/* This Source Code Form is subject to the terms of the Mozilla Public * License, v. 2.0. If a copy of the MPL was not distributed with this * file, You can obtain one at http://mozilla.org/MPL/2.0/. */ QUnit.test("MersenneTwister test uniform distribution", function(assert) { const N = Math.pow(2, 18), TRIES = 10, XSQ = 293.25; // quantile of chi-square dist. k=255, p=.05 let mt = new MersenneTwister(); mt.seed(Math.random() * 0x100000000); for (let attempt = 0; attempt < TRIES; ++attempt) { let data = new Uint32Array(N), sh; for (let i = 0; i < data.length; ++i) { data[i] = mt.int32(); } for (sh = 0; sh <= 24; ++sh) { let bins = new Uint32Array(256); for (let b of data) { ++bins[(b >>> sh) & 0xFF]; } let xsq = bins.reduce(function(a, v){ let e = N / bins.length; return a + Math.pow(v - e, 2) / e; }, 0); /* * XSQ = scipy.stats.chi2.isf(.05, 255) * if xsq > XSQ, the result is biased at 95% significance */ if (xsq >= XSQ) break; assert.ok(true, "Expected x^2 to be < " + XSQ + ", got " + xsq + " on attempt #" + (attempt + 1)); } if (sh == 25) { return; } } assert.ok(false, "Failed in " + TRIES + " attempts to get xsq lower than " + XSQ); }); QUnit.test("MersenneTwister test float distribution", function(assert) { const N = Math.pow(2, 18), TRIES = 3, XSQ = 564.7; // quantile of chi-square dist. k=511, p=.05 let tries = [], mt = new MersenneTwister(); mt.seed(Math.random() * 0x100000000); for (let attempt = 0; attempt < TRIES; ++attempt) { let bins = new Uint32Array(512); for (let i = 0; i < N; ++i) { let tmp = (mt.real2() * bins.length) >>> 0; if (tmp >= bins.length) throw "random.float() >= 1.0"; ++bins[tmp]; } let xsq = bins.reduce(function(a, v){ let e = N / bins.length; return a + Math.pow(v - e, 2) / e; }, 0); /* * XSQ = scipy.stats.chi2.isf(.05, 511) * if xsq > XSQ, the result is biased at 95% significance */ if (xsq < XSQ) { assert.ok(true, "Expected x^2 to be < " + XSQ + ", got " + xsq + " on attempt #" + (attempt + 1)); return; } tries.push(xsq); } assert.ok(false, "Failed in " + TRIES + " attempts to get xsq lower than " + XSQ + ": "+ tries); });