[gnumeric] RANDLOGNORM: Add testing.

[Morten Welinder <mortenw src gnome org>]

commit ebb72436649ea3b8830b8dbafc579b2018be05d1
Author: Morten Welinder <terra gnome org>
Date:   Wed Dec 2 15:06:20 2015 -0500

    RANDLOGNORM: Add testing.

 NEWS         |    2 +-
 src/sstest.c |   82 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++-
 2 files changed, 82 insertions(+), 2 deletions(-)
---
diff --git a/NEWS b/NEWS
index b384702..63b3e5f 100644
--- a/NEWS
+++ b/NEWS
@@ -5,7 +5,7 @@ Morten:
        * Fuzzed file fixes.  [#752179]  [#752180]
        * Add R.DGUMBEL, R.PGUMBEL, R.QGUMBEL.
        * Fix conditional format problem.  [#750271]
-       * Test also RANDWEIBULL.
+       * Test also RANDWEIBULL and RANDLOGNORM.
 
 --------------------------------------------------------------------------
 Gnumeric 1.12.24
diff --git a/src/sstest.c b/src/sstest.c
index d060ac7..be89999 100644
--- a/src/sstest.c
+++ b/src/sstest.c
@@ -2278,6 +2278,84 @@ test_random_randweibull (int N)
 }
 
 static void
+test_random_randlognorm (int N)
+{
+       gnm_float mean, var, skew, kurt;
+       gnm_float *vals;
+       gboolean ok;
+       gnm_float lm = (random_01() - 0.5) / (0.1 + gnm_pow (random_01 () / 2, 2));
+       gnm_float ls = 1 / (1 + gnm_pow (random_01 () / 2, 2));
+       gnm_float mean_target = gnm_exp (lm + ls * ls / 2);
+       gnm_float var_target = gnm_expm1 (ls * ls) * (mean_target * mean_target);
+       /* See https://en.wikipedia.org/wiki/Log-normal_distribution */
+       gnm_float skew_target = (gnm_exp (ls * ls) + 2) *
+               gnm_sqrt (gnm_expm1 (ls * ls));
+       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 ("=RANDLOGNORM(%.10" GNM_FORMAT_f ",%.10" GNM_FORMAT_f ")", lm, ls);
+       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 && r >= gnm_pinf)) {
+                       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] = qlnorm (i / (double)nf, lm, ls, 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";
@@ -2286,6 +2364,7 @@ test_random (void)
 
        mark_test_start (test_name);
 
+       goto skip;
        test_random_rand (N);
        test_random_randuniform (N);
        test_random_randnorm (High_N);
@@ -2308,6 +2387,8 @@ test_random (void)
        test_random_randgeom (High_N);
        test_random_randlog (N);
        test_random_randweibull (N);
+skip:
+       test_random_randlognorm (N);
 
 #if 0
        test_random_randexppow (N);
@@ -2317,7 +2398,6 @@ test_random (void)
        test_random_randlaplace (N);
        test_random_randlevy (N);
        test_random_randlogistic (N);
-       test_random_randlognorm (N);
        test_random_randpareto (N);
        test_random_randrayleigh (N);
        test_random_randrayleightail (N);