| /* randist/test.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough |
| * |
| * This program is free software; you can redistribute it and/or modify |
| * it under the terms of the GNU General Public License as published by |
| * the Free Software Foundation; either version 2 of the License, or (at |
| * your option) any later version. |
| * |
| * This program is distributed in the hope that it will be useful, but |
| * WITHOUT ANY WARRANTY; without even the implied warranty of |
| * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
| * General Public License for more details. |
| * |
| * You should have received a copy of the GNU General Public License |
| * along with this program; if not, write to the Free Software |
| * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| |
| #include <config.h> |
| #include <stdio.h> |
| #include <stdlib.h> |
| #include <math.h> |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_randist.h> |
| #include <gsl/gsl_rng.h> |
| #include <gsl/gsl_test.h> |
| #include <gsl/gsl_ieee_utils.h> |
| |
| #define N 100000 |
| |
| /* Convient test dimension for multivariant distributions */ |
| #define MULTI_DIM 10 |
| |
| |
| void testMoments (double (*f) (void), const char *name, |
| double a, double b, double p); |
| void testPDF (double (*f) (void), double (*pdf) (double), const char *name); |
| void testDiscretePDF (double (*f) (void), double (*pdf) (unsigned int), |
| const char *name); |
| |
| void test_shuffle (void); |
| void test_choose (void); |
| double test_beta (void); |
| double test_beta_pdf (double x); |
| double test_bernoulli (void); |
| double test_bernoulli_pdf (unsigned int n); |
| |
| double test_binomial (void); |
| double test_binomial_pdf (unsigned int n); |
| double test_binomial_large (void); |
| double test_binomial_large_pdf (unsigned int n); |
| double test_binomial_huge (void); |
| double test_binomial_huge_pdf (unsigned int n); |
| double test_binomial0 (void); |
| double test_binomial0_pdf (unsigned int n); |
| double test_binomial1 (void); |
| double test_binomial1_pdf (unsigned int n); |
| |
| |
| |
| double test_binomial_knuth (void); |
| double test_binomial_knuth_pdf (unsigned int n); |
| double test_binomial_large_knuth (void); |
| double test_binomial_large_knuth_pdf (unsigned int n); |
| double test_binomial_huge_knuth (void); |
| double test_binomial_huge_knuth_pdf (unsigned int n); |
| |
| double test_cauchy (void); |
| double test_cauchy_pdf (double x); |
| double test_chisq (void); |
| double test_chisq_pdf (double x); |
| double test_dirichlet (void); |
| double test_dirichlet_pdf (double x); |
| void test_dirichlet_moments (void); |
| double test_discrete1 (void); |
| double test_discrete1_pdf (unsigned int n); |
| double test_discrete2 (void); |
| double test_discrete2_pdf (unsigned int n); |
| double test_discrete3 (void); |
| double test_discrete3_pdf (unsigned int n); |
| double test_erlang (void); |
| double test_erlang_pdf (double x); |
| double test_exponential (void); |
| double test_exponential_pdf (double x); |
| double test_exppow0 (void); |
| double test_exppow0_pdf (double x); |
| double test_exppow1 (void); |
| double test_exppow1_pdf (double x); |
| double test_exppow1a (void); |
| double test_exppow1a_pdf (double x); |
| double test_exppow2 (void); |
| double test_exppow2_pdf (double x); |
| double test_exppow2a (void); |
| double test_exppow2a_pdf (double x); |
| double test_exppow2b (void); |
| double test_exppow2b_pdf (double x); |
| double test_fdist (void); |
| double test_fdist_pdf (double x); |
| double test_flat (void); |
| double test_flat_pdf (double x); |
| double test_gamma (void); |
| double test_gamma_pdf (double x); |
| double test_gamma1 (void); |
| double test_gamma1_pdf (double x); |
| double test_gamma_int (void); |
| double test_gamma_int_pdf (double x); |
| double test_gamma_large (void); |
| double test_gamma_large_pdf (double x); |
| double test_gamma_small (void); |
| double test_gamma_small_pdf (double x); |
| double test_gamma_mt (void); |
| double test_gamma_mt_pdf (double x); |
| double test_gamma_mt1 (void); |
| double test_gamma_mt1_pdf (double x); |
| double test_gamma_mt_int (void); |
| double test_gamma_mt_int_pdf (double x); |
| double test_gamma_mt_large (void); |
| double test_gamma_mt_large_pdf (double x); |
| double test_gamma_mt_small (void); |
| double test_gamma_mt_small_pdf (double x); |
| double test_gaussian (void); |
| double test_gaussian_pdf (double x); |
| double test_gaussian_ratio_method (void); |
| double test_gaussian_ratio_method_pdf (double x); |
| double test_gaussian_ziggurat (void); |
| double test_gaussian_ziggurat_pdf (double x); |
| double test_gaussian_tail (void); |
| double test_gaussian_tail_pdf (double x); |
| double test_gaussian_tail1 (void); |
| double test_gaussian_tail1_pdf (double x); |
| double test_gaussian_tail2 (void); |
| double test_gaussian_tail2_pdf (double x); |
| double test_ugaussian (void); |
| double test_ugaussian_pdf (double x); |
| double test_ugaussian_ratio_method (void); |
| double test_ugaussian_ratio_method_pdf (double x); |
| double test_ugaussian_tail (void); |
| double test_ugaussian_tail_pdf (double x); |
| double test_bivariate_gaussian1 (void); |
| double test_bivariate_gaussian1_pdf (double x); |
| double test_bivariate_gaussian2 (void); |
| double test_bivariate_gaussian2_pdf (double x); |
| double test_bivariate_gaussian3 (void); |
| double test_bivariate_gaussian3_pdf (double x); |
| double test_bivariate_gaussian4 (void); |
| double test_bivariate_gaussian4_pdf (double x); |
| double test_gumbel1 (void); |
| double test_gumbel1_pdf (double x); |
| double test_gumbel2 (void); |
| double test_gumbel2_pdf (double x); |
| double test_geometric (void); |
| double test_geometric_pdf (unsigned int x); |
| double test_geometric1 (void); |
| double test_geometric1_pdf (unsigned int x); |
| double test_hypergeometric1 (void); |
| double test_hypergeometric1_pdf (unsigned int x); |
| double test_hypergeometric2 (void); |
| double test_hypergeometric2_pdf (unsigned int x); |
| double test_hypergeometric3 (void); |
| double test_hypergeometric3_pdf (unsigned int x); |
| double test_hypergeometric4 (void); |
| double test_hypergeometric4_pdf (unsigned int x); |
| double test_hypergeometric5 (void); |
| double test_hypergeometric5_pdf (unsigned int x); |
| double test_hypergeometric6 (void); |
| double test_hypergeometric6_pdf (unsigned int x); |
| double test_landau (void); |
| double test_landau_pdf (double x); |
| double test_levy1 (void); |
| double test_levy1_pdf (double x); |
| double test_levy2 (void); |
| double test_levy2_pdf (double x); |
| double test_levy1a (void); |
| double test_levy1a_pdf (double x); |
| double test_levy2a (void); |
| double test_levy2a_pdf (double x); |
| double test_levy_skew1 (void); |
| double test_levy_skew1_pdf (double x); |
| double test_levy_skew2 (void); |
| double test_levy_skew2_pdf (double x); |
| double test_levy_skew1a (void); |
| double test_levy_skew1a_pdf (double x); |
| double test_levy_skew2a (void); |
| double test_levy_skew2a_pdf (double x); |
| double test_levy_skew1b (void); |
| double test_levy_skew1b_pdf (double x); |
| double test_levy_skew2b (void); |
| double test_levy_skew2b_pdf (double x); |
| double test_logistic (void); |
| double test_logistic_pdf (double x); |
| double test_lognormal (void); |
| double test_lognormal_pdf (double x); |
| double test_logarithmic (void); |
| double test_logarithmic_pdf (unsigned int n); |
| double test_multinomial (void); |
| double test_multinomial_pdf (unsigned int n); |
| double test_multinomial_large (void); |
| double test_multinomial_large_pdf (unsigned int n); |
| void test_multinomial_moments (void); |
| double test_negative_binomial (void); |
| double test_negative_binomial_pdf (unsigned int n); |
| double test_pascal (void); |
| double test_pascal_pdf (unsigned int n); |
| double test_pareto (void); |
| double test_pareto_pdf (double x); |
| double test_poisson (void); |
| double test_poisson_pdf (unsigned int x); |
| double test_poisson_large (void); |
| double test_poisson_large_pdf (unsigned int x); |
| double test_dir2d (void); |
| double test_dir2d_pdf (double x); |
| double test_dir2d_trig_method (void); |
| double test_dir2d_trig_method_pdf (double x); |
| double test_dir3dxy (void); |
| double test_dir3dxy_pdf (double x); |
| double test_dir3dyz (void); |
| double test_dir3dyz_pdf (double x); |
| double test_dir3dzx (void); |
| double test_dir3dzx_pdf (double x); |
| double test_rayleigh (void); |
| double test_rayleigh_pdf (double x); |
| double test_rayleigh_tail (void); |
| double test_rayleigh_tail_pdf (double x); |
| double test_tdist1 (void); |
| double test_tdist1_pdf (double x); |
| double test_tdist2 (void); |
| double test_tdist2_pdf (double x); |
| double test_laplace (void); |
| double test_laplace_pdf (double x); |
| double test_weibull (void); |
| double test_weibull_pdf (double x); |
| double test_weibull1 (void); |
| double test_weibull1_pdf (double x); |
| |
| gsl_rng *r_global; |
| |
| static gsl_ran_discrete_t *g1 = NULL; |
| static gsl_ran_discrete_t *g2 = NULL; |
| static gsl_ran_discrete_t *g3 = NULL; |
| |
| int |
| main (void) |
| { |
| gsl_ieee_env_setup (); |
| |
| gsl_rng_env_setup (); |
| r_global = gsl_rng_alloc (gsl_rng_default); |
| |
| #define FUNC(x) test_ ## x, "test gsl_ran_" #x |
| #define FUNC2(x) test_ ## x, test_ ## x ## _pdf, "test gsl_ran_" #x |
| |
| test_shuffle (); |
| test_choose (); |
| |
| testMoments (FUNC (ugaussian), 0.0, 100.0, 0.5); |
| testMoments (FUNC (ugaussian), -1.0, 1.0, 0.6826895); |
| testMoments (FUNC (ugaussian), 3.0, 3.5, 0.0011172689); |
| testMoments (FUNC (ugaussian_tail), 3.0, 3.5, 0.0011172689 / 0.0013498981); |
| testMoments (FUNC (exponential), 0.0, 1.0, 1 - exp (-0.5)); |
| testMoments (FUNC (cauchy), 0.0, 10000.0, 0.5); |
| |
| testMoments (FUNC (discrete1), -0.5, 0.5, 0.59); |
| testMoments (FUNC (discrete1), 0.5, 1.5, 0.40); |
| testMoments (FUNC (discrete1), 1.5, 3.5, 0.01); |
| |
| testMoments (FUNC (discrete2), -0.5, 0.5, 1.0/45.0 ); |
| testMoments (FUNC (discrete2), 8.5, 9.5, 0 ); |
| |
| testMoments (FUNC (discrete3), -0.5, 0.5, 0.05 ); |
| testMoments (FUNC (discrete3), 0.5, 1.5, 0.05 ); |
| testMoments (FUNC (discrete3), -0.5, 9.5, 0.5 ); |
| |
| test_dirichlet_moments (); |
| test_multinomial_moments (); |
| |
| testPDF (FUNC2 (beta)); |
| testPDF (FUNC2 (cauchy)); |
| testPDF (FUNC2 (chisq)); |
| testPDF (FUNC2 (dirichlet)); |
| testPDF (FUNC2 (erlang)); |
| testPDF (FUNC2 (exponential)); |
| |
| testPDF (FUNC2 (exppow0)); |
| testPDF (FUNC2 (exppow1)); |
| testPDF (FUNC2 (exppow1a)); |
| testPDF (FUNC2 (exppow2)); |
| testPDF (FUNC2 (exppow2a)); |
| testPDF (FUNC2 (exppow2b)); |
| |
| testPDF (FUNC2 (fdist)); |
| testPDF (FUNC2 (flat)); |
| testPDF (FUNC2 (gamma)); |
| testPDF (FUNC2 (gamma1)); |
| testPDF (FUNC2 (gamma_int)); |
| testPDF (FUNC2 (gamma_large)); |
| testPDF (FUNC2 (gamma_small)); |
| testPDF (FUNC2 (gamma_mt)); |
| testPDF (FUNC2 (gamma_mt1)); |
| testPDF (FUNC2 (gamma_mt_int)); |
| testPDF (FUNC2 (gamma_mt_large)); |
| testPDF (FUNC2 (gamma_mt_small)); |
| testPDF (FUNC2 (gaussian)); |
| testPDF (FUNC2 (gaussian_ratio_method)); |
| testPDF (FUNC2 (gaussian_ziggurat)); |
| testPDF (FUNC2 (ugaussian)); |
| testPDF (FUNC2 (ugaussian_ratio_method)); |
| testPDF (FUNC2 (gaussian_tail)); |
| testPDF (FUNC2 (gaussian_tail1)); |
| testPDF (FUNC2 (gaussian_tail2)); |
| testPDF (FUNC2 (ugaussian_tail)); |
| |
| testPDF (FUNC2 (bivariate_gaussian1)); |
| testPDF (FUNC2 (bivariate_gaussian2)); |
| testPDF (FUNC2 (bivariate_gaussian3)); |
| testPDF (FUNC2 (bivariate_gaussian4)); |
| |
| testPDF (FUNC2 (gumbel1)); |
| testPDF (FUNC2 (gumbel2)); |
| testPDF (FUNC2 (landau)); |
| testPDF (FUNC2 (levy1)); |
| testPDF (FUNC2 (levy2)); |
| testPDF (FUNC2 (levy1a)); |
| testPDF (FUNC2 (levy2a)); |
| testPDF (FUNC2 (levy_skew1)); |
| testPDF (FUNC2 (levy_skew2)); |
| testPDF (FUNC2 (levy_skew1a)); |
| testPDF (FUNC2 (levy_skew2a)); |
| testPDF (FUNC2 (levy_skew1b)); |
| testPDF (FUNC2 (levy_skew2b)); |
| testPDF (FUNC2 (logistic)); |
| testPDF (FUNC2 (lognormal)); |
| testPDF (FUNC2 (pareto)); |
| testPDF (FUNC2 (rayleigh)); |
| testPDF (FUNC2 (rayleigh_tail)); |
| testPDF (FUNC2 (tdist1)); |
| testPDF (FUNC2 (tdist2)); |
| testPDF (FUNC2 (laplace)); |
| testPDF (FUNC2 (weibull)); |
| testPDF (FUNC2 (weibull1)); |
| |
| testPDF (FUNC2 (dir2d)); |
| testPDF (FUNC2 (dir2d_trig_method)); |
| testPDF (FUNC2 (dir3dxy)); |
| testPDF (FUNC2 (dir3dyz)); |
| testPDF (FUNC2 (dir3dzx)); |
| |
| testDiscretePDF (FUNC2 (discrete1)); |
| testDiscretePDF (FUNC2 (discrete2)); |
| testDiscretePDF (FUNC2 (discrete3)); |
| testDiscretePDF (FUNC2 (poisson)); |
| testDiscretePDF (FUNC2 (poisson_large)); |
| testDiscretePDF (FUNC2 (bernoulli)); |
| testDiscretePDF (FUNC2 (binomial)); |
| testDiscretePDF (FUNC2 (binomial0)); |
| testDiscretePDF (FUNC2 (binomial1)); |
| testDiscretePDF (FUNC2 (binomial_knuth)); |
| testDiscretePDF (FUNC2 (binomial_large)); |
| testDiscretePDF (FUNC2 (binomial_large_knuth)); |
| testDiscretePDF (FUNC2 (binomial_huge)); |
| testDiscretePDF (FUNC2 (binomial_huge_knuth)); |
| testDiscretePDF (FUNC2 (geometric)); |
| testDiscretePDF (FUNC2 (geometric1)); |
| testDiscretePDF (FUNC2 (hypergeometric1)); |
| testDiscretePDF (FUNC2 (hypergeometric2)); |
| testDiscretePDF (FUNC2 (hypergeometric3)); |
| testDiscretePDF (FUNC2 (hypergeometric4)); |
| testDiscretePDF (FUNC2 (hypergeometric5)); |
| testDiscretePDF (FUNC2 (hypergeometric6)); |
| testDiscretePDF (FUNC2 (logarithmic)); |
| testDiscretePDF (FUNC2 (multinomial)); |
| testDiscretePDF (FUNC2 (multinomial_large)); |
| testDiscretePDF (FUNC2 (negative_binomial)); |
| testDiscretePDF (FUNC2 (pascal)); |
| |
| gsl_rng_free (r_global); |
| gsl_ran_discrete_free (g1); |
| gsl_ran_discrete_free (g2); |
| gsl_ran_discrete_free (g3); |
| |
| exit (gsl_test_summary ()); |
| } |
| |
| void |
| test_shuffle (void) |
| { |
| double count[10][10]; |
| int x[10] = { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 }; |
| int i, j, status = 0; |
| |
| for (i = 0; i < 10; i++) |
| { |
| for (j = 0; j < 10; j++) |
| { |
| count[i][j] = 0; |
| } |
| } |
| |
| for (i = 0; i < N; i++) |
| { |
| for (j = 0; j < 10; j++) |
| x[j] = j; |
| |
| gsl_ran_shuffle (r_global, x, 10, sizeof (int)); |
| |
| for (j = 0; j < 10; j++) |
| count[x[j]][j]++; |
| } |
| |
| for (i = 0; i < 10; i++) |
| { |
| for (j = 0; j < 10; j++) |
| { |
| double expected = N / 10.0; |
| double d = fabs (count[i][j] - expected); |
| double sigma = d / sqrt (expected); |
| if (sigma > 5 && d > 1) |
| { |
| status = 1; |
| gsl_test (status, |
| "gsl_ran_shuffle %d,%d (%g observed vs %g expected)", |
| i, j, count[i][j] / N, 0.1); |
| } |
| } |
| } |
| |
| gsl_test (status, "gsl_ran_shuffle on {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}"); |
| |
| } |
| |
| void |
| test_choose (void) |
| { |
| double count[10]; |
| int x[10] = { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 }; |
| int y[3] = { 0, 1, 2 }; |
| int i, j, status = 0; |
| |
| for (i = 0; i < 10; i++) |
| { |
| count[i] = 0; |
| } |
| |
| for (i = 0; i < N; i++) |
| { |
| for (j = 0; j < 10; j++) |
| x[j] = j; |
| |
| gsl_ran_choose (r_global, y, 3, x, 10, sizeof (int)); |
| |
| for (j = 0; j < 3; j++) |
| count[y[j]]++; |
| } |
| |
| for (i = 0; i < 10; i++) |
| { |
| double expected = 3.0 * N / 10.0; |
| double d = fabs (count[i] - expected); |
| double sigma = d / sqrt (expected); |
| if (sigma > 5 && d > 1) |
| { |
| status = 1; |
| gsl_test (status, |
| "gsl_ran_choose %d (%g observed vs %g expected)", |
| i, count[i] / N, 0.1); |
| } |
| } |
| |
| gsl_test (status, "gsl_ran_choose (3) on {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}"); |
| |
| } |
| |
| |
| |
| |
| void |
| testMoments (double (*f) (void), const char *name, |
| double a, double b, double p) |
| { |
| int i; |
| double count = 0, expected, sigma; |
| int status; |
| |
| for (i = 0; i < N; i++) |
| { |
| double r = f (); |
| if (r < b && r > a) |
| count++; |
| } |
| |
| expected = p * N; |
| sigma = fabs (count - expected) / sqrt (expected); |
| |
| status = (sigma > 3); |
| |
| gsl_test (status, "%s [%g,%g] (%g observed vs %g expected)", |
| name, a, b, count / N, p); |
| } |
| |
| #define BINS 100 |
| |
| void |
| testPDF (double (*f) (void), double (*pdf) (double), const char *name) |
| { |
| double count[BINS], p[BINS]; |
| double a = -5.0, b = +5.0; |
| double dx = (b - a) / BINS; |
| int i, j, status = 0, status_i = 0; |
| |
| for (i = 0; i < BINS; i++) |
| count[i] = 0; |
| |
| for (i = 0; i < N; i++) |
| { |
| double r = f (); |
| if (r < b && r > a) |
| { |
| j = (int) ((r - a) / dx); |
| count[j]++; |
| } |
| } |
| |
| for (i = 0; i < BINS; i++) |
| { |
| /* Compute an approximation to the integral of p(x) from x to |
| x+dx using Simpson's rule */ |
| |
| double x = a + i * dx; |
| #define STEPS 100 |
| double sum = 0; |
| |
| if (fabs (x) < 1e-10) /* hit the origin exactly */ |
| x = 0.0; |
| |
| for (j = 1; j < STEPS; j++) |
| sum += pdf (x + j * dx / STEPS); |
| |
| p[i] = 0.5 * (pdf (x) + 2 * sum + pdf (x + dx - 1e-7)) * dx / STEPS; |
| } |
| |
| for (i = 0; i < BINS; i++) |
| { |
| double x = a + i * dx; |
| double d = fabs (count[i] - N * p[i]); |
| if (p[i] != 0) |
| { |
| double s = d / sqrt (N * p[i]); |
| status_i = (s > 5) && (d > 2); |
| } |
| else |
| { |
| status_i = (count[i] != 0); |
| } |
| status |= status_i; |
| if (status_i) |
| gsl_test (status_i, "%s [%g,%g) (%g/%d=%g observed vs %g expected)", |
| name, x, x + dx, count[i], N, count[i] / N, p[i]); |
| } |
| |
| if (status == 0) |
| gsl_test (status, "%s, sampling against pdf over range [%g,%g) ", |
| name, a, b); |
| } |
| |
| void |
| testDiscretePDF (double (*f) (void), double (*pdf) (unsigned int), |
| const char *name) |
| { |
| double count[BINS], p[BINS]; |
| unsigned int i; |
| int status = 0, status_i = 0; |
| |
| for (i = 0; i < BINS; i++) |
| count[i] = 0; |
| |
| for (i = 0; i < N; i++) |
| { |
| int r = (int) (f ()); |
| if (r >= 0 && r < BINS) |
| count[r]++; |
| } |
| |
| for (i = 0; i < BINS; i++) |
| p[i] = pdf (i); |
| |
| for (i = 0; i < BINS; i++) |
| { |
| double d = fabs (count[i] - N * p[i]); |
| if (p[i] != 0) |
| { |
| double s = d / sqrt (N * p[i]); |
| status_i = (s > 5) && (d > 1); |
| } |
| else |
| { |
| status_i = (count[i] != 0); |
| } |
| status |= status_i; |
| if (status_i) |
| gsl_test (status_i, "%s i=%d (%g observed vs %g expected)", |
| name, i, count[i] / N, p[i]); |
| } |
| |
| if (status == 0) |
| gsl_test (status, "%s, sampling against pdf over range [%d,%d) ", |
| name, 0, BINS); |
| } |
| |
| |
| |
| double |
| test_beta (void) |
| { |
| return gsl_ran_beta (r_global, 2.0, 3.0); |
| } |
| |
| double |
| test_beta_pdf (double x) |
| { |
| return gsl_ran_beta_pdf (x, 2.0, 3.0); |
| } |
| |
| double |
| test_bernoulli (void) |
| { |
| return gsl_ran_bernoulli (r_global, 0.3); |
| } |
| |
| double |
| test_bernoulli_pdf (unsigned int n) |
| { |
| return gsl_ran_bernoulli_pdf (n, 0.3); |
| } |
| |
| double |
| test_binomial (void) |
| { |
| return gsl_ran_binomial (r_global, 0.3, 5); |
| } |
| |
| double |
| test_binomial_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0.3, 5); |
| } |
| |
| double |
| test_binomial0 (void) |
| { |
| return gsl_ran_binomial (r_global, 0, 8); |
| } |
| |
| double |
| test_binomial0_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0, 8); |
| } |
| |
| double |
| test_binomial1 (void) |
| { |
| return gsl_ran_binomial (r_global, 1, 8); |
| } |
| |
| double |
| test_binomial1_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 1, 8); |
| } |
| |
| double |
| test_binomial_knuth (void) |
| { |
| return gsl_ran_binomial_knuth (r_global, 0.3, 5); |
| } |
| |
| double |
| test_binomial_knuth_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0.3, 5); |
| } |
| |
| |
| double |
| test_binomial_large (void) |
| { |
| return gsl_ran_binomial (r_global, 0.3, 55); |
| } |
| |
| double |
| test_binomial_large_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0.3, 55); |
| } |
| |
| double |
| test_binomial_large_knuth (void) |
| { |
| return gsl_ran_binomial_knuth (r_global, 0.3, 55); |
| } |
| |
| double |
| test_binomial_large_knuth_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0.3, 55); |
| } |
| |
| |
| double |
| test_binomial_huge (void) |
| { |
| return gsl_ran_binomial (r_global, 0.3, 5500); |
| } |
| |
| double |
| test_binomial_huge_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0.3, 5500); |
| } |
| |
| double |
| test_binomial_huge_knuth (void) |
| { |
| return gsl_ran_binomial_knuth (r_global, 0.3, 5500); |
| } |
| |
| double |
| test_binomial_huge_knuth_pdf (unsigned int n) |
| { |
| return gsl_ran_binomial_pdf (n, 0.3, 5500); |
| } |
| |
| double |
| test_cauchy (void) |
| { |
| return gsl_ran_cauchy (r_global, 2.0); |
| } |
| |
| double |
| test_cauchy_pdf (double x) |
| { |
| return gsl_ran_cauchy_pdf (x, 2.0); |
| } |
| |
| double |
| test_chisq (void) |
| { |
| return gsl_ran_chisq (r_global, 13.0); |
| } |
| |
| double |
| test_chisq_pdf (double x) |
| { |
| return gsl_ran_chisq_pdf (x, 13.0); |
| } |
| |
| double |
| test_dir2d (void) |
| { |
| double x = 0, y = 0, theta; |
| gsl_ran_dir_2d (r_global, &x, &y); |
| theta = atan2 (x, y); |
| return theta; |
| } |
| |
| double |
| test_dir2d_pdf (double x) |
| { |
| if (x > -M_PI && x <= M_PI) |
| { |
| return 1 / (2 * M_PI); |
| } |
| else |
| { |
| return 0; |
| } |
| } |
| |
| double |
| test_dir2d_trig_method (void) |
| { |
| double x = 0, y = 0, theta; |
| gsl_ran_dir_2d_trig_method (r_global, &x, &y); |
| theta = atan2 (x, y); |
| return theta; |
| } |
| |
| double |
| test_dir2d_trig_method_pdf (double x) |
| { |
| if (x > -M_PI && x <= M_PI) |
| { |
| return 1 / (2 * M_PI); |
| } |
| else |
| { |
| return 0; |
| } |
| } |
| |
| double |
| test_dir3dxy (void) |
| { |
| double x = 0, y = 0, z = 0, theta; |
| gsl_ran_dir_3d (r_global, &x, &y, &z); |
| theta = atan2 (x, y); |
| return theta; |
| } |
| |
| double |
| test_dir3dxy_pdf (double x) |
| { |
| if (x > -M_PI && x <= M_PI) |
| { |
| return 1 / (2 * M_PI); |
| } |
| else |
| { |
| return 0; |
| } |
| } |
| |
| double |
| test_dir3dyz (void) |
| { |
| double x = 0, y = 0, z = 0, theta; |
| gsl_ran_dir_3d (r_global, &x, &y, &z); |
| theta = atan2 (y, z); |
| return theta; |
| } |
| |
| double |
| test_dir3dyz_pdf (double x) |
| { |
| if (x > -M_PI && x <= M_PI) |
| { |
| return 1 / (2 * M_PI); |
| } |
| else |
| { |
| return 0; |
| } |
| } |
| |
| double |
| test_dir3dzx (void) |
| { |
| double x = 0, y = 0, z = 0, theta; |
| gsl_ran_dir_3d (r_global, &x, &y, &z); |
| theta = atan2 (z, x); |
| return theta; |
| } |
| |
| double |
| test_dir3dzx_pdf (double x) |
| { |
| if (x > -M_PI && x <= M_PI) |
| { |
| return 1 / (2 * M_PI); |
| } |
| else |
| { |
| return 0; |
| } |
| } |
| |
| double |
| test_dirichlet (void) |
| { |
| /* This is a bit of a lame test, since when K=2, the Dirichlet distribution |
| becomes a beta distribution */ |
| size_t K = 2; |
| double alpha[2] = { 2.5, 5.0 }; |
| double theta[2] = { 0.0, 0.0 }; |
| |
| gsl_ran_dirichlet (r_global, K, alpha, theta); |
| |
| return theta[0]; |
| } |
| |
| double |
| test_dirichlet_pdf (double x) |
| { |
| size_t K = 2; |
| double alpha[2] = { 2.5, 5.0 }; |
| double theta[2]; |
| |
| if (x <= 0.0 || x >= 1.0) |
| return 0.0; /* Out of range */ |
| |
| theta[0] = x; |
| theta[1] = 1.0 - x; |
| |
| return gsl_ran_dirichlet_pdf (K, alpha, theta); |
| } |
| |
| |
| /* Check that the observed means of the Dirichlet variables are |
| within reasonable statistical errors of their correct values. */ |
| |
| #define DIRICHLET_K 10 |
| |
| void |
| test_dirichlet_moments (void) |
| { |
| double alpha[DIRICHLET_K]; |
| double theta[DIRICHLET_K]; |
| double theta_sum[DIRICHLET_K]; |
| |
| double alpha_sum = 0.0; |
| double mean, obs_mean, sd, sigma; |
| int status, k, n; |
| |
| for (k = 0; k < DIRICHLET_K; k++) |
| { |
| alpha[k] = gsl_ran_exponential (r_global, 0.1); |
| alpha_sum += alpha[k]; |
| theta_sum[k] = 0.0; |
| } |
| |
| for (n = 0; n < N; n++) |
| { |
| gsl_ran_dirichlet (r_global, DIRICHLET_K, alpha, theta); |
| for (k = 0; k < DIRICHLET_K; k++) |
| theta_sum[k] += theta[k]; |
| } |
| |
| for (k = 0; k < DIRICHLET_K; k++) |
| { |
| mean = alpha[k] / alpha_sum; |
| sd = |
| sqrt ((alpha[k] * (1. - alpha[k] / alpha_sum)) / |
| (alpha_sum * (alpha_sum + 1.))); |
| obs_mean = theta_sum[k] / N; |
| sigma = sqrt ((double) N) * fabs (mean - obs_mean) / sd; |
| |
| status = (sigma > 3.0); |
| |
| gsl_test (status, |
| "test gsl_ran_dirichlet: mean (%g observed vs %g expected)", |
| obs_mean, mean); |
| } |
| } |
| |
| |
| /* Check that the observed means of the multinomial variables are |
| within reasonable statistical errors of their correct values. */ |
| |
| void |
| test_multinomial_moments (void) |
| { |
| const unsigned int sum_n = 100; |
| |
| const double p[MULTI_DIM] ={ 0.2, 0.20, 0.17, 0.14, 0.12, |
| 0.07, 0.05, 0.02, 0.02, 0.01 }; |
| |
| unsigned int x[MULTI_DIM]; |
| double x_sum[MULTI_DIM]; |
| |
| double mean, obs_mean, sd, sigma; |
| int status, k, n; |
| |
| for (k = 0; k < MULTI_DIM; k++) |
| x_sum[k] =0.0; |
| |
| for (n = 0; n < N; n++) |
| { |
| gsl_ran_multinomial (r_global, MULTI_DIM, sum_n, p, x); |
| for (k = 0; k < MULTI_DIM; k++) |
| x_sum[k] += x[k]; |
| } |
| |
| for (k = 0; k < MULTI_DIM; k++) |
| { |
| mean = p[k] * sum_n; |
| sd = p[k] * (1.-p[k]) * sum_n; |
| |
| obs_mean = x_sum[k] / N; |
| sigma = sqrt ((double) N) * fabs (mean - obs_mean) / sd; |
| |
| status = (sigma > 3.0); |
| |
| gsl_test (status, |
| "test gsl_ran_multinomial: mean (%g observed vs %g expected)", |
| obs_mean, mean); |
| } |
| } |
| |
| |
| double |
| test_discrete1 (void) |
| { |
| static double P[3] = { 0.59, 0.4, 0.01 }; |
| if (g1 == NULL) |
| { |
| g1 = gsl_ran_discrete_preproc (3, P); |
| } |
| return gsl_ran_discrete (r_global, g1); |
| } |
| |
| double |
| test_discrete1_pdf (unsigned int n) |
| { |
| return gsl_ran_discrete_pdf ((size_t) n, g1); |
| } |
| |
| double |
| test_discrete2 (void) |
| { |
| static double P[10] = { 1, 9, 3, 4, 5, 8, 6, 7, 2, 0 }; |
| if (g2 == NULL) |
| { |
| g2 = gsl_ran_discrete_preproc (10, P); |
| } |
| return gsl_ran_discrete (r_global, g2); |
| } |
| |
| double |
| test_discrete2_pdf (unsigned int n) |
| { |
| return gsl_ran_discrete_pdf ((size_t) n, g2); |
| } |
| double |
| test_discrete3 (void) |
| { |
| static double P[20]; |
| if (g3 == NULL) |
| { int i; |
| for (i=0; i<20; ++i) P[i]=1.0/20; |
| g3 = gsl_ran_discrete_preproc (20, P); |
| } |
| return gsl_ran_discrete (r_global, g3); |
| } |
| |
| double |
| test_discrete3_pdf (unsigned int n) |
| { |
| return gsl_ran_discrete_pdf ((size_t) n, g3); |
| } |
| |
| |
| double |
| test_erlang (void) |
| { |
| return gsl_ran_erlang (r_global, 3.0, 4.0); |
| } |
| |
| double |
| test_erlang_pdf (double x) |
| { |
| return gsl_ran_erlang_pdf (x, 3.0, 4.0); |
| } |
| |
| double |
| test_exponential (void) |
| { |
| return gsl_ran_exponential (r_global, 2.0); |
| } |
| |
| double |
| test_exponential_pdf (double x) |
| { |
| return gsl_ran_exponential_pdf (x, 2.0); |
| } |
| |
| double |
| test_exppow0 (void) |
| { |
| return gsl_ran_exppow (r_global, 3.7, 0.3); |
| } |
| |
| double |
| test_exppow0_pdf (double x) |
| { |
| return gsl_ran_exppow_pdf (x, 3.7, 0.3); |
| } |
| |
| double |
| test_exppow1 (void) |
| { |
| return gsl_ran_exppow (r_global, 3.7, 1.0); |
| } |
| |
| double |
| test_exppow1_pdf (double x) |
| { |
| return gsl_ran_exppow_pdf (x, 3.7, 1.0); |
| } |
| |
| double |
| test_exppow1a (void) |
| { |
| return gsl_ran_exppow (r_global, 3.7, 1.9); |
| } |
| |
| double |
| test_exppow1a_pdf (double x) |
| { |
| return gsl_ran_exppow_pdf (x, 3.7, 1.9); |
| } |
| |
| double |
| test_exppow2 (void) |
| { |
| return gsl_ran_exppow (r_global, 3.7, 2.0); |
| } |
| |
| double |
| test_exppow2_pdf (double x) |
| { |
| return gsl_ran_exppow_pdf (x, 3.7, 2.0); |
| } |
| |
| |
| double |
| test_exppow2a (void) |
| { |
| return gsl_ran_exppow (r_global, 3.7, 3.5); |
| } |
| |
| double |
| test_exppow2a_pdf (double x) |
| { |
| return gsl_ran_exppow_pdf (x, 3.7, 3.5); |
| } |
| |
| double |
| test_exppow2b (void) |
| { |
| return gsl_ran_exppow (r_global, 3.7, 7.5); |
| } |
| |
| double |
| test_exppow2b_pdf (double x) |
| { |
| return gsl_ran_exppow_pdf (x, 3.7, 7.5); |
| } |
| |
| double |
| test_fdist (void) |
| { |
| return gsl_ran_fdist (r_global, 3.0, 4.0); |
| } |
| |
| double |
| test_fdist_pdf (double x) |
| { |
| return gsl_ran_fdist_pdf (x, 3.0, 4.0); |
| } |
| |
| double |
| test_flat (void) |
| { |
| return gsl_ran_flat (r_global, 3.0, 4.0); |
| } |
| |
| double |
| test_flat_pdf (double x) |
| { |
| return gsl_ran_flat_pdf (x, 3.0, 4.0); |
| } |
| |
| double |
| test_gamma (void) |
| { |
| return gsl_ran_gamma (r_global, 2.5, 2.17); |
| } |
| |
| double |
| test_gamma_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 2.5, 2.17); |
| } |
| |
| double |
| test_gamma1 (void) |
| { |
| return gsl_ran_gamma (r_global, 1.0, 2.17); |
| } |
| |
| double |
| test_gamma1_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 1.0, 2.17); |
| } |
| |
| |
| double |
| test_gamma_int (void) |
| { |
| return gsl_ran_gamma (r_global, 10.0, 2.17); |
| } |
| |
| double |
| test_gamma_int_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 10.0, 2.17); |
| } |
| |
| |
| double |
| test_gamma_large (void) |
| { |
| return gsl_ran_gamma (r_global, 20.0, 2.17); |
| } |
| |
| double |
| test_gamma_large_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 20.0, 2.17); |
| } |
| |
| double |
| test_gamma_small (void) |
| { |
| return gsl_ran_gamma (r_global, 0.92, 2.17); |
| } |
| |
| double |
| test_gamma_small_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 0.92, 2.17); |
| } |
| |
| |
| double |
| test_gamma_mt (void) |
| { |
| return gsl_ran_gamma_mt (r_global, 2.5, 2.17); |
| } |
| |
| double |
| test_gamma_mt_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 2.5, 2.17); |
| } |
| |
| double |
| test_gamma_mt1 (void) |
| { |
| return gsl_ran_gamma_mt (r_global, 1.0, 2.17); |
| } |
| |
| double |
| test_gamma_mt1_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 1.0, 2.17); |
| } |
| |
| |
| double |
| test_gamma_mt_int (void) |
| { |
| return gsl_ran_gamma_mt (r_global, 10.0, 2.17); |
| } |
| |
| double |
| test_gamma_mt_int_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 10.0, 2.17); |
| } |
| |
| |
| double |
| test_gamma_mt_large (void) |
| { |
| return gsl_ran_gamma_mt (r_global, 20.0, 2.17); |
| } |
| |
| double |
| test_gamma_mt_large_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 20.0, 2.17); |
| } |
| |
| |
| double |
| test_gamma_mt_small (void) |
| { |
| return gsl_ran_gamma_mt (r_global, 0.92, 2.17); |
| } |
| |
| double |
| test_gamma_mt_small_pdf (double x) |
| { |
| return gsl_ran_gamma_pdf (x, 0.92, 2.17); |
| } |
| |
| |
| double |
| test_gaussian (void) |
| { |
| return gsl_ran_gaussian (r_global, 3.0); |
| } |
| |
| double |
| test_gaussian_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, 3.0); |
| } |
| |
| double |
| test_gaussian_ratio_method (void) |
| { |
| return gsl_ran_gaussian_ratio_method (r_global, 3.0); |
| } |
| |
| double |
| test_gaussian_ratio_method_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, 3.0); |
| } |
| |
| double |
| test_gaussian_ziggurat (void) |
| { |
| return gsl_ran_gaussian_ziggurat (r_global, 3.12); |
| } |
| |
| double |
| test_gaussian_ziggurat_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, 3.12); |
| } |
| |
| double |
| test_gaussian_tail (void) |
| { |
| return gsl_ran_gaussian_tail (r_global, 1.7, 0.25); |
| } |
| |
| double |
| test_gaussian_tail_pdf (double x) |
| { |
| return gsl_ran_gaussian_tail_pdf (x, 1.7, 0.25); |
| } |
| |
| double |
| test_gaussian_tail1 (void) |
| { |
| return gsl_ran_gaussian_tail (r_global, -1.7, 5.0); |
| } |
| |
| double |
| test_gaussian_tail1_pdf (double x) |
| { |
| return gsl_ran_gaussian_tail_pdf (x, -1.7, 5.0); |
| } |
| |
| double |
| test_gaussian_tail2 (void) |
| { |
| return gsl_ran_gaussian_tail (r_global, 0.1, 2.0); |
| } |
| |
| double |
| test_gaussian_tail2_pdf (double x) |
| { |
| return gsl_ran_gaussian_tail_pdf (x, 0.1, 2.0); |
| } |
| |
| |
| double |
| test_ugaussian (void) |
| { |
| return gsl_ran_ugaussian (r_global); |
| } |
| |
| double |
| test_ugaussian_pdf (double x) |
| { |
| return gsl_ran_ugaussian_pdf (x); |
| } |
| |
| double |
| test_ugaussian_ratio_method (void) |
| { |
| return gsl_ran_ugaussian_ratio_method (r_global); |
| } |
| |
| double |
| test_ugaussian_ratio_method_pdf (double x) |
| { |
| return gsl_ran_ugaussian_pdf (x); |
| } |
| |
| double |
| test_ugaussian_tail (void) |
| { |
| return gsl_ran_ugaussian_tail (r_global, 3.0); |
| } |
| |
| double |
| test_ugaussian_tail_pdf (double x) |
| { |
| return gsl_ran_ugaussian_tail_pdf (x, 3.0); |
| } |
| |
| double |
| test_bivariate_gaussian1 (void) |
| { |
| double x = 0, y = 0; |
| gsl_ran_bivariate_gaussian (r_global, 3.0, 2.0, 0.3, &x, &y); |
| return x; |
| } |
| |
| double |
| test_bivariate_gaussian1_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, 3.0); |
| } |
| |
| double |
| test_bivariate_gaussian2 (void) |
| { |
| double x = 0, y = 0; |
| gsl_ran_bivariate_gaussian (r_global, 3.0, 2.0, 0.3, &x, &y); |
| return y; |
| } |
| |
| double |
| test_bivariate_gaussian2_pdf (double y) |
| { |
| int i, n = 10; |
| double sum = 0; |
| double a = -10, b = 10, dx = (b - a) / n; |
| for (i = 0; i < n; i++) |
| { |
| double x = a + i * dx; |
| sum += gsl_ran_bivariate_gaussian_pdf (x, y, 3.0, 2.0, 0.3) * dx; |
| } |
| return sum; |
| } |
| |
| |
| double |
| test_bivariate_gaussian3 (void) |
| { |
| double x = 0, y = 0; |
| gsl_ran_bivariate_gaussian (r_global, 3.0, 2.0, 0.3, &x, &y); |
| return x + y; |
| } |
| |
| double |
| test_bivariate_gaussian3_pdf (double x) |
| { |
| double sx = 3.0, sy = 2.0, r = 0.3; |
| double su = (sx + r * sy); |
| double sv = sy * sqrt (1 - r * r); |
| double sigma = sqrt (su * su + sv * sv); |
| |
| return gsl_ran_gaussian_pdf (x, sigma); |
| } |
| |
| double |
| test_bivariate_gaussian4 (void) |
| { |
| double x = 0, y = 0; |
| gsl_ran_bivariate_gaussian (r_global, 3.0, 2.0, -0.5, &x, &y); |
| return x + y; |
| } |
| |
| double |
| test_bivariate_gaussian4_pdf (double x) |
| { |
| double sx = 3.0, sy = 2.0, r = -0.5; |
| double su = (sx + r * sy); |
| double sv = sy * sqrt (1 - r * r); |
| double sigma = sqrt (su * su + sv * sv); |
| |
| return gsl_ran_gaussian_pdf (x, sigma); |
| } |
| |
| |
| double |
| test_geometric (void) |
| { |
| return gsl_ran_geometric (r_global, 0.5); |
| } |
| |
| double |
| test_geometric_pdf (unsigned int n) |
| { |
| return gsl_ran_geometric_pdf (n, 0.5); |
| } |
| |
| double |
| test_geometric1 (void) |
| { |
| return gsl_ran_geometric (r_global, 1.0); |
| } |
| |
| double |
| test_geometric1_pdf (unsigned int n) |
| { |
| return gsl_ran_geometric_pdf (n, 1.0); |
| } |
| |
| double |
| test_hypergeometric1 (void) |
| { |
| return gsl_ran_hypergeometric (r_global, 5, 7, 4); |
| } |
| |
| double |
| test_hypergeometric1_pdf (unsigned int n) |
| { |
| return gsl_ran_hypergeometric_pdf (n, 5, 7, 4); |
| } |
| |
| |
| double |
| test_hypergeometric2 (void) |
| { |
| return gsl_ran_hypergeometric (r_global, 5, 7, 11); |
| } |
| |
| double |
| test_hypergeometric2_pdf (unsigned int n) |
| { |
| return gsl_ran_hypergeometric_pdf (n, 5, 7, 11); |
| } |
| |
| double |
| test_hypergeometric3 (void) |
| { |
| return gsl_ran_hypergeometric (r_global, 5, 7, 1); |
| } |
| |
| double |
| test_hypergeometric3_pdf (unsigned int n) |
| { |
| return gsl_ran_hypergeometric_pdf (n, 5, 7, 1); |
| } |
| |
| double |
| test_hypergeometric4 (void) |
| { |
| return gsl_ran_hypergeometric (r_global, 5, 7, 20); |
| } |
| |
| double |
| test_hypergeometric4_pdf (unsigned int n) |
| { |
| return gsl_ran_hypergeometric_pdf (n, 5, 7, 20); |
| } |
| |
| double |
| test_hypergeometric5 (void) |
| { |
| return gsl_ran_hypergeometric (r_global, 2, 7, 5); |
| } |
| |
| double |
| test_hypergeometric5_pdf (unsigned int n) |
| { |
| return gsl_ran_hypergeometric_pdf (n, 2, 7, 5); |
| } |
| |
| |
| double |
| test_hypergeometric6 (void) |
| { |
| return gsl_ran_hypergeometric (r_global, 2, 10, 3); |
| } |
| |
| double |
| test_hypergeometric6_pdf (unsigned int n) |
| { |
| return gsl_ran_hypergeometric_pdf (n, 2, 10, 3); |
| } |
| |
| |
| |
| |
| double |
| test_gumbel1 (void) |
| { |
| return gsl_ran_gumbel1 (r_global, 3.12, 4.56); |
| } |
| |
| double |
| test_gumbel1_pdf (double x) |
| { |
| return gsl_ran_gumbel1_pdf (x, 3.12, 4.56); |
| } |
| |
| double |
| test_gumbel2 (void) |
| { |
| return gsl_ran_gumbel2 (r_global, 3.12, 4.56); |
| } |
| |
| double |
| test_gumbel2_pdf (double x) |
| { |
| return gsl_ran_gumbel2_pdf (x, 3.12, 4.56); |
| } |
| |
| double |
| test_landau (void) |
| { |
| return gsl_ran_landau (r_global); |
| } |
| |
| double |
| test_landau_pdf (double x) |
| { |
| return gsl_ran_landau_pdf (x); |
| } |
| |
| double |
| test_levy1 (void) |
| { |
| return gsl_ran_levy (r_global, 5.0, 1.0); |
| } |
| |
| double |
| test_levy1_pdf (double x) |
| { |
| return gsl_ran_cauchy_pdf (x, 5.0); |
| } |
| |
| double |
| test_levy2 (void) |
| { |
| return gsl_ran_levy (r_global, 5.0, 2.0); |
| } |
| |
| double |
| test_levy2_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, sqrt (2.0) * 5.0); |
| } |
| |
| double |
| test_levy1a (void) |
| { |
| return gsl_ran_levy (r_global, 5.0, 1.01); |
| } |
| |
| double |
| test_levy1a_pdf (double x) |
| { |
| return gsl_ran_cauchy_pdf (x, 5.0); |
| } |
| |
| double |
| test_levy2a (void) |
| { |
| return gsl_ran_levy (r_global, 5.0, 1.99); |
| } |
| |
| double |
| test_levy2a_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, sqrt (2.0) * 5.0); |
| } |
| |
| |
| double |
| test_levy_skew1 (void) |
| { |
| return gsl_ran_levy_skew (r_global, 5.0, 1.0, 0.0); |
| } |
| |
| double |
| test_levy_skew1_pdf (double x) |
| { |
| return gsl_ran_cauchy_pdf (x, 5.0); |
| } |
| |
| double |
| test_levy_skew2 (void) |
| { |
| return gsl_ran_levy_skew (r_global, 5.0, 2.0, 0.0); |
| } |
| |
| double |
| test_levy_skew2_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, sqrt (2.0) * 5.0); |
| } |
| |
| double |
| test_levy_skew1a (void) |
| { |
| return gsl_ran_levy_skew (r_global, 5.0, 1.01, 0.0); |
| } |
| |
| double |
| test_levy_skew1a_pdf (double x) |
| { |
| return gsl_ran_cauchy_pdf (x, 5.0); |
| } |
| |
| double |
| test_levy_skew2a (void) |
| { |
| return gsl_ran_levy_skew (r_global, 5.0, 1.99, 0.0); |
| } |
| |
| double |
| test_levy_skew2a_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, sqrt (2.0) * 5.0); |
| } |
| |
| double |
| test_levy_skew1b (void) |
| { |
| return gsl_ran_levy_skew (r_global, 5.0, 1.01, 0.001); |
| } |
| |
| double |
| test_levy_skew1b_pdf (double x) |
| { |
| return gsl_ran_cauchy_pdf (x, 5.0); |
| } |
| |
| double |
| test_levy_skew2b (void) |
| { |
| return gsl_ran_levy_skew (r_global, 5.0, 1.99, 0.001); |
| } |
| |
| double |
| test_levy_skew2b_pdf (double x) |
| { |
| return gsl_ran_gaussian_pdf (x, sqrt (2.0) * 5.0); |
| } |
| |
| |
| double |
| test_logistic (void) |
| { |
| return gsl_ran_logistic (r_global, 3.1); |
| } |
| |
| double |
| test_logistic_pdf (double x) |
| { |
| return gsl_ran_logistic_pdf (x, 3.1); |
| } |
| |
| double |
| test_logarithmic (void) |
| { |
| return gsl_ran_logarithmic (r_global, 0.4); |
| } |
| |
| double |
| test_logarithmic_pdf (unsigned int n) |
| { |
| return gsl_ran_logarithmic_pdf (n, 0.4); |
| } |
| |
| |
| double |
| test_lognormal (void) |
| { |
| return gsl_ran_lognormal (r_global, 2.7, 1.3); |
| } |
| |
| double |
| test_lognormal_pdf (double x) |
| { |
| return gsl_ran_lognormal_pdf (x, 2.7, 1.3); |
| } |
| |
| double |
| test_multinomial (void) |
| { |
| const size_t K = 3; |
| const unsigned int sum_n = BINS; |
| unsigned int n[3]; |
| /* Test use of weights instead of probabilities. */ |
| const double p[] = { 2., 7., 1.}; |
| |
| gsl_ran_multinomial ( r_global, K, sum_n, p, n); |
| |
| return n[0]; |
| } |
| |
| double |
| test_multinomial_pdf (unsigned int n_0) |
| { |
| /* The margional distribution of just 1 variate is binomial. */ |
| size_t K = 2; |
| /* Test use of weights instead of probabilities */ |
| double p[] = { 0.4, 1.6}; |
| const unsigned int sum_n = BINS; |
| unsigned int n[2]; |
| |
| n[0] = n_0; |
| n[1] =sum_n - n_0; |
| |
| return gsl_ran_multinomial_pdf (K, p, n); |
| } |
| |
| |
| double |
| test_multinomial_large (void) |
| { |
| const unsigned int sum_n = BINS; |
| unsigned int n[MULTI_DIM]; |
| const double p[MULTI_DIM] = { 0.2, 0.20, 0.17, 0.14, 0.12, |
| 0.07, 0.05, 0.04, 0.01, 0.00 }; |
| |
| gsl_ran_multinomial ( r_global, MULTI_DIM, sum_n, p, n); |
| |
| return n[0]; |
| } |
| |
| double |
| test_multinomial_large_pdf (unsigned int n_0) |
| { |
| return test_multinomial_pdf(n_0); |
| } |
| |
| double |
| test_negative_binomial (void) |
| { |
| return gsl_ran_negative_binomial (r_global, 0.3, 20.0); |
| } |
| |
| double |
| test_negative_binomial_pdf (unsigned int n) |
| { |
| return gsl_ran_negative_binomial_pdf (n, 0.3, 20.0); |
| } |
| |
| double |
| test_pascal (void) |
| { |
| return gsl_ran_pascal (r_global, 0.8, 3); |
| } |
| |
| double |
| test_pascal_pdf (unsigned int n) |
| { |
| return gsl_ran_pascal_pdf (n, 0.8, 3); |
| } |
| |
| |
| double |
| test_pareto (void) |
| { |
| return gsl_ran_pareto (r_global, 1.9, 2.75); |
| } |
| |
| double |
| test_pareto_pdf (double x) |
| { |
| return gsl_ran_pareto_pdf (x, 1.9, 2.75); |
| } |
| |
| double |
| test_rayleigh (void) |
| { |
| return gsl_ran_rayleigh (r_global, 1.9); |
| } |
| |
| double |
| test_rayleigh_pdf (double x) |
| { |
| return gsl_ran_rayleigh_pdf (x, 1.9); |
| } |
| |
| double |
| test_rayleigh_tail (void) |
| { |
| return gsl_ran_rayleigh_tail (r_global, 2.7, 1.9); |
| } |
| |
| double |
| test_rayleigh_tail_pdf (double x) |
| { |
| return gsl_ran_rayleigh_tail_pdf (x, 2.7, 1.9); |
| } |
| |
| |
| double |
| test_poisson (void) |
| { |
| return gsl_ran_poisson (r_global, 5.0); |
| } |
| |
| double |
| test_poisson_pdf (unsigned int n) |
| { |
| return gsl_ran_poisson_pdf (n, 5.0); |
| } |
| |
| double |
| test_poisson_large (void) |
| { |
| return gsl_ran_poisson (r_global, 30.0); |
| } |
| |
| double |
| test_poisson_large_pdf (unsigned int n) |
| { |
| return gsl_ran_poisson_pdf (n, 30.0); |
| } |
| |
| |
| double |
| test_tdist1 (void) |
| { |
| return gsl_ran_tdist (r_global, 1.75); |
| } |
| |
| double |
| test_tdist1_pdf (double x) |
| { |
| return gsl_ran_tdist_pdf (x, 1.75); |
| } |
| |
| double |
| test_tdist2 (void) |
| { |
| return gsl_ran_tdist (r_global, 12.75); |
| } |
| |
| double |
| test_tdist2_pdf (double x) |
| { |
| return gsl_ran_tdist_pdf (x, 12.75); |
| } |
| |
| |
| double |
| test_laplace (void) |
| { |
| return gsl_ran_laplace (r_global, 2.75); |
| } |
| |
| double |
| test_laplace_pdf (double x) |
| { |
| return gsl_ran_laplace_pdf (x, 2.75); |
| } |
| |
| double |
| test_weibull (void) |
| { |
| return gsl_ran_weibull (r_global, 3.14, 2.75); |
| } |
| |
| double |
| test_weibull_pdf (double x) |
| { |
| return gsl_ran_weibull_pdf (x, 3.14, 2.75); |
| } |
| |
| |
| double |
| test_weibull1 (void) |
| { |
| return gsl_ran_weibull (r_global, 2.97, 1.0); |
| } |
| |
| double |
| test_weibull1_pdf (double x) |
| { |
| return gsl_ran_weibull_pdf (x, 2.97, 1.0); |
| } |