1 /* test_piecewise_constant.cpp
2 *
3 * Copyright Steven Watanabe 2011
4 * Distributed under the Boost Software License, Version 1.0. (See
5 * accompanying file LICENSE_1_0.txt or copy at
6 * http://www.boost.org/LICENSE_1_0.txt)
7 *
8 * $Id$
9 *
10 */
11
12 #include <boost/random/piecewise_constant_distribution.hpp>
13 #include <boost/random/uniform_int.hpp>
14 #include <boost/random/mersenne_twister.hpp>
15 #include <boost/lexical_cast.hpp>
16 #include <boost/exception/diagnostic_information.hpp>
17 #include <boost/range/algorithm/lower_bound.hpp>
18 #include <boost/range/numeric.hpp>
19 #include <vector>
20 #include <iostream>
21 #include <iomanip>
22
23 #include "statistic_tests.hpp"
24
25 class piecewise_constant
26 {
27 public:
piecewise_constant(const std::vector<double> & intervals,const std::vector<double> & weights)28 piecewise_constant(const std::vector<double>& intervals, const std::vector<double>& weights)
29 : intervals(intervals),
30 cumulative(1, 0.0)
31 {
32 boost::partial_sum(weights, std::back_inserter(cumulative));
33 for(std::vector<double>::iterator iter = cumulative.begin(), end = cumulative.end();
34 iter != end; ++iter)
35 {
36 *iter /= cumulative.back();
37 }
38 }
39
cdf(double x) const40 double cdf(double x) const
41 {
42 std::size_t index = boost::lower_bound(intervals, x) - intervals.begin();
43 if(index == 0) return 0;
44 else if(index == intervals.size()) return 1;
45 else {
46 double lower_weight = cumulative[index - 1];
47 double upper_weight = cumulative[index];
48 double lower = intervals[index - 1];
49 double upper = intervals[index];
50 return lower_weight + (x - lower) / (upper - lower) * (upper_weight - lower_weight);
51 }
52 }
53 private:
54 std::vector<double> intervals;
55 std::vector<double> cumulative;
56 };
57
cdf(const piecewise_constant & dist,double x)58 double cdf(const piecewise_constant& dist, double x)
59 {
60 return dist.cdf(x);
61 }
62
do_test(int n,int max)63 bool do_test(int n, int max) {
64 std::cout << "running piecewise_constant(p0, p1, ..., p" << n-1 << ")" << " " << max << " times: " << std::flush;
65
66 std::vector<double> weights;
67 {
68 boost::mt19937 egen;
69 for(int i = 0; i < n; ++i) {
70 weights.push_back(egen());
71 }
72 }
73 std::vector<double> intervals;
74 for(int i = 0; i <= n; ++i) {
75 intervals.push_back(i);
76 }
77
78 piecewise_constant expected(intervals, weights);
79
80 boost::random::piecewise_constant_distribution<> dist(intervals, weights);
81 boost::mt19937 gen;
82 kolmogorov_experiment test(max);
83 boost::variate_generator<boost::mt19937&, boost::random::piecewise_constant_distribution<> > vgen(gen, dist);
84
85 double prob = test.probability(test.run(vgen, expected));
86
87 bool result = prob < 0.99;
88 const char* err = result? "" : "*";
89 std::cout << std::setprecision(17) << prob << err << std::endl;
90
91 std::cout << std::setprecision(6);
92
93 return result;
94 }
95
do_tests(int repeat,int max_n,int trials)96 bool do_tests(int repeat, int max_n, int trials) {
97 boost::mt19937 gen;
98 boost::uniform_int<> idist(1, max_n);
99 int errors = 0;
100 for(int i = 0; i < repeat; ++i) {
101 if(!do_test(idist(gen), trials)) {
102 ++errors;
103 }
104 }
105 if(errors != 0) {
106 std::cout << "*** " << errors << " errors detected ***" << std::endl;
107 }
108 return errors == 0;
109 }
110
usage()111 int usage() {
112 std::cerr << "Usage: test_piecewise_constant -r <repeat> -n <max n> -t <trials>" << std::endl;
113 return 2;
114 }
115
116 template<class T>
handle_option(int & argc,char ** & argv,char opt,T & value)117 bool handle_option(int& argc, char**& argv, char opt, T& value) {
118 if(argv[0][1] == opt && argc > 1) {
119 --argc;
120 ++argv;
121 value = boost::lexical_cast<T>(argv[0]);
122 return true;
123 } else {
124 return false;
125 }
126 }
127
main(int argc,char ** argv)128 int main(int argc, char** argv) {
129 int repeat = 10;
130 int max_n = 10;
131 int trials = 1000000;
132
133 if(argc > 0) {
134 --argc;
135 ++argv;
136 }
137 while(argc > 0) {
138 if(argv[0][0] != '-') return usage();
139 else if(!handle_option(argc, argv, 'r', repeat)
140 && !handle_option(argc, argv, 'n', max_n)
141 && !handle_option(argc, argv, 't', trials)) {
142 return usage();
143 }
144 --argc;
145 ++argv;
146 }
147
148 try {
149 if(do_tests(repeat, max_n, trials)) {
150 return 0;
151 } else {
152 return EXIT_FAILURE;
153 }
154 } catch(...) {
155 std::cerr << boost::current_exception_diagnostic_information() << std::endl;
156 return EXIT_FAILURE;
157 }
158 }
159