Initial Commit
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Jordan Sherer
Executable
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/* RAND-TEST.C - Program to test random number generators. */
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/* Copyright (c) 1995-2012 by Radford M. Neal.
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*
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* Permission is granted for anyone to copy, use, modify, and distribute
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* these programs and accompanying documents for any purpose, provided
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* this copyright notice is retained and prominently displayed, and note
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* is made of any changes made to these programs. These programs and
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* documents are distributed without any warranty, express or implied.
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* As the programs were written for research purposes only, they have not
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* been tested to the degree that would be advisable in any important
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* application. All use of these programs is entirely at the user's own
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* risk.
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*/
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/* Usage:
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rand-test seed generator { parameters } / sample-size [ low high bins ]
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Using the seed given, tests the random number generator identified by
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the second argument, for the parameter values specified. The possible
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generators and required parameters are as follows:
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uniform Uniform from [0,1)
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uniopen Uniform from (0,1)
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int n Uniform from the set { 0, 1, ..., (n-1) }
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gaussian From Gaussian with mean zero and unit variance
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exp From exponential with mean one
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cauchy From Cauchy centred at zero with unit width
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gamma alpha From Gamma with shape parameter (and mean) alpha
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beta a b From Beta with parameters a and b
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The size of the sample to use is also specified. The program reports
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the mean and variance of the sample. A histogram is also printed if a
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low and high range and number of bins are for it are specified.
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These tests are not really adequate to detect subtle forms of bias due
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to use of pseudo-random numbers, but are hopefully good enough to find
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most programming errors.
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*/
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#include <stdlib.h>
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#include <stdio.h>
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#include <string.h>
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#include <math.h>
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#include "rand.h"
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#define Max_bins 1000 /* Maximum number of histogram bins */
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static void usage (void);
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/* MAIN PROGRAM. */
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main
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( int argc,
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char **argv
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)
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{
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int seed, sample_size, bins, np;
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double low, high;
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char *generator;
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double p1, p2;
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double mean, variance;
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double tmean, tvariance;
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int undef_mean, undef_variance;
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int count[Max_bins];
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int under, over;
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char **ap;
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double x;
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int i, n;
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bins = 0;
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if (argc<5) usage();
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if ((seed = atoi(argv[1]))==0 && strcmp(argv[1],"0")!=0) usage();
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generator = argv[2];
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if (strcmp(generator,"uniform")==0) np = 0;
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else if (strcmp(generator,"uniopen")==0) np = 0;
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else if (strcmp(generator,"int")==0) np = 1;
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else if (strcmp(generator,"poisson")==0) np = 1;
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else if (strcmp(generator,"gaussian")==0) np = 0;
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else if (strcmp(generator,"exp")==0) np = 0;
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else if (strcmp(generator,"cauchy")==0) np = 0;
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else if (strcmp(generator,"gamma")==0) np = 1;
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else if (strcmp(generator,"beta")==0) np = 2;
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else
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{ fprintf(stderr,"Unknown generator: %s\n",generator);
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exit(1);
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}
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ap = argv+3;
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if (np>0)
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{ if (*ap==0 || (p1 = atof(*ap++))<=0) usage();
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}
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if (np>1)
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{ if (*ap==0 || (p2 = atof(*ap++))<=0) usage();
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}
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if (*ap==0 || strcmp(*ap++,"/")!=0) usage();
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if (*ap==0 || (sample_size = atoi(*ap++))<=0) usage();
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if (*ap!=0)
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{ low = atof(*ap++);
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if (*ap==0) usage();
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high = atof(*ap++);
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if (high<=low) usage();
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if (*ap==0 || (bins = atoi(*ap++))<=0) usage();
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if (bins>Max_bins)
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{ fprintf(stderr,"Too many histogram bins\n");
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exit(1);
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}
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}
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if (*ap!=0) usage();
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printf("\nTest of %s(",generator);
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if (np>0) printf("%.4f",p1);
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if (np>1) printf(",%.4f",p2);
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printf(") generator using sample of size %d with seed %d\n\n",
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sample_size, seed);
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undef_mean = undef_variance = 0;
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if (strcmp(generator,"uniform")==0)
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{ tmean = 0.5;
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tvariance = 1.0/12.0;
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}
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else if (strcmp(generator,"uniopen")==0)
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{ tmean = 0.5;
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tvariance = 1.0/12.0;
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}
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else if (strcmp(generator,"int")==0)
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{ tmean = (p1-1)/2;
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tvariance = p1*p1/3.0 - p1/2.0 + 1/6.0 - tmean*tmean;
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}
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else if (strcmp(generator,"poisson")==0)
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{ tmean = p1;
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tvariance = p1;
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}
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else if (strcmp(generator,"gaussian")==0)
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{ tmean = 0;
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tvariance = 1;
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}
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else if (strcmp(generator,"exp")==0)
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{ tmean = 1;
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tvariance = 1;
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}
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else if (strcmp(generator,"cauchy")==0)
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{ undef_mean = 1;
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undef_variance = 1;
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}
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else if (strcmp(generator,"gamma")==0)
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{ tmean = p1;
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tvariance = p1;
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}
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else if (strcmp(generator,"beta")==0)
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{ tmean = p1 / (p1+p2);
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tvariance = (p1*p2) / ((p1+p2)*(p1+p2)*(p1+p2+1));
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}
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else
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{ abort();
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}
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mean = 0;
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variance = 0;
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if (bins>0)
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{ for (i = 0; i<bins; i++) count[i] = 0;
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under = over = 0;
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}
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rand_seed(seed);
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for (n = 0; n<sample_size; n++)
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{
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if (strcmp(generator,"uniform")==0) x = rand_uniform();
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else if (strcmp(generator,"uniopen")==0) x = rand_uniopen();
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else if (strcmp(generator,"int")==0) x = rand_int((int)p1);
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else if (strcmp(generator,"poisson")==0) x = rand_poisson(p1);
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else if (strcmp(generator,"gaussian")==0) x = rand_gaussian();
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else if (strcmp(generator,"exp")==0) x = rand_exp();
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else if (strcmp(generator,"cauchy")==0) x = rand_cauchy();
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else if (strcmp(generator,"gamma")==0) x = rand_gamma(p1);
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else if (strcmp(generator,"beta")==0) x = rand_beta(p1,p2);
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else abort();
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mean += x;
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variance += x*x;
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if (bins>0)
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{ if (x<low)
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{ under += 1;
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}
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else
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{ i = (int) ((x-low)/((high-low)/bins));
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if (i>=bins)
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{ over += 1;
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}
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else
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{ count[i] += 1;
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}
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}
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}
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}
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mean /= sample_size;
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variance /= sample_size;
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variance -= mean*mean;
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printf("Sample mean: %.4f",mean);
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if (undef_mean)
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{ printf(" (true value: undefined)\n");
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}
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else
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{ printf(" (true value: %.4f)\n",tmean);
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}
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printf("Sample variance: %.4f",variance);
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if (undef_variance)
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{ printf(" (true value: undefined)\n");
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}
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else
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{ printf(" (true value: %.4f)\n",tvariance);
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}
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printf("\n");
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if (bins!=0)
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{ printf("Histogram:\n");
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printf(" under : %8d %.5f\n\n",
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under, (double)under / sample_size);
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for (i = 0; i<bins; i++)
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{ printf(" %10.4f - %10.4f : %8d %.5f\n",
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i*(high-low)/bins + low, (i+1)*(high-low)/bins + low,
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count[i], (double)count[i] / sample_size);
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}
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printf("\n over : %8d %.5f\n",
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over, (double)over / sample_size);
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printf("\n");
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}
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exit(0);
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}
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/* PRINT USAGE MESSAGE AND EXIT. */
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static void usage (void)
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{
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fprintf(stderr,
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"Usage: rand-test seed generator { parameters } / sample-size [ low high bins ]\n");
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exit(1);
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}
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