Ejemplo n.º 1
0
 @Test
 public void testNextZipf() {
   ZipfDistributionTest testInstance = new ZipfDistributionTest();
   int[] densityPoints = testInstance.makeDensityTestPoints();
   double[] densityValues = testInstance.makeDensityTestValues();
   int sampleSize = 1000;
   int length = TestUtils.eliminateZeroMassPoints(densityPoints, densityValues);
   ZipfDistribution distribution = (ZipfDistribution) testInstance.makeDistribution();
   double[] expectedCounts = new double[length];
   long[] observedCounts = new long[length];
   for (int i = 0; i < length; i++) {
     expectedCounts[i] = sampleSize * densityValues[i];
   }
   randomData.reSeed(1000);
   for (int i = 0; i < sampleSize; i++) {
     int value =
         randomData.nextZipf(distribution.getNumberOfElements(), distribution.getExponent());
     for (int j = 0; j < length; j++) {
       if (value == densityPoints[j]) {
         observedCounts[j]++;
       }
     }
   }
   TestUtils.assertChiSquareAccept(densityPoints, expectedCounts, observedCounts, .001);
 }
  @Test
  public void testWithFunctions() {
    final double tol = 1E-12;
    final double[] data =
        new double[] {
          -0.012086732064244697,
          -0.24975668704012527,
          0.5706168483164684,
          -0.322111769955327,
          0.24166759508327315,
          // Double.NaN,
          // Double.POSITIVE_INFINITY,
          0.16698443218942854,
          -0.10427763937565114,
          -0.15595963093172435,
          -0.028075857595882995,
          -0.24137994506058857,
          0.47543170476574426,
          -0.07495595384947631,
          0.37445697625436497,
          -0.09944199541668033
        };

    final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> ds =
        createDescriptiveStatistics();
    final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> dsMean =
        createDescriptiveStatistics().withMean(new Mean());
    final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> dsKurt =
        createDescriptiveStatistics().withKurtosis(new Kurtosis());
    final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> dsSkew =
        createDescriptiveStatistics().withSkewness(new Skewness());
    final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> ds50 =
        createDescriptiveStatistics().withPercentile(new PSquarePercentile(50d));
    final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> dsVar =
        createDescriptiveStatistics().withVariance(new Variance());
    for (double d : data) {
      ds.addValue(d);
      dsMean.addValue(d);
      ds50.addValue(d);
      dsKurt.addValue(d);
      dsSkew.addValue(d);
      dsVar.addValue(d);
    }

    TestUtils.assertEquals(ds.getMean(), dsMean.getMean(), tol);
    TestUtils.assertEquals(ds.getMean(), dsKurt.getMean(), tol);
    TestUtils.assertEquals(ds.getMean(), dsSkew.getMean(), tol);
    TestUtils.assertEquals(ds.getMean(), ds50.getMean(), tol);
    TestUtils.assertEquals(ds.getMean(), dsVar.getMean(), tol);
    TestUtils.assertEquals(ds.getMean(), dsKurt.getMean(), tol);
    TestUtils.assertEquals(ds.getKurtosis(), dsKurt.getKurtosis(), tol);
    TestUtils.assertEquals(ds.getSkewness(), dsSkew.getSkewness(), tol);
    TestUtils.assertEquals(ds.getPercentile(), ds50.getPercentile(), tol);
    TestUtils.assertEquals(ds.getVariance(), dsVar.getVariance(), tol);
  }
Ejemplo n.º 3
0
 @Test
 public void testNextWeibull() {
   double[] quartiles = TestUtils.getDistributionQuartiles(new WeibullDistribution(1.2, 2.1));
   long[] counts = new long[4];
   randomData.reSeed(1000);
   for (int i = 0; i < 1000; i++) {
     double value = randomData.nextWeibull(1.2, 2.1);
     TestUtils.updateCounts(value, counts, quartiles);
   }
   TestUtils.assertChiSquareAccept(expected, counts, 0.001);
 }
Ejemplo n.º 4
0
  private void checkNextUniformUniform(double min, double max) {
    // Set up bin bounds - min, binBound[0], ..., binBound[binCount-2], max
    final int binCount = 5;
    final double binSize =
        max / binCount - min / binCount; // Prevent overflow in extreme value case
    final double[] binBounds = new double[binCount - 1];
    binBounds[0] = min + binSize;
    for (int i = 1; i < binCount - 1; i++) {
      binBounds[i] = binBounds[i - 1] + binSize; // + instead of * to avoid overflow in extreme case
    }

    final Frequency freq = new Frequency();
    for (int i = 0; i < smallSampleSize; i++) {
      final double value = randomData.nextUniform(min, max);
      Assert.assertTrue("nextUniform range", (value > min) && (value < max));
      // Find bin
      int j = 0;
      while (j < binCount - 1 && value > binBounds[j]) {
        j++;
      }
      freq.addValue(j);
    }

    final long[] observed = new long[binCount];
    for (int i = 0; i < binCount; i++) {
      observed[i] = freq.getCount(i);
    }
    final double[] expected = new double[binCount];
    for (int i = 0; i < binCount; i++) {
      expected[i] = 1d / binCount;
    }

    TestUtils.assertChiSquareAccept(expected, observed, 0.01);
  }
Ejemplo n.º 5
0
 /** test failure modes and distribution of nextGaussian() */
 @Test
 public void testNextGaussian() {
   try {
     randomData.nextGaussian(0, 0);
     Assert.fail("zero sigma -- MathIllegalArgumentException expected");
   } catch (MathIllegalArgumentException ex) {
     // ignored
   }
   double[] quartiles = TestUtils.getDistributionQuartiles(new NormalDistribution(0, 1));
   long[] counts = new long[4];
   randomData.reSeed(1000);
   for (int i = 0; i < 1000; i++) {
     double value = randomData.nextGaussian(0, 1);
     TestUtils.updateCounts(value, counts, quartiles);
   }
   TestUtils.assertChiSquareAccept(expected, counts, 0.001);
 }
Ejemplo n.º 6
0
  @Test
  public void testNextGamma() {
    double[] quartiles;
    long[] counts;

    // Tests shape > 1, one case in the rejection sampling
    quartiles = TestUtils.getDistributionQuartiles(new GammaDistribution(4, 2));
    counts = new long[4];
    randomData.reSeed(1000);
    for (int i = 0; i < 1000; i++) {
      double value = randomData.nextGamma(4, 2);
      TestUtils.updateCounts(value, counts, quartiles);
    }
    TestUtils.assertChiSquareAccept(expected, counts, 0.001);

    // Tests shape <= 1, another case in the rejection sampling
    quartiles = TestUtils.getDistributionQuartiles(new GammaDistribution(0.3, 3));
    counts = new long[4];
    randomData.reSeed(1000);
    for (int i = 0; i < 1000; i++) {
      double value = randomData.nextGamma(0.3, 3);
      TestUtils.updateCounts(value, counts, quartiles);
    }
    TestUtils.assertChiSquareAccept(expected, counts, 0.001);
  }
 @Test
 public void testSamplerHelper2() {
   final double tol = 1e-12;
   final double[] testValues = {
     -1e0, -1e-1, -1e-2, -1e-3, -1e-4, -1e-5, -1e-6, -1e-7, -1e-8, -1e-9, -1e-10, -1e-11, 0.,
     1e-11, 1e-10, 1e-9, 1e-8, 1e-7, 1e-6, 1e-5, 1e-4, 1e-3, 1e-2, 1e-1, 1e0
   };
   for (double testValue : testValues) {
     final double expected = FastMath.expm1(testValue);
     TestUtils.assertRelativelyEquals(
         expected, ZipfRejectionInversionSampler.helper2(testValue) * testValue, tol);
   }
 }
Ejemplo n.º 8
0
 /** test dispersion and failure modes for nextHex() */
 @Test
 @Retry(3)
 public void testNextSecureHex() {
   try {
     randomData.nextSecureHexString(-1);
     Assert.fail("negative length -- MathIllegalArgumentException expected");
   } catch (MathIllegalArgumentException ex) {
     // ignored
   }
   try {
     randomData.nextSecureHexString(0);
     Assert.fail("zero length -- MathIllegalArgumentException expected");
   } catch (MathIllegalArgumentException ex) {
     // ignored
   }
   String hexString = randomData.nextSecureHexString(3);
   if (hexString.length() != 3) {
     Assert.fail("incorrect length for generated string");
   }
   hexString = randomData.nextSecureHexString(1);
   if (hexString.length() != 1) {
     Assert.fail("incorrect length for generated string");
   }
   try {
     hexString = randomData.nextSecureHexString(0);
     Assert.fail("zero length requested -- expecting MathIllegalArgumentException");
   } catch (MathIllegalArgumentException ex) {
     // ignored
   }
   Frequency f = new Frequency();
   for (int i = 0; i < smallSampleSize; i++) {
     hexString = randomData.nextSecureHexString(100);
     if (hexString.length() != 100) {
       Assert.fail("incorrect length for generated string");
     }
     for (int j = 0; j < hexString.length(); j++) {
       f.addValue(hexString.substring(j, j + 1));
     }
   }
   double[] expected = new double[16];
   long[] observed = new long[16];
   for (int i = 0; i < 16; i++) {
     expected[i] = (double) smallSampleSize * 100 / 16;
     observed[i] = f.getCount(hex[i]);
   }
   TestUtils.assertChiSquareAccept(expected, observed, 0.001);
 }
Ejemplo n.º 9
0
  /** tests for nextPermutation */
  @Test
  public void testNextPermutation() {
    int[][] p = {{0, 1, 2}, {0, 2, 1}, {1, 0, 2}, {1, 2, 0}, {2, 0, 1}, {2, 1, 0}};
    long[] observed = {0, 0, 0, 0, 0, 0};
    double[] expected = {100, 100, 100, 100, 100, 100};

    for (int i = 0; i < 600; i++) {
      int[] perm = randomData.nextPermutation(3, 3);
      observed[findPerm(p, perm)]++;
    }

    String[] labels = {
      "{0, 1, 2}", "{ 0, 2, 1 }", "{ 1, 0, 2 }", "{ 1, 2, 0 }", "{ 2, 0, 1 }", "{ 2, 1, 0 }"
    };
    TestUtils.assertChiSquareAccept(labels, expected, observed, 0.001);

    // Check size = 1 boundary case
    int[] perm = randomData.nextPermutation(1, 1);
    if ((perm.length != 1) || (perm[0] != 0)) {
      Assert.fail("bad permutation for n = 1, sample k = 1");

      // Make sure we fail for k size > n
      try {
        perm = randomData.nextPermutation(2, 3);
        Assert.fail("permutation k > n, expecting MathIllegalArgumentException");
      } catch (MathIllegalArgumentException ex) {
        // ignored
      }

      // Make sure we fail for n = 0
      try {
        perm = randomData.nextPermutation(0, 0);
        Assert.fail("permutation k = n = 0, expecting MathIllegalArgumentException");
      } catch (MathIllegalArgumentException ex) {
        // ignored
      }

      // Make sure we fail for k < n < 0
      try {
        perm = randomData.nextPermutation(-1, -3);
        Assert.fail("permutation k < n < 0, expecting MathIllegalArgumentException");
      } catch (MathIllegalArgumentException ex) {
        // ignored
      }
    }
  }
Ejemplo n.º 10
0
  private void checkNextSecureIntUniform(int min, int max) {
    final Frequency freq = new Frequency();
    for (int i = 0; i < smallSampleSize; i++) {
      final int value = randomData.nextSecureInt(min, max);
      Assert.assertTrue("nextInt range", (value >= min) && (value <= max));
      freq.addValue(value);
    }
    final int len = max - min + 1;
    final long[] observed = new long[len];
    for (int i = 0; i < len; i++) {
      observed[i] = freq.getCount(min + i);
    }
    final double[] expected = new double[len];
    for (int i = 0; i < len; i++) {
      expected[i] = 1d / len;
    }

    TestUtils.assertChiSquareAccept(expected, observed, 0.0001);
  }
Ejemplo n.º 11
0
  private void checkNextLongUniform(long min, long max) {
    final Frequency freq = new Frequency();
    for (int i = 0; i < smallSampleSize; i++) {
      final long value = randomData.nextLong(min, max);
      Assert.assertTrue(
          "nextLong range: " + value + " " + min + " " + max, (value >= min) && (value <= max));
      freq.addValue(value);
    }
    final int len = ((int) (max - min)) + 1;
    final long[] observed = new long[len];
    for (int i = 0; i < len; i++) {
      observed[i] = freq.getCount(min + i);
    }
    final double[] expected = new double[len];
    for (int i = 0; i < len; i++) {
      expected[i] = 1d / len;
    }

    TestUtils.assertChiSquareAccept(expected, observed, 0.01);
  }
  /** Test sampling for various number of points and exponents. */
  @Test
  public void testSamplingExtended() {
    int sampleSize = 1000;

    int[] numPointsValues = {
      2, 3, 4, 5, 6, 7, 8, 9, 10, 15, 20, 25, 30, 35, 40, 45, 50, 60, 70, 80, 90, 100
    };
    double[] exponentValues = {
      1e-10, 1e-9, 1e-8, 1e-7, 1e-6, 1e-5, 1e-4, 1e-3, 1e-2, 1e-1, 2e-1, 5e-1, 1. - 1e-9, 1.0,
      1. + 1e-9, 1.1, 1.2, 1.3, 1.5, 1.6, 1.7, 1.8, 2.0, 2.5, 3.0, 4., 5., 6., 7., 8., 9., 10., 20.,
      30., 100., 150.
    };

    for (int numPoints : numPointsValues) {
      for (double exponent : exponentValues) {
        double weightSum = 0.;
        double[] weights = new double[numPoints];
        for (int i = numPoints; i >= 1; i -= 1) {
          weights[i - 1] = Math.pow(i, -exponent);
          weightSum += weights[i - 1];
        }

        ZipfDistribution distribution = new ZipfDistribution(numPoints, exponent);
        distribution.reseedRandomGenerator(
            6); // use fixed seed, the test is expected to fail for more than 50% of all seeds
                // because each test case can fail with probability 0.001, the chance that all test
                // cases do not fail is 0.999^(32*22) = 0.49442874426

        double[] expectedCounts = new double[numPoints];
        long[] observedCounts = new long[numPoints];
        for (int i = 0; i < numPoints; i++) {
          expectedCounts[i] = sampleSize * (weights[i] / weightSum);
        }
        int[] sample = distribution.sample(sampleSize);
        for (int s : sample) {
          observedCounts[s - 1]++;
        }
        TestUtils.assertChiSquareAccept(expectedCounts, observedCounts, 0.001);
      }
    }
  }
Ejemplo n.º 13
0
  /**
   * Make sure that empirical distribution of random Poisson(4)'s has P(X <= 5) close to actual
   * cumulative Poisson probability and that nextPoisson fails when mean is non-positive.
   */
  @Test
  public void testNextPoisson() {
    try {
      randomData.nextPoisson(0);
      Assert.fail("zero mean -- expecting MathIllegalArgumentException");
    } catch (MathIllegalArgumentException ex) {
      // ignored
    }
    try {
      randomData.nextPoisson(-1);
      Assert.fail("negative mean supplied -- MathIllegalArgumentException expected");
    } catch (MathIllegalArgumentException ex) {
      // ignored
    }
    try {
      randomData.nextPoisson(0);
      Assert.fail("0 mean supplied -- MathIllegalArgumentException expected");
    } catch (MathIllegalArgumentException ex) {
      // ignored
    }

    final double mean = 4.0d;
    final int len = 5;
    PoissonDistribution poissonDistribution = new PoissonDistribution(mean);
    Frequency f = new Frequency();
    randomData.reSeed(1000);
    for (int i = 0; i < largeSampleSize; i++) {
      f.addValue(randomData.nextPoisson(mean));
    }
    final long[] observed = new long[len];
    for (int i = 0; i < len; i++) {
      observed[i] = f.getCount(i + 1);
    }
    final double[] expected = new double[len];
    for (int i = 0; i < len; i++) {
      expected[i] = poissonDistribution.probability(i + 1) * largeSampleSize;
    }

    TestUtils.assertChiSquareAccept(expected, observed, 0.0001);
  }
Ejemplo n.º 14
0
  /** test failure modes and distribution of nextExponential() */
  @Test
  public void testNextExponential() {
    try {
      randomData.nextExponential(-1);
      Assert.fail("negative mean -- expecting MathIllegalArgumentException");
    } catch (MathIllegalArgumentException ex) {
      // ignored
    }
    try {
      randomData.nextExponential(0);
      Assert.fail("zero mean -- expecting MathIllegalArgumentException");
    } catch (MathIllegalArgumentException ex) {
      // ignored
    }
    double[] quartiles;
    long[] counts;

    // Mean 1
    quartiles = TestUtils.getDistributionQuartiles(new ExponentialDistribution(1));
    counts = new long[4];
    randomData.reSeed(1000);
    for (int i = 0; i < 1000; i++) {
      double value = randomData.nextExponential(1);
      TestUtils.updateCounts(value, counts, quartiles);
    }
    TestUtils.assertChiSquareAccept(expected, counts, 0.001);

    // Mean 5
    quartiles = TestUtils.getDistributionQuartiles(new ExponentialDistribution(5));
    counts = new long[4];
    randomData.reSeed(1000);
    for (int i = 0; i < 1000; i++) {
      double value = randomData.nextExponential(5);
      TestUtils.updateCounts(value, counts, quartiles);
    }
    TestUtils.assertChiSquareAccept(expected, counts, 0.001);
  }
Ejemplo n.º 15
0
 @Test
 public void testSerial() {
   ArrayFieldVector<Fraction> v = new ArrayFieldVector<Fraction>(vec1);
   Assert.assertEquals(v, TestUtils.serializeAndRecover(v));
 }
 @Test
 public void testSummaryConsistency() {
   final DescriptiveStatisticalSummary<UnivariateStatistic> dstats = new DescriptiveStatistics(5);
   final DescriptiveStatisticalSummary<StorelessUnivariateStatistic> sstats =
       createDescriptiveStatistics();
   final double tol = 1E-12;
   for (int i = 0; i < 20; i++) {
     dstats.addValue(i);
     sstats.clear();
     double[] values = ((DescriptiveStatistics) dstats).getValues();
     for (int j = 0; j < values.length; j++) {
       sstats.addValue(values[j]);
     }
     TestUtils.assertEquals(dstats.getMean(), sstats.getMean(), tol);
     TestUtils.assertEquals(new Mean().evaluate(values), dstats.getMean(), tol);
     TestUtils.assertEquals(dstats.getMax(), sstats.getMax(), tol);
     TestUtils.assertEquals(new Max().evaluate(values), dstats.getMax(), tol);
     TestUtils.assertEquals(dstats.getGeometricMean(), sstats.getGeometricMean(), tol);
     TestUtils.assertEquals(new GeometricMean().evaluate(values), dstats.getGeometricMean(), tol);
     TestUtils.assertEquals(dstats.getMin(), sstats.getMin(), tol);
     TestUtils.assertEquals(new Min().evaluate(values), dstats.getMin(), tol);
     TestUtils.assertEquals(dstats.getStandardDeviation(), sstats.getStandardDeviation(), tol);
     TestUtils.assertEquals(dstats.getVariance(), sstats.getVariance(), tol);
     TestUtils.assertEquals(new Variance().evaluate(values), dstats.getVariance(), tol);
     TestUtils.assertEquals(dstats.getSum(), sstats.getSum(), tol);
     TestUtils.assertEquals(new Sum().evaluate(values), dstats.getSum(), tol);
     TestUtils.assertEquals(dstats.getSumsq(), sstats.getSumsq(), tol);
     TestUtils.assertEquals(new SumOfSquares().evaluate(values), dstats.getSumsq(), tol);
     TestUtils.assertEquals(
         new Variance(false).evaluate(values),
         ((DescriptiveStatistics) dstats).getPopulationVariance(),
         tol);
   }
 }