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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.
+
+#include "absl/random/internal/distribution_test_util.h"
+
+#include "gtest/gtest.h"
+
+namespace {
+
+TEST(TestUtil, InverseErf) {
+ const struct {
+ const double z;
+ const double value;
+ } kErfInvTable[] = {
+ {0.0000001, 8.86227e-8},
+ {0.00001, 8.86227e-6},
+ {0.5, 0.4769362762044},
+ {0.6, 0.5951160814499},
+ {0.99999, 3.1234132743},
+ {0.9999999, 3.7665625816},
+ {0.999999944, 3.8403850690566985}, // = log((1-x) * (1+x)) =~ 16.004
+ {0.999999999, 4.3200053849134452},
+ };
+
+ for (const auto& data : kErfInvTable) {
+ auto value = absl::random_internal::erfinv(data.z);
+
+ // Log using the Wolfram-alpha function name & parameters.
+ EXPECT_NEAR(value, data.value, 1e-8)
+ << " InverseErf[" << data.z << "] (expected=" << data.value << ") -> "
+ << value;
+ }
+}
+
+const struct {
+ const double p;
+ const double q;
+ const double x;
+ const double alpha;
+} kBetaTable[] = {
+ {0.5, 0.5, 0.01, 0.06376856085851985},
+ {0.5, 0.5, 0.1, 0.2048327646991335},
+ {0.5, 0.5, 1, 1},
+ {1, 0.5, 0, 0},
+ {1, 0.5, 0.01, 0.005012562893380045},
+ {1, 0.5, 0.1, 0.0513167019494862},
+ {1, 0.5, 0.5, 0.2928932188134525},
+ {1, 1, 0.5, 0.5},
+ {2, 2, 0.1, 0.028},
+ {2, 2, 0.2, 0.104},
+ {2, 2, 0.3, 0.216},
+ {2, 2, 0.4, 0.352},
+ {2, 2, 0.5, 0.5},
+ {2, 2, 0.6, 0.648},
+ {2, 2, 0.7, 0.784},
+ {2, 2, 0.8, 0.896},
+ {2, 2, 0.9, 0.972},
+ {5.5, 5, 0.5, 0.4361908850559777},
+ {10, 0.5, 0.9, 0.1516409096346979},
+ {10, 5, 0.5, 0.08978271484375},
+ {10, 5, 1, 1},
+ {10, 10, 0.5, 0.5},
+ {20, 5, 0.8, 0.4598773297575791},
+ {20, 10, 0.6, 0.2146816102371739},
+ {20, 10, 0.8, 0.9507364826957875},
+ {20, 20, 0.5, 0.5},
+ {20, 20, 0.6, 0.8979413687105918},
+ {30, 10, 0.7, 0.2241297491808366},
+ {30, 10, 0.8, 0.7586405487192086},
+ {40, 20, 0.7, 0.7001783247477069},
+ {1, 0.5, 0.1, 0.0513167019494862},
+ {1, 0.5, 0.2, 0.1055728090000841},
+ {1, 0.5, 0.3, 0.1633399734659245},
+ {1, 0.5, 0.4, 0.2254033307585166},
+ {1, 2, 0.2, 0.36},
+ {1, 3, 0.2, 0.488},
+ {1, 4, 0.2, 0.5904},
+ {1, 5, 0.2, 0.67232},
+ {2, 2, 0.3, 0.216},
+ {3, 2, 0.3, 0.0837},
+ {4, 2, 0.3, 0.03078},
+ {5, 2, 0.3, 0.010935},
+
+ // These values test small & large points along the range of the Beta
+ // function.
+ //
+ // When selecting test points, remember that if BetaIncomplete(x, p, q)
+ // returns the same value to within the limits of precision over a large
+ // domain of the input, x, then BetaIncompleteInv(alpha, p, q) may return an
+ // essentially arbitrary value where BetaIncomplete(x, p, q) =~ alpha.
+
+ // BetaRegularized[x, 0.00001, 0.00001],
+ // For x in {~0.001 ... ~0.999}, => ~0.5
+ {1e-5, 1e-5, 1e-5, 0.4999424388184638311},
+ {1e-5, 1e-5, (1.0 - 1e-8), 0.5000920948389232964},
+
+ // BetaRegularized[x, 0.00001, 10000].
+ // For x in {~epsilon ... 1.0}, => ~1
+ {1e-5, 1e5, 1e-6, 0.9999817708130066936},
+ {1e-5, 1e5, (1.0 - 1e-7), 1.0},
+
+ // BetaRegularized[x, 10000, 0.00001].
+ // For x in {0 .. 1-epsilon}, => ~0
+ {1e5, 1e-5, 1e-6, 0},
+ {1e5, 1e-5, (1.0 - 1e-6), 1.8229186993306369e-5},
+};
+
+TEST(BetaTest, BetaIncomplete) {
+ for (const auto& data : kBetaTable) {
+ auto value = absl::random_internal::BetaIncomplete(data.x, data.p, data.q);
+
+ // Log using the Wolfram-alpha function name & parameters.
+ EXPECT_NEAR(value, data.alpha, 1e-12)
+ << " BetaRegularized[" << data.x << ", " << data.p << ", " << data.q
+ << "] (expected=" << data.alpha << ") -> " << value;
+ }
+}
+
+TEST(BetaTest, BetaIncompleteInv) {
+ for (const auto& data : kBetaTable) {
+ auto value =
+ absl::random_internal::BetaIncompleteInv(data.p, data.q, data.alpha);
+
+ // Log using the Wolfram-alpha function name & parameters.
+ EXPECT_NEAR(value, data.x, 1e-6)
+ << " InverseBetaRegularized[" << data.alpha << ", " << data.p << ", "
+ << data.q << "] (expected=" << data.x << ") -> " << value;
+ }
+}
+
+TEST(MaxErrorTolerance, MaxErrorTolerance) {
+ std::vector<std::pair<double, double>> cases = {
+ {0.0000001, 8.86227e-8 * 1.41421356237},
+ {0.00001, 8.86227e-6 * 1.41421356237},
+ {0.5, 0.4769362762044 * 1.41421356237},
+ {0.6, 0.5951160814499 * 1.41421356237},
+ {0.99999, 3.1234132743 * 1.41421356237},
+ {0.9999999, 3.7665625816 * 1.41421356237},
+ {0.999999944, 3.8403850690566985 * 1.41421356237},
+ {0.999999999, 4.3200053849134452 * 1.41421356237}};
+ for (auto entry : cases) {
+ EXPECT_NEAR(absl::random_internal::MaxErrorTolerance(entry.first),
+ entry.second, 1e-8);
+ }
+}
+
+TEST(ZScore, WithSameMean) {
+ absl::random_internal::DistributionMoments m;
+ m.n = 100;
+ m.mean = 5;
+ m.variance = 1;
+ EXPECT_NEAR(absl::random_internal::ZScore(5, m), 0, 1e-12);
+
+ m.n = 1;
+ m.mean = 0;
+ m.variance = 1;
+ EXPECT_NEAR(absl::random_internal::ZScore(0, m), 0, 1e-12);
+
+ m.n = 10000;
+ m.mean = -5;
+ m.variance = 100;
+ EXPECT_NEAR(absl::random_internal::ZScore(-5, m), 0, 1e-12);
+}
+
+TEST(ZScore, DifferentMean) {
+ absl::random_internal::DistributionMoments m;
+ m.n = 100;
+ m.mean = 5;
+ m.variance = 1;
+ EXPECT_NEAR(absl::random_internal::ZScore(4, m), 10, 1e-12);
+
+ m.n = 1;
+ m.mean = 0;
+ m.variance = 1;
+ EXPECT_NEAR(absl::random_internal::ZScore(-1, m), 1, 1e-12);
+
+ m.n = 10000;
+ m.mean = -5;
+ m.variance = 100;
+ EXPECT_NEAR(absl::random_internal::ZScore(-4, m), -10, 1e-12);
+}
+} // namespace