54 lines
2.1 KiB
JavaScript
54 lines
2.1 KiB
JavaScript
QUnit.test("MersenneTwister test uniform distribution", function(assert) {
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const N = Math.pow(2, 17), TRIES = 10, 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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for (let attempt = 0; attempt < TRIES; ++attempt) {
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let data = new Uint32Array(N), 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(function(a, v){ let e = N / bins.length; return a + Math.pow(v - e, 2) / e; }, 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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break;
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assert.ok(true, "Expected x^2 to be < " + XSQ + ", got " + xsq + " on attempt #" + (attempt + 1));
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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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assert.ok(false, "Failed in " + TRIES + " attempts to get xsq lower than " + XSQ);
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});
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QUnit.test("MersenneTwister test float distribution", function(assert) {
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const N = Math.pow(2, 17), TRIES = 3, XSQ = 564.7; // quantile of chi-square dist. k=511, p=.05
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let tries = [], mt = new MersenneTwister();
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mt.seed(Math.random() * 0x100000000);
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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) throw "random.float() >= 1.0";
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++bins[tmp];
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}
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let xsq = bins.reduce(function(a, v){ let e = N / bins.length; return a + Math.pow(v - e, 2) / e; }, 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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assert.ok(true, "Expected x^2 to be < " + XSQ + ", got " + xsq + " on attempt #" + (attempt + 1));
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return;
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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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});
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