[gnumeric] Weibull: add test for RANDWEIBULL.
- From: Morten Welinder <mortenw src gnome org>
- To: commits-list gnome org
- Cc:
- Subject: [gnumeric] Weibull: add test for RANDWEIBULL.
- Date: Tue, 1 Dec 2015 15:48:24 +0000 (UTC)
commit 506ef6db58bbf8c35f9f4b0ef43133ac04518fc1
Author: Morten Welinder <terra gnome org>
Date: Tue Dec 1 10:46:31 2015 -0500
Weibull: add test for RANDWEIBULL.
NEWS | 1 +
src/sstest.c | 86 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++-
2 files changed, 86 insertions(+), 1 deletions(-)
---
diff --git a/NEWS b/NEWS
index a603ec7..b384702 100644
--- a/NEWS
+++ b/NEWS
@@ -5,6 +5,7 @@ Morten:
* Fuzzed file fixes. [#752179] [#752180]
* Add R.DGUMBEL, R.PGUMBEL, R.QGUMBEL.
* Fix conditional format problem. [#750271]
+ * Test also RANDWEIBULL.
--------------------------------------------------------------------------
Gnumeric 1.12.24
diff --git a/src/sstest.c b/src/sstest.c
index a24d8c7..d060ac7 100644
--- a/src/sstest.c
+++ b/src/sstest.c
@@ -25,6 +25,7 @@
#include "mathfunc.h"
#include "gnm-random.h"
#include "sf-dpq.h"
+#include "sf-gamma.h"
#include "rangefunc.h"
#include <gsf/gsf-input-stdio.h>
@@ -2194,6 +2195,89 @@ test_random_randlog (int N)
}
static void
+test_random_randweibull (int N)
+{
+ gnm_float mean, var, skew, kurt;
+ gnm_float *vals;
+ gboolean ok;
+ gnm_float shape = 1 / (0.0001 + gnm_pow (random_01 () / 2, 2));
+ gnm_float scale = 2 * random_01 ();
+ gnm_float mean_target = scale * gnm_gamma (1 + 1 / shape);
+ gnm_float var_target = scale * scale *
+ (gnm_gamma (1 + 2 / shape) -
+ gnm_pow (gnm_gamma (1 + 1 / shape), 2));
+ /* See https://en.wikipedia.org/wiki/Weibull_distribution */
+ gnm_float skew_target =
+ (gnm_gamma (1 + 3 / shape) * gnm_pow (scale, 3) -
+ 3 * mean_target * var_target -
+ gnm_pow (mean_target, 3)) /
+ gnm_pow (var_target, 1.5);
+ gnm_float kurt_target = gnm_nan; /* Complicated */
+ char *expr;
+ gnm_float T;
+ int i;
+ gnm_float fractiles[10];
+ const int nf = G_N_ELEMENTS (fractiles);
+
+ expr = g_strdup_printf ("=RANDWEIBULL(%.10" GNM_FORMAT_f ",%.10" GNM_FORMAT_f ")", scale, shape);
+ vals = test_random_1 (N, expr, &mean, &var, &skew, &kurt);
+ g_free (expr);
+
+ ok = TRUE;
+ for (i = 0; i < N; i++) {
+ gnm_float r = vals[i];
+ if (!(r >= 0 && gnm_finite (r))) {
+ g_printerr ("Range failure.\n");
+ ok = FALSE;
+ break;
+ }
+ }
+
+ T = mean_target;
+ g_printerr ("Expected mean: %.10" GNM_FORMAT_g "\n", T);
+ if (!(gnm_abs (mean - T) <= 3 * gnm_sqrt (var_target / N))) {
+ g_printerr ("Mean failure.\n");
+ ok = FALSE;
+ }
+
+ T = var_target;
+ g_printerr ("Expected var: %.10" GNM_FORMAT_g "\n", T);
+ if (!(var >= 0 && gnm_finite (var))) {
+ /* That is a very simplistic test! */
+ g_printerr ("Var failure.\n");
+ ok = FALSE;
+ }
+
+ T = skew_target;
+ g_printerr ("Expected skew: %.10" GNM_FORMAT_g "\n", T);
+ if (!gnm_finite (skew)) {
+ /* That is a very simplistic test! */
+ g_printerr ("Skew failure.\n");
+ ok = FALSE;
+ }
+
+ T = kurt_target;
+ g_printerr ("Expected kurt: %.10" GNM_FORMAT_g "\n", T);
+ if (!(kurt >= -3 && gnm_finite (kurt))) {
+ /* That is a very simplistic test! */
+ g_printerr ("Kurt failure.\n");
+ ok = FALSE;
+ }
+
+ /* Fractile test */
+ for (i = 1; i < nf; i++)
+ fractiles[i] = qweibull (i / (double)nf, shape, scale, TRUE, FALSE);
+ if (!rand_fractile_test (vals, N, nf, fractiles, NULL))
+ ok = FALSE;
+
+ if (ok)
+ g_printerr ("OK\n");
+ g_printerr ("\n");
+
+ g_free (vals);
+}
+
+static void
test_random (void)
{
const char *test_name = "test_random";
@@ -2223,6 +2307,7 @@ test_random (void)
test_random_randpoisson (High_N);
test_random_randgeom (High_N);
test_random_randlog (N);
+ test_random_randweibull (N);
#if 0
test_random_randexppow (N);
@@ -2237,7 +2322,6 @@ test_random (void)
test_random_randrayleigh (N);
test_random_randrayleightail (N);
test_random_randstdist (N);
- test_random_randweibull (N);
#endif
mark_test_end (test_name);
[
Date Prev][
Date Next] [
Thread Prev][
Thread Next]
[
Thread Index]
[
Date Index]
[
Author Index]