From da392742628c1fad1f12aceabb40cbc17586803b Mon Sep 17 00:00:00 2001
From: Thorsten Sommer <mail@tsommer.org>
Date: Sat, 26 Sep 2020 22:05:35 +0200
Subject: [PATCH] Initial

---
 .../Double/Distributions/InverseGamma.cs      | 95 +++++++++++++++++++
 1 file changed, 95 insertions(+)
 create mode 100644 FastRngTests/Double/Distributions/InverseGamma.cs

diff --git a/FastRngTests/Double/Distributions/InverseGamma.cs b/FastRngTests/Double/Distributions/InverseGamma.cs
new file mode 100644
index 0000000..4cdfe59
--- /dev/null
+++ b/FastRngTests/Double/Distributions/InverseGamma.cs
@@ -0,0 +1,95 @@
+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 InverseGamma
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestInverseGammaDistribution01()
+        {
+            const double SHAPE = 3.0;
+            const double SCALE = 1.2;
+            const double MEAN = SCALE / (SHAPE - 1);
+            const double VARIANCE = SCALE * SCALE / ((SHAPE - 1) * (SHAPE - 1) * (SHAPE - 2));
+            
+            var dist = new FastRng.Double.Distributions.InverseGamma{ 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 TestInverseGammaGeneratorWithRange01()
+        {
+            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.InverseGamma());
+            
+            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 TestInverseGammaGeneratorWithRange02()
+        {
+            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.InverseGamma());
+            
+            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.InverseGamma();
+            
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = 0);
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = -78);
+            Assert.DoesNotThrow(() => dist.Shape = 0.0001);
+            Assert.DoesNotThrow(() => dist.Shape = 4);
+            
+            Assert.DoesNotThrow(() => dist.Scale = -45);
+            Assert.DoesNotThrow(() => dist.Scale = 15);
+            Assert.DoesNotThrow(() => dist.Scale = 0);
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.InverseGamma();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}
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