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authorGuilherme Andrade <[email protected]>2017-03-18 19:48:23 +0000
committerGuilherme Andrade <[email protected]>2017-04-20 21:30:53 +0100
commitdff85f3d6fdb4b3453d863bf9208073564a9fcf2 (patch)
tree57bd88d6776d40a89ae975e7f3cb569d783c2154 /lib/stdlib/test
parent2cc47f22e4cb775422a6a7fb1b94836e7cf51143 (diff)
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rand: Support arbitrary normal distributions
Diffstat (limited to 'lib/stdlib/test')
-rw-r--r--lib/stdlib/test/rand_SUITE.erl65
1 files changed, 52 insertions, 13 deletions
diff --git a/lib/stdlib/test/rand_SUITE.erl b/lib/stdlib/test/rand_SUITE.erl
index fe5eaccda5..cb97d27992 100644
--- a/lib/stdlib/test/rand_SUITE.erl
+++ b/lib/stdlib/test/rand_SUITE.erl
@@ -27,6 +27,7 @@
-export([interval_int/1, interval_float/1, seed/1,
api_eq/1, reference/1,
basic_stats_uniform_1/1, basic_stats_uniform_2/1,
+ basic_stats_standard_normal/1,
basic_stats_normal/1,
plugin/1, measure/1,
reference_jump_state/1, reference_jump_procdict/1]).
@@ -52,7 +53,8 @@ all() ->
groups() ->
[{basic_stats, [parallel],
- [basic_stats_uniform_1, basic_stats_uniform_2, basic_stats_normal]},
+ [basic_stats_uniform_1, basic_stats_uniform_2,
+ basic_stats_standard_normal, basic_stats_normal]},
{reference_jump, [parallel],
[reference_jump_state, reference_jump_procdict]}].
@@ -294,12 +296,35 @@ basic_stats_uniform_2(Config) when is_list(Config) ->
|| Alg <- algs()],
ok.
-basic_stats_normal(Config) when is_list(Config) ->
+basic_stats_standard_normal(Config) when is_list(Config) ->
ct:timetrap({minutes,6}), %% valgrind needs a lot of time
- io:format("Testing normal~n",[]),
- [basic_normal_1(?LOOP, rand:seed_s(Alg), 0, 0) || Alg <- algs()],
+ io:format("Testing standard normal~n",[]),
+ IntendedMean = 0,
+ IntendedVariance = 1,
+ [basic_normal_1(?LOOP, IntendedMean, IntendedVariance,
+ rand:seed_s(Alg), 0, 0)
+ || Alg <- algs()],
ok.
+basic_stats_normal(Config) when is_list(Config) ->
+ IntendedMeans = [-1.0e6, -50, -math:pi(), -math:exp(-1),
+ 0.12345678, math:exp(1), 100, 1.0e6],
+ IntendedVariances = [1.0e-6, math:exp(-1), 1, math:pi(), 1.0e6],
+ IntendedMeanVariancePairs =
+ [{Mean, Variance} || Mean <- IntendedMeans,
+ Variance <- IntendedVariances],
+
+ ct:timetrap({minutes, 6 * length(IntendedMeanVariancePairs)}), %% valgrind needs a lot of time
+ lists:foreach(
+ fun ({IntendedMean, IntendedVariance}) ->
+ io:format("Testing normal(~.2f, ~.2f)~n",
+ [float(IntendedMean), float(IntendedVariance)]),
+ [basic_normal_1(?LOOP, IntendedMean, IntendedVariance,
+ rand:seed_s(Alg), 0, 0)
+ || Alg <- algs()]
+ end,
+ IntendedMeanVariancePairs).
+
basic_uniform_1(N, S0, Sum, A0) when N > 0 ->
{X,S} = rand:uniform_s(S0),
I = trunc(X*100),
@@ -339,19 +364,33 @@ basic_uniform_2(0, {#{type:=Alg}, _}, Sum, A) ->
abs(?LOOP div 100 - Max) < 1000 orelse ct:fail({max, Alg, Max}),
ok.
-basic_normal_1(N, S0, Sum, Sq) when N > 0 ->
- {X,S} = rand:normal_s(S0),
- basic_normal_1(N-1, S, X+Sum, X*X+Sq);
-basic_normal_1(0, {#{type:=Alg}, _}, Sum, SumSq) ->
- Mean = Sum / ?LOOP,
- StdDev = math:sqrt((SumSq - (Sum*Sum/?LOOP))/(?LOOP - 1)),
- io:format("~.10w: Average: ~7.4f StdDev ~6.4f~n", [Alg, Mean, StdDev]),
+basic_normal_1(N, IntendedMean, IntendedVariance, S0, StandardSum, StandardSq) when N > 0 ->
+ {X,S} = normal_s(IntendedMean, IntendedVariance, S0),
+ % We now shape X into a standard normal distribution (in case it wasn't already)
+ % in order to minimise the accumulated error on Sum / SumSq;
+ % otherwise said error would prevent us of making a fair judgment on
+ % the overall distribution when targeting large means and variances.
+ StandardX = (X - IntendedMean) / math:sqrt(IntendedVariance),
+ basic_normal_1(N-1, IntendedMean, IntendedVariance, S,
+ StandardX+StandardSum, StandardX*StandardX+StandardSq);
+basic_normal_1(0, _IntendedMean, _IntendedVariance, {#{type:=Alg}, _}, StandardSum, StandardSumSq) ->
+ StandardMean = StandardSum / ?LOOP,
+ StandardVariance = (StandardSumSq - (StandardSum*StandardSum/?LOOP))/(?LOOP - 1),
+ StandardStdDev = math:sqrt(StandardVariance),
+ io:format("~.10w: Standardised Average: ~7.4f, Standardised StdDev ~6.4f~n",
+ [Alg, StandardMean, StandardStdDev]),
%% Verify that the basic statistics are ok
%% be gentle we don't want to see to many failing tests
- abs(Mean) < 0.005 orelse ct:fail({average, Alg, Mean}),
- abs(StdDev - 1.0) < 0.005 orelse ct:fail({stddev, Alg, StdDev}),
+ abs(StandardMean) < 0.005 orelse ct:fail({average, Alg, StandardMean}),
+ abs(StandardStdDev - 1.0) < 0.005 orelse ct:fail({stddev, Alg, StandardStdDev}),
ok.
+normal_s(Mean, Variance, State0) when Mean == 0, Variance == 1 ->
+ % Make sure we're also testing the standard normal interface
+ rand:normal_s(State0);
+normal_s(Mean, Variance, State0) ->
+ rand:normal_s(Mean, Variance, State0).
+
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Test that the user can write algorithms.