Merge branch 'random-tests' of https://github.com/DanGoldbach/d3 into random-tests
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Коммит
e44ae3c0ca
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@ -53,7 +53,8 @@
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"devDependencies": {
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"smash": "~0.0.12",
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"uglify-js": "2.4.0",
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"vows": "0.7.0"
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"vows": "0.7.0",
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"seedrandom": "0.1.6"
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},
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"scripts": {
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"test": "node_modules/.bin/vows"
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@ -1,37 +1,143 @@
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var vows = require("vows"),
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load = require("../load"),
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assert = require("../assert");
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assert = require("../assert"),
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seedrandom = require('seedrandom');
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var suite = vows.describe("d3.random");
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/**
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* Testing a random number generator is a bit more complicated than testing
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* deterministic code, so we use different techniques.
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*
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* If the RNG is correct, each test in this suite will pass with probability
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* at least P. The tests have been designed so that P ≥ 98%. Specific values
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* of P are given above each case. We use the seedrandom module to get around
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* this non-deterministic aspect -- so it is safe to assume that if the tests
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* fail, then d3's RNG is broken.
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*
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* More on RNG testing here:
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* @see http://www.johndcook.com/Beautiful_Testing_ch10.pdf
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*/
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// Overwrites Math.random to a seeded random function.
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// (by default Math.random is seeded with current time)
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Math.seedrandom('a random seed.');
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suite.addBatch({
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"random": {
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topic: load("math/random").expression("d3.random"),
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"normal": {
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"topic": function(random) {
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return random.normal();
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},
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"returns a number": function(r) {
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assert.typeOf(r(), "number");
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}
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"topic": function(random) { return random.normal(-43289, 38.8); },
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// P = 98%
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"has normal distribution" : KSTest(normalCDF(-43289, 38.8))
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},
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"logNormal": {
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"topic": function(random) {
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return random.logNormal();
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},
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"returns a number": function(r) {
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assert.typeOf(r(), "number");
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}
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// Use reasonable values for mean here because random.logNormal() grows
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// exponentially with the mean.
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"topic": function(random) { return random.logNormal(10, 2.5); },
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// P = 98%
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"has log-normal distribution" : KSTest(logNormalCDF(10, 2.5))
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},
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"irwinHall": {
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"topic": function(random) {
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return random.irwinHall(10);
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},
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"returns a number": function(r) {
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assert.typeOf(r(), "number");
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}
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"topic": function(random) { return random.irwinHall(10); },
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// P = 98%
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"has Irwin-Hall distribution" : KSTest(irwinHallCDF(10))
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}
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}
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});
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/**
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* A macro that that takes a RNG and performs a Kolmogorov-Smirnov test:
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* asserts that the values generated by the RNG could be generated by the
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* distribution with cumulative distribution function `cdf'. Each test runs in
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* O(n log n) * O(cdf).
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*
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* Passes with P≈98%.
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*
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* @param cdf function(x) { returns CDF of the distribution evaluated at x }
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* @param n number of sample points. Higher n = better evaluation, slower test.
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* @return function(rng) {
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* // asserts that rng produces values fitting the distribution
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* }
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*/
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function KSTest(cdf, n) {
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return function(rng) {
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var n = 1000;
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var values = [];
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for (var i = 0; i < n; i++) {
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values.push(rng());
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}
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values.sort(function(a, b) { return a - b; });
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K_positive = -Infinity; // Identity of max() function
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for (var i = 0; i < n; i++) {
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var edf_i = i / n; // Empirical distribution function evaluated at x=values[i]
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K_positive = Math.max(K_positive, edf_i - cdf(values[i]));
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}
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K_positive *= Math.sqrt(n);
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// Derivation of this interval is difficult.
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// @see K-S test in Knuth's AoCP vol.2
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assert.inDelta(K_positive, 0.723255, 0.794145);
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}
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}
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function normalCDF(mean, stddev) {
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// Logistic approximation to normal CDF around N(mean, stddev).
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return function(x) {
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return 1 / (1 + Math.exp(-0.07056 * Math.pow((x-mean)/stddev, 3) - 1.5976 * (x-mean)/stddev));
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}
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}
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function logNormalCDF(mean, stddev) {
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// @see http://en.wikipedia.org/wiki/Log-normal_distribution#Similar_distributions
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var exponent = Math.PI / (stddev * Math.sqrt(3));
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var numerator = Math.exp(mean);
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return function(x) {
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return 1 / (Math.pow(numerator / x, exponent) + 1);
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}
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}
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function irwinHallCDF(n) {
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var normalisingFactor = factorial(n);
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// Precompute binom(n, k), k=0..n for efficiency. (this array gets stored
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// inside the closure, so it is only computed once)
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var binoms = [];
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for (var k = 0; k <= n; k++) {
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binoms.push(binom(n, k));
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}
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// @see CDF at http://en.wikipedia.org/wiki/Irwin%E2%80%93Hall_distribution
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return function(x) {
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var t = 0;
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// What d3 calls Irwin-Hill distribution is actually a Bates distribution:
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// the Irwin-Hall distribution divided by n. So we multiply the Bates
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// distribution's x-value by n to get the Irwin-Hall CDF at x.
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x *= n;
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for (var k = 0; k < x; k++) {
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t += Math.pow(-1, k % 2) * binoms[k] * Math.pow(x - k, n);
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}
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return t / normalisingFactor;
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}
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}
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function factorial(n) {
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var t = 1;
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for (var i = 2; i <= n; i++) {
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t *= i;
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}
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return t;
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}
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function binom(n, k) {
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if (k < 0 || k > n) return undefined; // only defined for 0 <= k <= n
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return factorial(n) / (factorial(k) * factorial(n - k));
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}
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suite.export(module);
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