Migrated laplace distribution to shape fitter

FastRng/Double/Distributions/Laplace.cs

@@ -1,28 +0,0 @@
-using System;
-using System.Threading;
-using System.Threading.Tasks;
-
-namespace FastRng.Double.Distributions
-{
-    public sealed class Laplace : IDistribution
-    {
-        public IRandom Random { get; set; }
-
-        public double Mean { get; set; } = 0.0;
-
-        public double Scale { get; set; } = 1.0;
-        
-        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
-        {
-            if (this.Random == null)
-                return double.NaN;
-
-            var value = await this.Random.GetUniform(token);
-            
-            if (value < 0.5)
-                return this.Mean + this.Scale * Math.Log(2.0 * value);
-            else
-                return this.Mean - this.Scale * Math.Log(2.0 * (1.0 - value));
-        }
-    }
-}

FastRng/Double/Distributions/LaplaceB01M0.cs

@@ -0,0 +1,43 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class LaplaceB01M0 : IDistribution
+    {
+        private const double B = 0.1;
+        private const double MU = 0.0;
+        private const double CONSTANT = 0.221034183615129;
+        
+        private static readonly double FACTOR_LEFT;
+        
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        static LaplaceB01M0()
+        {
+            FACTOR_LEFT = CONSTANT / (2.0d * B);
+        }
+        
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(LaplaceB01M0.ShapeFunction, this.random, 100);
+            }
+        }
+
+        private static double ShapeFunction(double x) => FACTOR_LEFT * Math.Exp(-Math.Abs(x - MU) / B);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}

FastRng/Double/Distributions/LaplaceB01M05.cs

@@ -0,0 +1,43 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace FastRng.Double.Distributions
+{
+    public sealed class LaplaceB01M05 : IDistribution
+    {
+        private const double B = 0.1;
+        private const double MU = 0.5;
+        private const double CONSTANT = 0.2;
+        
+        private static readonly double FACTOR_LEFT;
+        
+        private ShapeFitter fitter;
+        private IRandom random;
+
+        static LaplaceB01M05()
+        {
+            FACTOR_LEFT = CONSTANT / (2.0d * B);
+        }
+        
+        public IRandom Random
+        {
+            get => this.random;
+            set
+            {
+                this.random = value;
+                this.fitter = new ShapeFitter(LaplaceB01M05.ShapeFunction, this.random, 100);
+            }
+        }
+
+        private static double ShapeFunction(double x) => FACTOR_LEFT * Math.Exp(-Math.Abs(x - MU) / B);
+
+        public async ValueTask<double> GetDistributedValue(CancellationToken token = default)
+        {
+            if (this.Random == null)
+                return double.NaN;
+            
+            return await this.fitter.NextNumber(token);
+        }
+    }
+}

FastRngTests/Double/Distributions/LaplaceB01M0.cs

@@ -8,30 +8,40 @@ using NUnit.Framework;
 namespace FastRngTests.Double.Distributions
 {
     [ExcludeFromCodeCoverage]
-    public class Laplace
+    public class LaplaceB01M0
     {
         [Test]
         [Category(TestCategories.COVER)]
         [Category(TestCategories.NORMAL)]
         public async Task TestLaplaceDistribution01()
         {
-            const double MEAN = 0.2;
+            var dist = new FastRng.Double.Distributions.LaplaceB01M0();
-            const double SCALE = 4.8;
+            var fra = new FrequencyAnalysis();
-            const double VARIANCE = 2 * SCALE * SCALE;
-            
-            var dist = new FastRng.Double.Distributions.Laplace{ Mean = MEAN, Scale = SCALE };
-            var stats = new RunningStatistics();
             var rng = new MultiThreadedRng();
             
             for (var n = 0; n < 100_000; n++)
-                stats.Push(await rng.NextNumber(dist));
+                fra.CountThis(await rng.NextNumber(dist));
             
             rng.StopProducer();
-            TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
+            var result = fra.NormalizeAndPlotEvents(TestContext.WriteLine);
-            TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
+
+            Assert.That(result[0], Is.EqualTo(1.0000000000000000).Within(0.05));
+            Assert.That(result[1], Is.EqualTo(0.9048374180359590).Within(0.05));
+            Assert.That(result[2], Is.EqualTo(0.8187307530779810).Within(0.05));
             
-            Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.1), "Mean is out of range");
+            Assert.That(result[21], Is.EqualTo(0.1224564282529820).Within(0.05));
-            Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.5), "Variance is out of range");
+            Assert.That(result[22], Is.EqualTo(0.1108031583623340).Within(0.05));
+            Assert.That(result[23], Is.EqualTo(0.1002588437228040).Within(0.05));
+            
+            Assert.That(result[50], Is.EqualTo(0.0067379469990855).Within(0.002));
+            
+            Assert.That(result[75], Is.EqualTo(0.0005530843701478).Within(0.0004));
+            Assert.That(result[85], Is.EqualTo(0.0002034683690106).Within(0.0003));
+            Assert.That(result[90], Is.EqualTo(0.0001234098040867).Within(0.0003));
+            
+            Assert.That(result[97], Is.EqualTo(0.0000612834950532).Within(0.0002));
+            Assert.That(result[98], Is.EqualTo(0.0000554515994322).Within(0.0002));
+            Assert.That(result[99], Is.EqualTo(0.0000501746820562).Within(0.0002));
         }
         
         [Test]
@@ -40,9 +50,10 @@ namespace FastRngTests.Double.Distributions
         public async Task TestLaplaceGeneratorWithRange01()
         {
             var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.LaplaceB01M0();
             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.Laplace());
+                samples[n] = await rng.NextNumber(-1.0, 1.0, dist);
             
             rng.StopProducer();
             Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min out of range");
@@ -55,9 +66,10 @@ namespace FastRngTests.Double.Distributions
         public async Task TestLaplaceGeneratorWithRange02()
         {
             var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.LaplaceB01M0();
             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.Laplace());
+                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 +82,7 @@ namespace FastRngTests.Double.Distributions
         public async Task TestLaplaceGeneratorWithRange03()
         {
             var rng = new MultiThreadedRng();
-            var dist = new FastRng.Double.Distributions.Laplace { Random = rng }; // Test default parameters
+            var dist = new FastRng.Double.Distributions.LaplaceB01M0 { Random = rng }; // Test default parameters
             
             var samples = new double[1_000];
             for (var n = 0; n < samples.Length; n++)
@@ -81,28 +93,12 @@ 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.Laplace();
-            
-            Assert.DoesNotThrow(() => dist.Mean = -45);
-            Assert.DoesNotThrow(() => dist.Mean = 15);
-            Assert.DoesNotThrow(() => dist.Mean = 0);
-            
-            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.Laplace();
+            var dist = new FastRng.Double.Distributions.LaplaceB01M0();
             Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
             Assert.That(await dist.GetDistributedValue(), Is.NaN);
         }

FastRngTests/Double/Distributions/LaplaceB01M05.cs

@@ -0,0 +1,106 @@
+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 LaplaceB01M05
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestLaplaceDistribution01()
+        {
+            var dist = new FastRng.Double.Distributions.LaplaceB01M05();
+            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(0.0074465830709244).Within(0.003));
+            Assert.That(result[1], Is.EqualTo(0.0082297470490200).Within(0.003));
+            Assert.That(result[2], Is.EqualTo(0.0090952771016958).Within(0.003));
+            
+            Assert.That(result[21], Is.EqualTo(0.0608100626252180).Within(0.01));
+            Assert.That(result[22], Is.EqualTo(0.0672055127397498).Within(0.01));
+            Assert.That(result[23], Is.EqualTo(0.0742735782143340).Within(0.01));
+            
+            Assert.That(result[50], Is.EqualTo(1.0000000000000000).Within(0.2));
+            
+            Assert.That(result[75], Is.EqualTo(0.0742735782143335).Within(0.008));
+            Assert.That(result[85], Is.EqualTo(0.0273237224472924).Within(0.005));
+            Assert.That(result[90], Is.EqualTo(0.0165726754017612).Within(0.003));
+            
+            Assert.That(result[97], Is.EqualTo(0.0082297470490200).Within(0.0025));
+            Assert.That(result[98], Is.EqualTo(0.0074465830709243).Within(0.0025));
+            Assert.That(result[99], Is.EqualTo(0.0067379469990854).Within(0.0025));
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestLaplaceGeneratorWithRange01()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.LaplaceB01M05();
+            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 TestLaplaceGeneratorWithRange02()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.LaplaceB01M05();
+            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 TestLaplaceGeneratorWithRange03()
+        {
+            var rng = new MultiThreadedRng();
+            var dist = new FastRng.Double.Distributions.LaplaceB01M05 { 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.LaplaceB01M05();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}