123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158 |
- /* 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 <boost/random/piecewise_constant_distribution.hpp>
- #include <boost/random/uniform_int.hpp>
- #include <boost/random/mersenne_twister.hpp>
- #include <boost/lexical_cast.hpp>
- #include <boost/exception/diagnostic_information.hpp>
- #include <boost/range/algorithm/lower_bound.hpp>
- #include <boost/range/numeric.hpp>
- #include <vector>
- #include <iostream>
- #include <iomanip>
- #include "statistic_tests.hpp"
- class piecewise_constant
- {
- public:
- piecewise_constant(const std::vector<double>& intervals, const std::vector<double>& weights)
- : intervals(intervals),
- cumulative(1, 0.0)
- {
- boost::partial_sum(weights, std::back_inserter(cumulative));
- for(std::vector<double>::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<double> intervals;
- std::vector<double> 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<double> weights;
- {
- boost::mt19937 egen;
- for(int i = 0; i < n; ++i) {
- weights.push_back(egen());
- }
- }
- std::vector<double> 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<boost::mt19937&, boost::random::piecewise_constant_distribution<> > 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 <repeat> -n <max n> -t <trials>" << std::endl;
- return 2;
- }
- template<class T>
- bool handle_option(int& argc, char**& argv, char opt, T& value) {
- if(argv[0][1] == opt && argc > 1) {
- --argc;
- ++argv;
- value = boost::lexical_cast<T>(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;
- }
- }
|