tvl-depot/absl/random/exponential_distribution_test.cc

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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
2019-06-21 22:11:42 +02:00
// 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/exponential_distribution.h"
#include <algorithm>
#include <cmath>
#include <cstddef>
#include <cstdint>
#include <iterator>
#include <limits>
#include <random>
#include <sstream>
#include <string>
#include <type_traits>
#include <vector>
#include "gmock/gmock.h"
#include "gtest/gtest.h"
#include "absl/base/internal/raw_logging.h"
#include "absl/base/macros.h"
#include "absl/random/internal/chi_square.h"
#include "absl/random/internal/distribution_test_util.h"
#include "absl/random/internal/sequence_urbg.h"
#include "absl/random/random.h"
#include "absl/strings/str_cat.h"
#include "absl/strings/str_format.h"
#include "absl/strings/str_replace.h"
#include "absl/strings/strip.h"
namespace {
using absl::random_internal::kChiSquared;
template <typename RealType>
class ExponentialDistributionTypedTest : public ::testing::Test {};
#if defined(__EMSCRIPTEN__)
using RealTypes = ::testing::Types<float, double>;
#else
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
2019-06-21 22:11:42 +02:00
using RealTypes = ::testing::Types<float, double, long double>;
#endif // defined(__EMSCRIPTEN__)
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
2019-06-21 22:11:42 +02:00
TYPED_TEST_CASE(ExponentialDistributionTypedTest, RealTypes);
TYPED_TEST(ExponentialDistributionTypedTest, SerializeTest) {
using param_type =
typename absl::exponential_distribution<TypeParam>::param_type;
const TypeParam kParams[] = {
// Cases around 1.
1, //
std::nextafter(TypeParam(1), TypeParam(0)), // 1 - epsilon
std::nextafter(TypeParam(1), TypeParam(2)), // 1 + epsilon
// Typical cases.
TypeParam(1e-8), TypeParam(1e-4), TypeParam(1), TypeParam(2),
TypeParam(1e4), TypeParam(1e8), TypeParam(1e20), TypeParam(2.5),
// Boundary cases.
std::numeric_limits<TypeParam>::max(),
std::numeric_limits<TypeParam>::epsilon(),
std::nextafter(std::numeric_limits<TypeParam>::min(),
TypeParam(1)), // min + epsilon
std::numeric_limits<TypeParam>::min(), // smallest normal
// There are some errors dealing with denorms on apple platforms.
std::numeric_limits<TypeParam>::denorm_min(), // smallest denorm
std::numeric_limits<TypeParam>::min() / 2, // denorm
std::nextafter(std::numeric_limits<TypeParam>::min(),
TypeParam(0)), // denorm_max
};
constexpr int kCount = 1000;
absl::InsecureBitGen gen;
for (const TypeParam lambda : kParams) {
// Some values may be invalid; skip those.
if (!std::isfinite(lambda)) continue;
ABSL_ASSERT(lambda > 0);
const param_type param(lambda);
absl::exponential_distribution<TypeParam> before(lambda);
EXPECT_EQ(before.lambda(), param.lambda());
{
absl::exponential_distribution<TypeParam> via_param(param);
EXPECT_EQ(via_param, before);
EXPECT_EQ(via_param.param(), before.param());
}
// Smoke test.
auto sample_min = before.max();
auto sample_max = before.min();
for (int i = 0; i < kCount; i++) {
auto sample = before(gen);
EXPECT_GE(sample, before.min()) << before;
EXPECT_LE(sample, before.max()) << before;
if (sample > sample_max) sample_max = sample;
if (sample < sample_min) sample_min = sample;
}
if (!std::is_same<TypeParam, long double>::value) {
ABSL_INTERNAL_LOG(INFO,
absl::StrFormat("Range {%f}: %f, %f, lambda=%f", lambda,
sample_min, sample_max, lambda));
}
std::stringstream ss;
ss << before;
if (!std::isfinite(lambda)) {
// Streams do not deserialize inf/nan correctly.
continue;
}
// Validate stream serialization.
absl::exponential_distribution<TypeParam> after(34.56f);
EXPECT_NE(before.lambda(), after.lambda());
EXPECT_NE(before.param(), after.param());
EXPECT_NE(before, after);
ss >> after;
#if defined(__powerpc64__) || defined(__PPC64__) || defined(__powerpc__) || \
defined(__ppc__) || defined(__PPC__)
if (std::is_same<TypeParam, long double>::value) {
// Roundtripping floating point values requires sufficient precision to
// reconstruct the exact value. It turns out that long double has some
// errors doing this on ppc, particularly for values
// near {1.0 +/- epsilon}.
if (lambda <= std::numeric_limits<double>::max() &&
lambda >= std::numeric_limits<double>::lowest()) {
EXPECT_EQ(static_cast<double>(before.lambda()),
static_cast<double>(after.lambda()))
<< ss.str();
}
continue;
}
#endif
EXPECT_EQ(before.lambda(), after.lambda()) //
<< ss.str() << " " //
<< (ss.good() ? "good " : "") //
<< (ss.bad() ? "bad " : "") //
<< (ss.eof() ? "eof " : "") //
<< (ss.fail() ? "fail " : "");
}
}
// http://www.itl.nist.gov/div898/handbook/eda/section3/eda3667.htm
class ExponentialModel {
public:
explicit ExponentialModel(double lambda)
: lambda_(lambda), beta_(1.0 / lambda) {}
double lambda() const { return lambda_; }
double mean() const { return beta_; }
double variance() const { return beta_ * beta_; }
double stddev() const { return std::sqrt(variance()); }
double skew() const { return 2; }
double kurtosis() const { return 6.0; }
double CDF(double x) { return 1.0 - std::exp(-lambda_ * x); }
// The inverse CDF, or PercentPoint function of the distribution
double InverseCDF(double p) {
ABSL_ASSERT(p >= 0.0);
ABSL_ASSERT(p < 1.0);
return -beta_ * std::log(1.0 - p);
}
private:
const double lambda_;
const double beta_;
};
struct Param {
double lambda;
double p_fail;
int trials;
};
class ExponentialDistributionTests : public testing::TestWithParam<Param>,
public ExponentialModel {
public:
ExponentialDistributionTests() : ExponentialModel(GetParam().lambda) {}
// SingleZTest provides a basic z-squared test of the mean vs. expected
// mean for data generated by the poisson distribution.
template <typename D>
bool SingleZTest(const double p, const size_t samples);
// SingleChiSquaredTest provides a basic chi-squared test of the normal
// distribution.
template <typename D>
double SingleChiSquaredTest();
absl::InsecureBitGen rng_;
};
template <typename D>
bool ExponentialDistributionTests::SingleZTest(const double p,
const size_t samples) {
D dis(lambda());
std::vector<double> data;
data.reserve(samples);
for (size_t i = 0; i < samples; i++) {
const double x = dis(rng_);
data.push_back(x);
}
const auto m = absl::random_internal::ComputeDistributionMoments(data);
const double max_err = absl::random_internal::MaxErrorTolerance(p);
const double z = absl::random_internal::ZScore(mean(), m);
const bool pass = absl::random_internal::Near("z", z, 0.0, max_err);
if (!pass) {
ABSL_INTERNAL_LOG(
INFO, absl::StrFormat("p=%f max_err=%f\n"
" lambda=%f\n"
" mean=%f vs. %f\n"
" stddev=%f vs. %f\n"
" skewness=%f vs. %f\n"
" kurtosis=%f vs. %f\n"
" z=%f vs. 0",
p, max_err, lambda(), m.mean, mean(),
std::sqrt(m.variance), stddev(), m.skewness,
skew(), m.kurtosis, kurtosis(), z));
}
return pass;
}
template <typename D>
double ExponentialDistributionTests::SingleChiSquaredTest() {
const size_t kSamples = 10000;
const int kBuckets = 50;
// The InverseCDF is the percent point function of the distribution, and can
// be used to assign buckets roughly uniformly.
std::vector<double> cutoffs;
const double kInc = 1.0 / static_cast<double>(kBuckets);
for (double p = kInc; p < 1.0; p += kInc) {
cutoffs.push_back(InverseCDF(p));
}
if (cutoffs.back() != std::numeric_limits<double>::infinity()) {
cutoffs.push_back(std::numeric_limits<double>::infinity());
}
D dis(lambda());
std::vector<int32_t> counts(cutoffs.size(), 0);
for (int j = 0; j < kSamples; j++) {
const double x = dis(rng_);
auto it = std::upper_bound(cutoffs.begin(), cutoffs.end(), x);
counts[std::distance(cutoffs.begin(), it)]++;
}
// Null-hypothesis is that the distribution is exponentially distributed
// with the provided lambda (not estimated from the data).
const int dof = static_cast<int>(counts.size()) - 1;
// Our threshold for logging is 1-in-50.
const double threshold = absl::random_internal::ChiSquareValue(dof, 0.98);
const double expected =
static_cast<double>(kSamples) / static_cast<double>(counts.size());
double chi_square = absl::random_internal::ChiSquareWithExpected(
std::begin(counts), std::end(counts), expected);
double p = absl::random_internal::ChiSquarePValue(chi_square, dof);
if (chi_square > threshold) {
for (int i = 0; i < cutoffs.size(); i++) {
ABSL_INTERNAL_LOG(
INFO, absl::StrFormat("%d : (%f) = %d", i, cutoffs[i], counts[i]));
}
ABSL_INTERNAL_LOG(INFO,
absl::StrCat("lambda ", lambda(), "\n", //
" expected ", expected, "\n", //
kChiSquared, " ", chi_square, " (", p, ")\n",
kChiSquared, " @ 0.98 = ", threshold));
}
return p;
}
TEST_P(ExponentialDistributionTests, ZTest) {
const size_t kSamples = 10000;
const auto& param = GetParam();
const int expected_failures =
std::max(1, static_cast<int>(std::ceil(param.trials * param.p_fail)));
const double p = absl::random_internal::RequiredSuccessProbability(
param.p_fail, param.trials);
int failures = 0;
for (int i = 0; i < param.trials; i++) {
failures += SingleZTest<absl::exponential_distribution<double>>(p, kSamples)
? 0
: 1;
}
EXPECT_LE(failures, expected_failures);
}
TEST_P(ExponentialDistributionTests, ChiSquaredTest) {
const int kTrials = 20;
int failures = 0;
for (int i = 0; i < kTrials; i++) {
double p_value =
SingleChiSquaredTest<absl::exponential_distribution<double>>();
if (p_value < 0.005) { // 1/200
failures++;
}
}
// There is a 0.10% chance of producing at least one failure, so raise the
// failure threshold high enough to allow for a flake rate < 10,000.
EXPECT_LE(failures, 4);
}
std::vector<Param> GenParams() {
return {
Param{1.0, 0.02, 100},
Param{2.5, 0.02, 100},
Param{10, 0.02, 100},
// large
Param{1e4, 0.02, 100},
Param{1e9, 0.02, 100},
// small
Param{0.1, 0.02, 100},
Param{1e-3, 0.02, 100},
Param{1e-5, 0.02, 100},
};
}
std::string ParamName(const ::testing::TestParamInfo<Param>& info) {
const auto& p = info.param;
std::string name = absl::StrCat("lambda_", absl::SixDigits(p.lambda));
return absl::StrReplaceAll(name, {{"+", "_"}, {"-", "_"}, {".", "_"}});
}
Export of internal Abseil changes -- 62058c9c008e23c787f35c1a5fe05851046a71f1 by Abseil Team <absl-team@google.com>: Fix some strange usage of INSTANTIATE_TEST_SUITE_P PiperOrigin-RevId: 264185105 -- 4400d84027d86415a2f9b81996ff22e7fd7aa30f by Derek Mauro <dmauro@google.com>: Disable testing std::string_view from nullptr on GCC >= GCC9. PiperOrigin-RevId: 264150587 -- 656d5a742ba48d025589709fad33ddae4b02c620 by Matt Calabrese <calabrese@google.com>: Fix `absl::any_cast` such that it properly works with qualifications. PiperOrigin-RevId: 263843429 -- 6ec89214a4ef2170bf069623a56ffd22863b748d by Abseil Team <absl-team@google.com>: Use macros to enable inline constexpr variables in compare.h when the compiler supports the feature. PiperOrigin-RevId: 263790677 -- a5171e0897195a0367fc08abce9504f813d027ff by Derek Mauro <dmauro@google.com>: Add the Apache License to files that are missing it. PiperOrigin-RevId: 263774164 -- 19e09a7ce8a0aac0a7d534e1799e4d73b63a1bb5 by Abseil Team <absl-team@google.com>: Update iter.position when moving up the tree in rebalance_after_delete. This field isn't read after the first iteration in rebalance_after_delete, and I think it's not a correctness issue, but it is read in try_merge_or_rebalance and potentially affects rebalancing decisions so it can affect performance. There's also an extremely unlikely potential for undefined behavior due to signed integer overflow since this field is only ever incremented in try_merge_or_rebalance (and position is an int). Basically though, I just don't think it makes sense to have this invalid iterator floating around here. PiperOrigin-RevId: 263770305 GitOrigin-RevId: 62058c9c008e23c787f35c1a5fe05851046a71f1 Change-Id: I1e2fb7cbfac7507dddedd181414ee35a5778f8f5
2019-08-19 19:27:18 +02:00
INSTANTIATE_TEST_CASE_P(All, ExponentialDistributionTests,
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
2019-06-21 22:11:42 +02:00
::testing::ValuesIn(GenParams()), ParamName);
// NOTE: absl::exponential_distribution is not guaranteed to be stable.
TEST(ExponentialDistributionTest, StabilityTest) {
// absl::exponential_distribution stability relies on std::log1p and
// absl::uniform_real_distribution.
absl::random_internal::sequence_urbg urbg(
{0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull});
std::vector<int> output(14);
{
absl::exponential_distribution<double> dist;
std::generate(std::begin(output), std::end(output),
[&] { return static_cast<int>(10000.0 * dist(urbg)); });
EXPECT_EQ(14, urbg.invocations());
EXPECT_THAT(output,
testing::ElementsAre(0, 71913, 14375, 5039, 1835, 861, 25936,
804, 126, 12337, 17984, 27002, 0, 71913));
}
urbg.reset();
{
absl::exponential_distribution<float> dist;
std::generate(std::begin(output), std::end(output),
[&] { return static_cast<int>(10000.0f * dist(urbg)); });
EXPECT_EQ(14, urbg.invocations());
EXPECT_THAT(output,
testing::ElementsAre(0, 71913, 14375, 5039, 1835, 861, 25936,
804, 126, 12337, 17984, 27002, 0, 71913));
}
}
TEST(ExponentialDistributionTest, AlgorithmBounds) {
// Relies on absl::uniform_real_distribution, so some of these comments
// reference that.
absl::exponential_distribution<double> dist;
{
// This returns the smallest value >0 from absl::uniform_real_distribution.
absl::random_internal::sequence_urbg urbg({0x0000000000000001ull});
double a = dist(urbg);
EXPECT_EQ(a, 5.42101086242752217004e-20);
}
{
// This returns a value very near 0.5 from absl::uniform_real_distribution.
absl::random_internal::sequence_urbg urbg({0x7fffffffffffffefull});
double a = dist(urbg);
EXPECT_EQ(a, 0.693147180559945175204);
}
{
// This returns the largest value <1 from absl::uniform_real_distribution.
// WolframAlpha: ~39.1439465808987766283058547296341915292187253
absl::random_internal::sequence_urbg urbg({0xFFFFFFFFFFFFFFeFull});
double a = dist(urbg);
EXPECT_EQ(a, 36.7368005696771007251);
}
{
// This *ALSO* returns the largest value <1.
absl::random_internal::sequence_urbg urbg({0xFFFFFFFFFFFFFFFFull});
double a = dist(urbg);
EXPECT_EQ(a, 36.7368005696771007251);
}
}
} // namespace