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); }
/** 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); }
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); }
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); }
/** * 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); }
@Test public void summarizeLSAT7dataTest() { System.out.println("Testing summary of LSAT7 data"); readLsat7Data(); // true values from mirt package in R String[][] trueValues = { {"[0, 0, 0, 0, 0]", "12"}, {"[0, 0, 0, 0, 1]", "19"}, {"[0, 0, 0, 1, 0]", "1"}, {"[0, 0, 0, 1, 1]", "7"}, {"[0, 0, 1, 0, 0]", "3"}, {"[0, 0, 1, 0, 1]", "19"}, {"[0, 0, 1, 1, 0]", "3"}, {"[0, 0, 1, 1, 1]", "17"}, {"[0, 1, 0, 0, 0]", "10"}, {"[0, 1, 0, 0, 1]", "5"}, {"[0, 1, 0, 1, 0]", "3"}, {"[0, 1, 0, 1, 1]", "7"}, {"[0, 1, 1, 0, 0]", "7"}, {"[0, 1, 1, 0, 1]", "23"}, {"[0, 1, 1, 1, 0]", "8"}, {"[0, 1, 1, 1, 1]", "28"}, {"[1, 0, 0, 0, 0]", "7"}, {"[1, 0, 0, 0, 1]", "39"}, {"[1, 0, 0, 1, 0]", "11"}, {"[1, 0, 0, 1, 1]", "34"}, {"[1, 0, 1, 0, 0]", "14"}, {"[1, 0, 1, 0, 1]", "51"}, {"[1, 0, 1, 1, 0]", "15"}, {"[1, 0, 1, 1, 1]", "90"}, {"[1, 1, 0, 0, 0]", "6"}, {"[1, 1, 0, 0, 1]", "25"}, {"[1, 1, 0, 1, 0]", "7"}, {"[1, 1, 0, 1, 1]", "35"}, {"[1, 1, 1, 0, 0]", "18"}, {"[1, 1, 1, 0, 1]", "136"}, {"[1, 1, 1, 1, 0]", "32"}, {"[1, 1, 1, 1, 1]", "308"} }; // summarize response vectors into a frequency object Frequency freq = new Frequency(); for (int i = 0; i < lsat7.length; i++) { freq.addValue(Arrays.toString(lsat7[i])); } assertEquals("Same number of response strings", trueValues.length, freq.getUniqueCount()); for (int i = 0; i < trueValues.length; i++) { assertEquals( "Response vector comparison: ", Double.parseDouble(trueValues[i][1]), Long.valueOf(freq.getCount(trueValues[i][0])).doubleValue(), 1e-5); } ItemResponseVector[] responseData = new ItemResponseVector[freq.getUniqueCount()]; ItemResponseVector irv = null; Iterator<Comparable<?>> iter = freq.valuesIterator(); int index = 0; // create array of ItemResponseVector objects while (iter.hasNext()) { // get response string from frequency summary and convert to byte array Comparable<?> value = iter.next(); String s = value.toString(); s = s.substring(1, s.lastIndexOf("]")); String[] sa = s.split(","); byte[] rv = new byte[sa.length]; for (int i = 0; i < sa.length; i++) { rv[i] = Byte.parseByte(sa[i].trim()); } // create response vector objects irv = new ItemResponseVector(rv, Long.valueOf(freq.getCount(value)).doubleValue()); responseData[index] = irv; index++; } // display results of summary for (int i = 0; i < responseData.length; i++) { System.out.println(responseData[i].toString() + ": " + responseData[i].getFrequency()); } }
/** * Verifies that nextPoisson(mean) generates an empirical distribution of values consistent with * PoissonDistributionImpl by generating 1000 values, computing a grouped frequency distribution * of the observed values and comparing this distribution to the corresponding expected * distribution computed using PoissonDistributionImpl. Uses ChiSquare test of goodness of fit to * evaluate the null hypothesis that the distributions are the same. If the null hypothesis can be * rejected with confidence 1 - alpha, the check fails. */ public void checkNextPoissonConsistency(double mean) { // Generate sample values final int sampleSize = 1000; // Number of deviates to generate final int minExpectedCount = 7; // Minimum size of expected bin count long maxObservedValue = 0; final double alpha = 0.001; // Probability of false failure Frequency frequency = new Frequency(); for (int i = 0; i < sampleSize; i++) { long value = randomData.nextPoisson(mean); if (value > maxObservedValue) { maxObservedValue = value; } frequency.addValue(value); } /* * Set up bins for chi-square test. * Ensure expected counts are all at least minExpectedCount. * Start with upper and lower tail bins. * Lower bin = [0, lower); Upper bin = [upper, +inf). */ PoissonDistribution poissonDistribution = new PoissonDistribution(mean); int lower = 1; while (poissonDistribution.cumulativeProbability(lower - 1) * sampleSize < minExpectedCount) { lower++; } int upper = (int) (5 * mean); // Even for mean = 1, not much mass beyond 5 while ((1 - poissonDistribution.cumulativeProbability(upper - 1)) * sampleSize < minExpectedCount) { upper--; } // Set bin width for interior bins. For poisson, only need to look at end bins. int binWidth = 0; boolean widthSufficient = false; double lowerBinMass = 0; double upperBinMass = 0; while (!widthSufficient) { binWidth++; lowerBinMass = poissonDistribution.cumulativeProbability(lower - 1, lower + binWidth - 1); upperBinMass = poissonDistribution.cumulativeProbability(upper - binWidth - 1, upper - 1); widthSufficient = FastMath.min(lowerBinMass, upperBinMass) * sampleSize >= minExpectedCount; } /* * Determine interior bin bounds. Bins are * [1, lower = binBounds[0]), [lower, binBounds[1]), [binBounds[1], binBounds[2]), ... , * [binBounds[binCount - 2], upper = binBounds[binCount - 1]), [upper, +inf) * */ List<Integer> binBounds = new ArrayList<Integer>(); binBounds.add(lower); int bound = lower + binWidth; while (bound < upper - binWidth) { binBounds.add(bound); bound += binWidth; } binBounds.add( upper); // The size of bin [binBounds[binCount - 2], upper) satisfies binWidth <= size < // 2*binWidth. // Compute observed and expected bin counts final int binCount = binBounds.size() + 1; long[] observed = new long[binCount]; double[] expected = new double[binCount]; // Bottom bin observed[0] = 0; for (int i = 0; i < lower; i++) { observed[0] += frequency.getCount(i); } expected[0] = poissonDistribution.cumulativeProbability(lower - 1) * sampleSize; // Top bin observed[binCount - 1] = 0; for (int i = upper; i <= maxObservedValue; i++) { observed[binCount - 1] += frequency.getCount(i); } expected[binCount - 1] = (1 - poissonDistribution.cumulativeProbability(upper - 1)) * sampleSize; // Interior bins for (int i = 1; i < binCount - 1; i++) { observed[i] = 0; for (int j = binBounds.get(i - 1); j < binBounds.get(i); j++) { observed[i] += frequency.getCount(j); } // Expected count is (mass in [binBounds[i-1], binBounds[i])) * sampleSize expected[i] = (poissonDistribution.cumulativeProbability(binBounds.get(i) - 1) - poissonDistribution.cumulativeProbability(binBounds.get(i - 1) - 1)) * sampleSize; } // Use chisquare test to verify that generated values are poisson(mean)-distributed ChiSquareTest chiSquareTest = new ChiSquareTest(); // Fail if we can reject null hypothesis that distributions are the same if (chiSquareTest.chiSquareTest(expected, observed, alpha)) { StringBuilder msgBuffer = new StringBuilder(); DecimalFormat df = new DecimalFormat("#.##"); msgBuffer.append("Chisquare test failed for mean = "); msgBuffer.append(mean); msgBuffer.append(" p-value = "); msgBuffer.append(chiSquareTest.chiSquareTest(expected, observed)); msgBuffer.append(" chisquare statistic = "); msgBuffer.append(chiSquareTest.chiSquare(expected, observed)); msgBuffer.append(". \n"); msgBuffer.append("bin\t\texpected\tobserved\n"); for (int i = 0; i < expected.length; i++) { msgBuffer.append("["); msgBuffer.append(i == 0 ? 1 : binBounds.get(i - 1)); msgBuffer.append(","); msgBuffer.append(i == binBounds.size() ? "inf" : binBounds.get(i)); msgBuffer.append(")"); msgBuffer.append("\t\t"); msgBuffer.append(df.format(expected[i])); msgBuffer.append("\t\t"); msgBuffer.append(observed[i]); msgBuffer.append("\n"); } msgBuffer.append("This test can fail randomly due to sampling error with probability "); msgBuffer.append(alpha); msgBuffer.append("."); Assert.fail(msgBuffer.toString()); } }