// 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> 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