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changeset 6437:190dfe8b8f08

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[project @ 2007-03-23 14:17:31 by dbateman]
author dbateman
date Fri, 23 Mar 2007 14:17:31 +0000
parents f1f2e0de340a
children 14e5882b6269
files src/ChangeLog src/DLD-FUNCTIONS/rand.cc
diffstat 2 files changed, 304 insertions(+), 153 deletions(-) [+]
line wrap: on
line diff
--- a/src/ChangeLog
+++ b/src/ChangeLog
@@ -1,3 +1,8 @@
+2007-03-23  David Bateman  <dbateman@free.fr>
+
+	* DLD-FUNCTIONS/rand.cc: Make statistical tests optional and 
+	add tests for fixed sequences.
+
 2007-03-22  John W. Eaton  <jwe@octave.org>
 
 	* graphics.cc (base_graphics_object::mark_modified):
--- a/src/DLD-FUNCTIONS/rand.cc
+++ b/src/DLD-FUNCTIONS/rand.cc
@@ -41,6 +41,12 @@
 #include "unwind-prot.h"
 #include "utils.h"
 
+/*
+%!shared __random_statistical_tests__
+%! % Flag whether the statistical tests should be run in "make check" or not
+%! __random_statistical_tests__ = 0;
+*/
+
 static octave_value
 do_rand (const octave_value_list& args, int nargin, const char *fcn,
 	 bool additional_arg = false)
@@ -416,25 +422,37 @@
 
 /*
 %!test
-%! % statistical tests may fail occasionally.
-%! rand("state",12);
-%! x = rand(100000,1);
-%! assert(max(x)<1.); %*** Please report this!!! ***
-%! assert(min(x)>0.); %*** Please report this!!! ***
-%! assert(mean(x),0.5,0.0024);
-%! assert(var(x),1/48,0.0632);
-%! assert(skewness(x),0,0.012); 
-%! assert(kurtosis(x),-6/5,0.0094);
+%! % Test fixed state
+%! rand("state",1);
+%! assert (rand(1,6), [0.1343642441124013 0.8474337369372327 0.763774618976614 0.2550690257394218 0.495435087091941 0.4494910647887382],1e-15);
+%!test
+%! % Test fixed state
+%! rand("seed",1);
+%! assert (rand(1,6), [0.8668024251237512 0.9126510815694928 0.09366085007786751 0.1664607301354408 0.7408077004365623 0.7615650338120759],1e-15);
 %!test
-%! % statistical tests may fail occasionally.
-%! rand("seed",12);
-%! x = rand(100000,1);
-%! assert(max(x)<1.); %*** Please report this!!! ***
-%! assert(min(x)>0.); %*** Please report this!!! ***
-%! assert(mean(x),0.5,0.0024);
-%! assert(var(x),1/48,0.0632);
-%! assert(skewness(x),0,0.012); 
-%! assert(kurtosis(x),-6/5,0.0094);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   rand("state",12);
+%!   x = rand(100000,1);
+%!   assert(max(x)<1.); %*** Please report this!!! ***
+%!   assert(min(x)>0.); %*** Please report this!!! ***
+%!   assert(mean(x),0.5,0.0024);
+%!   assert(var(x),1/48,0.0632);
+%!   assert(skewness(x),0,0.012); 
+%!   assert(kurtosis(x),-6/5,0.0094);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   rand("seed",12);
+%!   x = rand(100000,1);
+%!   assert(max(x)<1.); %*** Please report this!!! ***
+%!   assert(min(x)>0.); %*** Please report this!!! ***
+%!   assert(mean(x),0.5,0.0024);
+%!   assert(var(x),1/48,0.0632);
+%!   assert(skewness(x),0,0.012); 
+%!   assert(kurtosis(x),-6/5,0.0094);
+%! endif
 */
 
 
@@ -491,21 +509,33 @@
 
 /*
 %!test
-%! % statistical tests may fail occasionally.
-%! rand("state",12);
-%! x = randn(100000,1);
-%! assert(mean(x),0,0.01);
-%! assert(var(x),1,0.02);
-%! assert(skewness(x),0,0.02);
-%! assert(kurtosis(x),0,0.04);
+%! % Test fixed state
+%! randn("state",1);
+%! assert (randn(1,6), [-2.666521678978671 -0.7381719971724564 1.507903992673601 0.6019427189162239 -0.450661261143348 -0.7054431351574116],1e-15);
+%!test
+%! % Test fixed state
+%! randn("seed",1);
+%! assert (randn(1,6), [-1.039402365684509 -1.25938892364502 0.1968704611063004 0.3874166905879974 -0.5976632833480835 -0.6615074276924133],1e-15);
 %!test
-%! % statistical tests may fail occasionally.
-%! rand("seed",12);
-%! x = randn(100000,1);
-%! assert(mean(x),0,0.01);
-%! assert(var(x),1,0.02);
-%! assert(skewness(x),0,0.02);
-%! assert(kurtosis(x),0,0.04);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randn("state",12);
+%!   x = randn(100000,1);
+%!   assert(mean(x),0,0.01);
+%!   assert(var(x),1,0.02);
+%!   assert(skewness(x),0,0.02);
+%!   assert(kurtosis(x),0,0.04);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randn("seed",12);
+%!   x = randn(100000,1);
+%!   assert(mean(x),0,0.01);
+%!   assert(var(x),1,0.02);
+%!   assert(skewness(x),0,0.02);
+%!   assert(kurtosis(x),0,0.04);
+%! endif
 */
 
 DEFUN_DLD (rande, args, ,
@@ -552,23 +582,35 @@
 
 /*
 %!test
-%! % statistical tests may fail occasionally
-%! rand("state",12);
-%! x = rande(100000,1);
-%! assert(min(x)>0); % *** Please report this!!! ***
-%! assert(mean(x),1,0.01);
-%! assert(var(x),1,0.03);
-%! assert(skewness(x),2,0.06);
-%! assert(kurtosis(x),6,0.7);
+%! % Test fixed state
+%! rande("state",1);
+%! assert (rande(1,6), [3.602973885835625 0.1386190677555021 0.6743112889616958 0.4512830847258422 0.7255744741233175 0.3415969205292291],1e-15);
+%!test
+%! % Test fixed state
+%! rande("seed",1);
+%! assert (rande(1,6), [0.06492075175653866 1.717980206012726 0.4816154008731246 0.5231300676241517 0.103910739364359 1.668931916356087],1e-15);
 %!test
-%! % statistical tests may fail occasionally
-%! rand("seed",12);
-%! x = rande(100000,1);
-%! assert(min(x)>0); % *** Please report this!!! ***
-%! assert(mean(x),1,0.01);
-%! assert(var(x),1,0.03);
-%! assert(skewness(x),2,0.06);
-%! assert(kurtosis(x),6,0.7);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally
+%!   rande("state",1);
+%!   x = rande(100000,1);
+%!   assert(min(x)>0); % *** Please report this!!! ***
+%!   assert(mean(x),1,0.01);
+%!   assert(var(x),1,0.03);
+%!   assert(skewness(x),2,0.06);
+%!   assert(kurtosis(x),6,0.7);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally
+%!   rande("seed",1);
+%!   x = rande(100000,1);
+%!   assert(min(x)>0); % *** Please report this!!! ***
+%!   assert(mean(x),1,0.01);
+%!   assert(var(x),1,0.03);
+%!   assert(skewness(x),2,0.06);
+%!   assert(kurtosis(x),6,0.7);
+%! endif
 */
 
 DEFUN_DLD (randg, args, ,
@@ -663,81 +705,153 @@
 
 /*
 %!test
-%! rand("state",12)
+%! randg("state",12)
+%!assert(randg([-inf,-1,0,inf,nan]),[nan,nan,nan,nan,nan]) % *** Please report
+
+
+%!test
+%! % Test fixed state
+%! randg("state",1);
+%! assert (randg(0.1,1,6), [0.0103951513331241 8.335671459898252e-05 0.00138691397249762 0.000587308416993855 0.495590518784736 2.3921917414795e-12],1e-15);
+%!test
+%! % Test fixed state
+%! randg("state",1);
+%! assert (randg(0.95,1,6), [3.099382433255327 0.3974529788871218 0.644367450750855 1.143261091802246 1.964111762696822 0.04011915547957939],1e-15);
+%!test
+%! % Test fixed state
+%! randg("state",1);
+%! assert (randg(1,1,6), [0.2273389379645993 1.288822625058359 0.2406335209340746 1.218869553370733 1.024649860162554 0.09631230343599533],1e-15);
+%!test
+%! % Test fixed state
+%! randg("state",1);
+%! assert (randg(10,1,6), [3.520369644331133 15.15369864472106 8.332112081991205 8.406211067432674 11.81193475187611 10.88792728177059],1e-14);
+%!test
+%! % Test fixed state
+%! randg("state",1);
+%! assert (randg(100,1,6), [75.34570255262264 115.4911985594699 95.23493031356388 95.48926019250911 106.2397448229803 103.4813150404118],1e-13);
+%!test
+%! % Test fixed seed
+%! randg("seed",1);
+%! assert (randg(0.1,1,6), [0.07144210487604141 0.460641473531723 0.4749028384685516 0.06823389977216721 0.000293838675133884 1.802567535340305e-12],1e-15);
+%!test
+%! % Test fixed seed
+%! randg("seed",1);
+%! assert (randg(0.95,1,6), [1.664905071258545 1.879976987838745 1.905677795410156 0.9948706030845642 0.5606933236122131 0.0766092911362648],1e-15);
+%!test
+%! % Test fixed seed
+%! randg("seed",1);
+%! assert (randg(1,1,6), [0.03512085229158401 0.6488978862762451 0.8114678859710693 0.1666885763406754 1.60791552066803 1.90356981754303],1e-15);
+%!test
+%! % Test fixed seed
+%! randg("seed",1);
+%! assert (randg(10,1,6), [6.566435813903809 10.11648464202881 10.73162078857422 7.747178077697754 6.278522491455078 6.240195751190186],1e-14);
+%!test
+%! % Test fixed seed
+%! randg("seed",1);
+%! assert (randg(100,1,6), [89.40208435058594 101.4734725952148 103.4020004272461 93.62763214111328 88.33104705810547 88.1871337890625],1e-13);
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("state",12)
+%!   a=0.1; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.01);
+%!   assert(var(x),     a,         0.01);
+%!   assert(skewness(x),2/sqrt(a), 1.);
+%!   assert(kurtosis(x),6/a,       50.);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("state",12)
+%!   a=0.95; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.01);
+%!   assert(var(x),     a,         0.04);
+%!   assert(skewness(x),2/sqrt(a), 0.2);
+%!   assert(kurtosis(x),6/a,       2.);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("state",12)
+%!   a=1; x = randg(a,100000,1);
+%!   assert(mean(x),a,             0.01);
+%!   assert(var(x),a,              0.04);
+%!   assert(skewness(x),2/sqrt(a), 0.2);
+%!   assert(kurtosis(x),6/a,       2.);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("state",12)
+%!   a=10; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.1);
+%!   assert(var(x),     a,         0.5);
+%!   assert(skewness(x),2/sqrt(a), 0.1);
+%!   assert(kurtosis(x),6/a,       0.5);
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("state",12)
+%!   a=100; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.2);
+%!   assert(var(x),     a,         2.);
+%!   assert(skewness(x),2/sqrt(a), 0.05);
+%!   assert(kurtosis(x),6/a,       0.2);
+%! endif
+%!test
+%! randg("seed",12)
 %!assert(randg([-inf,-1,0,inf,nan]),[nan,nan,nan,nan,nan]) % *** Please report
 %!test
-%! % statistical tests may fail occasionally.
-%! a=0.1; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.01);
-%! assert(var(x),     a,         0.01);
-%! assert(skewness(x),2/sqrt(a), 1.);
-%! assert(kurtosis(x),6/a,       50.);
-%!test
-%! % statistical tests may fail occasionally.
-%! a=0.95; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.01);
-%! assert(var(x),     a,         0.04);
-%! assert(skewness(x),2/sqrt(a), 0.2);
-%! assert(kurtosis(x),6/a,       2.);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("seed",12)
+%!   a=0.1; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.01);
+%!   assert(var(x),     a,         0.01);
+%!   assert(skewness(x),2/sqrt(a), 1.);
+%!   assert(kurtosis(x),6/a,       50.);
+%! endif
 %!test
-%! % statistical tests may fail occasionally.
-%! a=1; x = randg(a,100000,1);
-%! assert(mean(x),a,             0.01);
-%! assert(var(x),a,              0.04);
-%! assert(skewness(x),2/sqrt(a), 0.2);
-%! assert(kurtosis(x),6/a,       2.);
-%!test
-%! % statistical tests may fail occasionally.
-%! a=10; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.1);
-%! assert(var(x),     a,         0.5);
-%! assert(skewness(x),2/sqrt(a), 0.1);
-%! assert(kurtosis(x),6/a,       0.5);
-%!test
-%! % statistical tests may fail occasionally.
-%! a=100; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.2);
-%! assert(var(x),     a,         2.);
-%! assert(skewness(x),2/sqrt(a), 0.05);
-%! assert(kurtosis(x),6/a,       0.2);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("seed",12)
+%!   a=0.95; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.01);
+%!   assert(var(x),     a,         0.04);
+%!   assert(skewness(x),2/sqrt(a), 0.2);
+%!   assert(kurtosis(x),6/a,       2.);
+%! endif
 %!test
-%! rand("seed",12)
-%!assert(randg([-inf,-1,0,inf,nan]),[nan,nan,nan,nan,nan]) % *** Please report
-%!test
-%! % statistical tests may fail occasionally.
-%! a=0.1; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.01);
-%! assert(var(x),     a,         0.01);
-%! assert(skewness(x),2/sqrt(a), 1.);
-%! assert(kurtosis(x),6/a,       50.);
-%!test
-%! % statistical tests may fail occasionally.
-%! a=0.95; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.01);
-%! assert(var(x),     a,         0.04);
-%! assert(skewness(x),2/sqrt(a), 0.2);
-%! assert(kurtosis(x),6/a,       2.);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("seed",12)
+%!   a=1; x = randg(a,100000,1);
+%!   assert(mean(x),a,             0.01);
+%!   assert(var(x),a,              0.04);
+%!   assert(skewness(x),2/sqrt(a), 0.2);
+%!   assert(kurtosis(x),6/a,       2.);
+%! endif
 %!test
-%! % statistical tests may fail occasionally.
-%! a=1; x = randg(a,100000,1);
-%! assert(mean(x),a,             0.01);
-%! assert(var(x),a,              0.04);
-%! assert(skewness(x),2/sqrt(a), 0.2);
-%! assert(kurtosis(x),6/a,       2.);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("seed",12)
+%!   a=10; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.1);
+%!   assert(var(x),     a,         0.5);
+%!   assert(skewness(x),2/sqrt(a), 0.1);
+%!   assert(kurtosis(x),6/a,       0.5);
+%! endif
 %!test
-%! % statistical tests may fail occasionally.
-%! a=10; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.1);
-%! assert(var(x),     a,         0.5);
-%! assert(skewness(x),2/sqrt(a), 0.1);
-%! assert(kurtosis(x),6/a,       0.5);
-%!test
-%! % statistical tests may fail occasionally.
-%! a=100; x = randg(a,100000,1);
-%! assert(mean(x),    a,         0.2);
-%! assert(var(x),     a,         2.);
-%! assert(skewness(x),2/sqrt(a), 0.05);
-%! assert(kurtosis(x),6/a,       0.2);
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randg("seed",12)
+%!   a=100; x = randg(a,100000,1);
+%!   assert(mean(x),    a,         0.2);
+%!   assert(var(x),     a,         2.);
+%!   assert(skewness(x),2/sqrt(a), 0.05);
+%!   assert(kurtosis(x),6/a,       0.2);
+%! endif
 */
 
 
@@ -805,50 +919,82 @@
 
 /*
 %!test
-%! rand("state",12)
+%! randp("state",12)
+%!assert(randp([-inf,-1,0,inf,nan]),[nan,nan,0,nan,nan]); % *** Please report
+%!test
+%! % Test fixed state
+%! randp("state",1);
+%! assert(randp(5,1,6),[5 5 3 7 7 3])
+%!test
+%! % Test fixed state
+%! randp("state",1);
+%! assert(randp(15,1,6),[13 15 8 18 18 15])
+%!test
+%! % Test fixed state
+%! randp("state",1);
+%! assert(randp(1e9,1,6),[999915677 999976657 1000047684 1000019035 999985749 999977692])
+%!test
+%! % Test fixed state
+%! randp("seed",1);
+%! assert(randp(5,1,6),[8 2 3 6 6 8])
+%!test
+%! % Test fixed state
+%! randp("seed",1);
+%! assert(randp(15,1,6),[15 16 12 10 10 12])
+%!test
+%! % Test fixed state
+%! randp("seed",1);
+%! assert(randp(1e9,1,6),[1000006208 1000012224 999981120 999963520 999963072 999981440])
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randp("state",12)
+%!   for a=[5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03]
+%!     x = randp(a(1),100000,1);
+%!     assert(min(x)>=0); % *** Please report this!!! ***
+%!     assert(mean(x),a(1),a(2));
+%!     assert(var(x),a(1),0.02*a(1));
+%!     assert(skewness(x),1/sqrt(a(1)),a(3));
+%!     assert(kurtosis(x),1/a(1),3*a(3));
+%!   endfor
+%! endif
+%!test
+%! if (__random_statistical_tests__)
+%!   % statistical tests may fail occasionally.
+%!   randp("state",12)
+%!   for a=[5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03]
+%!     x = randp(a(1)*ones(100000,1),100000,1);
+%!     assert(min(x)>=0); % *** Please report this!!! ***
+%!     assert(mean(x),a(1),a(2));
+%!     assert(var(x),a(1),0.02*a(1));
+%!     assert(skewness(x),1/sqrt(a(1)),a(3));
+%!     assert(kurtosis(x),1/a(1),3*a(3));
+%!   endfor
+%! endif
+%!test
+%! randp("seed",12)
 %!assert(randp([-inf,-1,0,inf,nan]),[nan,nan,0,nan,nan]); % *** Please report
 %!test
 %! % statistical tests may fail occasionally.
-%! for a=[5 15 1e9]
-%!   x = randp(a,100000,1);
+%! randp("seed",12)
+%! for a=[5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03]
+%!   x = randp(a(1),100000,1);
 %!   assert(min(x)>=0); % *** Please report this!!! ***
-%!   assert(mean(x),a,0.03);
-%!   assert(var(x),a,0.2);
-%!   assert(skewness(x),1/sqrt(a),0.03);
-%!   assert(kurtosis(x),1/a,0.08);
+%!   assert(mean(x),a(1),a(2));
+%!   assert(var(x),a(1),0.02*a(1));
+%!   assert(skewness(x),1/sqrt(a(1)),a(3));
+%!   assert(kurtosis(x),1/a(1),3*a(3));
 %! end
 %!test
 %! % statistical tests may fail occasionally.
-%! for a=[5 15 1e9]
-%!   x = randp(a*ones(100000,1),100000,1);
+%! randp("seed",12)
+%! for a=[5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03]
+%!   x = randp(a(1)*ones(100000,1),100000,1);
 %!   assert(min(x)>=0); % *** Please report this!!! ***
-%!   assert(mean(x),a,0.03);
-%!   assert(var(x),a,0.2);
-%!   assert(skewness(x),1/sqrt(a),0.03);
-%!   assert(kurtosis(x),1/a,0.08);
-%! end
-%!test
-%! rand("seed",12)
-%!assert(randp([-inf,-1,0,inf,nan]),[nan,nan,0,nan,nan]); % *** Please report
-%!test
-%! % statistical tests may fail occasionally.
-%! for a=[5 15 1e9]
-%!   x = randp(a,100000,1);
-%!   assert(min(x)>=0); % *** Please report this!!! ***
-%!   assert(mean(x),a,0.03);
-%!   assert(var(x),a,0.2);
-%!   assert(skewness(x),1/sqrt(a),0.03);
-%!   assert(kurtosis(x),1/a,0.08);
-%! end
-%!test
-%! % statistical tests may fail occasionally.
-%! for a=[5 15 1e9]
-%!   x = randp(a*ones(100000,1),100000,1);
-%!   assert(min(x)>=0); % *** Please report this!!! ***
-%!   assert(mean(x),a,0.03);
-%!   assert(var(x),a,0.2);
-%!   assert(skewness(x),1/sqrt(a),0.03);
-%!   assert(kurtosis(x),1/a,0.08);
+%!   assert(mean(x),a(1),a(2));
+%!   assert(var(x),a(1),0.02*a(1));
+%!   assert(skewness(x),1/sqrt(a(1)),a(3));
+%!   assert(kurtosis(x),1/a(1),3*a(3));
 %! end
 */