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