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authorGravatar Abseil Team <absl-team@google.com>2019-06-21 13:11:42 -0700
committerGravatar Gennadiy Rozental <rogeeff@google.com>2019-06-21 16:18:10 -0400
commite9324d926a9189e222741fce6e676f0944661a72 (patch)
treea08568a709940c376454da34c9d8aac021378e5f /absl/random/internal/distribution_test_util.h
parent43ef2148c0936ebf7cb4be6b19927a9d9d145b8f (diff)
Export of internal Abseil changes.
-- 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 by Laramie Leavitt <lar@google.com>: Internal change. PiperOrigin-RevId: 254454546 -- ff8f9bafaefc26d451f576ea4a06d150aed63f6f by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254451562 -- deefc5b651b479ce36f0b4ef203e119c0c8936f2 by CJ Johnson <johnsoncj@google.com>: Account for subtracting unsigned values from the size of InlinedVector PiperOrigin-RevId: 254450625 -- 3c677316a27bcadc17e41957c809ca472d5fef14 by Andy Soffer <asoffer@google.com>: Add C++17's std::make_from_tuple to absl/utility/utility.h PiperOrigin-RevId: 254411573 -- 4ee3536a918830eeec402a28fc31a62c7c90b940 by CJ Johnson <johnsoncj@google.com>: Adds benchmark for the rest of the InlinedVector public API PiperOrigin-RevId: 254408378 -- e5a21a00700ee83498ff1efbf649169756463ee4 by CJ Johnson <johnsoncj@google.com>: 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 <lar@google.com>: Use absl::InsecureBitGen in place of std::mt19937 in tests absl/random/...distribution_test.cc PiperOrigin-RevId: 254289444 -- fa099e02c413a7ffda732415e8105cad26a90337 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254286334 -- ce34b7f36933b30cfa35b9c9a5697a792b5666e4 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254273059 -- 6f9c473da7c2090c2e85a37c5f00622e8a912a89 by Jorg Brown <jorg@google.com>: 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 <asoffer@google.com>: Adding short-hand IntervalClosed for IntervalClosedClosed and IntervalOpen for IntervalOpenOpen. PiperOrigin-RevId: 254252419 -- ea957f99b6a04fccd42aa05605605f3b44b1ecfd by Abseil Team <absl-team@google.com>: 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 <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254242321 -- cffc793d93eca6d6bdf7de733847b6ab4a255ae9 by CJ Johnson <johnsoncj@google.com>: Adds benchmark for InlinedVector::reserve(size_type) PiperOrigin-RevId: 254199226 -- c90c7a9fa3c8f0c9d5114036979548b055ea2f2a by Gennadiy Rozental <rogeeff@google.com>: Import of CCTZ from GitHub. PiperOrigin-RevId: 254072387 -- c4c388beae016c9570ab54ffa1d52660e4a85b7b by Laramie Leavitt <lar@google.com>: Internal cleanup. PiperOrigin-RevId: 254062381 -- d3c992e221cc74e5372d0c8fa410170b6a43c062 by Tom Manshreck <shreck@google.com>: Update distributions.h to Abseil standards PiperOrigin-RevId: 254054946 -- d15ad0035c34ef11b14fadc5a4a2d3ec415f5518 by CJ Johnson <johnsoncj@google.com>: Removes functions with only one caller from the implementation details of InlinedVector by manually inlining the definitions PiperOrigin-RevId: 254005427 -- 2f37e807efc3a8ef1f4b539bdd379917d4151520 by Andy Soffer <asoffer@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253999861 -- 24ed1694b6430791d781ed533a8f8ccf6cac5856 by CJ Johnson <johnsoncj@google.com>: 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 <johnsoncj@google.com>: Adds benchmarks for InlinedVector::shrink_to_fit() PiperOrigin-RevId: 253989647 -- 2a96ddfdac40bbb8cb6a7f1aeab90917067c6e63 by Abseil Team <absl-team@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253927497 -- bf1aff8fc9ffa921ad74643e9525ecf25b0d8dc1 by Andy Soffer <asoffer@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253920512 -- bfc03f4a3dcda3cf3a4b84bdb84cda24e3394f41 by Laramie Leavitt <lar@google.com>: Internal change. PiperOrigin-RevId: 253886486 -- 05036cfcc078ca7c5f581a00dfb0daed568cbb69 by Eric Fiselier <ericwf@google.com>: 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
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+// 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 <cstddef>
+#include <iostream>
+#include <vector>
+
+#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<const double> 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_