From e9324d926a9189e222741fce6e676f0944661a72 Mon Sep 17 00:00:00 2001 From: Abseil Team Date: Fri, 21 Jun 2019 13:11:42 -0700 Subject: Export of internal Abseil changes. -- 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 by Laramie Leavitt : Internal change. PiperOrigin-RevId: 254454546 -- ff8f9bafaefc26d451f576ea4a06d150aed63f6f by Andy Soffer : Internal changes PiperOrigin-RevId: 254451562 -- deefc5b651b479ce36f0b4ef203e119c0c8936f2 by CJ Johnson : Account for subtracting unsigned values from the size of InlinedVector PiperOrigin-RevId: 254450625 -- 3c677316a27bcadc17e41957c809ca472d5fef14 by Andy Soffer : Add C++17's std::make_from_tuple to absl/utility/utility.h PiperOrigin-RevId: 254411573 -- 4ee3536a918830eeec402a28fc31a62c7c90b940 by CJ Johnson : Adds benchmark for the rest of the InlinedVector public API PiperOrigin-RevId: 254408378 -- e5a21a00700ee83498ff1efbf649169756463ee4 by CJ Johnson : Updates the definition of InlinedVector::shrink_to_fit() to be exception safe and adds exception safety tests for it. PiperOrigin-RevId: 254401387 -- 2ea82e72b86d82d78b4e4712a63a55981b53c64b by Laramie Leavitt : Use absl::InsecureBitGen in place of std::mt19937 in tests absl/random/...distribution_test.cc PiperOrigin-RevId: 254289444 -- fa099e02c413a7ffda732415e8105cad26a90337 by Andy Soffer : Internal changes PiperOrigin-RevId: 254286334 -- ce34b7f36933b30cfa35b9c9a5697a792b5666e4 by Andy Soffer : Internal changes PiperOrigin-RevId: 254273059 -- 6f9c473da7c2090c2e85a37c5f00622e8a912a89 by Jorg Brown : Change absl::container_internal::CompressedTuple to instantiate its internal Storage class with the name of the type it's holding, rather than the name of the Tuple. This is not an externally-visible change, other than less compiler memory is used and less debug information is generated. PiperOrigin-RevId: 254269285 -- 8bd3c186bf2fc0c55d8a2dd6f28a5327502c9fba by Andy Soffer : Adding short-hand IntervalClosed for IntervalClosedClosed and IntervalOpen for IntervalOpenOpen. PiperOrigin-RevId: 254252419 -- ea957f99b6a04fccd42aa05605605f3b44b1ecfd by Abseil Team : Do not directly use __SIZEOF_INT128__. In order to avoid linker errors when building with clang-cl (__fixunsdfti, __udivti3 and __fixunssfti are undefined), this CL uses ABSL_HAVE_INTRINSIC_INT128 which is not defined for clang-cl. PiperOrigin-RevId: 254250739 -- 89ab385cd26b34d64130bce856253aaba96d2345 by Andy Soffer : Internal changes PiperOrigin-RevId: 254242321 -- cffc793d93eca6d6bdf7de733847b6ab4a255ae9 by CJ Johnson : Adds benchmark for InlinedVector::reserve(size_type) PiperOrigin-RevId: 254199226 -- c90c7a9fa3c8f0c9d5114036979548b055ea2f2a by Gennadiy Rozental : Import of CCTZ from GitHub. PiperOrigin-RevId: 254072387 -- c4c388beae016c9570ab54ffa1d52660e4a85b7b by Laramie Leavitt : Internal cleanup. PiperOrigin-RevId: 254062381 -- d3c992e221cc74e5372d0c8fa410170b6a43c062 by Tom Manshreck : Update distributions.h to Abseil standards PiperOrigin-RevId: 254054946 -- d15ad0035c34ef11b14fadc5a4a2d3ec415f5518 by CJ Johnson : Removes functions with only one caller from the implementation details of InlinedVector by manually inlining the definitions PiperOrigin-RevId: 254005427 -- 2f37e807efc3a8ef1f4b539bdd379917d4151520 by Andy Soffer : Initial release of Abseil Random PiperOrigin-RevId: 253999861 -- 24ed1694b6430791d781ed533a8f8ccf6cac5856 by CJ Johnson : Updates the definition of InlinedVector::assign(...)/InlinedVector::operator=(...) to new, exception-safe implementations with exception safety tests to boot PiperOrigin-RevId: 253993691 -- 5613d95f5a7e34a535cfaeadce801441e990843e by CJ Johnson : Adds benchmarks for InlinedVector::shrink_to_fit() PiperOrigin-RevId: 253989647 -- 2a96ddfdac40bbb8cb6a7f1aeab90917067c6e63 by Abseil Team : Initial release of Abseil Random PiperOrigin-RevId: 253927497 -- bf1aff8fc9ffa921ad74643e9525ecf25b0d8dc1 by Andy Soffer : Initial release of Abseil Random PiperOrigin-RevId: 253920512 -- bfc03f4a3dcda3cf3a4b84bdb84cda24e3394f41 by Laramie Leavitt : Internal change. PiperOrigin-RevId: 253886486 -- 05036cfcc078ca7c5f581a00dfb0daed568cbb69 by Eric Fiselier : Don't include `winsock2.h` because it drags in `windows.h` and friends, and they define awful macros like OPAQUE, ERROR, and more. This has the potential to break abseil users. Instead we only forward declare `timeval` and require Windows users include `winsock2.h` themselves. This is both inconsistent and poor QoI, but so including 'windows.h' is bad too. PiperOrigin-RevId: 253852615 GitOrigin-RevId: 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 Change-Id: Icd6aff87da26f29ec8915da856f051129987cef6 --- absl/random/internal/distribution_test_util.h | 111 ++++++++++++++++++++++++++ 1 file changed, 111 insertions(+) create mode 100644 absl/random/internal/distribution_test_util.h (limited to 'absl/random/internal/distribution_test_util.h') diff --git a/absl/random/internal/distribution_test_util.h b/absl/random/internal/distribution_test_util.h new file mode 100644 index 0000000..b5ba49f --- /dev/null +++ b/absl/random/internal/distribution_test_util.h @@ -0,0 +1,111 @@ +// Copyright 2017 The Abseil Authors. +// +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// https://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. + +#ifndef ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_ +#define ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_ + +#include +#include +#include + +#include "absl/strings/string_view.h" +#include "absl/types/span.h" + +// NOTE: The functions in this file are test only, and are should not be used in +// non-test code. + +namespace absl { +namespace random_internal { + +// http://webspace.ship.edu/pgmarr/Geo441/Lectures/Lec%205%20-%20Normality%20Testing.pdf + +// Compute the 1st to 4th standard moments: +// mean, variance, skewness, and kurtosis. +// http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm +struct DistributionMoments { + size_t n = 0; + double mean = 0.0; + double variance = 0.0; + double skewness = 0.0; + double kurtosis = 0.0; +}; +DistributionMoments ComputeDistributionMoments( + absl::Span data_points); + +std::ostream& operator<<(std::ostream& os, const DistributionMoments& moments); + +// Computes the Z-score for a set of data with the given distribution moments +// compared against `expected_mean`. +double ZScore(double expected_mean, const DistributionMoments& moments); + +// Returns the probability of success required for a single trial to ensure that +// after `num_trials` trials, the probability of at least one failure is no more +// than `p_fail`. +double RequiredSuccessProbability(double p_fail, int num_trials); + +// Computes the maximum distance from the mean tolerable, for Z-Tests that are +// expected to pass with `acceptance_probability`. Will terminate if the +// resulting tolerance is zero (due to passing in 0.0 for +// `acceptance_probability` or rounding errors). +// +// For example, +// MaxErrorTolerance(0.001) = 0.0 +// MaxErrorTolerance(0.5) = ~0.47 +// MaxErrorTolerance(1.0) = inf +double MaxErrorTolerance(double acceptance_probability); + +// Approximation to inverse of the Error Function in double precision. +// (http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf) +double erfinv(double x); + +// Beta(p, q) = Gamma(p) * Gamma(q) / Gamma(p+q) +double beta(double p, double q); + +// The inverse of the normal survival function. +double InverseNormalSurvival(double x); + +// Returns whether actual is "near" expected, based on the bound. +bool Near(absl::string_view msg, double actual, double expected, double bound); + +// Implements the incomplete regularized beta function, AS63, BETAIN. +// https://www.jstor.org/stable/2346797 +// +// BetaIncomplete(x, p, q), where +// `x` is the value of the upper limit +// `p` is beta parameter p, `q` is beta parameter q. +// +// NOTE: This is a test-only function which is only accurate to within, at most, +// 1e-13 of the actual value. +// +double BetaIncomplete(double x, double p, double q); + +// Implements the inverse of the incomplete regularized beta function, AS109, +// XINBTA. +// https://www.jstor.org/stable/2346798 +// https://www.jstor.org/stable/2346887 +// +// BetaIncompleteInv(p, q, beta, alhpa) +// `p` is beta parameter p, `q` is beta parameter q. +// `alpha` is the value of the lower tail area. +// +// NOTE: This is a test-only function and, when successful, is only accurate to +// within ~1e-6 of the actual value; there are some cases where it diverges from +// the actual value by much more than that. The function uses Newton's method, +// and thus the runtime is highly variable. +double BetaIncompleteInv(double p, double q, double alpha); + +} // namespace random_internal +} // namespace absl + +#endif // ABSL_RANDOM_INTERNAL_DISTRIBUTION_TEST_UTIL_H_ -- cgit v1.2.3