/* test_piecewise_constant.cpp * * Copyright Steven Watanabe 2011 * Distributed under the Boost Software License, Version 1.0. (See * accompanying file LICENSE_1_0.txt or copy at * http://www.boost.org/LICENSE_1_0.txt) * * $Id$ * */ #include #include #include #include #include #include #include #include #include #include #include "statistic_tests.hpp" class piecewise_constant { public: piecewise_constant(const std::vector& intervals, const std::vector& weights) : intervals(intervals), cumulative(1, 0.0) { boost::partial_sum(weights, std::back_inserter(cumulative)); for(std::vector::iterator iter = cumulative.begin(), end = cumulative.end(); iter != end; ++iter) { *iter /= cumulative.back(); } } double cdf(double x) const { std::size_t index = boost::lower_bound(intervals, x) - intervals.begin(); if(index == 0) return 0; else if(index == intervals.size()) return 1; else { double lower_weight = cumulative[index - 1]; double upper_weight = cumulative[index]; double lower = intervals[index - 1]; double upper = intervals[index]; return lower_weight + (x - lower) / (upper - lower) * (upper_weight - lower_weight); } } private: std::vector intervals; std::vector cumulative; }; double cdf(const piecewise_constant& dist, double x) { return dist.cdf(x); } bool do_test(int n, int max) { std::cout << "running piecewise_constant(p0, p1, ..., p" << n-1 << ")" << " " << max << " times: " << std::flush; std::vector weights; { boost::mt19937 egen; for(int i = 0; i < n; ++i) { weights.push_back(egen()); } } std::vector intervals; for(int i = 0; i <= n; ++i) { intervals.push_back(i); } piecewise_constant expected(intervals, weights); boost::random::piecewise_constant_distribution<> dist(intervals, weights); boost::mt19937 gen; kolmogorov_experiment test(max); boost::variate_generator > vgen(gen, dist); double prob = test.probability(test.run(vgen, expected)); bool result = prob < 0.99; const char* err = result? "" : "*"; std::cout << std::setprecision(17) << prob << err << std::endl; std::cout << std::setprecision(6); return result; } bool do_tests(int repeat, int max_n, int trials) { boost::mt19937 gen; boost::uniform_int<> idist(1, max_n); int errors = 0; for(int i = 0; i < repeat; ++i) { if(!do_test(idist(gen), trials)) { ++errors; } } if(errors != 0) { std::cout << "*** " << errors << " errors detected ***" << std::endl; } return errors == 0; } int usage() { std::cerr << "Usage: test_piecewise_constant -r -n -t " << std::endl; return 2; } template bool handle_option(int& argc, char**& argv, char opt, T& value) { if(argv[0][1] == opt && argc > 1) { --argc; ++argv; value = boost::lexical_cast(argv[0]); return true; } else { return false; } } int main(int argc, char** argv) { int repeat = 10; int max_n = 10; int trials = 1000000; if(argc > 0) { --argc; ++argv; } while(argc > 0) { if(argv[0][0] != '-') return usage(); else if(!handle_option(argc, argv, 'r', repeat) && !handle_option(argc, argv, 'n', max_n) && !handle_option(argc, argv, 't', trials)) { return usage(); } --argc; ++argv; } try { if(do_tests(repeat, max_n, trials)) { return 0; } else { return EXIT_FAILURE; } } catch(...) { std::cerr << boost::current_exception_diagnostic_information() << std::endl; return EXIT_FAILURE; } }