58 lines
2.3 KiB
JavaScript
58 lines
2.3 KiB
JavaScript
/* 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);
|
|
});
|