112 lines
4.5 KiB
C#
112 lines
4.5 KiB
C#
using System;
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using System.Diagnostics.CodeAnalysis;
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using System.Linq;
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using System.Threading.Tasks;
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using FastRng.Double;
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using NUnit.Framework;
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namespace FastRngTests.Double.Distributions
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{
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[ExcludeFromCodeCoverage]
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public class InverseGamma
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{
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[Test]
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[Category(TestCategories.COVER)]
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[Category(TestCategories.NORMAL)]
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public async Task TestInverseGammaDistribution01()
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{
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const double SHAPE = 3.0;
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const double SCALE = 1.2;
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const double MEAN = SCALE / (SHAPE - 1);
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const double VARIANCE = SCALE * SCALE / ((SHAPE - 1) * (SHAPE - 1) * (SHAPE - 2));
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var dist = new FastRng.Double.Distributions.InverseGamma{ Shape = SHAPE, Scale = SCALE };
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var stats = new RunningStatistics();
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var rng = new MultiThreadedRng();
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for (var n = 0; n < 100_000; n++)
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stats.Push(await rng.NextNumber(dist));
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rng.StopProducer();
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TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
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TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
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Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.1), "Mean is out of range");
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Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.1), "Variance is out of range");
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}
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[Test]
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[Category(TestCategories.COVER)]
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[Category(TestCategories.NORMAL)]
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public async Task TestInverseGammaGeneratorWithRange01()
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{
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var rng = new MultiThreadedRng();
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var samples = new double[1_000];
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for (var n = 0; n < samples.Length; n++)
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samples[n] = await rng.NextNumber(-1.0, 1.0, new FastRng.Double.Distributions.InverseGamma());
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rng.StopProducer();
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Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min out of range");
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Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max out of range");
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}
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[Test]
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[Category(TestCategories.COVER)]
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[Category(TestCategories.NORMAL)]
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public async Task TestInverseGammaGeneratorWithRange02()
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{
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var rng = new MultiThreadedRng();
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var samples = new double[1_000];
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for (var n = 0; n < samples.Length; n++)
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samples[n] = await rng.NextNumber(0.0, 1.0, new FastRng.Double.Distributions.InverseGamma());
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rng.StopProducer();
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Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
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Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
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}
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[Test]
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[Category(TestCategories.COVER)]
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[Category(TestCategories.NORMAL)]
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public async Task TestInverseGammaGeneratorWithRange03()
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{
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var rng = new MultiThreadedRng();
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var dist = new FastRng.Double.Distributions.InverseGamma { Random = rng }; // Test default parameters
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var samples = new double[1_000];
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for (var n = 0; n < samples.Length; n++)
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samples[n] = await dist.GetDistributedValue();
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rng.StopProducer();
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Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
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Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
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}
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[Test]
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[Category(TestCategories.COVER)]
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[Category(TestCategories.NORMAL)]
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public void ParameterTest01()
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{
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var dist = new FastRng.Double.Distributions.InverseGamma();
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Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = 0);
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Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = -78);
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Assert.DoesNotThrow(() => dist.Shape = 0.0001);
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Assert.DoesNotThrow(() => dist.Shape = 4);
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Assert.DoesNotThrow(() => dist.Scale = -45);
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Assert.DoesNotThrow(() => dist.Scale = 15);
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Assert.DoesNotThrow(() => dist.Scale = 0);
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}
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[Test]
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[Category(TestCategories.COVER)]
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[Category(TestCategories.NORMAL)]
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public async Task NoRandomNumberGenerator01()
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{
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var dist = new FastRng.Double.Distributions.InverseGamma();
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Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
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Assert.That(await dist.GetDistributedValue(), Is.NaN);
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}
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}
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} |