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authorAbseil Team <absl-team@google.com>2019-06-21T20·11-0700
committerGennadiy Rozental <rogeeff@google.com>2019-06-21T20·18-0400
commite9324d926a9189e222741fce6e676f0944661a72 (patch)
treea08568a709940c376454da34c9d8aac021378e5f /absl/random/internal/distribution_test_util_test.cc
parent43ef2148c0936ebf7cb4be6b19927a9d9d145b8f (diff)
Export of internal Abseil changes.
--
7a6ff16a85beb730c172d5d25cf1b5e1be885c56 by Laramie Leavitt <lar@google.com>:

Internal change.

PiperOrigin-RevId: 254454546

--
ff8f9bafaefc26d451f576ea4a06d150aed63f6f by Andy Soffer <asoffer@google.com>:

Internal changes

PiperOrigin-RevId: 254451562

--
deefc5b651b479ce36f0b4ef203e119c0c8936f2 by CJ Johnson <johnsoncj@google.com>:

Account for subtracting unsigned values from the size of InlinedVector

PiperOrigin-RevId: 254450625

--
3c677316a27bcadc17e41957c809ca472d5fef14 by Andy Soffer <asoffer@google.com>:

Add C++17's std::make_from_tuple to absl/utility/utility.h

PiperOrigin-RevId: 254411573

--
4ee3536a918830eeec402a28fc31a62c7c90b940 by CJ Johnson <johnsoncj@google.com>:

Adds benchmark for the rest of the InlinedVector public API

PiperOrigin-RevId: 254408378

--
e5a21a00700ee83498ff1efbf649169756463ee4 by CJ Johnson <johnsoncj@google.com>:

Updates the definition of InlinedVector::shrink_to_fit() to be exception safe and adds exception safety tests for it.

PiperOrigin-RevId: 254401387

--
2ea82e72b86d82d78b4e4712a63a55981b53c64b by Laramie Leavitt <lar@google.com>:

Use absl::InsecureBitGen in place of std::mt19937
in tests absl/random/...distribution_test.cc

PiperOrigin-RevId: 254289444

--
fa099e02c413a7ffda732415e8105cad26a90337 by Andy Soffer <asoffer@google.com>:

Internal changes

PiperOrigin-RevId: 254286334

--
ce34b7f36933b30cfa35b9c9a5697a792b5666e4 by Andy Soffer <asoffer@google.com>:

Internal changes

PiperOrigin-RevId: 254273059

--
6f9c473da7c2090c2e85a37c5f00622e8a912a89 by Jorg Brown <jorg@google.com>:

Change absl::container_internal::CompressedTuple to instantiate its
internal Storage class with the name of the type it's holding, rather
than the name of the Tuple.  This is not an externally-visible change,
other than less compiler memory is used and less debug information is
generated.

PiperOrigin-RevId: 254269285

--
8bd3c186bf2fc0c55d8a2dd6f28a5327502c9fba by Andy Soffer <asoffer@google.com>:

Adding short-hand IntervalClosed for IntervalClosedClosed and IntervalOpen for
IntervalOpenOpen.

PiperOrigin-RevId: 254252419

--
ea957f99b6a04fccd42aa05605605f3b44b1ecfd by Abseil Team <absl-team@google.com>:

Do not directly use __SIZEOF_INT128__.

In order to avoid linker errors when building with clang-cl (__fixunsdfti, __udivti3 and __fixunssfti are undefined), this CL uses ABSL_HAVE_INTRINSIC_INT128 which is not defined for clang-cl.

PiperOrigin-RevId: 254250739

--
89ab385cd26b34d64130bce856253aaba96d2345 by Andy Soffer <asoffer@google.com>:

Internal changes

PiperOrigin-RevId: 254242321

--
cffc793d93eca6d6bdf7de733847b6ab4a255ae9 by CJ Johnson <johnsoncj@google.com>:

Adds benchmark for InlinedVector::reserve(size_type)

PiperOrigin-RevId: 254199226

--
c90c7a9fa3c8f0c9d5114036979548b055ea2f2a by Gennadiy Rozental <rogeeff@google.com>:

Import of CCTZ from GitHub.

PiperOrigin-RevId: 254072387

--
c4c388beae016c9570ab54ffa1d52660e4a85b7b by Laramie Leavitt <lar@google.com>:

Internal cleanup.

PiperOrigin-RevId: 254062381

--
d3c992e221cc74e5372d0c8fa410170b6a43c062 by Tom Manshreck <shreck@google.com>:

Update distributions.h to Abseil standards

PiperOrigin-RevId: 254054946

--
d15ad0035c34ef11b14fadc5a4a2d3ec415f5518 by CJ Johnson <johnsoncj@google.com>:

Removes functions with only one caller from the implementation details of InlinedVector by manually inlining the definitions

PiperOrigin-RevId: 254005427

--
2f37e807efc3a8ef1f4b539bdd379917d4151520 by Andy Soffer <asoffer@google.com>:

Initial release of Abseil Random

PiperOrigin-RevId: 253999861

--
24ed1694b6430791d781ed533a8f8ccf6cac5856 by CJ Johnson <johnsoncj@google.com>:

Updates the definition of InlinedVector::assign(...)/InlinedVector::operator=(...) to new, exception-safe implementations with exception safety tests to boot

PiperOrigin-RevId: 253993691

--
5613d95f5a7e34a535cfaeadce801441e990843e by CJ Johnson <johnsoncj@google.com>:

Adds benchmarks for InlinedVector::shrink_to_fit()

PiperOrigin-RevId: 253989647

--
2a96ddfdac40bbb8cb6a7f1aeab90917067c6e63 by Abseil Team <absl-team@google.com>:

Initial release of Abseil Random

PiperOrigin-RevId: 253927497

--
bf1aff8fc9ffa921ad74643e9525ecf25b0d8dc1 by Andy Soffer <asoffer@google.com>:

Initial release of Abseil Random

PiperOrigin-RevId: 253920512

--
bfc03f4a3dcda3cf3a4b84bdb84cda24e3394f41 by Laramie Leavitt <lar@google.com>:

Internal change.

PiperOrigin-RevId: 253886486

--
05036cfcc078ca7c5f581a00dfb0daed568cbb69 by Eric Fiselier <ericwf@google.com>:

Don't include `winsock2.h` because it drags in `windows.h` and friends,
and they define awful macros like OPAQUE, ERROR, and more. This has the
potential to break abseil users.

Instead we only forward declare `timeval` and require Windows users
include `winsock2.h` themselves. This is both inconsistent and poor QoI, but so
including 'windows.h' is bad too.

PiperOrigin-RevId: 253852615
GitOrigin-RevId: 7a6ff16a85beb730c172d5d25cf1b5e1be885c56
Change-Id: Icd6aff87da26f29ec8915da856f051129987cef6
Diffstat (limited to 'absl/random/internal/distribution_test_util_test.cc')
-rw-r--r--absl/random/internal/distribution_test_util_test.cc193
1 files changed, 193 insertions, 0 deletions
diff --git a/absl/random/internal/distribution_test_util_test.cc b/absl/random/internal/distribution_test_util_test.cc
new file mode 100644
index 000000000000..c49d44fb4796
--- /dev/null
+++ b/absl/random/internal/distribution_test_util_test.cc
@@ -0,0 +1,193 @@
+// Copyright 2017 The Abseil Authors.
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+//
+//      https://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+
+#include "absl/random/internal/distribution_test_util.h"
+
+#include "gtest/gtest.h"
+
+namespace {
+
+TEST(TestUtil, InverseErf) {
+  const struct {
+    const double z;
+    const double value;
+  } kErfInvTable[] = {
+      {0.0000001, 8.86227e-8},
+      {0.00001, 8.86227e-6},
+      {0.5, 0.4769362762044},
+      {0.6, 0.5951160814499},
+      {0.99999, 3.1234132743},
+      {0.9999999, 3.7665625816},
+      {0.999999944, 3.8403850690566985},  // = log((1-x) * (1+x)) =~ 16.004
+      {0.999999999, 4.3200053849134452},
+  };
+
+  for (const auto& data : kErfInvTable) {
+    auto value = absl::random_internal::erfinv(data.z);
+
+    // Log using the Wolfram-alpha function name & parameters.
+    EXPECT_NEAR(value, data.value, 1e-8)
+        << " InverseErf[" << data.z << "]  (expected=" << data.value << ")  -> "
+        << value;
+  }
+}
+
+const struct {
+  const double p;
+  const double q;
+  const double x;
+  const double alpha;
+} kBetaTable[] = {
+    {0.5, 0.5, 0.01, 0.06376856085851985},
+    {0.5, 0.5, 0.1, 0.2048327646991335},
+    {0.5, 0.5, 1, 1},
+    {1, 0.5, 0, 0},
+    {1, 0.5, 0.01, 0.005012562893380045},
+    {1, 0.5, 0.1, 0.0513167019494862},
+    {1, 0.5, 0.5, 0.2928932188134525},
+    {1, 1, 0.5, 0.5},
+    {2, 2, 0.1, 0.028},
+    {2, 2, 0.2, 0.104},
+    {2, 2, 0.3, 0.216},
+    {2, 2, 0.4, 0.352},
+    {2, 2, 0.5, 0.5},
+    {2, 2, 0.6, 0.648},
+    {2, 2, 0.7, 0.784},
+    {2, 2, 0.8, 0.896},
+    {2, 2, 0.9, 0.972},
+    {5.5, 5, 0.5, 0.4361908850559777},
+    {10, 0.5, 0.9, 0.1516409096346979},
+    {10, 5, 0.5, 0.08978271484375},
+    {10, 5, 1, 1},
+    {10, 10, 0.5, 0.5},
+    {20, 5, 0.8, 0.4598773297575791},
+    {20, 10, 0.6, 0.2146816102371739},
+    {20, 10, 0.8, 0.9507364826957875},
+    {20, 20, 0.5, 0.5},
+    {20, 20, 0.6, 0.8979413687105918},
+    {30, 10, 0.7, 0.2241297491808366},
+    {30, 10, 0.8, 0.7586405487192086},
+    {40, 20, 0.7, 0.7001783247477069},
+    {1, 0.5, 0.1, 0.0513167019494862},
+    {1, 0.5, 0.2, 0.1055728090000841},
+    {1, 0.5, 0.3, 0.1633399734659245},
+    {1, 0.5, 0.4, 0.2254033307585166},
+    {1, 2, 0.2, 0.36},
+    {1, 3, 0.2, 0.488},
+    {1, 4, 0.2, 0.5904},
+    {1, 5, 0.2, 0.67232},
+    {2, 2, 0.3, 0.216},
+    {3, 2, 0.3, 0.0837},
+    {4, 2, 0.3, 0.03078},
+    {5, 2, 0.3, 0.010935},
+
+    // These values test small & large points along the range of the Beta
+    // function.
+    //
+    // When selecting test points, remember that if BetaIncomplete(x, p, q)
+    // returns the same value to within the limits of precision over a large
+    // domain of the input, x, then BetaIncompleteInv(alpha, p, q) may return an
+    // essentially arbitrary value where BetaIncomplete(x, p, q) =~ alpha.
+
+    // BetaRegularized[x, 0.00001, 0.00001],
+    // For x in {~0.001 ... ~0.999}, => ~0.5
+    {1e-5, 1e-5, 1e-5, 0.4999424388184638311},
+    {1e-5, 1e-5, (1.0 - 1e-8), 0.5000920948389232964},
+
+    // BetaRegularized[x, 0.00001, 10000].
+    // For x in {~epsilon ... 1.0}, => ~1
+    {1e-5, 1e5, 1e-6, 0.9999817708130066936},
+    {1e-5, 1e5, (1.0 - 1e-7), 1.0},
+
+    // BetaRegularized[x, 10000, 0.00001].
+    // For x in {0 .. 1-epsilon}, => ~0
+    {1e5, 1e-5, 1e-6, 0},
+    {1e5, 1e-5, (1.0 - 1e-6), 1.8229186993306369e-5},
+};
+
+TEST(BetaTest, BetaIncomplete) {
+  for (const auto& data : kBetaTable) {
+    auto value = absl::random_internal::BetaIncomplete(data.x, data.p, data.q);
+
+    // Log using the Wolfram-alpha function name & parameters.
+    EXPECT_NEAR(value, data.alpha, 1e-12)
+        << " BetaRegularized[" << data.x << ", " << data.p << ", " << data.q
+        << "]  (expected=" << data.alpha << ")  -> " << value;
+  }
+}
+
+TEST(BetaTest, BetaIncompleteInv) {
+  for (const auto& data : kBetaTable) {
+    auto value =
+        absl::random_internal::BetaIncompleteInv(data.p, data.q, data.alpha);
+
+    // Log using the Wolfram-alpha function name & parameters.
+    EXPECT_NEAR(value, data.x, 1e-6)
+        << " InverseBetaRegularized[" << data.alpha << ", " << data.p << ", "
+        << data.q << "]  (expected=" << data.x << ")  -> " << value;
+  }
+}
+
+TEST(MaxErrorTolerance, MaxErrorTolerance) {
+  std::vector<std::pair<double, double>> cases = {
+      {0.0000001, 8.86227e-8 * 1.41421356237},
+      {0.00001, 8.86227e-6 * 1.41421356237},
+      {0.5, 0.4769362762044 * 1.41421356237},
+      {0.6, 0.5951160814499 * 1.41421356237},
+      {0.99999, 3.1234132743 * 1.41421356237},
+      {0.9999999, 3.7665625816 * 1.41421356237},
+      {0.999999944, 3.8403850690566985 * 1.41421356237},
+      {0.999999999, 4.3200053849134452 * 1.41421356237}};
+  for (auto entry : cases) {
+    EXPECT_NEAR(absl::random_internal::MaxErrorTolerance(entry.first),
+                entry.second, 1e-8);
+  }
+}
+
+TEST(ZScore, WithSameMean) {
+  absl::random_internal::DistributionMoments m;
+  m.n = 100;
+  m.mean = 5;
+  m.variance = 1;
+  EXPECT_NEAR(absl::random_internal::ZScore(5, m), 0, 1e-12);
+
+  m.n = 1;
+  m.mean = 0;
+  m.variance = 1;
+  EXPECT_NEAR(absl::random_internal::ZScore(0, m), 0, 1e-12);
+
+  m.n = 10000;
+  m.mean = -5;
+  m.variance = 100;
+  EXPECT_NEAR(absl::random_internal::ZScore(-5, m), 0, 1e-12);
+}
+
+TEST(ZScore, DifferentMean) {
+  absl::random_internal::DistributionMoments m;
+  m.n = 100;
+  m.mean = 5;
+  m.variance = 1;
+  EXPECT_NEAR(absl::random_internal::ZScore(4, m), 10, 1e-12);
+
+  m.n = 1;
+  m.mean = 0;
+  m.variance = 1;
+  EXPECT_NEAR(absl::random_internal::ZScore(-1, m), 1, 1e-12);
+
+  m.n = 10000;
+  m.mean = -5;
+  m.variance = 100;
+  EXPECT_NEAR(absl::random_internal::ZScore(-4, m), -10, 1e-12);
+}
+}  // namespace