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 LogNormal { [Test] [Category(TestCategories.COVER)] [Category(TestCategories.NORMAL)] public async Task TestLogNormalDistribution01() { const double MU = 0.1; const double SIGMA = 0.25; var mean = Math.Exp(MU + SIGMA * SIGMA * 0.5); var variance = Math.Abs(Math.Exp(SIGMA * SIGMA) - 1) * Math.Exp(2 * MU + SIGMA * SIGMA); var dist = new FastRng.Double.Distributions.LogNormal{ Mu = MU, Sigma = SIGMA }; 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 TestLogNormalGeneratorWithRange01() { 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.LogNormal()); 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 TestLogNormalGeneratorWithRange02() { 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.LogNormal()); 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 TestLogNormalGeneratorWithRange03() { var rng = new MultiThreadedRng(); var dist = new FastRng.Double.Distributions.LogNormal { 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.LogNormal(); Assert.DoesNotThrow(() => dist.Mu = -45); Assert.DoesNotThrow(() => dist.Mu = 15); Assert.DoesNotThrow(() => dist.Mu = 0); Assert.Throws(() => dist.Sigma = 0); Assert.Throws(() => dist.Sigma = -78); Assert.DoesNotThrow(() => dist.Sigma = 0.0001); Assert.DoesNotThrow(() => dist.Sigma = 4); } [Test] [Category(TestCategories.COVER)] [Category(TestCategories.NORMAL)] public async Task NoRandomNumberGenerator01() { var dist = new FastRng.Double.Distributions.LogNormal(); Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue()); Assert.That(await dist.GetDistributedValue(), Is.NaN); } } }