1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
|
#include "normal.h"
#include "fast.h"
#include <library/cpp/testing/unittest/registar.h>
#include <util/generic/vector.h>
#include <functional>
Y_UNIT_TEST_SUITE(TestNormalDistribution) {
Y_UNIT_TEST(TestDefined) {
volatile auto x = NormalRandom<float>(0, 1) + NormalRandom<double>(0, 1) + NormalRandom<long double>(0, 1);
(void)x;
}
template <class T>
static void TestMD(std::function<T()> f, T m, T d) {
TVector<T> v;
v.reserve(20000);
for (size_t i = 0; i < 20000; ++i) {
v.push_back(f());
}
long double mm = 0;
long double vv = 0;
for (auto x : v) {
mm += x;
}
mm /= v.size();
for (auto x : v) {
vv += (mm - x) * (mm - x);
}
vv /= v.size();
long double dd = std::sqrt(vv);
UNIT_ASSERT_DOUBLES_EQUAL(m, mm, (m + 1) * 0.05);
UNIT_ASSERT_DOUBLES_EQUAL(d, dd, (d + 1) * 0.05);
}
Y_UNIT_TEST(Test1) {
TestMD<float>(&StdNormalRandom<float>, 0, 1);
TestMD<double>(&StdNormalRandom<double>, 0, 1);
TestMD<long double>(&StdNormalRandom<long double>, 0, 1);
}
template <class T>
std::function<T()> GenFunc1(T m, T d) {
return [m, d]() {
return NormalRandom<T>(m, d);
};
}
template <class T>
std::function<T()> GenFunc2(T m, T d) {
TFastRng<ui64> rng(17);
return [rng, m, d]() mutable {
return NormalDistribution<T>(rng, m, d);
};
}
Y_UNIT_TEST(Test2) {
TestMD<float>(GenFunc1<float>(2, 3), 2, 3);
TestMD<double>(GenFunc1<double>(3, 4), 3, 4);
TestMD<long double>(GenFunc1<long double>(4, 5), 4, 5);
}
Y_UNIT_TEST(Test3) {
TestMD<float>(GenFunc2<float>(20, 30), 20, 30);
TestMD<double>(GenFunc2<double>(30, 40), 30, 40);
TestMD<long double>(GenFunc2<long double>(40, 50), 40, 50);
}
} // Y_UNIT_TEST_SUITE(TestNormalDistribution)
|
