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(0.1), "Mean is out of range"); Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.1), "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 async Task TestInverseGammaGeneratorWithRange03() { var rng = new MultiThreadedRng(); var dist = new FastRng.Double.Distributions.InverseGamma { 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 void ParameterTest01() { var dist = new FastRng.Double.Distributions.InverseGamma(); Assert.Throws(() => dist.Shape = 0); Assert.Throws(() => 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); } } }