| 1 | //===----------------------------------------------------------------------===// |
|---|---|
| 2 | // |
| 3 | // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. |
| 4 | // See https://llvm.org/LICENSE.txt for license information. |
| 5 | // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception |
| 6 | // |
| 7 | //===----------------------------------------------------------------------===// |
| 8 | // |
| 9 | // REQUIRES: long_tests |
| 10 | |
| 11 | // <random> |
| 12 | |
| 13 | // template<class IntType = int> |
| 14 | // class poisson_distribution |
| 15 | |
| 16 | // template<class _URNG> result_type operator()(_URNG& g); |
| 17 | |
| 18 | #include <cassert> |
| 19 | #include <cmath> |
| 20 | #include <cstdint> |
| 21 | #include <limits> |
| 22 | #include <numeric> |
| 23 | #include <random> |
| 24 | #include <vector> |
| 25 | |
| 26 | #include "test_macros.h" |
| 27 | |
| 28 | template <class T> |
| 29 | T sqr(T x) { |
| 30 | return x * x; |
| 31 | } |
| 32 | |
| 33 | void test_bad_ranges() { |
| 34 | // Test cases where the mean is around the largest representable integer for |
| 35 | // `result_type`. These cases don't generate valid poisson distributions, but |
| 36 | // at least they don't blow up. |
| 37 | std::mt19937 eng; |
| 38 | |
| 39 | { |
| 40 | std::poisson_distribution<std::int16_t> distribution(32710.9); |
| 41 | for (int i=0; i < 1000; ++i) { |
| 42 | volatile std::int16_t res = distribution(eng); |
| 43 | ((void)res); |
| 44 | } |
| 45 | } |
| 46 | { |
| 47 | std::poisson_distribution<std::int16_t> distribution(std::numeric_limits<std::int16_t>::max()); |
| 48 | for (int i=0; i < 1000; ++i) { |
| 49 | volatile std::int16_t res = distribution(eng); |
| 50 | ((void)res); |
| 51 | } |
| 52 | } |
| 53 | { |
| 54 | std::poisson_distribution<std::int16_t> distribution( |
| 55 | static_cast<double>(std::numeric_limits<std::int16_t>::max()) + 10); |
| 56 | for (int i=0; i < 1000; ++i) { |
| 57 | volatile std::int16_t res = distribution(eng); |
| 58 | ((void)res); |
| 59 | } |
| 60 | } |
| 61 | { |
| 62 | std::poisson_distribution<std::int16_t> distribution( |
| 63 | static_cast<double>(std::numeric_limits<std::int16_t>::max()) * 2); |
| 64 | for (int i=0; i < 1000; ++i) { |
| 65 | volatile std::int16_t res = distribution(eng); |
| 66 | ((void)res); |
| 67 | } |
| 68 | } |
| 69 | { |
| 70 | // We convert `INF` to `DBL_MAX` otherwise the distribution will hang. |
| 71 | std::poisson_distribution<std::int16_t> distribution(std::numeric_limits<double>::infinity()); |
| 72 | for (int i=0; i < 1000; ++i) { |
| 73 | volatile std::int16_t res = distribution(eng); |
| 74 | ((void)res); |
| 75 | } |
| 76 | } |
| 77 | { |
| 78 | std::poisson_distribution<std::int16_t> distribution(0); |
| 79 | for (int i=0; i < 1000; ++i) { |
| 80 | volatile std::int16_t res = distribution(eng); |
| 81 | ((void)res); |
| 82 | } |
| 83 | } |
| 84 | { |
| 85 | // We convert `INF` to `DBL_MAX` otherwise the distribution will hang. |
| 86 | std::poisson_distribution<std::int16_t> distribution(-100); |
| 87 | for (int i=0; i < 1000; ++i) { |
| 88 | volatile std::int16_t res = distribution(eng); |
| 89 | ((void)res); |
| 90 | } |
| 91 | } |
| 92 | } |
| 93 | |
| 94 | template <class T> |
| 95 | void tests() { |
| 96 | { |
| 97 | typedef std::poisson_distribution<T> D; |
| 98 | typedef std::minstd_rand G; |
| 99 | G g; |
| 100 | D d(2); |
| 101 | const int N = 100000; |
| 102 | std::vector<double> u; |
| 103 | for (int i = 0; i < N; ++i) |
| 104 | { |
| 105 | typename D::result_type v = d(g); |
| 106 | assert(d.min() <= v && v <= d.max()); |
| 107 | u.push_back(v); |
| 108 | } |
| 109 | double mean = std::accumulate(first: u.begin(), last: u.end(), init: 0.0) / u.size(); |
| 110 | double var = 0; |
| 111 | double skew = 0; |
| 112 | double kurtosis = 0; |
| 113 | for (unsigned i = 0; i < u.size(); ++i) |
| 114 | { |
| 115 | double dbl = (u[i] - mean); |
| 116 | double d2 = sqr(x: dbl); |
| 117 | var += d2; |
| 118 | skew += dbl * d2; |
| 119 | kurtosis += d2 * d2; |
| 120 | } |
| 121 | var /= u.size(); |
| 122 | double dev = std::sqrt(x: var); |
| 123 | skew /= u.size() * dev * var; |
| 124 | kurtosis /= u.size() * var * var; |
| 125 | kurtosis -= 3; |
| 126 | double x_mean = d.mean(); |
| 127 | double x_var = d.mean(); |
| 128 | double x_skew = 1 / std::sqrt(x: x_var); |
| 129 | double x_kurtosis = 1 / x_var; |
| 130 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 131 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 132 | assert(std::abs((skew - x_skew) / x_skew) < 0.03); |
| 133 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.2); |
| 134 | } |
| 135 | { |
| 136 | typedef std::poisson_distribution<T> D; |
| 137 | typedef std::minstd_rand G; |
| 138 | G g; |
| 139 | D d(0.75); |
| 140 | const int N = 100000; |
| 141 | std::vector<double> u; |
| 142 | for (int i = 0; i < N; ++i) |
| 143 | { |
| 144 | typename D::result_type v = d(g); |
| 145 | assert(d.min() <= v && v <= d.max()); |
| 146 | u.push_back(v); |
| 147 | } |
| 148 | double mean = std::accumulate(first: u.begin(), last: u.end(), init: 0.0) / u.size(); |
| 149 | double var = 0; |
| 150 | double skew = 0; |
| 151 | double kurtosis = 0; |
| 152 | for (unsigned i = 0; i < u.size(); ++i) |
| 153 | { |
| 154 | double dbl = (u[i] - mean); |
| 155 | double d2 = sqr(x: dbl); |
| 156 | var += d2; |
| 157 | skew += dbl * d2; |
| 158 | kurtosis += d2 * d2; |
| 159 | } |
| 160 | var /= u.size(); |
| 161 | double dev = std::sqrt(x: var); |
| 162 | skew /= u.size() * dev * var; |
| 163 | kurtosis /= u.size() * var * var; |
| 164 | kurtosis -= 3; |
| 165 | double x_mean = d.mean(); |
| 166 | double x_var = d.mean(); |
| 167 | double x_skew = 1 / std::sqrt(x: x_var); |
| 168 | double x_kurtosis = 1 / x_var; |
| 169 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 170 | assert(std::abs((var - x_var) / x_var) < 0.02); |
| 171 | assert(std::abs((skew - x_skew) / x_skew) < 0.02); |
| 172 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.09); |
| 173 | } |
| 174 | { |
| 175 | typedef std::poisson_distribution<T> D; |
| 176 | typedef std::mt19937 G; |
| 177 | G g; |
| 178 | D d(20); |
| 179 | const int N = 1000000; |
| 180 | std::vector<double> u; |
| 181 | for (int i = 0; i < N; ++i) |
| 182 | { |
| 183 | typename D::result_type v = d(g); |
| 184 | assert(d.min() <= v && v <= d.max()); |
| 185 | u.push_back(v); |
| 186 | } |
| 187 | double mean = std::accumulate(first: u.begin(), last: u.end(), init: 0.0) / u.size(); |
| 188 | double var = 0; |
| 189 | double skew = 0; |
| 190 | double kurtosis = 0; |
| 191 | for (unsigned i = 0; i < u.size(); ++i) |
| 192 | { |
| 193 | double dbl = (u[i] - mean); |
| 194 | double d2 = sqr(x: dbl); |
| 195 | var += d2; |
| 196 | skew += dbl * d2; |
| 197 | kurtosis += d2 * d2; |
| 198 | } |
| 199 | var /= u.size(); |
| 200 | double dev = std::sqrt(x: var); |
| 201 | skew /= u.size() * dev * var; |
| 202 | kurtosis /= u.size() * var * var; |
| 203 | kurtosis -= 3; |
| 204 | double x_mean = d.mean(); |
| 205 | double x_var = d.mean(); |
| 206 | double x_skew = 1 / std::sqrt(x: x_var); |
| 207 | double x_kurtosis = 1 / x_var; |
| 208 | assert(std::abs((mean - x_mean) / x_mean) < 0.01); |
| 209 | assert(std::abs((var - x_var) / x_var) < 0.01); |
| 210 | assert(std::abs((skew - x_skew) / x_skew) < 0.02); |
| 211 | assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.3); |
| 212 | } |
| 213 | } |
| 214 | |
| 215 | int main(int, char**) { |
| 216 | test_bad_ranges(); |
| 217 | |
| 218 | tests<short>(); |
| 219 | tests<int>(); |
| 220 | tests<long>(); |
| 221 | tests<long long>(); |
| 222 | |
| 223 | tests<unsigned short>(); |
| 224 | tests<unsigned int>(); |
| 225 | tests<unsigned long>(); |
| 226 | tests<unsigned long long>(); |
| 227 | |
| 228 | #if defined(_LIBCPP_VERSION) // extension |
| 229 | // TODO: std::poisson_distribution currently doesn't work reliably with small types. |
| 230 | // tests<int8_t>(); |
| 231 | // tests<uint8_t>(); |
| 232 | #if !defined(TEST_HAS_NO_INT128) |
| 233 | tests<__int128_t>(); |
| 234 | tests<__uint128_t>(); |
| 235 | #endif |
| 236 | #endif |
| 237 | |
| 238 | return 0; |
| 239 | } |
| 240 |
