK4();
             Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
             Assert.That(await dist.GetDistributedValue(), Is.NaN);
         }