//===----------------------------------------------------------------------===// // // 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 // This test is super slow, in particular with msan or tsan. In order to avoid timeouts and to // spend less time waiting for this particular test to complete we compile with optimizations. // ADDITIONAL_COMPILE_FLAGS(msan): -O1 // ADDITIONAL_COMPILE_FLAGS(tsan): -O1 // FIXME: This and other tests fail under GCC with optimizations enabled. // More investigation is needed, but it appears that GCC is performing more constant folding. // // template // class negative_binomial_distribution // template result_type operator()(_URNG& g); #include #include #include #include #include #include "test_macros.h" template T sqr(T x) { return x * x; } template 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) { typename 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); } template 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) { typename 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) < 0.02); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.1); } template 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) { typename 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) < 0.02); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.08); } template 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) { typename 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); // assert(skew == x_skew); (void)skew; (void)x_skew; // assert(kurtosis == x_kurtosis); (void)kurtosis; (void)x_kurtosis; } template void test5() { typedef std::negative_binomial_distribution D; typedef std::mt19937 G; G g; D d(127, 0.5); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { typename 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) < 0.02); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.3); } template 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) { typename 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); } template void tests() { test1(); test2(); test3(); test4(); test5(); test6(); } int main(int, char**) { tests(); tests(); tests(); tests(); tests(); tests(); tests(); tests(); #if defined(_LIBCPP_VERSION) // extension // TODO: std::negative_binomial_distribution currently doesn't work reliably with small types. // tests(); // tests(); #if !defined(TEST_HAS_NO_INT128) tests<__int128_t>(); tests<__uint128_t>(); #endif #endif return 0; }