//===----------------------------------------------------------------------===// // // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. // See https://llvm.org/LICENSE.txt for license information. // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception // //===----------------------------------------------------------------------===// // // REQUIRES: long_tests // // template // class negative_binomial_distribution // template result_type operator()(_URNG& g); #include #include #include #include #include "test_macros.h" template inline T sqr(T x) { return x * x; } void test1() { typedef std::negative_binomial_distribution<> D; typedef std::minstd_rand G; G g; D d(5, .25); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.k() * (1 - d.p()) / d.p(); double x_var = x_mean / d.p(); double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p())); double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p())); assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.02); } void test2() { typedef std::negative_binomial_distribution<> D; typedef std::mt19937 G; G g; D d(30, .03125); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.k() * (1 - d.p()) / d.p(); double x_var = x_mean / d.p(); double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p())); double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p())); assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } void test3() { typedef std::negative_binomial_distribution<> D; typedef std::mt19937 G; G g; D d(40, .25); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.k() * (1 - d.p()) / d.p(); double x_var = x_mean / d.p(); double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p())); double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p())); assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03); } void test4() { typedef std::negative_binomial_distribution<> D; typedef std::mt19937 G; G g; D d(40, 1); const int N = 1000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.k() * (1 - d.p()) / d.p(); double x_var = x_mean / d.p(); // double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p())); // double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p())); assert(mean == x_mean); assert(var == x_var); } void test5() { typedef std::negative_binomial_distribution<> D; typedef std::mt19937 G; G g; D d(400, 0.5); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.k() * (1 - d.p()) / d.p(); double x_var = x_mean / d.p(); double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p())); double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p())); assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.04); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.05); } void test6() { typedef std::negative_binomial_distribution<> D; typedef std::mt19937 G; G g; D d(1, 0.05); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g); assert(d.min() <= v && v <= d.max()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = d.k() * (1 - d.p()) / d.p(); double x_var = x_mean / d.p(); double x_skew = (2 - d.p()) / std::sqrt(d.k() * (1 - d.p())); double x_kurtosis = 6. / d.k() + sqr(d.p()) / (d.k() * (1 - d.p())); assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.03); } int main(int, char**) { test1(); test2(); test3(); test4(); test5(); test6(); return 0; }